Art Major to Physics/Applied Mathematics, Advise?
If you have taken courses in Coursera and are comfortable with continuing doing so, you can actually get a degree through Coursera. Here is one option. I do not know whether you completed any courses, and if you did, whether they can be counted towards that degree, but it should be easy enough to find out. 

I would focus on getting a relevant bachelor's degree. No (reputable) university I'm aware of will take you into a graduate program without one. 

Good luck!