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我的数学学习之路,基于MIT Roadmaps,教材选择参考:

  1. Math.stackexchange
  2. cargalmathbooks
  3. https://freecomputerbooks.com/puremath.htm
  4. 常用教科書列表與簡評 | 臺大數學系 (ntu.edu.tw)

每个内容学习两遍,一遍初学,一遍Review,Review结束之后解决掉所有的Todo。将所有数学基础知识学习贯通,准备好进行数学研究。

数学基础速通

USTC 数学学习路径

MIT 数学学习路径

MIT 应用数学部分:计算机方向

  • 18.02 Multivariable Calculus
  • 18.06 Linear Algebra
    • Gilbert Strang <Introduction to Linear Algebra> 阅读完成,并完成所有习题
      • Chapter 1-2 阅读并完成习题
      • 2.7 习题完成
      • Chapter 3 习题完成
      • Chapter 4 阅读完成
        • Lecture 15 子空间投影观看
        • 4.2 Projections 阅读
        • 4.2 习题完成
        • Lecture 16 投影矩阵,最小二乘观看
        • 4.3 Least Square Approximations 阅读
        • 4.3 习题完成
        • Lecture 17 正交矩阵,Schmidt 正交化观看 (QR 分解还不是很理解)
        • 4.4 Orthonormal Bases and Gram-Schmidt 阅读
        • 4.4 习题完成
      • Chapter 5 阅读完成
        • Lecture 18 行列式及其性质
        • 5.1 The Properties of Determinants 阅读
        • 5.1 习题完成
        • Lecture 19 行列式公式,代数余子式
        • 5.2 Permutations and Cofactors 阅读
        • 5.2 习题完成
        • Lecture 20 克拉默法则,逆矩阵,体积
        • 5.3 Cramer's Rule, Inverses, and Volumes 阅读
        • 5.3 习题完成
      • Chapter 6 阅读完成
        • Lecture 21 特征值,特征向量阅读
        • 6.1 Introduction to Eigenvalues 阅读
        • 6.1 习题完成
        • Lecture 22 对角化,A 的幂阅读
        • 6.2 Diagonalizing a Matrix 阅读
        • 6.2 习题完成
        • Lecture 23 微分方程,$\exp(At)$ 阅读

