It's not a lie that, in most sciences, some of their advancement comes from war. A couple examples would be the Haber process in chemistry and none other than the Manhattan Project in both physics and chemistry, both coming from the infamous World War 2.
My question is: has there ever been advancement in mathematics due to war?
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Game theory's development accelerated at a record pace during World War II/Cold War. If one nation changed the balance of power (by building a missile-defense shield, for instance), would it lead to a strategic blunder that resulted in nuclear war? Governments consulted game theorists to prevent such imbalances.
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There is a very entertaining book by T.W. Korner called The Pleasures of Counting in which he discusses among other things how the Allies nearly lost WW2. It's been a while since I read the book but the naval effort was rescued by mathematicians in an ingenious and essentially simple way.
Cryptography is another field in which WWII may have spurred advancement but I can't say for sure whether it involved novel math or just increased attention and ingenuity.
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"Decision mathematics" was spurred by the first war regarding resource allocation, linear programming for example. My A-level teacher introduced us with this topic.
Cryptography also progressed in leaps and bounds as well as computing because of the need for cryptography.
The Curta mechanical calculator was invented by a Jew (Curta) in a concentration camp.
Operations research was explored during WW2. See, e.g., http://en.wikipedia.org/wiki/Operations_research#Second_World_War