APPLIED

MATHEMATICS
A COMPLETE STUDY ROADMAP

Topic-by-topic resources, prerequisites & checklists across 6 phases · 30

months · 35 subjects

Based on the Princeton Companion to Applied Mathematics

# PHASE DURATION SUBJECTS

1 FOUNDATIONS Months 1–4 4

2 CORE APPLIED Months 5–9 6

3 COMPUTATIONAL Months 10–14 5

4 PHYSICS & CONTINUUM Months 15–20 6

5 MODERN & DATA Months 21–26 7

6 ADVANCED TOPICS Months 27–30+ 6

BADGE MEANING

Book Textbook — primary study material

Course Online course / lecture series

YouTube Free video content

Software Tool / library for computation

Web Online reference / documentation

Notes Free lecture notes / PDFs

 01
FOUNDATIONS
Months 1–4 · 4 subjects

Build the essential mathematical language. Everything downstream depends on comfort with complex numbers,
ODEs, PDEs, and classical mechanics. Do not rush.

C Complex Analysis
Complex functions, conformal mapping, contour integration, residue theorem, analytic continuation.
◆ BEFORE YOU START

Solid multivariable calculus (Stewart or equivalent). Basic linear algebra. You should be comfortable with
epsilon-delta proofs.

■ KEY MILESTONES

■ Cauchy-Riemann equations
■ Contour integrals & residues
■ Conformal maps & Joukowski transform
■ Laurent series

■ RESOURCES

[Book] Visual Complex Analysis — Needham [START HERE — builds intuition]

[Book] Complex Analysis — Ahlfors [rigorous follow-up]
[Book] Complex Analysis — Conway [balanced middle ground]
[Course] MIT OCW 18.04 — Complex Variables with Applications
[YouTube] Mathemaniac — Complex Analysis playlist
[YouTube] 3Blue1Brown — Visualizing complex functions

ODE Ordinary Differential Equations

Linear & nonlinear systems, phase portraits, stability, chaos, bifurcation introduction.
◆ BEFORE YOU START

Single-variable calculus. Basic complex numbers. Familiarity with exponentials and trig functions as solutions.

■ KEY MILESTONES

■ First & second order linear ODEs

■ Systems of ODEs, phase plane
■ Stability & Lyapunov basics
■ Series solutions near singular points
■ RESOURCES

[Book] Ordinary Differential Equations — Tenenbaum & Pollard [comprehensive & cheap]
[Book] Differential Equations — Blanchard, Devaney & Hall [geometric intuition]
[Book] Nonlinear Dynamics & Chaos — Strogatz [READ alongside — best book in field]
[Course] MIT OCW 18.03 — Differential Equations
[YouTube] 3Blue1Brown — Differential Equations series
[YouTube] Steve Brunton — ME564/565 (UW, YouTube)

PDE Partial Differential Equations

Classification (elliptic/parabolic/hyperbolic), Fourier methods, Green's functions, distributions.
◆ BEFORE YOU START

ODEs (above). Multivariable calculus (div, grad, curl, Stokes theorem). Basic Fourier series.

■ KEY MILESTONES

■ Heat equation derivation & solution

■ Wave equation, d'Alembert
■ Laplace/Poisson — Green's identities
■ Fourier transform methods

■ RESOURCES

[Book] PDEs: An Introduction — Strauss [START HERE — gentler]

[Book] Partial Differential Equations — Evans [definitive graduate text]
[Book] PDEs for Scientists & Engineers — Farlow [applied & accessible]
[Course] MIT OCW 18.152 — Introduction to PDEs
[YouTube] Prof. Chris Tisdell — PDEs (YouTube)

CM Classical Mechanics
Newtonian, Lagrangian & Hamiltonian mechanics, variational principles, rotating frames.
◆ BEFORE YOU START

Calculus, linear algebra. High-school physics. You have Taylor — this is already in progress.

