Timeline of computational 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]
• First hydro simulations at Los Alamos occurred.^[4][5]
• Ulam and von Neumann introduce the notion of cellular automata.^[6]

1950s

• Hestenes, Stiefel, and Lanczos, all from the Institute for Numerical Analysis at the National Bureau of Standards, initiate the development of Krylov subspace iteration methods.^{[7][8][9][10]} Voted one of the top 10 algorithms of the 20th century.
• Equations of State Calculations by Fast Computing Machines introduces the Metropolis–Hastings algorithm.^[11] Also, important earlier independent work by Alder and S. Frankel.^[12][13]
• Fermi, Ulam and Pasta with help from Mary Tsingou, discover the Fermi-Pasta-Ulam problem.^[14]
• Molecular dynamics invented by Alder and Wainwright^[15]
• "Equations of State Calculations by Fast Computing Machines" introduces the Metropolis–Hastings algorithm.^[16]
• Householder invents his eponymous matrices and transformation method (voted one of the top 10 algorithms of the 20th century).^[17]
• John G.F. Francis ^[18] and Vera Kublanovskaya^[19] invent QR factorization (voted one of the top 10 algorithms of the 20th century).

1960s

• First recorded use of the term "finite element method" by Ray Clough,^[20] to describe the methods of Courant, Hrenikoff and Zienkiewicz, among others. See also here.
• Using computational investigations of the 3 body problem, Minovitch formulates the gravity assist method.^[21][22]
• Molecular dynamics was invented independently by Aneesur Rahman.^[23]
• Kruskal and Zabusky follow up the Fermi-Pasta-Ulam problem with further numerical experiments, and coin the term "soliton".^[24][25]
• Edward Lorenz discovers the butterfly effect on a computer, attracting interest in chaos theory.^[26]
• Frenchman Verlet (re)discovers a numerical integration algorithm,^[27] (first used in 1791 by Delambre, by Cowell and Crommelin in 1909, and by Carl Fredrik Störmer in 1907,^[28] hence the alternative names Störmer's method or the Verlet-Störmer method) for dynamics, and the Verlet list.^[27]

1970s

• Mandelbrot, from studies of the Fatou, Julia and Mandelbrot sets, coined and popularized the term 'fractal' to describe these structures' self-similarity.^[29][30]
• Kenneth Appel and Wolfgang Haken prove the four colour theorem, the first theorem to be proved by computer.^[31][32][33]

1980s

• Fast multipole method invented by Rokhlin and Greengaard (voted one of the top 10 algorithms of the 20th century).^[34][35][36]

1990s

• The appearance of the first research grids using volunteer computing - GIMPS (1996), distributed.net (1997) and Seti@Home (1999).
• Kepler conjecture is almost all but certainly proved algorithmically by Thomas Hales in 1998.

See also

• Timeline of scientific computing
• Computational mathematics
• Timeline of algorithms
• Timeline of mathematics from the 20th century onwards
• Timeline of numerical analysis after 1945

References

1. Metropolis, N. (1987). "The Beginning of the Monte Carlo method" (PDF). Los Alamos Science. No. 15, Page 125. {{cite journal}}: |volume= has extra text (help). Accessed 5 may 2012.
2. S. Ulam, R. D. Richtmyer, and J. von Neumann(1947). Statistical methods in neutron diffusion. Los Alamos Scientific Laboratory report LAMS–551.
3. N. Metropolis and S. Ulam (1949). The Monte Carlo method. Journal of the American Statistical Association 44:335-341.
4. Richtmyer, R. D. (1948). Proposed Numerical Method for Calculation of Shocks. Los Alamos, NM: Los Alamos Scientific Laboratory LA-671.
5. A Method for the Numerical Calculation of Hydrodynamic Shocks. Von Neumann, J.; Richtmyer, R. D. Journal of Applied Physics, Vol. 21, p.232-237
6. Von Neumann, J., Theory of Self-Reproduiing Automata, Univ. of Illinois Press, Urbana, 1966.
7. Magnus R. Hestenes and Eduard Stiefel, Methods of Conjugate Gradients for Solving Linear Systems, J. Res. Natl. Bur. Stand. 49, 409–436 (1952).
8. Eduard Stiefel,U¨ ber einige Methoden der Relaxationsrechnung (in German), Z. Angew. Math. Phys. 3, 1–33 (1952).
9. Cornelius Lanczos, Solution of Systems of Linear Equations by Minimized Iterations, J. Res. Natl. Bur. Stand. 49, 33–53 (1952).
10. 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).
11. Metropolis, N.; Rosenbluth, A.W.; Rosenbluth, M.N.; Teller, A.H.; Teller, E. (1953). "Equations of State Calculations by Fast Computing Machines". Journal of Chemical Physics. 21 (6): 1087–1092. Bibcode:1953JChPh..21.1087M. doi:10.1063/1.1699114.
12. Unfortunately, Alder's thesis advisor was unimpressed, so Alder and Frankel delayed publication of their results until much later. Alder, B. J. , Frankel, S. P. , and Lewinson, B. A. , J. Chem. Phys., 23, 3 (1955).
13. http://www.hp9825.com/html/stan_frankel.html
14. Fermi, E. (posthumously); Pasta, J.; Ulam, S. (1955) : Studies of Nonlinear Problems (accessed 25 Sep 2012). Los Alamos Laboratory Document LA-1940. Also appeared in 'Collected Works of Enrico Fermi', E. Segre ed. , University of Chicago Press, Vol.II,978–988,1965. Recovered 21 Dec 2012
15. Alder, B. J.; T. E. Wainwright (1959). "Studies in Molecular Dynamics. I. General Method". J. Chem. Phys. 31 (2): 459. Bibcode 1959JChPh..31..459A. doi:10.1063/1.1730376
16. Metropolis, N.; Rosenbluth, A.W.; Rosenbluth, M.N.; Teller, A.H.; Teller, E. (1953): Equations of State Calculations by Fast Computing Machines (Retrieved 3 May 2012). Journal of Chemical Physics 21 (6): 1087–1092. Bibcode 1953JChPh..21.1087M. doi:10.1063/1.1699114.
17. Householder, A. S. (1958). "Unitary Triangularization of a Nonsymmetric Matrix". Journal of the ACM. 5 (4): 339–342. doi:10.1145/320941.320947. MR 0111128.
18. J.G.F. Francis, "The QR Transformation, I", The Computer Journal, vol. 4, no. 3, pages 265-271 (1961, received Oct 1959) online at oxfordjournals.org;
    J.G.F. Francis, "The QR Transformation, II" The Computer Journal, vol. 4, no. 4, pages 332-345 (1962) online at oxfordjournals.org.
    
