In this paper, we will compare the methods of solving with explicit or implicit finite difference of the partial differential equations that define the mechanical models of hydrodynamics movements, thermodynamics or those that define the vibration movements with the ones that use integral transforms. By applying the Laplace and Fourier transforms, finite in sine or cosine, depending on the boundary conditions of the real physical problem, it leads to the algebraic approach of the problem, which reduces the difficulty of solving partial differential equations. The errors obtained for the solution of partial differential equations using different methods are within the standard norms. However, in terms of calculus precision, the use of integral transforms is more advantageous.