In these notes we study time-dependent partial differential equations and their numerical solution. The analytic and the numerical theory are developed in parallel. For example, we discuss well-posed linear and nonlinear problems, linear and nonlinear stability of difference approximations and error estimates. Special emphasis is given to boundary conditions and their discretization. We develop a rather general theory of admissible boundary conditions based on energy estimates or Laplace transform techniques. These results are fundamental for the mathematical and numerical treatment of large...