This book is based on an undergraduate course taught at the IAS/Park City Mathematics Institute, on linear and nonlinear waves. The first part of the text overviews the concept of a wave, describes one-dimensional waves using functions of two variables, provides an introduction to partial differential equations, and discusses computer-aided visualization techniques. The second part of the book discusses travelling waves, leading to a description of solitary waves and soliton solutions of the Klein-Gordon and Korteweg-deVries equations. The wave equation is derived to model the small vibrations of a taut string, and solutions are constructed via d'Alembert's formula and Fourier series. The last part of the book discusses waves arising from conservation laws. After deriving and discussing the scalar conservation law, its solution is described using the method of characteristics, leading to the formation of shock and rarefaction waves. Applications of these concepts are then given for models of traffic flow. The intent of this book is to create a text suitable for independent study by undergraduate students in mathematics, engineering, and science. The content of the book is meant to be self-contained, requiring no special reference material. Access to computer software such as Mathematica, MATLAB, or Maple is recommended, but not necessary. Scripts for MATLAB applications will be available via a Web site. Exercises are given within the text to allow further practice with selected topics.