  The system of a cold atomic gas in an optical lattice is governed by two
factors: nonlinearity originating from the interparticle interaction, and the
periodicity of the system set by the lattice. The high level of controllability
associated with such an arrangement allows for the study of the competition and
interplay between these two, and gives rise to a whole range of interesting and
rich nonlinear effects. This review covers the basic idea and overview of such
nonlinear phenomena, especially those corresponding to extended states. This
includes "swallowtail" loop structures of the energy band, Bloch states with
multiple periodicity, and those in "nonlinear lattices", i.e., systems with the
nonlinear interaction term itself being a periodic function in space.
