This book provides a concise and comprehensive introduction to several basic methods with more attention to their theoretical basis and applications in fluid dynamics. Furthermore, some new ideas are presented in this book, for example, a method to solve the transition matrix by difference operator transformation. For this method, the book gives the definition of Fourier integral transformation of translation operator, and proves the transition matrix equaling to the differential operator transformation, so that it is extended to general situations of explicit, implicit, multi-layer...