■ KEY MILESTONES

■ Lagrangian formulation & Euler-Lagrange

■ Hamilton's equations
■ Central force problems
 ■ Rigid body dynamics, Euler angles

■ RESOURCES

[Book] Classical Mechanics — Taylor [you already use this — primary text]
[Book] Mechanics — Landau & Lifshitz Vol. 1 [terse but deep, read after Taylor]
[Book] Classical Mechanics — Goldstein [standard graduate reference]
[Course] Susskind's Theoretical Minimum — Mechanics (YouTube + book)
[YouTube] Michel van Biezen — Classical Mechanics playlist
 02
CORE APPLIED
Months 5–9 · 6 subjects

The analytical heart of applied mathematics. These tools — variational methods, asymptotics, spectral theory
— appear everywhere in research. Invest deeply here.

CoV Calculus of Variations

Functionals, Euler-Lagrange equations, constrained optimization, connections to optimal control.
◆ BEFORE YOU START

ODEs, Classical Mechanics (Lagrangian formulation), real analysis basics.

■ KEY MILESTONES

■ Euler-Lagrange derivation
■ Brachistochrone, catenary, geodesics
■ Second variation & sufficiency
■ Lagrange multipliers for functionals

■ RESOURCES

[Book] Calculus of Variations — Gelfand & Fomin [classic, rigorous]

[Book] Introduction to the Calculus of Variations — van Brunt [modern & clear]
[Book] Calculus of Variations — Weinstock [physics-oriented, Dover]
[Course] MIT OCW 16.323 — Principles of Optimal Control (uses CoV)
[Notes] Liberzon — Calculus of Variations & Optimal Control (free PDF, UIUC)

eps Perturbation Theory & Asymptotics

Regular & singular perturbation, boundary layers, WKB method, matched asymptotics, multiple scales.
◆ BEFORE YOU START

ODEs and PDEs (Phase 1). Taylor series. Physical intuition helps greatly here.

■ KEY MILESTONES

■ Regular perturbation expansions

■ Poincare-Lindstedt method
■ Boundary layer theory
■ WKB approximation
■ Method of multiple scales
■ RESOURCES

[Book] Introduction to Perturbation Methods — Holmes [best modern text]

[Book] Advanced Mathematical Methods for Scientists & Engineers — Bender & Orszag [gold
standard, comprehensive]
[Book] Asymptotic Methods in Analysis — de Bruijn [Dover, rigorous]
[Book] Perturbation Methods — Hinch [short & applied]
[Course] MIT OCW 18.305 — Advanced Analytic Methods (covers asymptotics)

Spec Spectral Theory

Eigenvalue problems on function spaces, self-adjoint operators, Sturm-Liouville theory, spectral decomposition.
◆ BEFORE YOU START

Linear algebra (thoroughly), PDEs, Complex Analysis. Some functional analysis helpful.

■ KEY MILESTONES

■ Sturm-Liouville theory
■ Self-adjoint operators on Hilbert space
■ Spectral theorem (compact operators)
■ Resolvent & spectrum classification

■ RESOURCES

[Book] Advanced Engineering Mathematics — Kreyszig [Functional Analysis chapters]

[Book] Spectral Theory of Ordinary Differential Operators — Weidmann [graduate]
[Book] Spectral Theory — Teschl [free at [Link]/~gerald]
[Course] MIT OCW 18.102 — Introduction to Functional Analysis
[YouTube] Spectral Theory lectures — Evan Gawlik (UC Santa Cruz, YouTube)

Jn Special Functions
Bessel functions, Legendre polynomials, hypergeometric functions, Hermite, Laguerre, Airy functions.
◆ BEFORE YOU START

ODEs (series solution methods), Complex Analysis, PDEs (separation of variables).

