Runge Kutta methods are one method of
integrating ODE's. They work by advancing a solution through a number of
tiny steps. There are several types of runge kutta methods.
Euler's Method
The simplest method of solving ODE's, is to just add the corrections
due to the first term in the taylor series.
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y(n+1) = y(n) + h * f'(x(n), y(n))
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Second order Runge-Kutta