3 Runge-Kutta Methods - IIT
math.iit.edu/~fass/478578_Chapter_3.pdf3.1 Second-Order Runge-Kutta Methods As always we consider the general first-order ODE system y0(t) = f(t,y(t)). (42) Since we want to construct a second-order method, we start with the Taylor expansion y(t+h) = y(t)+hy0(t)+ h2 2 y00(t)+O(h3). The first derivative can be replaced by the right-hand side of the differential equation
Runge–Kutta methods - Wikipedia
https://en.wikipedia.org/wiki/Runge–Kutta_methodsIn numerical analysis, the Runge–Kutta methods are a family of implicit and explicit iterative methods, which include the well-known routine called the Euler Method, used in temporal discretization for the approximate solutions of ordinary differential equations. These methods were developed around 1900 by the German mathematicians Carl Runge and Wilhelm Kutta.