Proof is at its most spellbinding in its winter setting. Surely it has to do with reclusive star Gwyneth Paltrow's frosty demeanor and muted facial features, or Anthony Hopkins white tufts, icy stare, and lion's presence, but most likely it is because the subject matter of John (Shakespeare in Love) Madden's soft, unassuming film based on David Auburn's play is math, the coldest, most unfriendly intellectual pursuit in God's creation.
Paltrow plays Hopkins' daughter as she grieves following his death and begins to wonder and dread that she not only shares his mathematical genius but his crippling madness as well.
Nothing makes me feel more like an absolute dunce than numbers and their supposed relevance. I've been told that math is an astounding universal language, one that we could use to communicate with aliens. I guess in case of an alien encounter we could look to the math geeks to interpret but until then, the whole Pythagorean circumference of a cosine thing is well beyond me. Proof does succeed in making the average moviegoer care, at least for the moment, about math, or more importantly, the mathematical machinery that can exist in a brilliant human brain.
The argument Proof makes in its cool, sophisticated way is that sometimes it is difficult to clarify the line between insane individual and insane genius. Without intending to do much else but portray the ways genius can negatively affect families and relationships, the movie suggests, as many have already conjectured, that the most absolutely brilliant individuals are very much susceptible to breaking down mentally and psychologically. The mystery element in Proof is provided as audiences must wade through flashbacks of Paltrow's Catherine and decide whether she is a loony liar and plagiarist or sparkling misunderstood genius who has written a forty page proof (a mathematical theory explained via a language equation) that will change the face of the field.  While this mystery unfolds, we are thankfully introduced to two outside players in Catherine's life, her well-meaning but all too mortal sister (played with perfect slyness by Hope Davis) and a charming mathematician love interest (Jake Gyllenhaal who often comes off like he's acting and aware of his performance). These two additions allow us to truly study Catherine and it creates a human being out of her, not simply  the stereotypical academic unable to connect to the real world.  
The story is clearly written by someone with some affection for the intellectual process and those who rigor through the process to create lasting work. In that sense, Proof is quite accomplished in its unpresumptuous presentation of one defining moment in the life of a gifted young woman struggling with the burden of an unparalleled mind.