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Take a look at http://doc.sagemath.org/html/en/reference/calculus/sage/calculus/desolvers.html
Especially:
http://doc.sagemath.org/html/en/reference/calculus/sage/calculus/desolvers.html#sage.calculus.desolvers.desolve_rk4
and
http://doc.sagemath.org/html/en/reference/calculus/sage/calculus/desolvers.html#sage.calculus.desolvers.eulers_method
A simple google search also shows
https://wiki.sagemath.org/interact/diffeq
and Marshall Hampton did here a wonderful didactical presentation!
