Cockle is also remembered for his mathematical and scientific investigations. For instance he invented the number systems of tessarines and coquaternions, and worked with Arthur Cayley (1821–1895) on the theory of linear algebra. Like many young mathematicians he attacked the problem of solving the quintic equation, notwithstanding Abel–Ruffini theorem that a solution by radicals was impossible. In this field Cockle achieved some notable results, amongst which is his reproduction of Sir William R. Hamilton's modification of Abel's theorem. Algebraic forms were a favourite object of his studies. He also made contributions to the theory of differential equations, in particular the development of the theory of differential invariants or criticoids.