$$
\newcommand{\uex}{{u_{\small\mbox{e}}}}
\newcommand{\Aex}{{A_{\small\mbox{e}}}}
\newcommand{\half}{\frac{1}{2}}
\newcommand{\Oof}[1]{\mathcal{O}(#1)}
$$
4th-order Runge-Kutta scheme
- The most famous and widely used ODE method
- 4 evaluations of \( f \) per time step
- Its derivation is a very good illustration of numerical thinking!