Runge
Runge is an Interactive Solver for Systems of Differential Equations
...It solves initial value problem (aka Cauchy problem). Few advantages Runge provides:
It's fast. It utilizes BLAS and LAPACK libraries optimized for modern multi-core processors.
It's interactive. It allows you to start a solution by mouse click on a plane.
It's precise. It uses Runge Rule to adjust step length to satisfy required precision on each step.
It's effective. When it needs to compute derivatives (Jacobian matrix, for example) it does that analytically, i.e. without using numerical methods.
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