Second Harmonic Generation has traditionally been restricted to crystals; however, due to the development of highly sophisticated fabrication technology, poling and phase matching techniques, it has now become feasible in glass fibres and waveguides which are widely used in nonlinear optics. For instance, silica glass based Photonic Crystal Fibres (PCF) exhibit long coherence lengths and controllable optical properties such as chromatic dispersion despite low second order nonlinearity. Given such benefits, the numerical modelling and analysis of optical waveguides accurately and efficiently has become vital for the advancement of nonlinear optics. Hence, this thesis focuses on enhancing the Second Harmonic Generation in optical waveguides through the use of different structures and different materials, and demonstrating the same by numerical simulations. In this thesis, the accurate and numerically efficient Finite Element based Beam Propagation Method has been employed to investigate the evolution of Second Harmonic Generation in highly nonlinear SF57 soft glass Equiangular Spiral PCFs. Further, the H-field based Finite Element Method has been employed for the stationary analysis of Photonic Crystal Fibres. It is shown here that the second harmonic output power in highly nonlinear