New Faces in the Graduate Faculty: Feng Bao

Starting his studies in science, one FSU professor is working to find applications for today’s pressing issues. Now a mathematician focused in applied and computational math, he is working with chemists and physicists to create solutions based in mathematics. Working on projects supported by the Department of Energy and collaborating with some of the country’s top scientists, Dr. Feng Bao says mathematics is about solving real world problems.

Background

For his undergraduate studies, Dr. Bao was a student in the Chu Kochen Honors College at Zhejiang University. Studying in Hangzhou, China, he says his first major was not math. Instead he studied all types of science ranging from chemistry to psychology. Soon, he switched to applied mathematics, adding that he knows it’s useful and can be used in many different fields.

After graduating from the elite honors college with a Bachelor of Science in Mathematics, in 2006, he started attending Shandong University. Based in Shandong, China, he worked with advisor, Dr. Peng Shige, who he describes as one of the most well-known mathematicians in financial math. Working with one of the founders of financial math, Dr. Bao says that Dr. Shige hugely influenced his research interests. “He is very important in my research career,” he shared. “He’s probably one of the best people in probability, especially control theory.”

By 2009, Dr. Bao earned his Master of Science in Mathematics, and moved to the United States. Attending Auburn University in Georgia, he began focusing on computational math. There, he wrote a thesis based on optimal filtering. “The goal of the optimal filtering problem is to make the best estimate of the hidden state that is not directly observable based on your partial noisy measurements or observations,” he said. By 2014, he graduated from Auburn with his PhD in Mathematics.

Following his graduation, he served as a postdoc at the Oak Ridge National Laboratory. Working in the Division of Computational Science and Mathematics, he started to develop his vision as a mathematician. “At Oak Ridge, I rarely saw applications,” he said. “That established my vision of why I should use math to solve real world problems.” After completing his two-year postdoctoral fellowship, he became an Assistant Professor at the University of Tennessee at Chattanooga, where he stayed for two years.

Teaching

In 2018, Dr. Bao started his career at Florida State University as an Assistant Professor within the Department of Mathematics. Since arriving at FSU, he has taught Calculus III, along with a graduate course in Stochastic Computing and Data Assimilation. In that special topics course, he is able to share his research field with students. “Another way to describe optimal filtering, in general, is as data assimilation,” he explained. “In the class, I still say, ‘this is an optimal filtering problem,’ because this is a state that is random, stochastic, and not directly observable. So, we use partial noisy measurements on these hidden states. We filter out the uncertainties and the noise to make the best estimation.”

Looking to the future, Dr. Bao hopes to continue to teach courses in stochastic computing and optimal filtering. “I do feel stochastic computing is a very important direction in computational math, especially now with the supercomputers and the high-performance computing facilities that are focused on parallel computing,” he said. “I think that it’s a very important direction in computational math, and I hope I could teach more students in this area.”

Research

When considering universities to work at, FSU was of great interest to Dr. Bao in regards to research. “With the research environment, especially in applied and computational math, there’s a very good reputation at FSU,” he said. “I know many students who graduated from FSU and became very successful. There are very strong programs and good students.”

His own research interests include stochastic optimization, data assimilation, and stochastic inferences, uncertainty quantification. His overall goal in his research is to solve real-world problems. Starting at Oak Ridge National Laboratory, he began working with scientists to use mathematics as a solution to pressing issues. “I feel I have to work with various scientists, like chemists and physicists,” he said of his research field. “They really care about real problems. So, the manner that evaluates how well we do this is how many real problems can be solved. Could they [the solutions] improve other people’s lives?”

Currently, Dr. Bao is working on a number of problems. One project he has taken on is studying the computational framework of unbiased studies of correlated electron systems. In another research area, he is working on finding adaptive backward SDE methods for nonlinear filtering projects. He is also giving new meaning to a subject he studied in his graduate years. “Another direction that I’m trying to explore started since I came here is optimal control,” he said. With a background in the subject from his graduate advisor, Dr. Shige, he is looking to expand the uses of that area. “My master’s advisor worked in traditional optimal control. So, I learned a lot of things actually in preparation for optimal control. Now, I think, if we have lots of data, and we can make a good estimation based on the data, what do we do next? We take actions to try to take optimal control of the system based on the data.”

Overall, Dr. Bao is focused on providing solutions to today’s pressing, science problems via mathematical research. For him, being able to use “mathematical methods created by real mathematicians to solve real scientific problems” is what is most exciting in his career. On looking towards the future he said: “I hope I can be the bridge between math and science.”