§16§§Starting with an introduction to fractional derivatives and numerical approximations, this book presents finite difference methods for fractional differential equations, including time-fractional sub-diffusion equations, time-fractional wave equations, and space-fractional differential equations, among others. Approximation methods for fractional derivatives are developed and approximate accuracies are analyzed in detail. § §02§Zhi-zhong Sun, Southeast University, Nanjing, China; Guanghua Gao, Nanjing University of Posts and Telecommunications, Nanjing, China.