Since the invention of laser, propagation of high intensity optical waves which is substantially affected by the nonlinear properties of the medium has been a topic of high interest. Nonlinearities of the medium lead to optical phenomena such as second harmonic generation (SHG), frequency mixing, self-refraction, self-phase modulation and Soliton which have all found interesting applications in optoelectronics and optical communications. In order to study these phenomena, wave equation must be solved in nonlinear media. Approximate and simplified solutions of the nonlinear wave equation for some of these phenomena already exist. These solutions are usually obtained by neglecting higher order harmonics and employing other simplifying assumptions. In this thesis, our goal is to solve the nonlinear wave equation considering the effects of higher order harmonics. Harmonic-Balance technique(HBT) is a very well-known and effective method for the analysis of lumped and distributed nonlinear circuits. Interactions among different harmonics are taken into account in this method and the number of harmonics is limited by the user. In this thesis, a new technique which is iired by HBT is proposed for solving the nonlinear wave equation. First, the solution is expanded in terms of multiple temporal harmonics with spatially varying coefficients. After balancing the harmonics, a system of nonlinear equations for the coefficients is obtained which is solved by the finite difference method. The proposed method is called HB-FD technique. Employing this technique enable us to study optical phenomena precisely. About second harmonic generation, phase and intensity of electric field could be extracted for different second order susceptibility. This method shows that considering the effects of higher order harmonics change the variation of first and second harmonics along the media. also, we can see changes in phase constant of second harmonic due to variation of dispersion. This method can be used to study harmonic mixing, specially sum and difference frequency generation and creation of the optical parametric amplification in the absence of sum frequency. Simulation results show that optical parametric amplification is not appeared when sum frequency generation is considered. We use the Manley-Rowe relations to calculate total intensity. As a consequence of the Manley–Rowe relations, the total intensity must be invariant under propagation. Furthermore, the FD-HD technique is used for deriving phase constant variation of first harmonic in the Kerr media which is known as a self phase modulation. Phase variation of the first harmonic highly depends on the third order susceptibility and dispersion. In this case, we can change dispersion to compensate the effect of the third order Soliton. Key Words: nonlinear media, harmonic balance, finite difference, harmonic generation, harmonic mixing, self phase modulation, Soliton