The Schrödinger equation is the basis to understanding quantum mechanics, but how can one derive it? I asked my instructor but he told me that it came from the experience of Schrödinger and his experiments. My question is, can one derive the Schrödinger equation mathematically?
Be aware that a "mathematical derivation" of a physical principle is, in general, not possible. Mathematics does not concern the real world, we always need empirical input to decide which mathematical frameworks correspond to the real world.

However, the Schrödinger equation can be seen arising naturally from classical mechanics through the process of quantization. More precisely, we can motivate quantum mechanics from classical mechanics purely through Lie theory, as is discussed here, yielding the quantization prescription

$$ \{\dot{},\dot{}\} \mapsto \frac{1}{\mathrm{i}\hbar}[\dot{},\dot{}]$$

for the classical Poisson bracket. Now, the classical evolution of observables on the phase space is 

$$ \frac{\mathrm{d}}{\mathrm{d}t} f = \{f,H\} + \partial_t f$$

and so its quantization is the operator equation

$$ \frac{\mathrm{d}}{\mathrm{d}t} f = \frac{\mathrm{i}}{\hbar}[H,f] + \partial_t f$$

which is the equation of motion in the Heisenberg picture. Since the Heisenberg and Schrödinger picture are unitarily equivalent, this is a "derivation" of the Schrödinger equation from classical phase space mechanics.
