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Babbage in 1822, began work on a machine made to compute/calculate values of polynomial functions automatically by using the method of finite differences. This was eventually called the Difference engine.
Lovelace's note G on the Analytical Engine (1842) describes an algorithm for generating Bernoulli numbers. It is considered the first algorithm ever specifically tailored for implementation on a computer, and thus the first-ever computer programme.[11][12] The engine was never completed, however, so her code was never tested.[13]
1927 – Douglas Hartree creates what is later known as the Hartree–Fock method, the first ab initio quantum chemistry methods. However, manual solutions of the Hartree–Fock equations for a medium-sized atom were laborious and small molecules required computational resources far beyond what was available before 1950.
1930s
This decade marks the first major strides to a modern computer, and hence the start of the modern era.
1947 – Metropolis algorithm for Monte Carlo simulation (named one of the top-10 algorithms of the 20th century)[25] invented at Los Alamos by von Neumann, Ulam and Metropolis.[26][27][28]
George Dantzig introduces the simplex method (named one of the top 10 algorithms of the 20th century)[25] in 1947.[29]
Ulam and von Neumann introduce the notion of cellular automata.[30]
Turing formulated the LU decomposition method.[31]
^Buffon, G. Editor's note concerning a lecture given 1733 by Mr. Le Clerc de Buffon to the Royal Academy of Sciences in Paris. Histoire de l'Acad. Roy. des Sci., pp. 43-45, 1733; according to Weisstein, Eric W. "Buffon's Needle Problem." From MathWorld--A Wolfram Web Resource. 20 Dec 2012 20 Dec 2012.
^Buffon, G. "Essai d'arithmétique morale." Histoire naturelle, générale er particulière, Supplément 4, 46-123, 1777; according to Weisstein, Eric W. "Buffon's Needle Problem." From MathWorld--A Wolfram Web Resource. 20 Dec 2012
^Butcher, John C. (2003), Numerical Methods for Ordinary Differential Equations, New York: John Wiley & Sons, ISBN 978-0-471-96758-3.
^Hairer, Ernst; Nørsett, Syvert Paul; Wanner, Gerhard (1993), Solving ordinary differential equations I: Nonstiff problems, Berlin, New York: Springer-Verlag, ISBN 978-3-540-56670-0.
^Laplace, PS. (1816). Théorie Analytique des Probabilités :First Supplement, p. 497ff.
^Gram, J. P. (1883). "Ueber die Entwickelung reeler Funtionen in Reihen mittelst der Methode der kleinsten Quadrate". JRNL. Für die reine und angewandte Math. 94: 71–73.
^Schmidt, E. "Zur Theorie der linearen und nichtlinearen Integralgleichungen. I. Teil: Entwicklung willkürlicher Funktionen nach Systemen vorgeschriebener". Math. Ann. 63: 1907.
^Bashforth, Francis (1883), An Attempt to test the Theories of Capillary Action by comparing the theoretical and measured forms of drops of fluid. With an explanation of the method of integration employed in constructing the tables which give the theoretical forms of such drops, by J. C. Adams, Cambridge.
^MW Kutta. "Beiträge zur näherungsweisen Integration totaler Differentialgleichungen" [Contributions to the approximate integration of total differential equations] (in German). Thesis, University of Munich.
1901 – "Reprinted", Z. Math. Phys., 46: 435–453, 1901 and in B.G Teubner, 1901.
^Runge, C., "Über die numerische Auflösung von Differentialgleichungen" [About the numerical solution of differential equations](in German), Math. Ann. 46 (1895) 167-178.
^Commandant Benoit (1924). "Note sur une méthode de résolution des équations normales provenant de l'application de la méthode des moindres carrés à un système d'équations linéaires en nombre inférieur à celui des inconnues (Procédé du Commandant Cholesky)". Bulletin Géodésique 2: 67–77.
^Cholesky (1910). Sur la résolution numérique des systèmes d'équations linéaires. (manuscript).
^"SIAM News, November 1994". Archived from the original on 16 April 2009. Retrieved 6 June 2012. Systems Optimization Laboratory, Stanford University Huang Engineering Center (site host/mirror).
^Von Neumann, J., Theory of Self-Reproducing Automata, Univ. of Illinois Press, Urbana, 1966.
^A. M. Turing, Rounding-off errors in matrix processes. Quart. J Mech. Appl. Math. 1 (1948), 287–308 (according to Poole, David (2006), Linear Algebra: A Modern Introduction (2nd ed.), Canada: Thomson Brooks/Cole, ISBN 0-534-99845-3.) .
^Richtmyer, R. D. (1948). Proposed Numerical Method for Calculation of Shocks. Los Alamos, NM: Los Alamos Scientific Laboratory LA-671.
^Von Neumann, J.; Richtmyer, R. D. (1950). "A Method for the Numerical Calculation of Hydrodynamic Shocks". Journal of Applied Physics. 21 (3): 232–237. Bibcode:1950JAP....21..232V. doi:10.1063/1.1699639.
^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).
^RW Clough, "The Finite Element Method in Plane
Stress Analysis," Proceedings of 2nd ASCE Conference on Electronic Computation, Pittsburgh, PA, Sept. 8, 9, 1960.
^Kublanovskaya, Vera N. (1961). "On some algorithms for the solution of the complete eigenvalue problem". USSR Computational Mathematics and Mathematical Physics. 1 (3): 637–657. doi:10.1016/0041-5553(63)90168-X. Also published in: Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki [Journal of Computational Mathematics and Mathematical Physics], 1(4), pages 555–570 (1961).
^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.