In treatises or advanced textbooks on theoretical physics, it is apparent that the way mathematics is used is very different from what is to be found in books of mathematics. There is, for example, no close connection between books on analysis, on the one hand, and any classical textbook in quantum mechanics, for example, Schiff, [11], or quite recent books, for example Ryder, [10], on quantum field theory. The differences run a good deal deeper than the fact that the books on theoretical physics are not written in the definition-theorem-proof style characteristic of pure mathematics. Although a good many propositions are proved in the books on physics, there are almost with exception no existential proofs, and consequently there is no really serious systematic use of quantifiers. Another important characteristic is the free use of infinitesimals. In fact, most results would not lose anything, from a physicist's point of view, by leaving them in approximate form, i.e., instead of strict equalities or inequalities, using equalities or inequalities only up to an infinitesimal.The discrepancy between the way mathematics is ordinarily done in theoretical physics and the way it is built up from a foundational standpoint in any of the standard modern views raises the question of whether it might be possible to construct quite directly a rigorous foundation that reflects a significant part of this standard practice in theoretical physics. Other parts of standard practice in physics, for example, the use of physically intuitive but nonrigorous arguments, are not present in our system.