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A generalization of the Runge-Kutta Method for solution of Ordinary Differential Equations, also called Kaps-Rentrop Methods.
See also Runge-Kutta Method
References
Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T.
Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge
University Press, pp. 730-735, 1992.