New tendencies in the design of guided wave photonic devices towards increasing their scale integration, or in other words, favoring their miniaturization, will be presented. This new generation of photonics devices is also considered to be the basis of an exciting emerging area, the so-called nanophotonics. In order to reach that goal, one may consider high-index contrast waveguide profiles, to ensure high confinement of the fields. This may bring as a consequence the breaking of the so-called weakly guiding approximation, which permits a scalar treatment of the fields; therefore, their vector nature needs to be taken into account rigorously. Structures based on this design concept require the use of efficient 3D vector electromagnetic simulators, which naturally demand huge computer resources: RAM memory and speed; such simulations fall into the so-called large-scale computation range (million of unknowns). A general classification of all numerical strategies applied to model integrated optics devices will be given in this talk, including our group contributions to the development and application of novel numerical modelling techniques for the analysis, design and optimisation of photonic devices.