■ KEY MILESTONES

■ Bessel functions Jn, Yn — recurrences, zeros

■ Legendre polynomials — orthogonality
■ Spherical harmonics
■ Generating functions & integral representations
■ RESOURCES

[Book] Mathematical Methods for Physicists — Arfken, Weber & Harris [encyclopaedic reference]
[Book] Special Functions — Olver et al. [NIST Handbook of Mathematical Functions]
[Book] A Course of Modern Analysis — Whittaker & Watson [classic, deep]
[Web] DLMF — Digital Library of Mathematical Functions: [Link]
[YouTube] Insights into Mathematics — Special Functions (NJ Wildberger)

IEq Integral Equations

Fredholm & Volterra equations, kernels, resolvent operators, Neumann series, connections to BVPs.
◆ BEFORE YOU START

Real analysis, ODEs, Spectral Theory (Phases 1-2). Functional analysis is a big help.

■ KEY MILESTONES

■ Classification: Fredholm I & II, Volterra I & II

■ Neumann series solution
■ Symmetric kernels & eigenfunction expansion
■ Connection to Green's functions

■ RESOURCES

[Book] Linear Integral Equations — Kress [definitive modern treatment]

[Book] Integral Equations — Tricomi [Dover, concise]
[Book] Methods of Mathematical Physics — Courant & Hilbert Vol. 1 [classical reference]
[Notes] Polyanin — Handbook of Integral Equations [reference for specific types]

Dyn Dynamical Systems & Bifurcation Theory

Attractors, limit cycles, Poincare maps, bifurcations (saddle-node, pitchfork, Hopf), chaos, Lyapunov exponents.
◆ BEFORE YOU START

ODEs (Phase 1). Calculus of several variables. Linear algebra for Jacobian analysis.

■ KEY MILESTONES

■ Fixed points & linearization

■ Limit cycles & Poincare-Bendixson
■ Bifurcation diagrams
■ Lorenz system & sensitive dependence
■ Lyapunov stability & Lyapunov functions
■ RESOURCES

[Book] Nonlinear Dynamics and Chaos — Strogatz [best entry point, essential read]
[Book] Introduction to Applied Nonlinear Dynamical Systems — Wiggins [graduate depth]
[Book] Differential Equations, Dynamical Systems — Hirsch, Smale & Devaney
[YouTube] Steven Strogatz — Nonlinear Dynamics lectures (Cornell, YouTube)
[Software] Python: [Link] + matplotlib phase portrait tools
 03
COMPUTATIONAL
Months 10–14 · 5 subjects

Translate analysis into algorithms. Modern applied mathematics is inseparable from computation. This phase
is heavily hands-on — code everything.

NLA Numerical Linear Algebra

LU, QR, SVD, iterative methods (Krylov), conditioning, stability of algorithms.
◆ BEFORE YOU START

Linear algebra (thorough), analysis (Phase 1). Some programming experience (Python/Julia/MATLAB).

■ KEY MILESTONES

■ Gaussian elimination & LU factorisation

■ QR decomposition & least squares
■ SVD & low-rank approximation
■ Krylov methods: CG, GMRES
■ Condition number & backward stability

■ RESOURCES

[Book] Numerical Linear Algebra — Trefethen & Bau [the definitive text, start here]
[Book] Matrix Computations — Golub & Van Loan [comprehensive reference]
[Book] Applied Numerical Linear Algebra — Demmel [free PDF at Berkeley]
[Course] MIT OCW 18.335 — Introduction to Numerical Methods
[Software] Julia: LinearAlgebra stdlib / Python: NumPy + [Link]

NODE Numerical ODEs

Euler, Runge-Kutta, Adams-Bashforth, stiffness, step-size control, geometric integration.
◆ BEFORE YOU START

ODEs (Phase 1), Numerical Linear Algebra (above). Programming fluency.

■ KEY MILESTONES

■ Forward/backward Euler — consistency & stability

■ Classical RK4 derivation
■ Stiffness & implicit methods (BDF, Crank-Nicolson)
■ Adaptive step-size control
■ Symplectic integrators for Hamiltonian systems
■ RESOURCES

[Book] Solving Ordinary Differential Equations I & II — Hairer, Norsett & Wanner [authoritative]
[Book] A First Course in the Numerical Analysis of DEs — Iserles
[Course] MIT OCW 18.330 — Introduction to Numerical Analysis
[Software] Julia: [Link] [world-class ODE solvers]
[Software] Python: [Link].solve_ivp

NPDE Numerical PDEs

Finite differences, finite elements, finite volumes, spectral methods. Error analysis, convergence.
◆ BEFORE YOU START

PDEs (Phase 1), Numerical ODEs & NLA (above). Knowledge of Fourier analysis.

