"I write not because I know something but to learn something."
"The most important book to me is my own notebook because it is written in the way I understood."
This pinned post contains the list of my lecture notes on mathematics, physics, and related areas (theoretical computer science, mathematical biology, and mathematical finance). They are categorized by subjects in each area for readers' convenience. This post is subject to updates as I continue to add new lecture notes.
Mathematics
Advanced Calculus
Lecture Notes
Problem Sets
References and Further Reading
Abstract Algebra I: Groups
Lecture Notes
Problem Sets
References and Further Reading
I. N. Herstein, Abstract Algebra, 3rd Edition, Wiley, 1996
I. N. Herstein, Topics in Algebra, 2nd Edition, John Wiley & Sons, 1975
Ramji Lal, Algebra 1, Groups, Rings, Fields and Arithmetic, Springer, 2017
Abstract Algebra II: Rings, Fields, Galois Theory, Modules, Representation Theory
Lecture Notes
Problem Sets
References and Further Reading
I. N. Herstein, Abstract Algebra, 3rd Edition, Wiley, 1996
I. N. Herstein, Topics in Algebra, 2nd Edition, John Wiley & Sons, 1975
Ramji Lal, Algebra 1, Groups, Rings, Fields and Arithmetic, Springer, 2017
Ramji Lal, Algebra 2, Linear Algebra, Galois Theory, Representation Theory, Group Extensions and Schur Multiplier, Springer, 2017
Algebraic Topology: Homotopy, Homology, Cohomology
Lecture Notes
Homotopy
Homology
Cohomology
Problem Sets
Homotopy
Homology
Cohomology
References and Further Reading
Calculus
Differential Calculus
Lecture Notes
Problem Sets
Integral Calculus
Lecture Notes
Problem Sets
Sequences, Series, and Vector-Valued Functions
Lecture Notes
Problem Sets
Functional Analysis/Fourier Analysis
Functional Analysis
Lecture Notes
Problem Sets
Fourier Analysis
Lecture Notes
Problem Sets
References and Further Reading
Sigurdur Helgason, Topics in Harmonic Analysis on Homogeneous Space, Birkhäuser
Einer Hille and Ralph S. Phillips, Functional Analysis and Semi-Groups, American Mathematical Society, 1957
Erwin Kreyszig, Introductory Functional Analysis with Applications, 1st Edition, Wiley, 1989
Michael Reed and Barry Simon, Methods of Mathematical Physics I: Functional Analysis, Revised and Enlarged Edition, Academic Press, 1980
Michael Reed and Barry Simon, Methods of Mathematical Physics II: Fourier Analysis, Self-Adjointness, Academic Press, 1972
Michael Reed and Barry Simon, Methods of Mathematical Physics III: Scattering Theory, Academic Press, 1972
Michael Reed and Barry Simon, Methods of Mathematical Physics IV: Analysis of Operators, Academic Press, 1978
H. L. Royden, Real Analysis, Second Edition, The Macmillan Company
Peter Szekeres, A Course in Modern Mathematical Physics, Groups, Hilbert Space and Differential Geometry, Cambridge University Press, 2004
Functions of a Complex Variable
Lecture Notes
Problem Sets
References and Further Reading
Linear Algebra
Lecture Notes
Problem Sets
References and Further Reading
Ramji Lal, Algebra 2, Linear Algebra, Galois Theory, Representation Theory, Group Extensions and Schur Multiplier, Springer, 2017
Serge Lang, Introduction to Linear Algebra, Second Edition, Springer, 1986
Serge Lang, Linear Algebra, Third Edition, Springer, 2004
Number Theory and Cryptography
Software Tools for Computation
Study of number theory is often accompanied by heavy computations for which computers can be effectively used. From time to time, I will be using Maxima, an open source computer algebra system (abbreviated as CAS, a software package for symbolic computation) and Python. Sage (CoCalc) is also a good and powerful open source CAS but I will not be using it here. Main reason is that I find it restrictive as it requires a web-based interface (a browser) and an internet connection. Unless you run your own CoCalc server (if you are going to use it just for yourself, why would you run such a server?), you need to have an access to a CoCalc server that is run by someone else. I personally prefer a crude and low tech computing environment that does not require a particular interface and a lot of resources. Maxima and Python fit into such preference of mine. Maxima and Python do have interfaces but they also can be run interface-free in a command shell.
