These words like 'pneumonia' and 'mnemonic' came from greek. And not only in english they came - that's the key point. When these greek words with diphthong 'eu' have adopted in russian language it receives a strong 'v' sound in place of greek 'u'. So, the 'pneumonia' sounds like 'pnevmonia' in russian, but 'mnemonic' is still 'mnemonika'.
I've done some research on google and yes, it's μνημονικά and πνευμονία.