Runge–Kutta methods - Wikipedia
https://en.wikipedia.org/wiki/Runge–Kutta_methodsAll Runge–Kutta methods mentioned up to now are explicit methods. Explicit Runge–Kutta methods are generally unsuitable for the solution of stiff equations because their region of absolute stability is small; in particular, it is bounded. This issue is especially important in the solution of partial differential equations. The instability of explicit Runge–Kutta methods motivates the development of implicit methods…