mathematical calculation

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They definitely should. Putting so many simple and short function in DLLs is silly.
A correction to hyperblitzer though: it doesn't have to read from the hard drive each time it executes the function! DLLs would be a bag of *+# if it worked like that. DLLs are loaded and mapped in the process memory space. In short, once loaded it's stays in memory and acts *almost* (the calling in itself is only sligltly slower) just as if the functions were put directly in the app.

Eole, if you want a speed up, DLLs can be worth it if you use them to create functions that do a fair amount of work, and you optimize them carefully. But don't use DLLs to replace sin cos or little computations like that. You'll waste your time, and it's very likely to be slower.