RungeKutta 
The RungeKutta methods are an important family of implicit and explicit iterative methods for
the approximation of solutions of ordinary differential equations.

RungeKutta1 
This is the firstorder RungeKutta formula, which is the same as the Euler method.

RungeKutta10 
This is the tenthorder RungeKutta formula.

RungeKutta2 
This is the secondorder RungeKutta formula, which can be implemented efficiently with a
threestep algorithm.

RungeKutta3 
This is the thirdorder RungeKutta formula.

RungeKutta4 
This is the fourthorder RungeKutta formula.

RungeKutta5 
This is the fifthorder RungeKutta formula.

RungeKutta6 
This is the sixthorder RungeKutta formula.

RungeKutta7 
This is the seventhorder RungeKutta formula.

RungeKutta8 
This is the eighthorder RungeKutta formula.

RungeKuttaFehlberg 
The RungeKuttaFehlberg method is a version of the classic RungeKutta method, which
additionally uses stepsize control and hence allows specification of a local truncation error
bound.

RungeKuttaIntegrator 
This integrator works with a singlestep stepper which estimates the solution for the next step
given the solution of the current step.
