The primary goal of numerical simulation of compressible, inviscid time-dependent flow is to represent the time evolution of complex flow patterns. Developed by Matania Ben-Artzi and Joseph Falcovitz, the Generalized Riemann Problem (GRP) algorithm comprises some of the most commonly used numerical schemes of this process. This monograph presents the GRP methodology ranging from underlying mathematical principles through basic scheme analysis and scheme extensions. The book is intended for researchers and graduate students of applied mathematics, science and engineering.