In computational cosmology and astrophysics we encounter some of the most complex multi-scale and multi-physics problems imaginable. In the past decades, algorithmic advances have enabled ever more realistic numerical models of a very wide range of astrophysical objects. These range from stars to galaxies, from planets to the large scale structure of the Universe, from molecular clouds to star clusters, from supernovae explosions to super-massive black holes in centers of galaxies. We routinely create three dimensional models of how our Universe may have originated, how its structure formed, how the very first stars and galaxies came about, how pulsars work, and how black holes merge and generate gravitational waves to just name a few such applications. We will highlight some examples of three particular algorithmic breakthroughs and the particular advances and insights they have enabled so far. These describe adaptive mesh refinement simulations capturing 15 orders of magnitude in length scale, adaptive ray tracing for high accuracy radiation hydro-dynamical simulations, as well as a new noise-free approach to solve the collision-less Boltzmann equation of interest in cosmology as well as in plasma physics. We will also present the scientific visualizations created from these simulations. These have been shown on various television programs, international planetarium shows and numerous print media.