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I am doing self study with JD Jackson's "Classical Electrodynamics". Since not enrolled anywhere this is all I am using. At lot of places in the book, I feel need for more detail. At times its just the maths that I dont understand. I do try to look at maths books for understanding something but at times the exercise takes a lot of time. Is there any good video lecture/Notes/Slides to go with this book?

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I am assuming you have already read an undergraduate text (like Griffiths). You can try Modern Electrodynamics by Andrew Zangwill.

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    $\begingroup$ Seconding this. Zangwill is a very conceptually deep exposition of Electrodynamics that doesn't get too bogged down in irrelevant technical details. I haven't read much of Jackson, but I hear it is just Electrodynamics + a bunch of integral gymnastics and math tricks. $\endgroup$ Commented Sep 27, 2018 at 19:06

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