Linear algebra: eigenvalues and systems
Eigenvalues satisfy det(A − λI) = 0. Their sum equals the trace and their product equals the determinant. For Ax = b, a unique solution exists when det(A) ≠ 0. The rank-nullity theorem connects the solution space dimension to the number of columns minus the rank.
Check yourself: Can you verify the eigenvalue by checking Av = λv directly?
Calculus: multivariable and integral theorems
Partial derivatives hold other variables constant. The gradient points in the direction of steepest ascent. Stokes' and divergence theorems connect surface/volume integrals to boundary integrals under smoothness assumptions. Verify that the vector field satisfies the required continuity conditions.
Check yourself: Is the region simply connected, and is the field continuously differentiable?
Differential equations
Classify the ODE by order, linearity, and coefficient type before choosing a method. For a second-order linear ODE with constant coefficients, the characteristic equation determines the homogeneous solution form. Particular solutions depend on the forcing function; resonance occurs when the forcing frequency matches a natural frequency.
Check yourself: Does your solution satisfy both the equation and the initial/boundary conditions?
Complex analysis
An analytic function satisfies the Cauchy-Riemann equations. The residue theorem evaluates contour integrals using residues at enclosed singularities. For a simple pole at z₀, the residue is lim(z→z₀)(z − z₀)f(z). Laurent series converge in annular regions.
Check yourself: Are all singularities inside the contour identified and classified?
Probability and statistics
For independent events, P(A ∩ B) = P(A)P(B). For a continuous random variable, probability at a single point is zero; integrate the density over an interval. The central limit theorem applies to the sample mean of independent identically distributed random variables with finite variance.
Check yourself: Does the stated independence justify multiplying probabilities?