Several studies in recent years have demonstrated that upper-division students struggle with the mathematics of thermodynamics. This paper presents a task analysis based on several expert attempts to solve a challenging mathematics problem in thermodynamics. The purpose of this paper is twofold. First, we highlight the importance of cognitive task analysis for understanding expert performance and show how the epistemic games framework can be used as a tool for this type of analysis, with thermodynamics as an example. Second, through this analysis, we identify several issues related to thermodynamics that are relevant to future research into student understanding and learning of the mathematics of thermodynamics.