Some of nonlinear models for high-power pulsed IMPATT diode simulation and analysis is presented. These models are suitable for the analysis of the different operational modes of the oscillator. Its take into account the main electric and thermal phenomena in the semiconductor structure and the functional dependence of the equation coefficients on the electrical field and temperature. The first model is a precise one, which describes all important electrical phenomena on the basis of the continuity equations and Poisson equation and it is correct until 300 GHz. The second approximate mathematical model suitable for the analysis of IMPATT diode stationary operation oscillator and for optimization of internal structure of the diode. This model is based on the continuity equation system solution by reducing the boundary problem for the differential partial equations to a system of the ordinary differential equations. The temperature distribution in the semiconductor structure is obtained using the special thermal model of the IMPATT diode, which is based on the numerical solution of the non-linear thermal conductivity equation. The described models can be applied for analysis, optimization and practical design of pulsed-mode millimetric IMPATT diodes. Its can be also utilized for diode thermal regime estimation, for the proper selection of feed-pulse shape and amplitude, and for the development of the different type of complex doping-profile high-power pulsed millimetric IMPATT diodes with improved characteristics.