■ KEY MILESTONES

■ Finite difference schemes — stability (von Neumann analysis)

■ Finite element method — weak formulation
■ Spectral methods — Chebyshev & Fourier
■ Finite volume methods for conservation laws
■ Adaptive mesh refinement concepts

■ RESOURCES

[Book] Numerical Solution of PDEs — Morton & Mayers [start here]

[Book] Finite Difference Methods for ODEs and PDEs — LeVeque [free PDF online]
[Book] Spectral Methods in Fluid Dynamics — Canuto et al.
[Book] The Finite Element Method — Brenner & Scott [rigorous FEM]
[Software] FEniCS / Firedrake — Python FEM frameworks
[Course] MIT OCW 16.90 — Computational Methods in Aerospace Engineering

Opt Continuous Optimization

Convex analysis, gradient descent, Newton methods, LP, NLP, KKT conditions, duality.
◆ BEFORE YOU START

Calculus of Variations (Phase 2), Linear Algebra. Basic real analysis.

■ KEY MILESTONES

■ Convex sets & functions

■ First & second order optimality conditions
 ■ Gradient descent & convergence rates
■ Lagrangian duality & KKT
■ Interior point methods

■ RESOURCES

[Book] Convex Optimization — Boyd & Vandenberghe [free PDF at [Link]/~boyd — essential]
[Book] Numerical Optimization — Nocedal & Wright [comprehensive]
[Book] Introductory Lectures on Stochastic Optimization — Shapiro et al.
[Course] Stanford EE364a — Convex Optimization (YouTube + slides)
[Software] Python: CVXPY, [Link] / Julia: [Link]

Apx Approximation Theory

Best approximation, polynomial & spline methods, interpolation, wavelets, least squares.
◆ BEFORE YOU START

Real analysis, Spectral Theory (Phase 2), Fourier analysis.

■ KEY MILESTONES

■ Chebyshev polynomials & best approximation

■ Jackson & Bernstein theorems
■ Splines & B-splines
■ Wavelet multiresolution analysis
■ Rational approximation (Pade)

■ RESOURCES

[Book] Approximation Theory & Approximation Practice — Trefethen [modern & free online via
Chebfun]
[Book] Chebyshev and Fourier Spectral Methods — Boyd [free PDF)
[Book] A Wavelet Tour of Signal Processing — Mallat [wavelets in depth]
[Software] Chebfun (MATLAB/Octave) — numerical computing with functions
 04
PHYSICS & CONTINUUM
Months 15–20 · 6 subjects

The major physical theories. These are among the deepest applications of applied mathematics — each a
lifetime's study. Build strong physical intuition alongside the formalism.

Flu Fluid Dynamics

Navier-Stokes equations, vorticity dynamics, boundary layers, turbulence, aerodynamics, potential flow.
◆ BEFORE YOU START

PDEs (Phase 1), Continuum Mechanics (below helps), Vector calculus fluency.

■ KEY MILESTONES

■ Derivation of Navier-Stokes from Newton

■ Euler equations & potential flow
■ Boundary layer theory (Blasius)
■ Reynolds number & turbulence intro
■ Vorticity equation & Kelvin's theorem

■ RESOURCES

[Book] An Introduction to Fluid Dynamics — Batchelor [the classic, essential]

[Book] Fluid Mechanics — Kundu, Cohen & Dowling [modern & complete]
[Book] Fluid Mechanics — Landau & Lifshitz Vol. 6 [terse but profound]
[Book] Viscous Fluid Flow — White [engineering perspective]
[YouTube] National Committee for Fluid Mechanics Films (MIT, 1960s — still the best)
[Course] MIT OCW 2.20 — Marine Hydrodynamics

Con Continuum Mechanics

Kinematics, stress, strain, constitutive laws, elasticity, viscoelasticity, mechanics of solids.
◆ BEFORE YOU START

Classical Mechanics (Phase 1), PDEs, Linear Algebra (tensors).

