While I do spend lots of time pushing the idea of linear approximations on my students, we do need nonlinear functions to describe most interesting physical phenomena.

In this problem, the optimal path is one that maximizes the expected utility, with the utility function being piecewise-linear and concave. Such a utility function can be used to approximate nonlinear ...

This paper provides a framework for analyzing SEMs ("LISREL" models) that include nonlinear functions of latent or a mix of latent and observed variables in their equations. It permits such nonlinear ...