This is a WWW textbook written by Evans M. Harrell II and James V. Herod, both of Georgia Tech. It is suitable for a first course on partial differential equations, Fourier series...
http://www.mathphysics.com/pde/
A text on the mathematics needed for upper level undergraduate physics courses by James Nearing, University of Miami (PDF).
http://www.physics.miami.edu/nearing/mathmethods/
Covers Complex variables, special functions, second order linear ODEs, asymptotic ...
http://www.cam.ac.uk/CambUniv/Societies/archim/notes/iib/mmp/mmp.ps
Class lecture notes at a graduate level on the mathematical background needed to understand classical gauge theory.
http://arxiv.org/abs/math-ph/9902027
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