Protein molecules are long chain heteropolymers. In order to carry out their biological functions that are necessary for life, proteins must fold to a very specific compact configuration. The question of how the information for the three-dimensional folding process is encoded in the one-dimensional sequence of amino acids of the protein is known as the protein folding problem. We show how the thermodynamics and statistical mechanics of polymer science and the theoretical techniques of non-linear dynamics can be used to investigate the structural information that is important for the folding process.