          从这一节开始必须学习 MIT 的微分方程课程,不然听不懂。

        • 6.3 Systems of Differential Equations 阅读
        • 6.3 习题完成
        • 10.1 阅读
        • 10.1 习题完成
        • 10.2 阅读
        • 10.2 习题完成
        • Lecture 24 马尔科夫矩阵,傅里叶级数
        • 10.3 Markov Matrices, Population, and Economics 阅读
        • 10.3 习题完成
        • 10.4 阅读
        • 10.4 习题完成
        • 10.5 Fourier Series: Linear Algebra for Functions 阅读
        • 10.5 习题完成
        • Lecture 25 复习二
        • Lecture 26 对称矩阵及正定性
        • 6.4 Symmetric Matrices 阅读
        • 6.4 习题完成
        • Lecture 27 复数矩阵,快速傅里叶变换
        • Chapter 9 Complex Vectors and Matrices 阅读
        • Chapter 9 习题完成
        • Lecture 28 正定矩阵,最小值
        • 6.5 Positive Definite Matrices 阅读
        • 6.5 习题完成
        • Lecture 29 相似矩阵,若尔当型
        • Chapter 8 阅读
        • Chapter 8 习题完成
      • Chpater 7 阅读完成
        • Lecture 30 奇异值分解
        • Chapter 7 The Singular Value Decomposition (SVD) 阅读
        • Chapter 7 习题完成
        • Lecture 31 线性变换及对应矩阵
        • Chapter 8 Linear Transformations 阅读
        • Chapter 8 习题完成
        • Lecture 32 基变换,图像压缩
        • Lecture 33 单元检测 3 复习
        • Lecture 34 左右逆,伪逆
        • 7.4 The Geometry of the SYD 阅读
        • 7.4 习题完成
        • Lecture 35 期末复习
      • Chapter 8 阅读完成
      • Chapter 9 阅读完成
      • Chapter 10 阅读完成
      • Chapter 11 阅读完成
      • Chapter 12 阅读完成
      • 全书总结完成
    • 18.06 课程资料学习
    • 《线性代数及其应用》阅读完成,并完成所有习题
    • 其他线代课本阅读并完成习
  • 18.03 x Differential Equations
    • William A. Adkins • Mark G. Davidson 《Ordinary Differential Equations》阅读
    • 18.03
      • Part I - First-order differential equations
        • R 1 Natural growth, separable equations
        • R 1 Reading
        • L 1 Direction fields, existence and uniqueness of solutions
        • L 1 Reading
        • PS 1
        • R 2 Direction fields, integral curves, isoclines, separatrices, funnels
        • R 2 Reading
        • L 2 Numerical Methods
        • L 2 Reading
        • L 3 Linear equations, models
        • L 3 Reading
        • R 3 Euler’s method; linear Models
        • R 3 Reading
        • L 4 Solution of linear equations, integrating factors
        • L 4 Reading
        • R 4 First order linear ODEs; integrating factors
        • R 4 Reading
        • L 5 Complex numbers, roots of unity
        • L 5 Reading
        • PS 1 Due, PS 2 Out
        • L 6 Complex exponentials; sinusoidal functions
        • L 6 Reading
        • L 7 Linear system response to exponential and sinusoidal input; gain, phase lag
        • L 7 Reading
        • R 5 Complex numbers; complex exponentials
        • R 5 Reading
        • L 8 Autonomous equations; the phase line, stability
        • L 8 Reading
        • PS 2 due; PS 3 out
        • L 9 Linear vs. Nonlinear
        • L 9 Reading
        • R 6 Review for exam I
        • R 6 Reading
        • Exam 1
      • Part II - Second-order linear equations
        • R 7 Solutions to second order ODEs + Readings
        • L 11 Modes and the characteristic polynomial + Readings
        • L 12 Good vibrations, damping conditions + Readings
        • R 8 Homogeneous 2nd order linear constant coefficient equations + Readings
        • L 13 Exponential response formula, spring drive + Readings
        • R 9 Exponential and sinusoidal input signals + Readings
        • L 14 Complex gain, dashpot drive + Readings
        • PS 3 due; PS 4 out
        • L 15 Operators, undetermined coefficients, resonance + Readings
        • R 10 Gain and phase lag; resonance; undetermined coefficients + Readings
        • L 16 Frequency response + Readings
        • R 11 Frequency response + Readings
        • L 17 LTI systems, superposition, RLC circuits. + Readings
        • PS4 due; PS 5 out
        • L 18 Engineering applications + Readings
        • R 12 Review for exam II + Readings
        • L 19 Exam II + Readings
        • Hour Exam II
      • Part III. Fourier series
        • R 13 Fourier series: introduction + Readings
        • L 20 Fourier series + Readings
        • L 21 Operations on fourier series + Readings
        • R 14 Fourier series + Readings
        • L 22 Periodic solutions; resonance + Readings
        • R 15 Fourier series: harmonic response + Readings
        • L 23 Step functions and delta functions + Readings
        • PS 5 due; PS 6 out
        • L 24 Step response, impulse response + Readings
        • R 16 Step and delta functions, and step and delta responses + Readings
        • L 25 Convolution + Readings
        • R 17 Convolution + Readings
        • L 26 Laplace transform: basic properties + Readings
        • PS 6 due; PS 7 out
        • L 27 Application to ODEs + Readings
        • R 18 Laplace transform + Readings
        • L 28 Second order equations; completing the squares + Readings
        • R 19 Laplace transform II + Readings
        • L 29 The pole diagram + Readings
        • PS 7 due; PS 8 out
        • L 30 The transfer function and frequency response + Readings
        • R 20 Review for exam III + Readings
        • Hour Exam III
      • Part IV. First order systems
        • L 32 Linear systems and matrices + Readings
