The present volume (the second one) is the natural continuation of the book "Linear differential equations. Classical and modern theory", published recently by the same authors in "LAMBERT Academic Publishing". It is devoted to Pfaff equations, nonlinear differential systems, first order linear and nonlinear PDE's, Hamilton - Jacobi theory and related optimum problems. Stability of the solutions of differential systems is discussed in detail. The book reflects the point of view and experience of the first author on these subjects. Appropriate examples and applications are presented. A special section is devoted to optimum principles of Mechanics. This book might be useful to high level students, Master students, professors, engineers and any other interested readers.