Introduction

P artial differential equations or equations of mathematical physics are one of the most developing areas of the numerical analysis. Now there are no sections of science and technology where these equations would not find practical application. First of all there are physics, electrodynamics, hydro- and aerodynamics and many other things of area of knowledge.  Opportunities of modern computer methods and programs allow to solve today problems which more recently without use of powerful computing means to solve it was absolutely impossible. We’ll consider here two the most common and well studied numerical methods of solution of problems of mathematical physics: method of finite differences or method of grids for the solution of p artial differential equation of elliptic type, and method of characteristics with reference to the solution of p artial differential equations of hyperbolic type, and also examples of their use in concrete engineering problems.