MAXIMA
What is Maxima?: MIT has developed a computer algebra system, called Macsyma, from 1968 to 1982 as part of Project MAC. They turned over a copy of the Macsyma source code to the Department of Energy (DOE). That version is known as DOE Macsyma. It had been maintained by William Schelter at the University of Texas from 1982 until his death in 2001. In 1998, Schelter obtained permission from the DOE to release the DOE Macsyma source code under the GNU Public License, and in 2000 he initiated the Maxima project at SourceForge to maintain and continue developing DOE Macsyma, now called Maxima.
2. For those who are using MacOS, Maxima can be download from here and an installation instruction can be found here.
3. If you are using Ubuntu Linux OS, simply run the following command in command shell:
sudo apt install gnuplot
4. If you are using FreeBSD Unix, as root run:# pkg install maxima && pkg install wxmaxima
and also install Gnuplot by running# pkg install gnuplot
5. For all other operating systems, refer to the instruction at Maxima Downloads page here.Maxima documentation page is an important source on how to use Maxima for your computational needs and purposes. Another important source on using Maxima, especially for doing mathematics is The MaximaList. The html version of Maxima 5.29.0 manual on Number Theory is available online here.
PYTHON
You can find download/installtion instruction for your OS at Python.org. Make sure that you install Python 3.
1. For Windows system, select and download Python Windows installer, for example python-3.3.0.msi and run it.
2. For MacOS, select and download .dmg Mac Installer Disk Image and run it.
3. For Ubuntu Linux OS, run in command shell, for example
sudo apt install python3.3 && sudo apt install idle3
IDLE is a covenient interface for Python. I love iPython (Interactive Python Shell). It allows you to run .py files in command shell. To install ipython runsudo apt install ipython3
4. For FreeBSD Unix, as root run:# pkg install python
This command will install Python 3 and IDLE 3 as well. To install ipython, as root run:# pkg install py37-ipython
Lecture Notes
Problem Sets
References and Further Reading
Elementary Number Theory
Neal Koblitz, A Course in Number Theory and Cryptogtraphy, Graduate Texts in Mathematics 114, Springer-Verlag, 1994
Franz Lemmermeyer, Numbers and Curves, Springer-Verlag, 2001
Manfred Schroeder, Number Theory in Science and Communication with Applications in Cryptography, Physics, Digital Information, Computing, and Self-Similarity, Fifth Edition, Springer-Verlag, 2009
Simon Singh, Fermat's Last Theorem, The Story of a Riddle that Confounded the World's Greatest Minds for 358 Years, Fourth Estate
André Weil, Number Theory for Beginners, Springer-Verlag, 1979
Cryptography
Steven Galbraith, Mathemathematics of Public Key Cryptography
Neal Koblitz, A Course in Number Theory and Cryptogtraphy, Graduate Texts in Mathematics 114, Springer-Verlag, 1994
Gabor Wiese, Théorie des nombres et applications à la cryptographie
Elliptic Curves
Dale Husemöller, Elliptic Curves, Graduate Texts in Mathematics 111, Springer, 2002
Neal Koblitz, Introduction to Elliptic Curves and Modular Forms, Graduate Texts in Mathematics 97, Springer-Verlag, 1984
J.S. Milne, Elliptic curves, 1996
Bjorn Poonen, Elliptic Curves, 2001
Joseph H. Silverman, The Arithmetic of Elliptic Curves, Springer-Verlag, 1985
Probability
Lecture Notes
Problem Sets
References and Further Reading
Real Analysis I
Lecture Notes
Problem Sets
References and Further Reading
Real Analysis II: Measure Theory
Lecture Notes
Problem Sets
References and Further Reading
Quantum Mechanics for Mathematicians
Lecture Notes
Problem Sets
References and Further Reading
Special Topics in Mathematics
Lecture Notes
These lecture notes include my discussions on some special topics in mathematics that do not necessarily belong to particular courses.
