Physicist here. Since you probably have a good background in optimization, work through problems in: - Taylor for Classical Mechanics or Goldstein (a bit more

Physicist here. Since you probably have a good background in optimization, work through problems in: - Taylor for Classical Mechanics or Goldstein (a bit more advanced) - Griffiths for E/M and Quantum. For stat. mech. I find the chemists have more intuitive textbooks. - Introduction to Modern Statistical Mechanics by Chandler