As an undergraduate, I worked for two years in a high-intensity optics group. We were studying high-harmonic generation by femtosecond laser pulses passing through a dilute inert gas. These pulses have energies of millijoules and peak intensities of 1015 watts/cm2 (a comparable intensity could be achieved by focusing all of the sunlight hitting the Earth onto a tennis ball).
For my thesis project, I developed a new numerical simulation of the pulse propagation, accounting for the nonlinearities due to plasma generation and the Kerr effect. In addition to modeling the evolution of the pulse, the simulation was able to predict the high-harmonic generation efficiency as the pulse evolved. The simulation was implemented in MATLAB using a modified Crank-Nicolson scheme.
My thesis is available here and an open-access multimedia (videos!) paper describing the simulation is available here.