Problem Sets
References and Further Reading
Stochastic Differential Equations
Lecture Notes
Problem Sets
References and Further Reading
Don S. Lemons, An Introduction to Stochastic Processes in Physics, Containing "On the Theory of Brownian Motion" by Paul Langevin, translated by Anthony Gythiel, The Johns Hopkins University Press, 2002
Bernt Øksendal, Stochastic Differential Equations, An Introduction with Applications, Fifth Edition, Corrected Printing, Springer-Verlag, 2000
Philip E. Protter, Stochastic Integration and Differential Equations, Second Edition, Springer, 2004
Sheldon Ross, A First Course in Probability, Fifth Edition, Prentice Hall, 1997
Physics
Classical Mechanics
Lecture Notes
Problem Sets
References and Further Reading
Walter Greiner, Classical Mechanics, Systems of Particles and Hamiltonian Dynamics, Springer, 2000
Walter D. Knight and Malvin A Ruderman, Mechanics, Charles Kittel, Berkeley Physics Course Volume 1, Second Edition, McGraw-Hill, 1973
L. D. Landau and E. M. Lifshitz, Mechanics, Course of Theoretical Physics Volume 1, Third Edition, Elsevier, 1976
Jakob Schwichtenberg, No-Nonsense Classical Mechanics, A Student Friendly Introduction, No-Nonsense Books, 2019
Mathematical Physics
Lecture Notes
Problem Sets
References and Further Reading
Special Topics in Physics
Lecture Notes
These lecture notes include my discussions on some special topics in
physics that do not necessarily belong to particular courses.
Problem Sets
References and Further Reading
Stochastic Processes in Physics
Lecture Notes
Problem Sets
References and Further Reading
Sheldon Ross, A First Course in Probability, Fifth Edition, Prentice Hall, 1997
Theory of Special Relativity
Lecture Notes
Problem Sets
References and Further Reading
Hans Stephani, Relativity, An Introduction to Special and General Relativity, Third Edition, Cambridge University Presss, 2004
Theory of General Relativity
Lecture Notes
Problem Sets
References and Further Reading
Norbert Straumann, General Relativity and Relativistic Astrophysics, Springer-Verlag, 1984
Robert M. Wald, General Relativity, The University of Chicago Press, 1984
Wormhole Physics
Lecture Notes
Problem Sets
References and Further Reading
Jerry B. Griffiths and Jiří Podolský, Exact Space-Times in Einstein's General Relativity, Cambridge University Press, 2009
S. W. Hawking and G. F. R. Ellis, The Large Scale Structure of Space-Time, Cambridge University Press, 1973
Not for the faint of heart.
L. P. Hughston and K. P. Tod, An Introduction to General Relativity, Cambridge University Press, 1990Klaas Landsman, Foundations of General Relativity
Charles W. Misner, Kip S. Thorne and John Archibald Wheeler, Gravitation, W. H. Freeman and Company, 1973
A pretty big book with more than 1300 pages. This book is dubbed the bible of general relativity.
Michael S. Morris and Kip S. Thorne, Wormholes in spacetime and their use for interstellar travel: A tool for teaching geneal relativity, Am. J. Phys. 56 (5), 395-412, May 1988Michael S. Morris, Kip S. Thorne, and Ulvi Yurtsever, Wormholes, Time Machines, and the Weak Energy Condition, Physical Review Letters, Volume 61, Number 13, pp. 1446-1449, 26 September 1988
A. Papapetrou, Lectures on General Relativity, D. Reidel Publishing Company, 1974
This book also contains a good bit of materials on differential geometry.
Eric Poisson, An advance course in general relativity, Draft, January 2002Eric Poisson, A Relativist's Toolkit, The Mathematics of Black-Hole Mechanics, Cambridge University Press, 2004
Hans Stephani, Relativity, An Introduction to Special and General Relativity, Third Edition, Cambridge University Press, 2004
Hans Stephani, Dietrich Kramer, Malcolm Maccallum and Cornelius Hoenselaers, Exact Solutions of Einstein's Field Equations, Second Edition, Cambridge University Press, 2003
John Stewart, Advanced General Relativity, Cambridge University Press, 1991
Norbert Straumann, General Relativity and Relativistic Astrophysics, Springer-Verlag, 1984
Matt Visser, Lorentzian Wormholes, From Einstein to Hawking, AIP Series in Computational and Applied Mathematical Physics, 2008
Robert M. Wald, General Relativity, The University of Chicago Press, 1984
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