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Methods of solving an Ordinary Differential Equation by replacing it with a Finite Difference equation
on a regular grid spanning the domain of interest. The finite difference equations are then solved using an 
-D
Newton's Method or other similar algorithm.
References
Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Richardson Extrapolation and the Bulirsch-Stoer
Method.'' §17.3 in
Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England:
Cambridge University Press, pp. 753-763, 1992.