Postdoctoral Research Associate
Oak Ridge National Laboratory
Oak Ridge Associated Universities
United States of America
Bio I'm a postdoctoral research associate in the Computer Science and Mathematics Division at Oak Ridge National Laboratory. My research contributions include: - Analysis and numerical solutions for stochastic (partial) differential equations - Data assimilation and inference for stochastic processes - Uncertainty quantification - Stochastic optimization Personal page: www.ornl.gov/~fbe Projects ACcurate qUantified Mathematical mEthods for Neutron science (ACUMEN) Sponsored by: DOE - Advanced Scientific Computing Research Environment for Quantifying Uncertainty: Integrated aNd Optimized at the eXtreme scale (EQUINOX) Sponsored by: DOE - Advanced Scientific Computing Research Publications 1. F. Bao, Y. Cao and W. Zhao, “Numerical Solutions for Forward Backward Doubly Stochastic Differential Equations and Zakai equations”, International Journal for Uncertainty Quantification, 1(4), pp. 351-367, 2011. 2. 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. 3. 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 Journla of Uncertainty Quantification, 2(1), pp. 784-804, 2014. 4. 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. 5. F. Bao, Y. Cao, A.J. Meir and W. Zhao, “A First Order Fully Discretized Numerical Algorithm for Backward Doubly Stochastic Differential Equations”, SIAM/ASA Journal on Uncertainty Quantification, 4(1), 413-445, 2016. 6. F. Bao, R. Archibald, D. Bansal and O. Delaire, “Hierarchical Optimization for Neutron Scattering Problems”, Journal of Computational Physics, 315: 39-51, 2016. 7. F. Bao, Y. Cao, W. Zhao and B. Hu, “Identification of hydraulic conductivity distributions in density dependent flow fields of submarine groundwater discharge modeling using adjoint-state sensitivities”, SCIENCE CHINA Earth Sciences, 2016. DOI:10.1007/s11430-015-5236-x. 8. F. Bao, Y. Cao, X. Han and J. Li, “Efficient Particle Filtering for Stochastic Korteweg-De Vries Equations”, Stochastics and Dynamics, 2016. DOI: 10.1142/S0219493717500083. 9. F. Bao, Y. Cao, C. Webster and G. Zhang, “An Efficient Meshfree Implicit Filter for Nonlinear Filtering Problems”, International Journal for Uncertainty Quantification, accepted. 10. F. Bao and Y. Cao, “Forward Backward Doubly Stochastic Differential Equations and Optimal Filtering of Diffusion Processes”, arxiv: 1509.06352.
MAathematics and computer