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Nonlinearity describes a relationship where there is no direct linear connection between two variables, but instead changes can only be ascribe to multiple indirect connections or feedback dynamics. Nonlinearity allows for the output of an interaction to be more, or less, than the sum of the parts in isolation making nonlinear systems none additive. 
Nonlinearity is the product of the synergies between parts which makes their combined effect different from the parts taken separately. For example, due to the specific interactions within a drug concoction the combined effect of the drugs is different from each being taken separately. Because of the feedback loops between parts the output to a nonlinear system may be disproportionate to the input and they may grow or decay at an exponential rate. As can be seen in a financial crisis due to the positive feedback loops between the actions of the agents.