Complex systems often have nonlinear behavior, meaning they may respond in different ways to the same input depending on their state or context. In mathematics and physics, nonlinearity describes systems in which a change in the size of the input does not produce a proportional change in the size of the output. For a given change in input, such systems may yield significantly greater than or less than proportional changes in output, or even no output at all, depending on the current state of the system or its parameter values.

Of particular interest to complex systems are nonlinear dynamical systems, which are systems of differential equations that have one or more nonlinear terms. Some nonlinear dynamical systems, such as the Lorenz system, can produce a mathematical phenomenon known as chaos. Chaos, as it applies to complex systems, refers to the sensitive dependence on initial conditions, or "butterfly effect", that a complex system can exhibit. In such a system, small changes to initial conditions can lead to dramatically different outcomes.