Mathematics informs our understanding of infinity by providing various concepts and structures that help us grasp the idea of infinity. For example, in calculus, we use limits to approach infinity, and in set theory, we use different types of infinities such as countable and uncountable infinities. Additionally, in number theory, concepts like infinite series and continued fractions help us explore the properties of infinity further. Mathematics also helps us understand the notion of infinity through paradoxes like Hilbert's Hotel and Zeno's paradoxes, which challenge our intuition about infinite quantities.