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This book is devoted to the development and description of analytical methods for this important branch of nonlinear physics - the theory of localized wave processes. The application of each method described in the book is illustrated by the solutions of concrete problems. The spectrum of these problems is very wide. Among them are the following: propagation and self-action of powerful wave beams in inhomogeneous media, propagation of intense acoustic beams, ultrashort pulses in nonlinear graded-index guides, waves in media with internal structure, and long surface gravitational waves in fluids with variable depth. These topics are treated in detail.