Whispering gallery mode (WGM) microresonators, benefitting from the ultrahigh quality (Q) factors and small mode volumes, could considerably enhance the light-matter interaction, making it an ideal platform for studying a broad range of nonlinear optical effects. In this review, the progress of optical nonlinear effects in WGM microresonators is comprehensively summarized. First, several basic nonlinear effects in WGM microresonator are reviewed, including not only Pockels effect and Kerr effect, but also harmonic generations, four-wave mixing and stimulated optical scattering effects. Apart from that, nonlinearity induced by thermal effect and in PT-symmetric systems are also discussed. Furthermore, multistep nonlinear optical effects by cascading several nonlinear effects are reviewed, including frequency comb generations. Several selected applications of optical nonlinearity in WGM resonators are finally introduced, such as narrow-linewidth microlasers, nonlinearity induced non-reciprocity and frequency combs.
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