Runge
Runge is an Interactive Solver for Systems of Differential Equations
... derivatives (Jacobian matrix, for example) it does that analytically, i.e. without using numerical methods.
It's portable. It works on Windows and Linux 32 and 64 bit and Mac OS X 64 bit.
It's open. It allows you to implement and embed your own algorithms (aka "solvers").
It's easy to use. It allows to export results to MS Excel and MATLAB.
It's multilingual. It currently supports Englis and Russian languages.
It's free. It's distributed under the Boost Software License.