PREREQUISITES

FOR APPLIED MATHEMATICS

Everything you must have before Phase 1 of the roadmap begins — with resources,
study order and an honest assessment of where you stand.

STATUS MEANING

COMPLETE You have this — quick review only if rusty

REVIEW NEEDED You have foundations but gaps remain — targeted work needed

PRIORITY GAP This needs dedicated study before the roadmap begins

# PREREQUISITE TIME STATUS

1 Single-Variable Calculus ~2–3 months if starting fresh COMPLETE

2 Multivariable Calculus ~2 months if Single-Variable is solid

COMPLETE

3 Linear Algebra ~2–3 months for solid mastery REVIEW NEEDED

4 Real Analysis ~3 months PRIORITY GAP

5 Proof Writing & Mathematical Maturity ~1 month dedicated, or absorbed during

REVIEWRealNEEDED
Analysis

6 Probability & Statistics ~2 months for solid foundations REVIEW NEEDED

7 Classical Physics ~1–2 months if gaps exist COMPLETE

0 Single-Variable Calculus
~2–3 months if starting fresh · You already have this
COMPLETE

1
Every branch of applied mathematics lives downstream of calculus. Limits, derivatives and integrals are the
atomic vocabulary — you cannot read a single page of Phase 1 without them. Series expansions (Taylor,
Laurent, Fourier) are used daily.

◆ YOU MUST KNOW

■ Limits, continuity, epsilon-delta definition

■ Differentiation rules, chain rule, implicit differentiation
■ Integration: substitution, parts, partial fractions
■ Sequences and series: convergence tests, power series
■ Taylor series and remainder estimation
■ Improper integrals

◆ RESOURCES

[Book] Calculus — Stewart (any edition)

The standard. Chapters 1–12 cover everything needed. You have done this.

[Book] Calculus — Spivak

Harder, proof-based. Read after Stewart if you want rigour at this level.

[Book] Calculus Made Easy — Thompson (free online)

Surprisingly good for intuition. Use as a supplement.

[Course] MIT OCW 18.01 — Single Variable Calculus

Full lecture videos + problem sets. Strang teaches this.
[YouTube] 3Blue1Brown — Essence of Calculus
12-video series. Best geometric intuition available. Watch first.

[YouTube] Professor Leonard — Calculus 1, 2, 3 (YouTube)

Extremely thorough, slower pace. Best for filling gaps.

[Free] Paul's Online Math Notes — [Link]

Excellent free reference with worked examples for every technique.

◆ HOW TO STUDY THIS

Watch 3Blue1Brown Essence of Calculus first (6 hours total) for geometric grounding. Then work Stewart
sequentially — do not skip the problem sets. Target: be able to compute any standard integral and expand any smooth
function as a Taylor series.
0 Multivariable Calculus
~2 months if Single-Variable is solid · You already have this
COMPLETE

2
PDEs, fluid dynamics, continuum mechanics and electromagnetism are all stated in the language of
multivariable calculus. The divergence theorem and Stokes theorem are invoked constantly — in every phase of
the main roadmap.

◆ YOU MUST KNOW

■ Partial derivatives, gradient, directional derivative

■ Multiple integrals (double, triple, change of variables)
■ Vector fields: div, grad, curl
■ Line integrals and surface integrals
■ Green's theorem, Stokes' theorem, Divergence theorem
■ Lagrange multipliers

◆ RESOURCES

[Book] Calculus — Stewart, Chapters 12–16

Covers multivariable completely. The natural continuation.

[Book] Vector Calculus — Marsden & Tromba

More rigorous than Stewart. Excellent for Stokes/Divergence theorems.

[Book] Div, Grad, Curl and All That — Schey

Short, focused entirely on vector calculus for physics. Essential companion.

[Course] MIT OCW 18.02 — Multivariable Calculus

Denis Auroux's lectures. Clear, well-paced, complete.
[YouTube] 3Blue1Brown — Divergence and Curl
Two videos. Best visual explanation of these operators that exists.

