Reading List

Here is a collection of reading material that I find interesting. I have made an effort to include as many legally, freely available material as possible.

Textbooks

programming

Graham. On Lisp. http://www.paulgraham.com/onlisp.html

data science

Hastie, Tibshirani, and Friedman. Elements of Statistical Learning: Data Mining, Inference, and Prediction. https://web.stanford.edu/~hastie/ElemStatLearn/
James, Witten, Hastie, and Tibshirani. An Introduction to Statistical Learning: with Applications in R. https://www-bcf.usc.edu/~gareth/ISL/
Blum, Hopcroft, and Kannan. Foundations of Data Science. https://www.cs.cornell.edu/jeh/book.pdf
Bishop. Pattern Recognition and Machine Learning. https://www.microsoft.com/en-us/research/publication/pattern-recognition-machine-learning/
Shalev-Shwartz and Ben-David. Understanding Machine Learning: From Theory to Algorithms. https://www.cs.huji.ac.il/~shais/UnderstandingMachineLearning/understanding-machine-learning-theory-algorithms.pdf
Vershynin. High-Dimensional Probability: An Introduction with Applications in Data Science. https://www.math.uci.edu/~rvershyn/papers/HDP-book/HDP-book.html"
Wasserman. All of Statistics: A Concise Course in Statistical Inference.

applied math

Boyd and Vandenberghe. Convex Optimization. https://web.stanford.edu/~boyd/cvxbook/
Rota and Baclawski. An Introduction to Probability and Random Processes. https://archive.org/details/GianCarlo_Rota_and_Kenneth_Baclawski__An_Introduction_to_Probability_and_Random_Processes
Evans. Introduction to Mathematical Optimal Control Theory. https://archive.org/details/Lawrence_Craig_Evans__An_Introduction_to_Mathematical_Optimal_Control_Theory
Evans. Introduction to Stochastic Differential Equations. http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.299.5323&rep=rep1&type=pdf
Boyd. Chebyshev and Fourier Spectral Methods.

geometry

Berger. A Panoramic View of Riemannian Geometry. http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.384.4746&rep=rep1&type=pdf"
Colding and Minicozzi. A Course in Minimal Surfaces.
Simon. Lectures on Geometric Measure Theory. https://maths-proceedings.anu.edu.au/CMAProcVol3/CMAProcVol3-Complete.pdf
Simon. Introduction to Geometric Measure Theory. http://web.stanford.edu/class/math285/ts-gmt.pdf"
Guan, Pengfei. Topics in Geometric Fully Nonlinear Equations. http://www.math.mcgill.ca/guan/zheda0508.pdf

analysis

Rindler. Introduction to the Modern Calculus of Variations. https://warwick.ac.uk/fac/sci/maths/people/staff/filip_rindler/ma4g6_17_ln.pdf
Muller. Variational Models for Microstructure and Phase Transitions. https://www.mis.mpg.de/preprints/ln/lecturenote-0298.pdf
Ambrosio, Luigi. Lecture Notes on Elliptic Partial Differential Equations. http://cvgmt.sns.it/media/doc/paper/1280/PDEAAA.pdf
Nolen, James. Partial Differential Equations and Diffusion Processes. https://www.semanticscholar.org/paper/Partial-Differential-Equations-and-Diffusion-Nolen/433bda14d4e1b7a7dfb015b76470da53b2dc727d
Pitman and Yor. A Guide to Brownian Motion and Related Stochastic Processes. https://arxiv.org/abs/1802.09679
Yan, Baisheng. Introduction to Variational Methods in Partial Differential Equations and Applications. https://users.math.msu.edu/users/yan/yan-lecture.pdf

Programming

Drepper. What Every Programmer Should Know About Memory.

Mathematical Surveys

pde

Riviere. Exploring the Unknown: the Work of Louis Nirenberg on Partial Differential Equations. https://arxiv.org/abs/1505.04930
Kazdan. Applications of Partial Differential Equations to Problems in Geometry. https://www.math.upenn.edu/~kazdan/japan/japan.pdf
Cabre. Elliptic PDEs in Probability and Geometry. Symmetry and Regularity of Solutions. http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.154.1881
Vazquez. The Mathematical Theories of Diffusion. Nonlinear and Fractional Diffusion. https://arxiv.org/abs/1706.08241
Mingione. Regularity of Minima: An Invitation to the Dark Side of the Calculus of Variations. http://am.math.cas.cz/full/51/4/am51_4_4.pdf
Pierre. Introduction to Differential Games. https://www.ceremade.dauphine.fr/~cardaliaguet/CoursJeuxDiff.pdf
McCann and Guillen. Five Lectures on Optimal Transportation: Geometry, Regularity, and Applications. http://www.math.toronto.edu/mccann/papers/FiveLectures.pdf
Cabre, Xavier. Topics in Regularity and Qualitative Properties of Solutions of Nonlinear Elliptic Equations. http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.34.5204
Hunter, John. An Introduction to Incompressible Euler Equations. https://www.math.ucdavis.edu/~hunter/notes/euler.pdf
Kazdan, Jerry. Solving Equations, An Elegant Legacy. https://www.math.upenn.edu/~kazdan/solving/solvingL11pt.pdf
Nirenberg. Variational and Topological Methods in Nonlinear Problems. https://projecteuclid.org/euclid.bams/1183548116
Klainerman, Sergiu. PDE as a Unified Subject. https://web.math.princeton.edu/~seri/homepage/papers/telaviv.pdf
Kassmann, Moritz. Harnack Inequalities: An Introduction. https://www.emis.de/journals/HOA/BVP/Volume2007/081415.pdf