■ KEY MILESTONES

■ Deformation gradient & strain tensors

■ Cauchy stress & equilibrium equations
■ Elasticity: Hooke's law, Lame constants
■ Variational formulation of elasticity
 ■ Viscoelasticity — Maxwell & Kelvin-Voigt

■ RESOURCES

[Book] An Introduction to Continuum Mechanics — Gurtin [rigorous mathematical treatment]

[Book] Nonlinear Solid Mechanics — Holzapfel [modern, finite deformations]
[Book] Theory of Elasticity — Landau & Lifshitz Vol. 7
[Book] A First Course in Continuum Mechanics — Gonzalez & Stuart

QM Quantum Mechanics
Schrodinger equation, operators on Hilbert space, perturbation theory, scattering, spin.
◆ BEFORE YOU START

Linear algebra, PDEs, Special Functions, Spectral Theory (Phase 2). Classical mechanics.

■ KEY MILESTONES

■ Schrodinger equation — derivation & solutions

■ Harmonic oscillator — algebraic & analytic
■ Angular momentum & spherical harmonics
■ Time-independent perturbation theory
■ Variational principle (Rayleigh-Ritz)

■ RESOURCES

[Book] Principles of Quantum Mechanics — Shankar [best mathematical treatment]

[Book] Quantum Mechanics — Cohen-Tannoudji, Diu & Laloe [encyclopaedic]
[Book] Quantum Mechanics — Griffiths [gentle introduction if needed]
[Book] Mathematical Foundations of Quantum Mechanics — von Neumann [rigorous]
[Course] MIT OCW 8.04-8.06 — Quantum Physics I–III
[YouTube] Susskind — Quantum Mechanics (Theoretical Minimum, YouTube)

Kin Kinetic Theory

Boltzmann equation, H-theorem, moment equations, hydrodynamic limits, BGK model.
◆ BEFORE YOU START

PDEs, Stochastic Analysis basics, Statistical mechanics intuition. Fluid Dynamics helps.

■ KEY MILESTONES

■ Liouville equation & BBGKY hierarchy

■ Boltzmann equation derivation
 ■ H-theorem & irreversibility
■ Chapman-Enskog expansion
■ Hydrodynamic limit to Euler equations

■ RESOURCES

[Book] The Mathematical Theory of Non-Uniform Gases — Chapman & Cowling [classical]
[Book] Kinetic Theory of Gases — Cercignani [modern mathematical treatment]
[Book] Kinetic Theory and Fluid Dynamics — Sone [rigorous limits]

MHD Magnetohydrodynamics
Conducting fluid dynamics, magnetic induction, Alfven waves, plasma confinement, dynamo theory.
◆ BEFORE YOU START

Fluid Dynamics (above), PDEs, Electromagnetism (Maxwell's equations).

■ KEY MILESTONES

■ MHD equations derivation

■ Alfven waves
■ Magnetic Reynolds number
■ Hartmann flow
■ Dynamo theory basics

■ RESOURCES

[Book] An Introduction to Magnetohydrodynamics — Davidson [best starting point]

[Book] Magnetohydrodynamics — Biskamp [turbulence & plasmas]
[Book] Plasma Physics & Fusion Energy — Freidberg

GR General Relativity & Cosmology

Einstein field equations, geodesics, black holes, gravitational waves, cosmological models.
◆ BEFORE YOU START

Classical Mechanics, PDEs, Differential geometry (Riemannian manifolds is key). Special Relativity.

