Some answers about what mathematicians do in general, but here’s some more detail about day to day.
First of all, there’s all the non-research stuff: teaching and prep, meetings, mentoring grad students, etc.
But for actual research: reading papers (keeping up with what’s new in the field and looking for a gap in existing research to work on), working out examples by hand or with code to find interesting questions and form conjectures, using those examples to build intuition and work towards a proof (often starting with a simple case and then working to generalize and strengthen the result), writing out the proof and working out details.
Mathematicians may be working on several projects at once in different stages. Some work alone, some do a lot of collaboration and bouncing ideas off of each other.
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