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If anyone wants to attempt this, that's awesome. It's a lot of hard work, but I think it opens a lot of opportunities for personally and professionally. I've
by kxyvr 5y ago
If anyone wants to attempt this, that's awesome. It's a lot of hard work, but I think it opens a lot of opportunities for personally and professionally. I've a Ph.D in Applied Mathematics from a traditional program, so I wanted to chime in based on some of the comments I'm seeing. As a note, this is an opinion and others may feel differently and strongly at that.
To me, applied mathematics is the art of transforming something into a linear system, which is something that we can tangibly solve on a computer. There are lot's of ways to do this such as Taylor series and Galerkin methods, so a lot of the field is understanding how, when, and why each method can be used. This is coupled with mastery over linear solvers, which includes direct methods, iterative methods, preconditioners, etc.
I wanted to write this comment, though, to focus on certain areas that may end up blocking what I view as appropriate progression in the field. These are things that I believe are necessary to understand advanced topics, but don't necessarily fall under applied mathematics. First, you really do need mastery of real analysis. It's necessary because it covers formally topics such as differentiation, integration, and series, which are required to understand theorems and algorithms. In my opinion, calculus books are not sufficient. Rudin's Principle's of Mathematical Analysis is the most concise, well written book that contains enough. Second, enough functional analysis to understand Hilbert Spaces is required. This prerequisite to this is the real analysis above. The issue here is that algorithms for things like differential equations require function spaces to do properly. Certainly, you can go really deep in this regard, but Hilbert Spaces are generally enough for practical algorithms. This also affects optimization theory, which impacts machine learning. Technically, you can do optimization theory with only real analysis, but the theory is cleaner in Hilbert Space. Questions that need to be answered are things like does the infimum exist and can it be obtained? Working with a general inner product is also a valuable tool for parallelization as well as a modeling tool. Third, some integration or measure theory is required. It depends on what you're doing, so I don't think mastery is strictly necessary, but spaces like L2 don't make a lot of sense unless you know what a Lebesgue integral is. Even if you want to just work with spaces that are Riemann integrable, measure theory helps understand when this is possible and the ramifications of it. And, to be clear, this is important outside of differential equations. If you want to understand optimization theory in a Hilbert Space, the inner products used will require some understand of measure theory.
Anyway, these are some random thoughts and ideas about the field. I do believe strongly that any amount of study is beneficial as most engineering fields benefit from applied mathematics.
- RheingoldRiver 5y agoAs far as books go, we used "Real Analysis" by Carothers for analysis in undergrad at Caltech and it's one of only two math textbooks (the other being Dummit and Foote for algebra) that I go out of my way to recommend, particularly for self study. It's probably not a sufficient book if you're pursuing a Ph.D. or anything, but I would definitely not start out with Rudin (too little hand-holding, you'll die), and Carothers was amazing.
- rsj_hn 5y agoI recommend anything by George F. Simmons, as well as anything by Russians. Seriously, if it's a Russian sounding author's name, then odds are good that it's well written. They had amazing pedagogy and the EMS series (a joint publication by Springer and the old Soviet publisher VINITI) is first rate. https://www.amazon.com/Encyclopaedia-of-Mathematical-Sciences/dp/B08BC5GZWZ https://www.amazon.com/Encyclopaedia-of-Mathematical-Science...
- kxyvr 5y agoThanks for providing another suggestion on the real analysis front. Really, I agree with you on the Rudin front. Honestly, I think that real analysis is the largest barrier for people trying to self study applied math. I'll mention here that I actually had a total of five semesters in real analysis all said in done. The first was an intro to real analysis course that used "Introduction to Real Analysis" by Bartle and Sherbert. The second was a more advanced real analysis course that was two semesters long using "Real Analysis and Foundations" by Krantz. When I entered my Ph.D, I was given an initial evaluation and the committee found my real analysis still too weak, which necessitated another two semesters using baby Rudin. Only at that point, did it really take and it's not been an issue since. Anyway, mostly I wanted to echo that I agree with you. I think Rudin is the metric to say good enough, but I was not able to get through it on first go.
- bigdict 5y agoWhat would you recommend on Hilbert spaces to someone who has worked through Baby Rudin? Thanks for the insightful comment by the way.