In mathematics, a nonlinear system is a system which is not linear, i.e. a system which does not satisfy the superposition principle. Less technically, a nonlinear system is any problem where the variable(s) to be solved for cannot be written as a linear sum of independent components. A nonhomogeneous[clarification needed] system, which is linear apart from the presence of a function of the independent variables, is nonlinear according to a strict definition, but such systems are usually studied alongside linear systems, because they can be transformed to a linear system as long as a particular solution is known. In mathematics, a nonlinear system is one that does not satisfy the superposition principle, or one whose output is not directly proportional to its input; a linear system fulfills these conditions. In other words, a nonlinear system is any problem where the equation(s) to be solved cannot be written as a linear combination of the unknown variables or functions that appear in it (them). It does not matter if nonlinear known functions appear in the equations; in particular, a differential equation is linear if it is linear in the unknown function and its derivatives, even if non linear known functions appear as coefficients. Nonlinear problems are of interest to engineers, physicists and mathematicians because most physical systems are inherently nonlinear in nature. Non inear equations are difficult to solve and give rise to interesting phenomena such as chaos.[1] Some aspects of the weather (although not the climate) are seen to be chaotic, where simple changes in one part of the system produce complex effects throughout. A nonlinear system is not random. Nonlinear differential equations A system of differential equations is said to be nonlinear if it is not a linear system. Problems involving nonlinear differential equations are extremely diverse, and methods of solution or analysis are problem dependent. Examples of nonlinear differential equations are the Navier–Stokes equations in fluid dynamics, the Lotka–Volterra equations in biology. One of the greatest difficulties of nonlinear problems is that it is not generally possible to combine known solutions into new solutions. In linear problems, for example, a family of linearly independent solutions can be used to construct general solutions through the superposition principle. A good example of this is one-dimensional heat transport with Dirichlet boundary conditions, the solution of which can be written as a time-dependent linear combination of sinusoids of differing frequencies; this makes solutions very flexible. It is often possible to find several very specific solutions to nonlinear equations, however the lack of a superposition principle prevents the construction of new solutions.

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International Center for Numerical Methods in Engineering. Barcelona, Spain.
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