How to run Mathematica with batch files

These instructions will teach you how to generate a script file from the graphical interface of Mathematica and then use it to execute the job using Mathematica inside the cluster.
For the complete document, please visit "How to Run Mathematica Batch-files in Background ?" by Santanu K. Maiti

The short version is:

Start mathematica in graphical/interactive mode as usual
Insert your formulas in the notebook (you can ask for the results, if you like)
Select all the cells you want to use in the script and then click on Cell → Cell Properties → Initialization Cell from the Menu bar
Click on File → Save As and a dialog window will appear
Select Mathematica Package (*.m) from the File of type drop down menu.
Once edited the name of the file, save it.

Now you'll have your Mathematica script file ready to be used, follow the standard instructions on the sge page in order to do so. on the same page you'll find and example script to submit Mathematica scripts file to the cluster.