Advances in photonic devices call for sophisticated device simulator. With the next-generation devices heading to device structures with increasing complexity, higher integration density, and faster speed, conventional device simulator can no longer satisfy all the demanding requirements as they are often based on situation dependant simplified models, and in the case of novel device geometries, strong transient behaviors, complex medium-field coupling, or devices with multiple media, simplifying assumptions are inadequate. We are working on advanced simulation techniques for simulation of complex electro-optical and all-optical devices.