数学实验是一门新型数学课程，主要特点是让学生结合使用计算机解决实际问题来学习数学的一些原理、思想和重要应用方法。课程特别注重发挥学生的主观能动性和培养学生的综合应用能力。
数学实验采取案例式教学法。
课程内容主要由三部分组成：数学软件学习，某些应用数学方法(主要是计算方法、优化方法等)，和某些新分支的介绍(这些分支的研究往往密切联系计算机的应用)。由于采取案例式教学，每个案例都蕴涵了建模方法。
课程课堂教学32学时，上机自己课外完成。
讲授内容如下：
1)数学软件入门：介绍数学软件Matlab的基本运算、绘图操作、简单编程；
2)数学方法介绍：
（i）计算方法（方程求根的Newton方法,微分方程的数值解法；数值积分Simpson法等），教学案例是“π的计算”、“导弹追踪问题”等；
（ii）某些离散问题的数学方法(差分方程问题，仿真方法，密码学等)，教学案例是“个人住房抵押贷款与其他金融问题“，“Hill密码的加密、解密和破译”等；
（iii）优化方法和最优问题(线性规划，变分法)，教学案例是“合金工厂的生产规划”等;
3）数学某些分支的简介（混沌，分形，金融数学），教学案例是 “ 从物种增长的Malthus模型到浑沌”和“股票期权定价问题的Black－Scholes方程和二叉树方法”。
Mathematics Experiment is a new style course of mathematics. Students will study some mathematical principles, theories and applied methods during the process of solving practical problems with help of computer. Great attention is paid to give full play of subjective initiative as well as the ability of comprehensive application.
The methodology of case study is preferred in this course.
This course is composed in three modules: (1) mathematical software, (2)basic methods of applied mathematics(numerical methods, optimization, etc.),(3)introduction of some new math branches closely related to computer application. Modeling is implicated in each case.
The teaching hours are about 32 ,all for lecturing.
The contents of lecturing as follows：
1) Basic course of mathematical software including: Basic operations and graphical handling of mathematics, programming by means of software.
2) Introduction of math methods:
(1) Computational methods, such as Newton’s method of finding zeros ; numerical methods to solve ODE; Simpson’s formula for numerical integration. The related cases are “How to calculate π”, “Missile tracing”,.
(2) Methods in discrete mathematics, such as finite difference equation, simulation, coding, etc. The related cases are “Mortgage loan and other financial problems”, “Adding cipher and extricating for Hill code”.
(3) Optimization, such as linear programming, and variation method. The related cases are “Production plan for a factory”.
3) Brief introduction of some math branches, such as chaos, fractal, and financial math. The related cases are “From Malthus model to chaos, population growth”, “Black-Scholes Equation and binary tree method to study stock options”.
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