The cosmic large-scale structures of the Universe are mainly the result of the gravitational instability of initially small-density fluctuations in the dark-matter distribution. Dark matter appears to be initially cold and behaves as a continuous and collisionless medium on cosmological scales, with evolution governed by the gravitational Vlasov–Poisson equations. Cold dark matter can accumulate very efficiently at focused locations, leading to a highly non-linear filamentary network with extreme matter densities. Traditionally, investigating the non-linear Vlasov–Poisson equations was typically reserved for massively parallelised numerical simulations. Recently, theoretical progress has allowed us to analyse the mathematical structure of the first infinite densities in the dark-matter distribution by elementary means. We review related advances, as well as provide intriguing connections to classical plasma problems, such as the beam–plasma instability.