These volumes collect the lecture notes of the course “An introduction to computational physics” held in the academic year 2000/01 for students of the University of Pisa and Scuola Normale Superiore at the level of the last two-year undergraduates in physics and chemistry. Grid methods are the tool of the trade for the solution of ordinary and partial differential equations and consequently they represent a “must” for anyone dealing with computational science. With grid methods, a major distinction is made between methods which do not require matrix algebra and those which do.