Question: In what particular situation you will need a depth knowledge of math/physics in software engineering?

Answer: 
For programming itself: it is helpful to come up with relations and functions, but no depth knowledge is needed. If you wan't to deal with deeper questions and more theoretical stuff: yes, it is math. Physics is not needed, unless you want to solve a physics problem of course.
Computer science cherry picks mathematics for its needs, at least where you aren't using computing for an area that is heavily mathematical, for example games programming.

This includes logic, graph theory, statistics, vectors and trigonometry, set theory. For *the average job* your daily task will involve logic and not much more. If you get an above average job then this may differ.