The Monte Carlo method
Who
Stanisław Ulam, a Polish-Jewish mathematician, together with John von Neumann, at Los Alamos.
When
1940s
Where
Los Alamos, New Mexico, United States
The Monte Carlo method uses repeated random sampling to solve problems too complex for exact calculation, and it is now fundamental across physics, finance, and computing. It was conceived by Stanisław Ulam and developed with John von Neumann while working on nuclear research at Los Alamos. Ulam was a Jewish mathematician from Lwów who emigrated before World War II and lost much of his family in the Holocaust.
Sources
Part of “The Gifts of the Jews” — verified Jewish contributions to the world, with sources.