One of the resources recommended to enter the Landau Institute as a graduate student is the "A Course of Higher Mathematics" series, by Vladimir I. Smirnov. I've been reading it and, so far, it seems to be quite complete, besides some of its exercises appear on Demidovitch's book of exercises on Analysis.
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While this question is in the environment of Landau's Theoretical Minimum, it can be interpreted as a question asking for a couple of resources on Mathematics for physicists. Hence, I'll further complete this answer by providing a couple of links to other relevant posts. Since the question has been made Community Wiki, I hope other users will fill in some of the blanks left over here. Most of these links are in fact coming over from the overarching books question Resource recommendations.
Mathematics I
Integration and ordinary differential equations are common themes studied in Calculus. Most Calculus textbooks, if not all, will cover these themes. One of these, of course, is Smirnov's text, mentioned in the original answer.
Vector algebra is a common theme in introductory classes on vector ans analytic geometric, but also quite common when one is studying linear algebra. A quick review aimed straight at physicists is available in Chapter 1 of Griffiths' Introduction to Electrodynamics.
Tensor analysis can be a bit more subtle, but there is already a question about that: Learn about tensors for physics.
Mathematics II
The theory of functions of a complex variable, residues, and solving equations by means of contour integrals can all be summarized as Complex Analysis. This theme is already covered on Complex Variable Book Suggestion.
As of the time I'm writing this answer, I am not sure what is meant by "the computation of asymptotics of integrals" and hope someone will fill in this gap.
Special functions are a common theme in courses covering mathematical methods for physicists. At the moment I haven't found a question dealing specifically with this, but Book recommendations for Fourier Series, Dirac Delta Function and Differential Equations? is a related topic. In order to not leave the point unaswered, one of the most commonly used references is the gargantuan Mathematical Methods for Physicists:
A Comprehensive Guide, by Arfken, Weber, and Harris, usually referred to simply as "Arfken". As the name suggests, it is quite comprehensive and covers some of the other topics mentioned on the question as well. On the other hand, due to its encyclopedic nature, it covers the themes with less detail.