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This book presents the method of difference potentials first proposed by the author in 1969 and contains illustrative examples and new algorithms for solving applied problems of gas dynamics, diffraction, scattering theory, and active noise screening. The fundamentals of the method are described in Parts I - III and its applications in Parts IV - VIII. To get acquainted with the basic ideas of the method, it suffices to study the Introduction. After this, each of the Parts VI - VIII can be read independently. The book is intended for specialists in the field of computational mathematics and the theory of differential and integral equations, as well as for graduate students of related specialities.