Stanisław Ulam

Ulam invented the Monte Carlo method — using repeated random sampling to solve problems too complex to calculate directly — while working at Los Alamos, where he also devised the Teller–Ulam design underlying the hydrogen bomb and helped originate the mathematical idea of the cellular automaton. Born into a wealthy Jewish family in Lemberg, he left Poland for Princeton in 1935 at John von Neumann's invitation and became a U.S. citizen in 1941. His Monte Carlo technique, developed to model neutron behavior, now underlies fields from finance to climate modeling far beyond its weapons-research origins.