portrait of Feng Bao

Feng Bao

Assistant Professor, Mathematics
University of Tennessee at Chattanooga

Professional Experiences

  • Assistant Professor,  Department of Mathematics
    The University of Tennessee at Chattanooga, TN, July 2016 - present 
  • Postdoctoral Research Associate, Computer Science and Mathematics Division
    Oak Ridge National Laboratory, TN, July 2014 - July 2016
  • Short Term Researcher, Computer Science and Mathematics Division
    Oak Ridge National Laboratory, TN, Summer 2013


  • Ph.D. in Mathematics, August, 2014,  Auburn University, Auburn, AL, USA
  • M.S. in Probability and Statistics, June, 2009,  Shandong University, China
  • B.S. in Mathematics, June, 2006,  Zhejiang University (Chu Kochen honor class), China

Research Interests

  • Analysis and numerical solution for stochastic differential equations
  • Analysis and numerical solutions for stochastic particle differential equations
  • Uncertainty quantification
  • Data assimilation and inference for stochastic processes
  • Stochastic optimization

Teaching 2017-2018

  • Numerical Analysis II (Spring 2018)

  • Introductino to Differential and Difference Equations (Fall 2017)

  • Calculus with Analytic Geometry III (Spring 2017)


  1. F. Bao, R. Archibald, P. Maksymovych, "Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences", submitted
  2. F. Bao, L. Mu and J. Wang, "A Fully Computable Posteriori Error Estimate for the Stokes Equations on Polytopal Meshes", submitted
  3. C. Yang, D. Posny, F. Bao and J. Wang, "A Multi-scale Cholera Model Linking Between-host and Within-host Dynamics", submitted
  4. F. Bao, Y. Cao and X. Han, "Forward Backward Doubly Stochastic Differential Equations and Optimal Filtering of Diusion Processes", submitted 

  5. F. Bao, Y. Cao and W. Zhao, "A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems", Communications in Computational Physics, to appear, doi: 10.4208/cicp.OA-2017-0084.

  6. K. Kang, V. Maroulas, I. Schizas and F. Bao , "Improved Distributed Particle Filters for Tracking in Wireless Sensor Network ", Computational Statistics and Data Analysis, 17:90-108, 2018

  7. F. Bao and V. Maroulas, "Adaptive Meshfree Backward SDE Filter", SIAM Journal on Scientific Computing, 39(6), A2664-A2683, 2017
  8. F. Bao, Y. Cao, X. Han and J. Li, "Efficient Particle Filtering for Stochastic Korteweg-De Vries Equations ", Stochastics and Dynamics, 1750008 17(2), 2017

  9. F. Bao, R. Archibald, J. Niedziela, D. Bansal and O. Delaire, "Complex Optimization for Big Computational and Experimental Neutron Datasets", Nanotechnology, 27(48), 484002 , 2016.

  10. F. Bao, Y. Tang, M. Summers, G. Zhang, C. Webster, V. Scarola and T.A. Maier , "Fast and Efficient Stochastic Optimization for Analytic Continuation", Physical Review B, 94: 125149, 2016.

  11. F. Bao, R. Archibald, D. Bansal and O. Delaire, "Hierarchical Optimization for Neutron Scattering Problems", Journal of Computational Physics, 315: 39-51, 2016.

  12. F. Bao, Y. Cao, C. Webster and G. Zhang, "An Efficient Meshfree Implicit Filter for Nonlinear Filtering Problems", International Journal for Uncertainty Quantication, 6(1), 19-33, 2016. 

  13. F. Bao, Y. Cao, A. Meir and W. Zhao, "A First Order Fully Discretized Numerical Algorithm for Backward Doubly Stochastic Differential Equations", SIAM/ASA Journal on Uncertainty Quantication, 4(1), 413-445, 2016.

  14. B. Hu, Y. Cao, W. Zhao and F. Bao , "Identification of hydraulic conductivity distributions in density dependent flow fields of submarine groundwater discharge modeling using adjoint-state sensitivities ", SCIENCE CHINA Earth Sciences , 59(4): 770-779, 2016. 

  15. F. Bao, Y. Cao and W. Zhao, "A First Order Semi-discrete Algorithm for Backward Doubly Stochastic Differential Equations", Discrete and Continuous Dynamical Systems - Series B, 2(5), pp. 1297-1313, 2015. 

  16. F. Bao, Y. Cao, C. Webster and G. Zhang, "A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations", SIAM/ASA Journal on Uncertainty Quantication, 2(1), pp.784-804, 2014. 

  17. F. Bao, Y. Cao and X. Han, "An Implicit Algorithm of Solving Nonlinear Filtering Problems", Communications in Computational Physics, 16(2), pp. 382-402, 2014.

  18. F. Bao, Y. Cao and W. Zhao, "Numerical Solutions for Forward Backward Doubly Stochastic Differential Equations and Zakai Equations", International Journal for Uncertainty Quantication, 1(4), pp. 351-367, 2011.


  • DOE - Advanced Scientific Computing Research (through SciDAC program)
    Project: Computational Framework for Unbiased Studies of Correlated Electron Systems 
    Award amount and period: $225,000,  2017-2021  (Single University PI)
  • NSF - Computational Mathematics Program (DMS-1720222) 
    Project: Efficient Adaptive Backward SDE Methods for Nonlinear Filtering Problems
    Award amount and period: $124,995,  2017-2020  (PI)
  • DOE - Advanced Scientific Computing Research (through ACUMEN project)
    Project: Accurate Quantified Mathematical Methods for Neutron and Experimental Sciences
    Award amount and period: $120,914,  2016-2019  (Single University PI)
  • Tennessee Center of Excellence
    Project: Computational Modeling and Uncertainty Quantification for Wave Energy
    Award amount and period: $84,771,  2017-2018  (PI)


  •    ORAU Ralph E. Powe Junior Faculty Enhancement Award, 2017