Pure math also used in physics

Hello. I'm a physics major. But I'm really interested in maths.

Lately I've been neglecting physics for Set Theory by Jech & Hrbacek, math is just awesome. Majoring in math is not possible (I already switched major twice). So yeah, I'm a bit indecisive but this time its more of an interest/serious hobby not indecision.

I don't want to neglect physics so I want to study math which is relevant. The way math is taught in a physics class is crazy (I become confused constantly) and most math I'll be taking are math methods courses in the physics dept.

What math should I study which would at least help me later on in physics? Thanks!