To those discovering this question: it is relatively easy to create a simple DE solver even with UE4 Blueprints. I have not performed extensive tests yet, but a simple 2D system based on nonlinear DEs I put together actually seems to work as intended.
Here is the gist: you need a delay block feeding off Event Tick (this will be firing events regularly with your chosen discrete step size) and you need to create an integrator element for each state of your system.
Attached to this answer is a Blueprint showing a possible implementation of the Van der Pol Generator with mu=2.5. Caveat: the inverse of ts (the step size) cannot go above the guaranteed framerate, otherwise you will run into issues with integration. In the attached example, we have ts=0.05, so the application needs to run at at least 20 FPS (30 or more is recommended for computation stability concerns).
