Box-Muller Method

If $U_1,U_2$ are iid samples from $U[0,1]$, and $$X_1=\sqrt{-2\log U_1}\cos (2\pi U_2)$$ $$X_2=\sqrt{-2\log U_1}\cos (2\pi U_2)$$

Then $X_1,X_2$ are iid draws from the standard Normal distribution.