Artificial neural networks (ANN) have recently emerged as a powerful computeraided design (CAD) tool for modeling nonlinear devices and circuits. The overall objective of this thesis is to develop sensitivity analysis based neural network techniques for both frequency domain and transient modeling of nonlinear circuits. The proposed techniques not only adds sensitivity data to the obtained model but also makes conventional training more efficient. The first contribution of this thesis is the development of sensitivity-analysis-based adjoint neural-network (SAANN) technique for modeling microwave passive components. This method adds sensitivity data to the obtained model. In addition, the SAANN technique reduces the amount of training data required for model development increasing the efficiency of model development. As a further contribution, this thesis presents a novel robust modeling technique, adjoint state-space dynamic neural network (ASSDNN), for transient modeling of nonlinear optical/electrical components and circuits. This technique adds time-domain sensitivity data, which does not exist in current optoelectronic and physics-based simulators, to the output of the obtained model. The proposed technique requires less training data for creating the model and consequently makes training faster and more efficient. Furthermore, this technique was developed such that it can take advantage of parallel computation. This results in the technique being much faster and efficient than conventional transient modeling techniques. In addition, the evaluation time for models of nonlinear optical-electrical and physics-based devices generated using the proposed technique is reduced compared to current simulation tools. ii To my parents Fatemeh Pourmoghadas and Hamid Sadrossadat iii Acknowledgments First of all, I would like to thank my supervisors, Professor Pavan Gunupudi and Professor Qi-Jun Zhang for their constant support, encouragement, guidance and expert supervision throughout my PhD's program. Their professional leaderships have made the research through my PhD program a rewarding journey. Their continuous striving for research at the highest level will influence me for my professional future life. It was my honor to work under their supervision and guidance.