The authors introduce a FD/FE propagation algorithm as an alternative to the beam propagation method (BPM). The method overcomes the basic limitations of low refractive index change and small step sizes as required in the standard BPM. This algorithm can be extended to model the propagation in nonlinear material and anisotropic material. In the former the refractive index is allowed to depend on the field intensity and in the latter the authors solve a set of coupled partial differential equations. It should be noted that the algorithm in the nonlinear case really solves a nonlinear problem rather than the frequently used 'updating' procedure of the refractive index.
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