Timeline of numerical analysis after 1945
The following is a timeline of numerical analysis after 1945, and deals with developments after the invention of the modern
Second World War. For a fuller history of the subject before this period, see timeline and history of mathematics
.
1940s
- Monte Carlo simulation (voted one of the top 10 algorithms of the 20th century) invented at Los Alamos by von Neumann, Ulam and Metropolis.[1][2][3]
- Crank–Nicolson method was developed by Crank and Nicolson.[4]
- Dantzig introduces the simplex method (voted one of the top 10 algorithms of the 20th century) in 1947.[5]
- Turing formulated the LU decomposition method.[6]
1950s
- Successive over-relaxation was devised simultaneously by D.M. Young Jr.[7] and by H. Frankel in 1950.
- National Bureau of Standards, initiate the development of Krylov subspace iteration methods.[8][9][10][11]Voted one of the top 10 algorithms of the 20th century.
- Equations of State Calculations by Fast Computing Machines introduces the Metropolis–Hastings algorithm.[12]
- In numerical differential equations, Lax and Friedrichs invent the Lax-Friedrichs method.[13][14]
- Householder invents his eponymous matrices and transformation method (voted one of the top 10 algorithms of the 20th century).[15]
- Romberg integration[16]
- QR factorization(voted one of the top 10 algorithms of the 20th century).
1960s
- .
- Exponential integration by Certaine and Pope.
- In computational fluid dynamics and numerical differential equations, Lax and Wendroff invent the Lax-Wendroff method.[20]
- Fast Fourier Transform (voted one of the top 10 algorithms of the 20th century) invented by Cooley and Tukey.[21]
- First edition of National Bureau of Standards.[22]
- Broyden does new quasi-Newton method for finding roots in 1965.
- The MacCormack method, for the numerical solution of hyperbolic partial differential equations in computational fluid dynamics, is introduced by MacCormack in 1969.[23]
- Verlet (re)discovers a numerical integration algorithm, (first used in 1791 by Delambre, by Cowell and Crommelin in 1909, and by Carl Fredrik Störmer in 1907, hence the alternative names Störmer's method or the Verlet-Störmer method) for dynamics.
1970s
Creation of
BLAS
.
1980s
- Progress in wavelet theory throughout the decade, led by Daubechies et al.
- Creation of MINPACK.
- Fast multipole method (voted one of the top 10 algorithms of the 20th century) invented by Rokhlin and Greengard.[26][27][28]
- First edition of Numerical Recipes by Press, Teukolsky, et al.[29]
- In numerical linear algebra, the GMRES algorithm invented in 1986.[30]
See also
- Scientific computing
- History of numerical solution of differential equations using computers
- Numerical analysis
- Timeline of computational mathematics
References
- ^ Metropolis, N. (1987). "The Beginning of the Monte Carlo method" (PDF). Los Alamos Science. 15: 125.. Accessed 5 may 2012.
- ^ S. Ulam, R. D. Richtmyer, and J. von Neumann (1947). Statistical methods in neutron diffusion. Los Alamos Scientific Laboratory report LAMS–551.
- PMID 18139350.
- S2CID 16676040.
- ^ "SIAM News, November 1994". Retrieved 6 June 2012. Hosted at Systems Optimization Laboratory, Stanford University, Huang Engineering Center Archived 12 November 2012 at the Wayback Machine.
- ISBN 0-534-99845-3.) .
- Young, David M. (1 May 1950), Iterative methods for solving partial difference equations of elliptical type(PDF), PhD thesis, Harvard University, retrieved 15 June 2009
- ^ Magnus R. Hestenes and Eduard Stiefel, Methods of Conjugate Gradients for Solving Linear Systems, J. Res. Natl. Bur. Stand. 49, 409–436 (1952).
- ^ Eduard Stiefel, U¨ ber einige Methoden der Relaxationsrechnung (in German), Z. Angew. Math. Phys. 3, 1–33 (1952).
- ^ Cornelius Lanczos, Solution of Systems of Linear Equations by Minimized Iterations, J. Res. Natl. Bur. Stand. 49, 33–53 (1952).
- ^ Cornelius Lanczos, An Iteration Method for the Solution of the Eigenvalue Problem of Linear Differential and Integral Operators, J. Res. Natl. Bur. Stand. 45, 255–282 (1950).
- S2CID 1046577.
- .
- .
- S2CID 9858625.
- ^ 1955
- ^ J.G.F. Francis, "The QR Transformation, I", The Computer Journal, 4(3), pages 265–271 (1961, received October 1959) online at oxfordjournals.org;J.G.F. Francis, "The QR Transformation, II" The Computer Journal, 4(4), pages 332–345 (1962) online at oxfordjournals.org.
- ^ Vera N. Kublanovskaya (1961), "On some algorithms for the solution of the complete eigenvalue problem," USSR Computational Mathematics and Mathematical Physics, 1(3), pages 637–657 (1963, received Feb 1961). Also published in: Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki [Journal of Computational Mathematics and Mathematical Physics], 1(4), pages 555–570 (1961).
- ^ RW Clough, "The Finite Element Method in Plane Stress Analysis", Proceedings of 2nd ASCE Conference on Electronic Computation, Pittsburgh, PA, 8, 9 Sept. 1960.
- doi:10.1002/cpa.3160130205. Archived from the originalon 25 September 2017.
- .
- OCLC Number:18003605.
- ^ MacCormack, R. W., The Effect of viscosity in hypervelocity impact cratering, AIAA Paper, 69-354 (1969).
- ^ J. Bunch; G. W. Stewart.; Cleve Moler; Jack J. Dongarra (1979). "LINPACK User's Guide". Philadelphia, PA: SIAM.
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: Cite journal requires|journal=
(help) - ^ The LINPACK Benchmark: Past, Present, and Future. Jack J. Dongarra, Piotr Luszczeky, and Antoine Petitetz. December 2001.
- ^ L. Greengard, The Rapid Evaluation of Potential Fields in Particle Systems, MIT, Cambridge, (1987).
- ^ Rokhlin, Vladimir (1985). "Rapid Solution of Integral Equations of Classic Potential Theory." J. Computational Physics Vol. 60, pp. 187–207.
- .
- ISBN 0-521-30811-9.
- doi:10.1137/0907058.
Further reading
- (SIAM). Retrieved 1 December 2012.
External links
- The History of Numerical Analysis and Scientific Computing @ SIAM (Society for Industrial and Applied Mathematics)
- Ruttimann, Jacqueline (2006). "2020 computing: Milestones in scientific computing". Nature. 440 (7083): 399–405. S2CID 21967804.
- The Monte Carlo Method: Classic Papers
- Monte Carlo Landmark Papers
- “Must read” papers in numerical analysis. Discussion at Lloyd N. Trefethen's personal site.