[YouTube] Professor Leonard — Calculus 3 (YouTube)

Very thorough. Good for working through all standard techniques.

◆ HOW TO STUDY THIS

If you are comfortable with Stewart Chapters 12–16 and can apply the three integral theorems, you are done here. If
shaky on the theorems, spend a week with Marsden & Tromba Chapters 7–8 and work every proof carefully — those
theorems appear in the very first week of PDE study.
0 Linear Algebra
~2–3 months for solid mastery · You have Strang — build on it
REVIEW NEEDED

3
Linear algebra is the single most-used tool in the entire 30-month roadmap. It is not background — it is
infrastructure. Eigenvalues appear in ODEs, PDEs, spectral theory, quantum mechanics, data analysis and
random matrix theory. Inner products and orthogonality underlie Fourier analysis, least squares, and every
numerical method you will use.

◆ YOU MUST KNOW

■ Matrix operations, determinants, rank

■ Vector spaces, subspaces, basis, dimension
■ Linear maps and their matrix representations
■ Eigenvalues, eigenvectors, diagonalisation
■ Inner product spaces, orthogonality, Gram-Schmidt
■ Symmetric matrices, spectral theorem (real case)
■ Singular Value Decomposition (SVD)
■ Least squares problems

◆ RESOURCES

[Book] Introduction to Linear Algebra — Strang (you have this)

Chapters 1–7 are the core. Do not skip Chapter 6 (eigenvalues) or 7 (SVD).

[Book] Linear Algebra Done Right — Axler

Proof-based, determinant-free approach. Read after Strang for rigour.

[Book] Linear Algebra — Hoffman & Kunze

Classic rigorous text. Use as a reference alongside Axler.
[Course] MIT OCW 18.06 — Linear Algebra (Strang)
The gold standard video course. 34 lectures, fully free. Watch alongside the book.

[Course] MIT OCW 18.065 — Matrix Methods in Data Analysis (Strang)

Advanced: SVD, PCA, deep learning connections. Do after 18.06.

[YouTube] 3Blue1Brown — Essence of Linear Algebra

15-video series. Watch before or alongside Strang for geometric intuition.

[YouTube] Steve Brunton — Linear Algebra for Data Science (UW, YouTube)
Applied focus: SVD, PCA, control applications. Excellent supplement.

◆ HOW TO STUDY THIS

You have Strang — work through Chapters 5 (eigenvalues), 6 (positive definite), and 7 (SVD) carefully if not already
done. Then read Axler Chapters 1–9 for proof-based understanding. The SVD is the single most important
decomposition in all of applied mathematics — make sure you understand it geometrically, computationally and
theoretically before beginning Phase 1.
0 Real Analysis
~3 months · Most likely your main gap — prioritise this
PRIORITY GAP

4
Real analysis is the rigorous foundation of calculus. Without it, complex analysis feels like symbol
manipulation, spectral theory is mysterious, and PDE theory is inaccessible at the level required by Phase 2
onward. You need uniform convergence, compactness, and metric spaces at minimum. Measure theory basics
help enormously in Phase 5 (stochastic analysis).

◆ YOU MUST KNOW

■ Ordered fields, completeness of the reals

■ Sequences: Cauchy, convergence, Bolzano-Weierstrass
■ Series: absolute convergence, tests, power series
■ Continuity: epsilon-delta, uniform continuity
■ Differentiation: mean value theorem, Taylor's theorem with remainder
■ Riemann integration: definition, properties, fundamental theorem
■ Sequences and series of functions: pointwise vs uniform convergence
■ Metric spaces: open/closed sets, completeness, compactness

◆ RESOURCES

[Book] Understanding Analysis — Abbott [START HERE]

The most readable real analysis book written. Chapters 1–8 cover everything needed. Gentle proofs,
excellent motivation. Ideal if this is your first analysis course.

