Andrei Kolmogorov organised the defence of Moscow in 1941 using statistics, and went on to formulate the axioms of probability theory.

Leonid Kantorovich made great progress in economic planning, numerical mathematics, and nuclear physics.

Lev Landau wrote what is to this day considered to be the most in-depth course in mathematical physics and explained superconductivity.

Andrei Markov developed the theory of Markov chains in probability theory and had a son who became a famous topologist.

Vladimir Smirnov worked on mechanics and differential equations and wrote a handbook of higher mathematics for engineers.

Sergei Sobolev is a household name to anyone who learns about functional analysis and PDEs. He invented distributions to generalise the concept of functions as solutions of differential equations.

Nikolai Bogolyubov solved many problems in mathematical physics and helped establish the theoretical foundations of renormalisation in QFT, which previously suffered from being mathematically dubious.