MSc Pure Mathematics Notes (Imperial College London)

My postgraduate maths notes from Imperial College London

This project contains notes from my MSc degree. Each module is hyperlinked to a standalone PDF for convenient access.

⚠️ A Note Before You Dive In

  • Some of these notes are incomplete or contain typographical errors, as I did not have time to fully revise them. Please bear this in mind.

  • These materials are from the 2024–2025 academic year and may not reflect the content of future courses.

Semester 1 (Autumn 2024)

  • Group Theory PDF

  • Lie Algebras PDF

  • Manifolds PDF

  • Probability Theory PDF

Semester 2 (Spring 2025)

  • Algebraic Topology PDF

  • Stochastic Calculus with Application to non-Linear Filtering PDF

I took Formalising Mathematics and Mathematical Foundations of Machine Learning; however, I did not write notes for either course.

Alternative sources

The following website is maintained by fellow Imperial scholars and covers a broad range of mathematics, from undergraduate to postgraduate level, across both pure and applied topics.

The Imperial Maths Wiki
https://imperialmathswiki.com/