Throughout my entire university career, I've found it incredibly difficult to focus during lectures, so much so that I at one point stopped going because I found it easier to just learn it on my own. A clarification: I did not find learning it on my own easy, just easier than lectures since I always get incredibly tired, and can't stay focused. Unfortunately, I've reached a point where I can't just "learn it one my own", since some classes are very specialized or deal with difficult areas of pure math.
So, how do you focus during lectures (specifically math lectures)?