Today, the computation of thermal fields is highly sought for solving a large number of applied problems. They include simulation of heat treatment processes, welding, temperature conditions of machine-building constructions and electronic devices, ground freezing and thawing, and more. The computation of thermal fields is generally a nonlinear problem as the thermophysical properties of materials depend on temperature. The problem also becomes significantly more complex when phase transitions take place, as these phenomena involve abrupt changes in the thermal properties of the material and the release (or absorption) of heat. Computer simulation of all these processes is based on the numerical solution of the heat equation, i.e. differential equation in partial derivatives.