How can I create a JVM using JNI in Linux?

You can use the invocation interface of JNI. It is well documented in the two books that I listed in the reply to your other question.

The invocation interface allows you to completely initialize a JVM from an executable that supports calling a C API. The methods you're interested in are called

JNI_CreateJavaVM,
JNI_GetCreatedJavaVMs, and
JNI_GetDefaultJavaVMInitArgs

A code sample would be too long for here, but check out the books by Rob Gordon and Sheng Liang (and check out JunC++ion ;-)