In this course we will give an introduction to conservative short capturing numerical methods for solving multi-dimensional systems of conservation laws. High order accurate finite difference, finite volume and discontinuous Galerkin finite element methods will be covered. We will start with the basic algorithm issues in a simple scalar one dimensional setting and then describe the generalization to multi-dimensional systems. A comparison among these different numerical methods will be provided. Lecture References: [1] C.-W. Shu, Essentially non-oscillatory and weighted essentially non-oscillatory schemes for hyperbolic conservation laws, in Advanced Numerical Approximation of Nonlinear Hyperbolic Equations, B. Cockburn, C. Johnson, C.-W. Shu and E. Tadmor (Editor: A. Quarteroni), Lecture Notes in Mathematics, volume 1697, Springer, Berlin, 1998, pp.325-432. [2] C.-W. Shu, Discontinuous Galerkin methods: general approach and stability, Numerical Solutions of Partial Differential Equations, S. Bertoluzza, S. Falletta, G. Russo and C.-W. Shu, Advanced Courses in Mathematics CRM Barcelona, Birkhäuser, Basel, 2009, pp.149-201.