geometry

Chen, Bang-Yen. Riemannian Submanifolds: A Survey. https://arxiv.org/abs/1307.1875
Chen, Bang-Yen. Riemannian Geometry of Lagrangian Submanifolds. https://projecteuclid.org/download/pdf_1/euclid.twjm/1500574989
Ambrosio. Regularity Theory for Mass-Minimizing Currents (After Almgren-De Lellis-Spadaro). http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.662.3707&rep=rep1&type=pdf
Arcozzi and Baldi. From Grushin to Heisenberg via an Isoperimetric Problem. https://www.sciencedirect.com/science/article/pii/S0022247X07009742
Ball. An Elementary Introduction to Modern Convex Geometry. http://library.msri.org/books/Book31/files/ball.pdf
Gardner. The Brunn-Minkowski Inequality. https://www.ams.org/journals/bull/2002-39-03/S0273-0979-02-00941-2/
Osserman. The Isoperimetric Inequality. https://www.ams.org/journals/bull/1978-84-06/S0002-9904-1978-14553-4/
Sotomayor and Garcia. Lines of Curvature on Surfaces, Historical Comments, and Recent Developments. https://www.ime.usp.br/~spjm/articlepdf/384.pdf
Gluck, Herman. Manifold with Preassigned Curvature - A Survey. https://projecteuclid.org/euclid.bams/1183536408

History of Mathematics

math

Boyer. A History of Mathematics. https://archive.org/details/AHistoryOfMathematics
Stillwell. Mathematics and Its History.

calculus

Suzuki. The Lost Calculus (1637 - 1670): Tangency and Optimization without Limits. https://www.maa.org/sites/default/files/pdf/upload_library/22/Allendoerfer/suzuki339.pdf
Edwards. The Historical Development of Calculus.
Paradis, Pla, and Viader. Fermat's Treatise on Quadrature: A New Reading. http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.583.4720&rep=rep1&type=pdf

algebra

Hawkins. The Theory of Matrices in the 19th Century. https://pdfs.semanticscholar.org/fcc9/fd95a28a2f239f16be9d162d155a74fd09e8.pdf
Postnikov. The Problem of Squarable Lunes. http://emoodle.emate.ucr.ac.cr/pluginfile.php/123266/mod_resource/content/1/Lunulas%20cuadrables.pdf
Kleiner. The Evolution of Group Theory: A Brief Survey. https://www.maa.org/programs/maa-awards/writing-awards/the-evolution-of-group-theory-a-brief-survey

topology

Moore. The Emergence of Open Sets, Closed Sets, and Limit Points in Analysis and Topology. https://www.sciencedirect.com/science/article/pii/S0315086008000050
Quinn. The Triangulation of Manifolds. https://arxiv.org/abs/1310.7644

analysis

Birkhoff and Kreyszig. The Establishment of Functional Analysis. https://www.sciencedirect.com/science/article/pii/0315086084900363
Naumann. Remarks on the Prehistory of Sobolev Spaces. https://edoc.hu-berlin.de/handle/18452/3267
Maurice Sion. History of Measure Theory in the Twentieth Century.
Kleiner. Evolution of the Function Concept: A Brief Survey. https://www.maa.org/programs/maa-awards/writing-awards/evolution-of-the-function-concept-a-brief-survey
Gautschi. A Survey of Gauss-Christoffel Quadrature Formulae. https://pdfs.semanticscholar.org/1457/a643366642855c555bc0df4f2744316e0b55.pdf
Dolecki and Greco. Amazing Oblivion of Peano's Contributions to Mathematics. http://dolecki.perso.math.cnrs.fr/Peano=vulgarization_1307.pdf
Hawkins. Lebesgue's Theory of Integration.
Boman and Rogers. How We Got From There to Here: A Story of Real Analaysis. http://textbooks.opensuny.org/how-we-got-from-there-to-here-a-story-of-real-analysis/
Kreyszig. On the Calculus of Variations and Its Major Influences on the Mathematics of the First Half of the Century. Parts 1 and 2.
Shenitzer and Steprans. The Evolution of Integration. https://pdfs.semanticscholar.org/3100/f2e84d35442b6c78aa8fc63607e696a54365.pdf

probability

Shafer and Vovk. The Origins and Legacy of Kolmogorov's Grundbegriffe. https://arxiv.org/abs/1802.06071

geometry

Fleming. Geometric Measure Theory at Brown in the 1960s. https://pdfs.semanticscholar.org/f0b2/28988a36fc0cfa9c81b714327713c6334cf0.pdf
Stillwell. Poincare and the Early History of 3-Manifolds. http://www.ams.org/journals/bull/2012-49-04/S0273-0979-2012-01385-X/S0273-0979-2012-01385-X.pdf
McMullen. The Evolution of Geometric Structures on 3-Manifolds. http://www.ams.org/journals/bull/2011-48-02/S0273-0979-2011-01329-5/
Volkert. Lens Spaces in Dimension 3: A History. http://www.boma.mpim-bonn.mpg.de/data/38print.pdf
Osserman. How the Gateway Arch Got its Shape. http://www.msri.org/people/staff/osserman/papers/NNJ_v12n2_Osserman_pp167-189.pdf
Pogliani and Berberan-Santos. Constantin Caratheodory and the Axiomatic Thermodynamics. http://web.ist.utl.pt/berberan/data/68.pdf

control theory

Sussmann and Willems. 30 Years of Optimal Control: From the Brachystochrone to the Maximum Principle. http://www.idsc.ethz.ch/content/dam/ethz/special-interest/mavt/dynamic-systems-n-control/idsc-dam/Lectures/Optimal-Control/Additional%20Material/additional-material.pdf

statistics

Fienberg, Stephen. A Brief History of Statistics in Three and One-Half Chapters: A Review Essay. https://projecteuclid.org/euclid.ss/1177011360