19. 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).
20. RW Clough, “The Finite Element Method in Plane Stress Analysis,” Proceedings of 2nd ASCE Conference on Electronic Computation, Pittsburgh, PA, Sept. 8, 9, 1960.
21. Minovitch, Michael: "A method for determining interplanetary free-fall reconnaissance trajectories," Jet Propulsion Laboratory Technical Memo TM-312-130, pages 38-44 (23 August 1961).
22. Christopher Riley and Dallas Campbell, Oct 22, 2012. "The maths that made Voyager possible". BBC News Science and Environment. Recovered 16 Jun 2013.
23. Rahman, A (1964). "Correlations in the Motion of Atoms in Liquid Argon". Phys Rev. 136 (2A): A405 – A41. Bibcode:1964PhRv..136..405R. doi:10.1103/PhysRev.136.A405.
24. Zabusky, N. J.; Kruskal, M. D. (1965). "Interaction of 'solitons' in a collisionless plasma and the recurrence of initial states". Phys. Rev. Lett. 15 (6): 240–243. Bibcode 1965PhRvL..15..240Z. doi:10.1103/PhysRevLett.15.240.
25. http://www.merriam-webster.com/dictionary/soliton ; retrieved 3 nov 2012.
26. Lorenz, Edward N. (1963). "Deterministic Nonperiodic Flow" (PDF). Journal of the Atmospheric Sciences 20 (2): 130–141. 20 (2): 130. Bibcode:1963JAtS...20..130L. doi:10.1175/1520-0469(1963)020<0130:DNF>2.0.CO;2.
27. Verlet, Loup (1967). "Computer "Experiments" on Classical Fluids. I. Thermodynamical Properties of Lennard−Jones Molecules". Physical Review. 159: 98–103. Bibcode:1967PhRv..159...98V. doi:10.1103/PhysRev.159.98.
28. Press, WH; Teukolsky, SA; Vetterling, WT; Flannery, BP (2007). "Section 17.4. Second-Order Conservative Equations". Numerical Recipes: The Art of Scientific Computing (3rd ed.). New York: Cambridge University Press. ISBN 978-0-521-88068-8.
29. B. Mandelbrot; Les objets fractals, forme, hasard et dimension (in French). Publisher: Flammarion (1975), ISBN 9782082106474; English translation Fractals: Form, Chance and Dimension. Publisher: Freeman, W. H & Company. (1977). ISBN 9780716704737.
30. Mandelbrot, Benoît B.; (1983). The Fractal Geometry of Nature. San Francisco: W.H. Freeman. ISBN 0-7167-1186-9.
31. Kenneth Appel and Wolfgang Haken, "Every planar map is four colorable, Part I: Discharging," Illinois Journal of Mathematics 21: 429–490, 1977.
32. Appel, K. and Haken, W. "Every Planar Map is Four-Colorable, II: Reducibility." Illinois J. Math. 21, 491-567, 1977.
33. Appel, K. and Haken, W. "The Solution of the Four-Color Map Problem." Sci. Amer. 237, 108-121, 1977.
34. L. Greengard, The Rapid Evaluation of Potential Fields in Particle Systems, MIT, Cambridge, (1987).
35. Rokhlin, Vladimir (1985). "Rapid Solution of Integral Equations of Classic Potential Theory." J. Computational Physics Vol. 60, pp. 187-207.
36. L. Greengard and V. Rokhlin, "A fast algorithm for particle simulations," J. Comput. Phys., 73 (1987), no. 2, pp. 325–348.

External links

• The Monte Carlo Method: Classic Papers
• Monte Carlo Landmark Papers