Numerical methods for ordinary differential equations in the 20th century

Numerical methods for the solution of initial value problems in ordinary differential equations made enormous progress during the 20th century for several reasons. The first reasons lie in the impetus that was given to the subject in the concluding years of the previous century by the seminal papers of Bashforth and Adams for linear multistep methods and Runge for Runge–Kutta methods. Other reasons, which of course apply to numerical analysis in general, are in the invention of electronic computers half way through the century and the needs in mathematical modelling of efficient numerical algorithms as an alternative to classical methods of applied mathematics. This survey paper follows many of the main strands in the developments of these methods, both for general problems, stiff systems, and for many of the special problem types that have been gaining in significance as the century draws to an end.