Nonlinear ODE to linear PDE? I am interested in when and how one can trade a non-liner ODE for a linear PDE. To explain what this could look like here is a physics-inspired discussion.
Consider a classical mechanical system with one degree on freedom $q$ and a Hamiltonian $H(q,p,t)$. The equations of motion can be cast as the Euler-Lagrange equations which are second-order ODE, non-linear in the generic case. Yet another equivalent way is through the Hamilton-Jacobi equation
$$ \frac{\partial S}{\partial t}+H\left(q,\frac{\partial S}{\partial q},t\right)=0 \qquad (1)$$
which is a single non-linear PDE.
Quantum-mechanically this system is described by a linear Schrodinger equation (I gloss over all ambiguities and subtleties that might be in quantizing a classical system)
$$-i\hbar\frac{\partial \psi}{\partial t}+H(q,-i\hbar\partial_q,t)\psi=0 \qquad (2)$$
Formally, equation (1) is the $\hbar\to0$ limit of equation (2) if one makes the following ansatz $\psi=e^{iS/\hbar}$. So it seems that at least formally for a large class of ODE one can find an equivalent linear PDE. I am interested to learn if there is any systematic theory to back up this heuristic arguments.
 A: When Nonlinear Differential Equations are Equivalent to Linear Differential Equations

A necessary and sufficient condition is established for the existence
of a 1-1 transformation of a system of nonlinear differential
equations to a system of linear equations. The obtained theorems
enable one to construct such transformations from the invariance
groups of differential equations. The hodograph transformation, the
Legendre transformation and Lie’s transformation of the Monge-Ampère
equation are shown to be special cases. Noninvertible transformations
are also considered. Examples include Burgers’ equation, a nonlinear
diffusion equation and the Liouville equation.

I don't think the Schrödinger equation is a useful example in this class, because the correspondence between the classical and quantum dynamics breaks down after a time $T$ that grows only logarithmically when $\hbar$ is sent to zero.$^\ast$ So you will not be able to follow the classical dynamics for a meaningful time even if $\hbar$ is very small. One way in which this difficulty appears, is that the classical dynamics can be chaotic, whereas quantum dynamics is quasiperiodic.
$^\ast$ The time $T$ at which the quantum-classical correspondence breaks down is called the Ehrenfest time, it is of the order $T=\alpha^{-1}\log\hbar$, with $\alpha$ the Lyapunov exponent of the classical dynamics.
