If you want to start with a single self-contained book, then a really good choice is "Modern Mathematical Physics" by Peter Szekeres: https://www.cambridge.org

If you want to start with a single self-contained book, then a really good choice is "Modern Mathematical Physics" by Peter Szekeres: https://www.cambridge.org/core/books/course-in-modern-mathematical-physics/E899DB30C574E2F4D7C861B3097F9813 https://www.cambridge.org/core/books/course-in-modern-mathem... It covers most of the mathematics needed for quantum field theory (which is a big chunk of applied mathematics) starting right from set theory.