A gravitational wave must be nonlinear to be able to transport its own source, that is, energy and momentum. A physical gravitational wave, therefore, cannot be represented by a solution to a linear wave equation. Relying on this property, the second-order solution describing such physical waves is obtained. The effects they produce on free particles are found to consist of nonlinear oscillations along the direction of propagation.Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)