Shape memory alloys (SMA) are being increasingly used in various industrial applications as actuators, connectors, or damping materials. In the medical field, superelastic devices such as eyeglass frames, stents or guide catheters have come to market in the recent years. The design of SMA devices has usually been based on trial and error, since until recently no general simulation model was available to assist application engineers. The purpose of this article is to describe the computational methodology developed, validated and used for several industrial projects at Ecole Polytechnique of Montréal to simulate the thermomechanical behavior of shape memory materials. This new approach includes three main stages: experimental characterization, construction of a nonlinear material law based on dual kriging interpolation and finally, calculation of the thermomechanical response of SMA devices. For complex geometry, finite element analysis is used, but for simple devices such as springs or electrically activated SMA wires, simplified calculation methods are satisfactory. Validation results recently obtained will also be presented, and examples of industrial applications briefly reviewed.