        • R 21 First order linear systems + Readings
        • L 33 Eigenvalues, eigenvectors + Readings
        • R 22 Eigenvalues and eigenvectors + Readings
        • L 34 Complex or repeated eigenvalues + Readings
        • PS 8 due; PS 9 out
        • L 35 Qualitative behavior of linear systems; phase plane + Readings
        • R 23 Linear phase portraits + Readings
        • L 36 Normal modes and the matrix exponential + Readings
        • R 24 Matrix exponentials + Readings
        • L 37 Nonlinear systems + Readings
        • PS 9 due
        • L 38 Linearization near equilibria; the nonlinear pendulum + Readings
        • R 25 Autonomous systems + Readings
        • L 39 Limitations of the linear: limit cycles and chaos + Readings
        • R 26 Reviews + Readings
        • Final Exam
    • 18.03 SC
    • 18.034 Honor Differential Equations
    • Elementary Differential Equations with Boundary Value Problems 阅读
      • Chapter 1 First-Order Differential Equations 阅读
      • Chapter 2 Linear Equations of Higher Order 阅读
      • Chapter 3 Power Series Methods 阅读
      • Chapter 4 Laplace Transform Methods 阅读
      • Chapter 5 Linear Systems of Differential Equations 阅读
      • Chapter 6 Numerical Methods 阅读
      • Chapter 7 Nonlinear Systems and Phenomena 阅读
      • Chapter 9. Eigenvalues and Boundary Value Problems 阅读
      • Chapter 8. Fourier Series Methods 阅读
  • 18.065 Matrix Methods in Data Analysis, Signal Processing, and Machine Learning
  • 18.05 Introduction to Probability and Statistics
  • 6.3700 Introduction to Probability
  • 6.3800 Introduction to Inference
  • 18.05 Introduction to Probability and Statistics
  • 18.600 Probability and Random Variables
  • 18.650 Fundamentals of Statistics
  • 6.042 J Mathematics for Computer Science
  • Intro to Mathematical Reasoning
  • Principles of discrete Applied mathematics
  • 18.510 Introduction to Mathematical Logic and Set Theory
  • 18.504 Seminar in Logic
  • 18.515 Mathematical Logic
  • 18.700 Advanced Linear Algebra
  • 18.303 Linear Partial Differential Equations: Analysis and Numerics
  • 18.330 Introduction to Numerical Analysis
  • 18.04 Complex Variables with applications
  • 18.100A Real Analysis
  • 18.100B Real Analysis
  • 18.100P Real Analysis
  • 18.100Q Real Analysis
  • 18.S190 Introduction To Metric Spaces18.S190, IAP 2023 (mit.edu)
  • 18. S191 index — Interactive Computational Thinking — MIT
  • 18.701 Algebra I
  • 18.335[J] Introduction to Numerical Methods
  • 6.7300[J] Introduction to Modeling and Simulation
  • 16.920[J] Numerical Methods for Partial Differential Equations
  • 18.085 Computational Science and Engineering I
  • 18.336[J] Fast Methods for Partial Differential and Integral Equation
  • 18. C 06 Linear Algebra and Optimization
  • 18.204 Undergraduate Seminar in Discrete Mathematics
  • 18.211 Combinatorial Analysis
  • 6.120A Discrete Mathematics and Proof for Computer Science
  • 6.1210 Introduction to Algorithms
  • 6.045 J Automata, Computability, and Complexity
  • 18.400[J] Computability and Complexity Theory
  • 18.404 Theory of Computation
  • 18.410[J] Design and Analysis of Algorithms
  • 18.424 Seminar in Information Theory
  • 18.434 Seminar in Theoretical Computer Science
  • 18.453 Combinatorial Optimization
  • 18.337[J] Parallel Computing and Scientific Machine Learning
  • 18.338 Eigenvalues of Random Matrices
  • 18.367 Waves and Imaging
  • University Physics
    • 《University Physics》阅读并做笔记,笔记见此
    • Yale Fundamentals of physics I 学习
    • Yale Fundamentals of physics II 学习
    • Classical Mechanics 学习
    • Physics II: Electricity and Magnetism 学习
    • Relativity 学习
    • Physics III: Vibrations and Waves 学习
  • 18.415[J] Advanced Algorithms
  • 18.416[J] Randomized Algorithms
  • 18.425[J] Foundations of Cryptography
  • 8.01 Physics I
  • 8.02 Physics II
  • 8.03 Physics III
  • 8.04 Quantum Physics I
  • 8.041 Quantum Physics I
  • 8.05 Quantum Physics II
  • 18.435[J] Quantum Computation
  • 18.437[J] Distributed Algorithms
  • 18.455 Advanced Combinatorial Optimization
  • 18.702 Algebra II
  • 18.703 Modern Algebra
  • 18.783 Elliptic Curves
  • 18.102 Introduction to Functional Analysis
  • 18.112 Functions of a Complex Variable
  • 18.303 Linear Partial Differential Equations
  • 18.642 Topics in Mathematics with Applications in Finance
  • 18.125 Measure Theory and Analysis
  • 18.675 Theory of Probability
  • 18.676 Stochastic Calculus
  • 18.615 Introduction to Stochastic Processes
  • 18.657 Topics in Statistics
  • 18.900 Geometry and Topology in the Plane
  • 18.212 Algebraic Combinatorics
  • 18.901 Introduction to Topology
  • 18.721 Introduction to Algebraic Geometry
  • 18.781 Theory of Numbers
  • 18.950 Differential Geometry
  • 18.217 Combinatorial Theory
  • 18.218 Topics in Combinatorics
  • 18.225 Graph Theory and Additive Combinatorics
  • 18.226 Probabilistic Methods in Combinatorics
  • 18.705 Commutative Algebra
  • 18.715 Introduction to Representation Theory
  • 18.725 Algebraic Geometry I
  • 18.745 Lie Groups and Lie Algebras I

