Why we often use pulsed lasers for nonlinear optics applications (such as SHG) instead of continuous wave lasers?
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The simplest answer is that for nonlinear optics, we want the intensity of the light to be high. Using a pulsed laser allows us to concentrate the energy into smaller temporal bins, which increases the intensity available while limiting the average power in the beam.
The latter can be important in terms of the laser source, since there's a limit to how much average power you can provide - but also in terms of thermal management: often, the technical limitation is keeping the gain medium of the laser amplifier from burning out, and there's only so much power that can be removed by the cooling system. And the same is often true of the nonlinear sample, since too much average power can be very destructive.
There's plenty of other reasons (see e.g. What is Chirped Pulse Amplification, and why is it important enough to warrant a Nobel Prize? for examples) but for such a vague question it is only possible to answer in vague generalities.
Emilio Pisanty
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