Would it be a better idea for a physics major to take one class that specifically covers mathematical methods in physics, or several classes of pertinent upper division math courses (for example, complex analysis and partial differential equations)?
I would definitely start with the first (mathematical methods in physics) and then see where it carries you. The content might be similar (not equal due to a different amount of time spent), but the language is different. As a mathematician I find it extremely hard to read or even speak the dialect of physicists. This ranges from moaning about the flood of indices to right away wrong phrases. So I recommend to learn the dialect first and then consider deepening stuff by a specifically mathematics class. Differential equations will definitely be helpful if treated the mathematical way. But as a physics major, your own slang should come first.
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