What pure mathematics foundations should an applied mathematician have?

I'm studying mathematics, with some statistics also, and I've always chosen applied courses. I'm getting to the point where I'm studying 3rd year undergraduate to graduate level material.

My first problem is that I have the feeling that some of the time I'm just hacking, without really being sure of why I'm doing what I'm doing or whether it's even reasonable. For example with Taylor series expansions or limits I'm not really comfortable about convergence or discarding smaller terms.

Moreover a bunch of techniques seem to crop up over and over in different guises, decomposition of a function into basis functions being a case in point -- I only noticed this was a common theme the second or third time it came up however. I keep hearing terms like subspaces but don't know what they mean.

I'm starting to think that unless I want to just be a hacker there are some fundamentals from pure maths I ought to look at. Limits being one. Vector spaces, subspaces and bases being another. An example of something that wouldn't be relevant is number theory. Problem is I don't know what I don't know so it's hard to make a list of what I should know!

My question is, what areas should an applied mathematician know at the end of a typical undergraduate course in order to have solid foundations (or at least a good intuition) for using the applied maths they have learnt?

• What is your intent? What are you ultimately trying to accomplish? There are lots of different types of "applied mathematicians." Jan 24, 2014 at 20:39
• "An example of something that wouldn't be relevant is number theory." Number theory is of paramount importance in, for example, cryptography and information security, one of the most prominent parts of applied mathematics today. It doesn't seem like there's a whole lot of an undergraduate curriculum that wouldn't be useful for applications of some sort. Jan 24, 2014 at 20:42
• @ThomasAndrews At the moment it's quite wide, but I'd say data analysis to start off with, so statistics, and techniques such as PCA etc and gradient descent / optimization. Also scientific computing, so solving ODEs, PDEs, series approaches to said, plus numerical methods such as finite differences, integral transforms. Especially anything to do with computing + maths, because computer science is my original background. Jan 24, 2014 at 20:48
• @JulienClancy I stand corrected, thank you. Jan 24, 2014 at 20:49
• For example, complex analysis is very useful in certain areas of applied math, but not others. Depends on what you want to apply it to. In any event, for the stuff you are currently struggling with, real analysis is definitely a good idea. Jan 24, 2014 at 21:10

• I don't know if this is what Arkamis had in mind, but at my school, "advanced calculus" meant really digging in and starting to prove some calculus-type theorems. I don't recall much, but I know we used Kenneth Ross's "Elementary Analysis: The Theory of Calculus" as the text. I mostly remember a lot of $\lim\sup$'s and sequences of functions, but I don't think that's a fair representation. Jan 24, 2014 at 22:40