I dont know much about the subject, but the wave equations (classical and modern) as well as classical equations of motion all seem to be inherently linear differential equations. Presumably this also applies to string theory, which I know even less about.
What I know, however, is that nature (whatever that is) is basically non-linear, so is the linearity of the mentioned equations just a simplifying approximation to non-linear theories, and if so, what are they and can it in a few words be summarized what the simplifications are?