Definition

can be either implicit or explicit

𝑦𝑘+1=𝑦𝑘+𝑡𝑘+1𝑡𝑘𝑓(𝑡,𝑦)𝑑𝑡

explicit RK4

the most common Runge-Kutta scheme, 4-th order

𝑦𝑘+1=𝑦𝑘+𝑘6(𝑘1+𝑘2+𝑘3+𝑘4)