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Mathematical Methods for Physics and Engineering: A Comprehensive Guide by S. J. Bence, K. F. Riley, M. P. Hobson (Paperback, 2006)

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It is a tour de force. to write mathematical sections that are both complete and at an appropriate academic level. The authors have clearly succeeded in this challenge, making this a remarkable pedagogical book. The choice of exercises is excellent and possibly the best feature of the book.