The creation of elements happen in a couple primary ways. Hydrogen, the lightest element, is primarily primordial having come directly from the big bang. helium and trace other elements were also from the big bang. These elements came together to form the earliest stars. These stars perform nuclear fusion at their core, combining light elements into heavier elements through intense heat and pressure. When these stars end their lives, they release their outer shell in a supernova, releasing these heavier elements. The larger the star, the heavier the elements they are capable of fusing. Some amount of elements are the result of nuclear decay, with very heavy elements going through a decay chain of other elements.
We CAN make elements through a few different ways. Nuclear fission, the splitting of an atom takes a heavy atom like uranium and splits it into smaller elements. We do this regularly in power plants to generate electricity. Additionally we can make larger elements by bombarding heavy elements with lighter ones. Plutonium and higher on the periodic table are man made and appear rarely if ever in nature. The issue with making elements like gold is that it is SIGNIFICANTLY cheaper to just mine it. The energy requirements are intense, and the yields would be small. We are also still not fully able to emulate the fusion process a star performs in a manner that is energy positive.
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