■ KEY MILESTONES

■ Special relativity review — 4-vectors, tensors

■ Riemannian geometry — metric, connection, curvature
■ Einstein field equations
■ Schwarzschild solution & black holes
■ Linearised gravity & gravitational waves
■ RESOURCES

[Book] Spacetime and Geometry — Carroll [best modern introduction]

[Book] Gravitation — Misner, Thorne & Wheeler [the bible, 1279 pages]
[Book] A First Course in General Relativity — Schutz [gentle entry]
[Book] General Relativity — Wald [mathematically rigorous]
[Course] Susskind — General Relativity (Theoretical Minimum, YouTube)
[Course] MIT OCW 8.962 — General Relativity
 05
MODERN & DATA
Months 21–26 · 7 subjects

Probability, randomness, information, and their interaction with modern computation. This phase connects
pure applied math to data science and modern research frontiers.

Sto Stochastic Analysis

Brownian motion, Ito calculus, stochastic differential equations, Fokker-Planck, martingales.
◆ BEFORE YOU START

Real analysis (measure theory basics), Probability theory, ODEs. Phase 1 complete.

■ KEY MILESTONES

■ Brownian motion — construction & properties

■ Ito integral & Ito's lemma
■ SDEs: existence, uniqueness, solutions
■ Fokker-Planck equation
■ Connections to PDEs (Feynman-Kac)

■ RESOURCES

[Book] Stochastic Differential Equations — Oksendal [standard introduction]

[Book] Brownian Motion and Stochastic Calculus — Karatzas & Shreve [rigorous]
[Book] Stochastic Calculus for Finance II — Shreve [finance perspective]
[Course] MIT OCW 18.S096 — Topics in Math with Applications in Finance
[Notes] Lawler — Introduction to Stochastic Processes (free PDF, UChicago)

RMT Random Matrix Theory

GUE/GOE/GSE ensembles, Wigner semicircle law, universality, connections to quantum chaos.
◆ BEFORE YOU START

Probability (solid), Linear Algebra, Complex Analysis. Stochastic Analysis helpful.

■ KEY MILESTONES

■ Gaussian ensembles (GOE, GUE)

■ Wigner semicircle law
■ Eigenvalue repulsion & level spacing
■ Free probability basics
■ Applications in nuclear physics & number theory
■ RESOURCES

[Book] An Introduction to Random Matrices — Anderson, Guionnet & Zeitouni [graduate standard]
[Book] Random Matrices — Mehta [classical reference]
[Book] Topics in Random Matrix Theory — Tao [modern, based on graduate course]
[Notes] Tao — [Link] [lecture notes, free, excellent]
[Course] Courant Institute RMT lectures — available on YouTube

Inv Inverse Problems

Ill-posedness, regularization, Tikhonov, Bayesian inversion, tomography, geophysical imaging.
◆ BEFORE YOU START

Spectral Theory (Phase 2), Numerical Linear Algebra (Phase 3), PDEs. Probability for Bayesian.

■ KEY MILESTONES

■ Well vs. ill-posed problems (Hadamard)

■ Tikhonov regularization & L-curve
■ Truncated SVD
■ Bayesian inverse problems
■ Iterative regularization (Landweber)

■ RESOURCES

[Book] Computational Methods for Inverse Problems — Vogel [good applied intro]
[Book] Inverse Problem Theory — Tarantola [free PDF at [Link]]
[Book] An Introduction to the Mathematical Theory of Inverse Problems — Kirsch
[Book] Discrete Inverse Problems — Hansen [compact & practical]

Sig Signal Processing

Fourier/Laplace/Z-transforms, sampling, digital filters, wavelets, FFT, spectral estimation.
◆ BEFORE YOU START

Complex Analysis (Phase 1), Approximation Theory (Phase 3), Basic linear algebra.

