We report our experience using the formal method VDM++ in high energy physics real-time applications. VDM++ is an extension of the established formal method VDM to include object-oriented, concurrency and real-time features. VDM++ is supported by the VENUS tool-set, comprising an OMT graphical editor, VDM++ syntax and type checker, and a C++ code generator. Formal specification meta-languages allow formal data modeling, algorithm and system behavior specification at a highly abstract level. Once an abstract design has converged it is refined towards a particular implementation, with formal validation of each step if desired. We have applied VDM++ to the design of a fast track pattern recognition algorithm; the design of a global second- level trigger system for LHC experiments; the specification of simulated physics data; and the design of a data router hardware unit for a LHC second-level trigger. We are encouraged by the application of mathematics in an engineering discipline and conclude that formal methods have the potential to make a valuable contribution to the systems development process in high energy physics.