For example, a friend of mine digs deeper into a concept to find out why that thing works the way it does and connects that to what he already knows to understand it better. What are some strategies you use to make those connections between a topic you are learning and what you already know, especially a topic where that real-world application might not immediately be clear?
There is no formula but you can do what Feynman did. He had a list of 10 problems he was always thinking about so whenever he would come across some new technique he'd see if it would help him make progress on those 10 problems.
