1 Introduction 2 Parabolic equations in one space variable 2.1 Introduction 2.2 A model problem 2.3 Series approximation 2.4 An explicit scheme for the model problem 2.5 Difference notation and truncation error 2.6 Convergence of the explicit scheme 2.7 Fourier analysis of the error 2.8 An implicit method 2.9 The Thomas algorithm 2.10 The weighted average or method 2.11 A maximum principle and convergence 2.12 A three-time-level scheme 2.13 More general boundary conditions 2.14 Heat conservation properties 2.15 More general linear problems 2.16 Polar co-ordinates 2.17 Nonlinear problems Bibliographic notes Exercises 3 2-D and 3-D parabolic equations 3.1 The explicit method in a rectilinear box 3.2 An ADI method in two dimensions 3.3 ADI and LOD methods in three dimensions 3.4 Curved boundaries 3.5 Application to general parabolic problems Bibliographic notes Exercises 4 Hyperbolic equations in one space dimension 5 Consistency,convergence and stability 6 Linera second order elliptic equations in two dimensions 7 Iterative solution of linear algebraic equations