In this book the novel designs of photonic crystal fibers with optimized optical properties such as index guiding highly birefringence small walk-off near zero dispersion normal dispersion anomalous dispersion highly nonlinear single mode in silica and non-silica materials is proposed. In these photonic crystal fibers the physical dynamics behind the new frequency generation is explored when an ultra-short pulse (femtosecond pulse) propagates through these fibers. The nonlinear optical phenomena which are responsible for the generation of supercontinuum is investigated.