Mathematical model-building is one kind of mathematical thinking, which uses mathematical signs and methods to build a mathematical tool which can describe and solve practical problem. However, System Dynamic is to solve complicated non-linear dynamic problem. It uses the model-building software of diagram interface to make dynamic simulation. Behind the dynamic simulation is the calculation of a set of mathematical equation. The purpose of this research is , by the transition between Mathematics Model and System Dynamic Model, to discuss the mathematical principle of System Dynamic ,and to avoid distorting model and making the model validation harder due to the model-builder's misusing function. Using the conclusion of the transition will help validating the model and raising the reliability and the efficiency of the model. From the conclusion of this research, we find out that System Dynamic is non-linear dynamic mathematical model. Both are exchangeable. From the transition, we also find that the graph function used in the process of System Dynamic model-building is a piecewise-linear- approximate function. The numerical value setting of the graph function can influence the system action. After the transition from System Dynamic model to mathematical model, we can use some other mathematical software to draw the phase-plane-plot or phase-portrait-plot. It will analyze clearly the system action in any situation, and validate the correction of model construction.