■ KEY MILESTONES

■ CTFT, DTFT, DFT & FFT algorithm

■ Sampling theorem (Nyquist-Shannon)
■ FIR & IIR filter design
■ Spectrogram & time-frequency analysis
 ■ Wavelet transform & applications

■ RESOURCES

[Book] The Fourier Transform and Its Applications — Bracewell [intuitive classic]
[Book] Discrete-Time Signal Processing — Oppenheim & Schafer [definitive DSP text]
[Book] A Wavelet Tour of Signal Processing — Mallat
[Course] DSP First — McClellan (Georgia Tech, Coursera)
[YouTube] Steve Brunton — Data-Driven Science & Engineering (UW, YouTube)

IT Information Theory
Shannon entropy, mutual information, channel capacity, rate-distortion, coding theorems.
◆ BEFORE YOU START

Probability theory (solid), Real analysis, Optimization (Phase 3).

■ KEY MILESTONES

■ Shannon entropy & properties

■ Mutual information & data processing inequality
■ Channel capacity & Shannon's theorem
■ Rate-distortion theory
■ Differential entropy & Gaussian channel

■ RESOURCES

[Book] Elements of Information Theory — Cover & Thomas [the standard text]
[Book] Information Theory, Inference & Learning Algorithms — MacKay [free PDF,
[Link]]
[Course] Stanford EE376A — Information Theory (YouTube)
[YouTube] Mathematical Monk — Information Theory (YouTube)

Net Network Analysis & Graph Theory

Graph structure, centrality, spectral graph theory, community detection, PageRank, network flows.
◆ BEFORE YOU START

Linear Algebra (spectral), Basic probability, Combinatorics. Computation helpful.

■ KEY MILESTONES

■ Graph Laplacian & spectral properties

■ Centrality measures: degree, betweenness, eigenvector
 ■ Random graphs (Erdos-Renyi, Barabasi-Albert)
■ Community detection algorithms
■ Max-flow min-cut theorem

■ RESOURCES

[Book] Networks: An Introduction — Newman [comprehensive & accessible]

[Book] Graph Theory — Diestel [free PDF at [Link]]
[Book] Spectral Graph Theory — Chung [free PDF, UCSD]
[Course] Social & Economic Networks — Jackson (Stanford, Coursera)
[Software] Python: NetworkX / Julia: [Link]

Data Data Mining & Computational Science

Statistical learning, ML algorithms, dimensionality reduction, optimization for ML, scientific computing.
◆ BEFORE YOU START

All of Phase 3, Probability, Linear algebra. Programming fluency required.

■ KEY MILESTONES

■ Regression, classification, SVM

■ PCA & manifold learning
■ Neural networks & backpropagation
■ Bayesian methods
■ Stochastic gradient descent & variants

■ RESOURCES

[Book] The Elements of Statistical Learning — Hastie, Tibshirani & Friedman [free PDF,
[Link]]
[Book] Pattern Recognition & Machine Learning — Bishop [Bayesian perspective]
[Book] Mathematics for Machine Learning — Deisenroth et al. [free PDF, [Link]]
[Course] Stanford CS229 — Machine Learning (YouTube)
[Course] [Link] — Practical Deep Learning ([Link])
 06
ADVANCED TOPICS
Months 27–30+ · 6 subjects

Research-frontier areas. Each could be a PhD specialisation. Study these selectively based on your research
direction. Deep prerequisites from all previous phases apply.

Pat Pattern Formation

Turing instability, reaction-diffusion systems, Rayleigh-Benard convection, amplitude equations, stripes & spirals.
◆ BEFORE YOU START

PDEs, Dynamical Systems & Bifurcation (Phase 2), Continuum Mechanics (Phase 4). Symmetry methods helpful.

■ KEY MILESTONES

■ Turing instability analysis

■ Amplitude equations (Ginzburg-Landau)
■ Swift-Hohenberg equation
■ Chemical oscillations (Belousov-Zhabotinsky)

■ RESOURCES

[Book] Mathematical Biology I & II — Murray [the standard reference]

[Book] Pattern Formation and Dynamics in Nonequilibrium Systems — Cross & Greenside
[Book] Chemical Oscillations, Waves & Turbulence — Kuramoto [classic]

Sym Symmetry & Applied Group Theory

Lie groups & algebras, symmetry breaking, equivariant bifurcation, Taylor-Couette, crystal symmetries.
◆ BEFORE YOU START

Group theory (abstract algebra), Dynamical Systems (Phase 2), PDEs.