MIT 纯数部分

代数

  • 18.704 Seminar in algebra
  • 18.782 Introduction to Arithmetic Geometry
  • 18.706 Noncommutative algebra
  • 18.755 Lie Groups and Lie Algebras II
  • 18.755 Lie Groups and Lie Algebras II

分析与几何

  • 18.101 Analysis and Manifolds
  • 18.102 Introduction to Functional Analysis
  • 18.103 Fourier Analysis: Theory and Applications
  • 18.104 Seminar in Analysis
  • 18.112 Functions of a Complex variable
  • 18.152 Introduction to Partial Differential Equations
  • 18.950 Differential Geometry
  • 18.994 Seminar in Geometry
  • 18.125 Measure Theory and Analysis
  • 18.155 Differential Analysis I
  • 18.156 Differential Analysis II
  • 18.952 Theory of Differential Forms
  • 18.965 Geometry of Manifolds I
  • 18.966 Geometry of Manifolds II

数论

  • 18.781 Theory of numbers
  • 18.784 Seminar in Number Theory
  • 18.785 Number Theory I

概率与统计

  • 18.677 Topics in Stochastic Processes
  • 18.655 Mathematical Statistics

拓扑与几何

  • 18.904 Seminar in Topology
  • 18.116 Riemann Surfaces
  • 18.905 Algebraic Topology I
  • 18.906 Algebraic Topology II

MIT 其他方向应用数学

物理数学

  • 18.300 Principles of Continuum Applied mathematics
  • 18.352[J] Nonlinear Dynamics: The Natural Environment
  • 18.353[J] Nonlinear Dynamics: Chaos
  • 18.354[J] Nonlinear Dynamics: Continuum Systems
  • 18.384 Undergraduate Seminar in Physical mathematics
  • 18.417 Introduction to Computational Molecular Biology
  • 18.305 Advanced Analytic Methods in Science and Engineering
  • 18.306 Advanced Partial Differential Equations with Applications
  • 2.25 Fluid Mechanics
  • 12.800 Fluid Dynamics of the Atmosphere and Ocean
  • 18.355 Fluid Mechanics
  • 18.357 Interfacial Phenomena
  • 18.367 Waves and Imaging
  • 8.07 Electromagnetism II
  • 18.369[J] Mathematical Methods in Nanophotonics
  • 2.003[J] Dynamics and Control I
  • 18.075 Methods for Scientists and Engineers
  • 18.376[J] Wave Propagation
  • 18.377[J] Nonlinear Dynamics and Waves

数学研究

数论

组合

数理逻辑

形式语言

密码学

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