A linear system is one where the whole is precisely the sum of its parts. You can know how different parts will act together by simply knowing how they act in isolation. A nonlinear function lacks this nice property. For example, consider a linear function 
. It satisfies the property that 
. The function of the sum is the sum of the functions. One important point to note is that what is considered to be the paragon of linearity, namely a line on a graph, i.e. 
is not linear since 
. The y-intercept 
destroys the linearity of the line. A line is instead affine, which is to say a linear function shifted by a constant. A linear differential equation has the form
where
Linearity is thus essential for engineering. If you are designing a bridge then you simply add as many struts as you need to support the predicted load. Electronic circuit design is also linear in the sense that you combine as many logic circuits as you need to achieve your end. Imagine if bridge mechanics were completely nonlinear so that you had no way to predict how a bunch of struts would behave when assembled together. You would then have to test each combination to see how they work. Now, real bridges are not entirely linear but the deviations from pure linearity are mild enough that you can make predictions or have rules of thumb of what will work and what will not.
Chemistry is an example of a system that is highly nonlinear. You can’t know how a compound will act just based on the properties of its components. For example, you can’t simply mix glass and steel together to get a strong and hard transparent material. You need to be clever in coming up with something like gorilla glass used in iPhones. This is why engineering new drugs is so hard. Although organic chemistry is quite sophisticated in its ability to synthesize various compounds there is no systematic way to generate molecules of a given shape or potency. We really don’t know how molecules will behave until we create them. Hence, what is usually done in drug discovery is to screen a large number of molecules against specific targets and hope. I was at a computer-aided drug design Gordon conference a few years ago and you could cut the despair and angst with a knife.
That is not to say that engineering is completely hopeless for nonlinear systems. Most nonlinear systems act linearly if you perturb them gently enough. That is why linear regression is so useful and prevalent. Hence, even though the global climate system is a highly nonlinear system, it probably acts close to linear for small changes. Thus I feel confident that we can predict the increase in temperature for a 5% or 10% change in the concentration of greenhouse gases but much less confident in what will happen if we double or treble them. How linear a system will act depends on how close they are to a critical or bifurcation point. If the climate is very far from a bifurcation then it could act linearly over a large range but if we’re near a bifurcation then who knows what will happen if we cross it.
I think biology is an example of a nonlinear system with a wide linear range. Recent research has found that many complex traits and diseases like height and type 2 diabetes depend on a large number of linearly acting genes (see here). Their genetic effects are additive. Any nonlinear interactions they have with other genes (i.e. epistasis) are tiny. That is not to say that there are no nonlinear interactions between genes. It only suggests that common variations are mostly linear. This makes sense from an engineering and evolutionary perspective. It is hard to do either in a highly nonlinear regime. You need some predictability if you make a small change. If changing an allele had completely different effects depending on what other genes were present then natural selection would be hard pressed to act on it.
However, you also can’t have a perfectly linear system because you can’t make complex things. An exclusive OR logic circuit cannot be constructed without a threshold nonlinearity. Hence, biology and engineering must involve “the linear combination of nonlinear gadgets”. A bridge is the linear combination of highly nonlinear steel struts and cables. A computer is the linear combination of nonlinear logic gates. This occurs at all scales as well. In biology, you have nonlinear molecules forming a linear genetic code. Two nonlinear mitochondria may combine mostly linearly in a cell and two liver cells may combine mostly linearly in a liver. This effective linearity is why organisms can have a wide range of scales. A mouse liver is thousands of times smaller than a human one but their functions are mostly the same. You also don’t need very many nonlinear gadgets to have extreme complexity. The genes between organisms can be mostly conserved while the phenotypes are widely divergent.