[Book] Principles of Mathematical Analysis — Rudin [follow-up]

The standard graduate reference. Terse and complete. Read Chapters 1–8 after Abbott. Every applied
mathematician should own this.
[Book] Real Mathematical Analysis — Pugh
Between Abbott and Rudin in difficulty. Strong on metric spaces and topology.

[Book] Introduction to Real Analysis — Bartle & Sherbert

Clear and thorough. Good alternative to Abbott for a first course.

[Course] MIT OCW 18.100A — Real Analysis

Full course with problem sets. Casey Rodriguez's version is excellent.

[YouTube] Harvey Mudd Real Analysis — Francis Su (YouTube)

Beautiful 30-lecture series. Su is a gifted teacher. Watch alongside Abbott.

[YouTube] Math of the Day — Real Analysis (YouTube)

Shorter worked examples. Good for checking understanding of proofs.

[Notes] Lebl — Basic Analysis (free PDF at [Link]/ra)

Free, rigorous, well-written. Good alternative to Abbott if budget is a concern.
◆ HOW TO STUDY THIS

Begin with Abbott from page 1. Do not skip the exercises — they are the course. After finishing Abbott Chapters 1–8
(about 8 weeks at a serious pace), read Rudin Chapters 1–7 for a second pass at higher precision. Pay special
attention to Chapter 7 of both books: sequences of functions and uniform convergence. That material is used in the
very first week of Complex Analysis.
0 Proof Writing & Mathematical Maturity
~1 month dedicated, or absorbed during Real Analysis
REVIEW NEEDED

5
Applied mathematics at this level is stated in theorems and proofs. You need to read a proof and understand not
just what it says, but why each step was necessary. You also need to write clear, correct arguments. Your
electrostatics and heat equation work shows you have this in physics contexts — extend it to pure mathematical
rigour.

◆ YOU MUST KNOW

■ Direct proof, proof by contradiction, contrapositive

■ Proof by induction (weak and strong)
■ Quantifiers: for all, there exists — and their negations
■ Set theory notation and operations
■ How to read and write an epsilon-delta proof
■ How to construct a counterexample

◆ RESOURCES

[Book] How to Prove It — Velleman

The standard introduction to proof writing. Chapters 1–6 are essential. Work every exercise. This is a
one-month book.

[Book] Book of Proof — Hammack (free at [Link])

Excellent free alternative to Velleman. Broader coverage of discrete structures.

[Book] Mathematics: A Very Short Introduction — Gowers

Not a textbook — a 150-page essay on mathematical thinking. Read in a weekend.

[Book] Proofs from THE BOOK — Aigner & Ziegler

Not a teaching book — a collection of beautiful proofs. Inspirational reading.
[YouTube] Michael Penn — Proof Writing (YouTube)
Many short worked proof videos. Good for seeing technique variety.

[Notes] MIT OCW 18.090 — Introduction to Mathematical Reasoning (free notes)

Concise course notes covering proof techniques for MIT math students.

◆ HOW TO STUDY THIS

If you are starting Real Analysis, skip a dedicated proof-writing course — Abbott teaches proof writing implicitly.
Work Velleman Chapters 1–4 first (2 weeks) only if you find Abbott's early proofs unreadable. By the end of Real
Analysis you will be comfortable with rigorous proof.
0 Probability & Statistics
~2 months for solid foundations
REVIEW NEEDED

6
Probability is assumed from Phase 3 onward and becomes central in Phase 5. You need more than basic
statistics — you need the measure-theoretic intuition behind random variables, expectation and distributions.
This feeds directly into stochastic differential equations, random matrix theory, and data analysis.

