Why the trap is needed in cold atom experiment? In ultracold atomic gas experiments, the optical lattice provides a periodic optical potential to trap the atoms, why an extra trap, usually a harmonic trap is needed to trap the atoms?
 A: If you only have the lattice, the atoms can wander around and won't stay together. If you are interested in their interaction (for example to study many-body physics), you need to keep them together. That's what the additional trap is doing.
The harmonic potential induce inhomogeneities, which one might want to get reed of. That's why people are trying to create 'hard wall' potentials.
A: Modified: after 4 years in cold atom experiments I found my original answer of this question to be super naive. 
There are quite a few types of trapping in cold atom experiments. Such as a periodic trap which we called optical lattices, a magneto-optical trap (MOT) where most experiments use for a very powerful cooling, and sometimes optical tweezers: super strong and focused light beams trapping one or few atoms. So why? 
A very simple starting point is: you want to do experiments kind of long. Then you need to fight against gravity where you need a trap; otherwise your atoms will free fall and only 200ms can your atoms move by 20cm which is basically the size scale of your science chamber to hold these atoms. 
Then, there comes the reason for cold atom experiments. We want to cool down the atoms, which typically come out of an oven (hundreds of Kelvin) or, with my best estimation, pre-cooled by buffer gas (1 Kelvin). This is far away from cold atom regime where we want the Doppler broadening is at the order of natural linewidth of typical atomic transition (MHz). Take for example the most commonly used atom: Rb as example, this temperature is 1 milliKelvin. Then you need to cool such a bunch of atom before they flying away: you need trap, and to slow down the atom you need other optical methods to dissipate their motional energy. 
Also, using strong optical traps can sometime lead you to a Lamb-Dicke regime, which means the atoms inside cannot move more than an optical wavelength and therefore the coherence is significantly improved. In this regime, the different vibrational levels of the trap are also resolvable. More physics can be explored, and more techniques of atoms are available. 
There are many other reasons to have a trap, such as creating specifically designed geometric structures to simulate quantum systems, do atomic inteferometer, etc. I'm however just want to introduce these basic ones. 
