Somewhat related to the ergodic hypothesis mentioned in another answer is the assumption that generic non-linearities leads to thermalization and equipartition of energy. To be more precise, start with a linear, completely integrable, finite dimensional Hamiltonian system (say de-coupled system of many harmonic oscillators). The system has independent excitation modes that, if the initial data is set to be one of the modes, the evolution will stay on the mode. The assumption from physics is that by addition a non-linear coupling, this would let modes interact and in the long run, the system will settle down to a thermalized state where each mode contributes the same amount to the total energy.
This, of course, is now known to be false, in view of the KAM theorem.
But an interesting side development is that Fermi, Pasta, and Ulam were convinced that the thermalization should take place (in fact Fermi had published a "proof" to that effect), so they ran a computer simulation (way back when in Los Alamos on one of the first computers built) for a vibrating string, taking in account of the second order effects (the first order effects are just the linear wave equation, which in finite grid approximation is completely integrable ODE), and tried to numerically compute the rate at which thermalization will occur. What they observed, however, is that the system is quasi-periodic. This discovery gave birth to the modern study of solitons. See an account of this in Palais' article in the Bulletin http://dx.doi.org/10.1090/S0273-0979-97-00732-5