◆ YOU MUST KNOW

■ Sample spaces, events, probability axioms

■ Conditional probability, independence, Bayes' theorem
■ Random variables: discrete and continuous
■ Common distributions: Gaussian, Poisson, exponential, binomial
■ Expectation, variance, covariance
■ Law of Large Numbers and Central Limit Theorem
■ Joint distributions, marginals, conditional densities
■ Moment generating functions and characteristic functions

◆ RESOURCES

[Book] Introduction to Probability — Blitzstein & Hwang [START HERE]

Best modern probability textbook. Free PDF at [Link]. Exceptional intuition, Harvard-level
problems. Chapters 1–10 cover prerequisites.

[Book] Probability and Statistics — DeGroot & Schervish

More statistics-oriented. Good for distributions and inference.

[Book] A First Course in Probability — Ross

Classic, widely used. Clear and well-paced. Good alternative.
[Book] Probability: Theory and Examples — Durrett (free PDF)
Measure-theoretic probability. Read Chapters 1–3 after the above for Phase 5 prep.

[Course] MIT OCW 6.041 — Probabilistic Systems Analysis

Excellent video lectures by Tsitsiklis. Thorough and applied.

[Course] Harvard Stat 110 — Probability (YouTube + free materials)

Blitzstein's own course. Matches the textbook exactly. Highly recommended.

[YouTube] 3Blue1Brown — Bayes Theorem, Normal Distribution videos

Visual intuition for key concepts. Watch alongside any textbook.

◆ HOW TO STUDY THIS

Work Blitzstein & Hwang Chapters 1–10 as your primary text, using the Harvard Stat 110 lectures in parallel. After
completing this, read Durrett Chapter 1–2 for measure-theoretic grounding — that machinery is assumed in
Oksendal's SDE book in Phase 5.
0 Classical Physics
~1–2 months if gaps exist · Your mechanics is already strong
COMPLETE

7
Applied mathematics is motivated by physics. Without physical intuition, equations like Navier-Stokes,
Maxwell's equations and Schrodinger's equation are just symbols. You need to know what these equations mean
before studying their mathematical structure. Your classical mechanics work gives you a strong base — the
gaps, if any, are likely electromagnetism and thermodynamics.

◆ YOU MUST KNOW

■ Newton's laws, energy, momentum, angular momentum conservation

■ Oscillations: simple harmonic, damped, driven
■ Maxwell's equations in integral and differential form
■ Electromagnetic waves, Poynting vector
■ Thermodynamics: laws, entropy, free energy
■ Statistical mechanics: Boltzmann distribution, partition function
■ Special relativity: Lorentz transformations, 4-vectors (needed for GR)

◆ RESOURCES

[Book] Classical Mechanics — Taylor (you have this)

Already your primary reference. Complete all chapters.

[Book] Introduction to Electrodynamics — Griffiths

The standard undergraduate E&M; text. Exceptionally clear. Essential for Phases 4–6: MHD, GR, QM all
use E&M; constantly.

[Book] Thermal Physics — Kittel & Kroemer

Standard statistical mechanics + thermodynamics text. Needed before Phase 4 kinetic theory.
[Book] The Feynman Lectures on Physics — Feynman (free at [Link])
All three volumes free online. Vol. II covers E&M;, Vol. III quantum. Incomparable physical intuition.
Read alongside textbooks.

[Course] MIT OCW 8.02 — Electricity and Magnetism

Full lecture videos. Covers Griffiths Chapters 1–10.

[Course] MIT OCW 8.044 — Statistical Physics I

Covers thermodynamics and statistical mechanics at the needed level.

[YouTube] Susskind — Special Relativity (Theoretical Minimum, YouTube)

Best introduction to SR with mathematical precision. Prerequisites for the GR section of Phase 4.

◆ HOW TO STUDY THIS

You have mechanics. Prioritise Griffiths Electrodynamics Chapters 1–10 next — read it before Phase 1 if possible
since complex analysis and PDE methods are beautifully motivated by electrostatics problems you have already
worked on. Do Kittel thermodynamics alongside or just before Phase 4.