New mathematics has often been inspired by new insights into the natural world. Here we describe some ongoing and possible future interactions among the massive data sets being collected in neuroscience, methods for their analysis and mathematical models of the underlying, still largely uncharted neural substrates that generate these data. We start by recalling events that occurred in turbulence modelling when substantial space-time velocity field measurements and numerical simulations allowed a new perspective on the governing equations of fluid mechanics. While no analogous global mathematical model of neural processes exists, we argue that big data may enable validation or at least rejection of models at cellular to brain area scales and may illuminate connections among models. We give examples of such models and survey some relatively new experimental technologies, including optogenetics and functional imaging, that can report neural activity in live animals performing complex tasks. The search for analytical techniques for these data is already yielding new mathematics, and we believe their multi-scale nature may help relate well-established models, such as the Hodgkin-Huxley equations for single neurons, to more abstract models of neural circuits, brain areas and larger networks within the brain. In brief, we envisage a closer liaison, if not a marriage, between neuroscience and mathematics.