lost with differential ecuations matlab

In the university they have give me a differential equation and they told me that I have to solving it iteratively. So first I have to do discretization and then with a for loop solve it? They also told me that I have to use under relaxation method to do the iteraction. If there is an expert in differential ecuation and could give an example or advise will be really helpful because I am really lost with the terms discretization iteraction convergence and under relaxion and also with the implementation of this concepts in matlab

thanks in advance luca