To be clear: What I am actually talking about is a nonlinear operator on a finitely generated vector space V with dimension $d(V)\;\in \mathbb{N}>1$. I can think of several nonlinear operators on such a vector space but none of them have the requisite properties of a group. In particular, but not exclusively, are there any such nonlinear operator groups that meet the definition of a Lie Group.
Are there nonlinear operators that have the group property?
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Oh I've got one....
Let A by a non-singular, invertible square matrix whose elements are components of vectors in $V^{n}$. Now consider the operator $T(\hat{v}) = e^{A\hat{v}}, \; \;\forall \hat{v} \in V^{n}$. So if $\alpha,\beta$ are any such operators with corresponding invertible non-singular matrices (A,B) respectively, than the binary group operation is $\phi(\alpha,\beta) = e^{AB\hat{v}} = (e^{A\hat{v}})^{B}$ where AB is the product matrix A*B. The inverse operator is $T^{-1}(\hat{v}) = A^{-1} ln(\hat{v})$.The identity mapping is $\hat{I}(\hat{v})= e^{ln(\hat{v})}=\hat{v}$.
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How about the following construction. Let $M \in R_{d}(G)$ be a $d$ dimensional representation of some Lie group (e.g. $SL(2,R)$ and $V$ is some $d$ dimensional vector space. Now define: $$ f(x,M,\epsilon)= \frac{M x}{(1+\epsilon w.x)} $$ where the vector $w$ is chosen so that $w.M= w$ for all $M\in SL(2,\mathbb{R})$. Such vectors exist, for instance, if $d=4$ and $R_4(G)=R_2(G) \otimes R_2(G)$ then $w=\begin{pmatrix} 0 \\ 1\\ -1\\ 0 \end{pmatrix}$ is one such vector. It is now not too difficult to convince oneself that: $$ \begin{eqnarray} f(x,I,0) = x \\ f(f(x,M_1,\epsilon_1),M_2,\epsilon_2) = f(x,M_1 M_2,\epsilon_1+\epsilon_2) \end{eqnarray}$$ so that the mapping $f$ is nonlinear and satisfies the group property.
As some guy once said, dividing operators into linear and nonlinear is like dividing the world into bananas and nonbananas. If you're ignoring the vector space structure on $V$ then it's just a set, and you're just asking for a group action. It is easy to write down group actions, even Lie group actions (see homogeneous space), on a vector space that just don't happen to be linear. Probably the simplest example is $\mathbb{R}$ acting on itself by translation.