The opening scene has one of the “She Spies” coming home from a first date, telling the guy she never wants to see him again because there’s no “pheromones” between them. Then, after the exciting opening credits, we see the three “She Spies” with their nerdy tech guy Duncan:

Indeed I do. The “She Spies” are completely obsessed with sex. They apparently aren’t even curious why a world famous mathematician would write to them…unless he’s a hunk. (Then, their boss pulls them aside to brief them on Kassar, who is missing, and they see his photo. Shane says “Mmmm…Great lips”, DD says “Great eyes”, and Cassie says she can’t tell about the part that interests her from a surveillance photo.)

They learn that Kassar is a Syrian mathematician who was being forced to use his genius to break codes for his government. (DD: “Imagine doing math at gunpoint.” Shane: “That’s the only way my mom got me to do it.” Ha ha.) They are ordered to assist an NSA agent (who they tell us does not have good lips or eyes) in finding Kassar

There’s really no math in the episode aside from what I mentioned above. It turns out that the titular message from Kassar is not from Kassar at all. The NSA agent is working for Syria and was just using the “She Spies” to find Kassar and his girlfriend, a highly trained assassin. (Oh, and at one point the “She Spies” have to take off their shirts to make rope so that they can escape detention. Yeah, it’s that kind of show.)

PS: John Nash didn't really have imaginary friends. That misconception was popularized in A Beautiful Mind.