Numerical Methods For Ordinary Differential Equations - History

History

Below is a timeline of some important developments in this field.

  • 1768 - Leonhard Euler publishes his method.
  • 1824 - Augustin Louis Cauchy proves convergence of the Euler method. In this proof, Cauchy uses the implicit Euler method.
  • 1855 - First mention of the multistep methods of John Couch Adams in a letter written by F. Bashforth.
  • 1895 - Carl Runge publishes the first Runge–Kutta method.
  • 1905 - Martin Kutta describes the popular fourth-order Runge–Kutta method.
  • 1910 - Lewis Fry Richardson announces his extrapolation method, Richardson extrapolation.
  • 1952 - Charles F. Curtiss and Joseph Oakland Hirschfelder coin the term stiff equations.

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