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This exploration of the mathematical methods of physics takes a careful look at mathematical entities and explains their elementary properties. Its examples, drawn from the physical sciences, illustrate the application of concepts. The theory of distributions is introduced early and employed throughout the text. Concise rather than comprehensive, this text states only essential results in its proofs. Topics include preliminary results in the integral calculus, elementary theory of distributions, convolution, Fourier series and the Fourier transform, the Laplace transform, wave and heat conduction equations, the gamma function, and Bessel functions. Prerequisites include a familiarity with linear algebra and functions of a complex variable.