■ KEY MILESTONES

■ Lie groups & Lie algebras

■ Representation theory basics
■ Equivariant dynamics
■ Symmetry breaking & bifurcation with symmetry

■ RESOURCES

[Book] Symmetry Methods for Differential Equations — Hydon [applied focus]

[Book] Symmetry and Perturbation Theory — Gaeta [research oriented]
 [Book] The Symmetry Perspective — Golubitsky & Stewart [pattern formation & symmetry]

Ctrl Control Theory

Stability, PID, LQR, Kalman filter, H-infinity, model predictive control, observability.
◆ BEFORE YOU START

ODEs, Linear Algebra, Optimization (Phase 3), Dynamical Systems (Phase 2). Stochastic for Kalman.

■ KEY MILESTONES

■ Controllability & observability (Kalman rank conditions)

■ Pole placement & LQR
■ Kalman filter & LQG
■ Lyapunov stability for control
■ H-infinity robust control basics

■ RESOURCES

[Book] Feedback Systems: An Introduction — Astrom & Murray [free PDF, Caltech]
[Book] Linear Systems — Kailath [comprehensive, graduate]
[Book] Optimal Control & Estimation — Stengel
[Course] MIT OCW 6.241 — Dynamic Systems & Control
[YouTube] Steve Brunton — Control Bootcamp (University of Washington, YouTube)

AlgG Algebraic Geometry (Applied)

Polynomial systems, Groebner bases, resultants, applied algebraic geometry, kinematics.
◆ BEFORE YOU START

Abstract algebra (rings, ideals), Linear algebra. PDEs & computational background helpful.

■ KEY MILESTONES

■ Ideals, varieties, and the Nullstellensatz

■ Groebner bases & Buchberger algorithm
■ Elimination theory & resultants
■ Applications in robotics kinematics

■ RESOURCES

[Book] Ideals, Varieties, and Algorithms — Cox, Little & O'Shea [start here, very readable]
[Book] Using Algebraic Geometry — Cox, Little & O'Shea [sequel, more advanced]
[Book] Introduction to Algebraic Geometry — Hartshorne [pure math depth]
 [Software] Macaulay2 / SageMath for Groebner basis computation

Ear Earth System Dynamics

Geophysical fluid dynamics, climate modeling, atmosphere-ocean coupling, El Nino, ice sheet dynamics.
◆ BEFORE YOU START

Fluid Dynamics (Phase 4), PDEs, Stochastic Analysis (Phase 5), Numerical PDEs (Phase 3).

■ KEY MILESTONES

■ Quasi-geostrophic approximation
■ Rossby waves & geostrophic balance
■ Ocean circulation: thermohaline & wind-driven
■ Simple climate models (EBMs)
■ Atmosphere-ocean coupling

■ RESOURCES

[Book] Geophysical Fluid Dynamics — Pedlosky [the foundational text]

[Book] Climate Mathematics — Kaper & Engler [mathematically oriented]
[Book] Atmosphere-Ocean Dynamics — Gill [comprehensive]
[Course] MIT OCW 12.800 — Fluid Dynamics of the Atmosphere & Ocean

Sft Effective Medium & Soft Matter

Homogenization, porous media, viscoelastic fluids, self-assembly, phase transitions, gels & polymers.
◆ BEFORE YOU START

Continuum Mechanics, PDEs (Phase 1-4), Statistical mechanics background, Stochastic (Phase 5).

■ KEY MILESTONES

■ Homogenization theory & two-scale convergence

■ Effective elastic & thermal properties
■ Polymer physics — Rouse & reptation models
■ Phase field models
■ Active matter basics

■ RESOURCES

[Book] Soft Matter Physics — Doi [accessible & thorough]

[Book] The Structure and Rheology of Complex Fluids — Larson
[Book] Homogenization Methods for Multiscale Mechanics — Mei & Vernescu
[Book] Polymer Physics — Rubinstein & Colby