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Up-conversion as a nonlinear process for tuning excitation wavelength to lower wavelengths of emission has great applications especially in biomedical diagnostics and therapy methods.Gold nanostructures with different geometries and structures are well-known for plasmonic application in medicine and biology.Recently gold nanomatryoshka(Au core,SiO2 layer,Au shell)has been introduced as a promising candidate for enhancement of fluorescence according to the local electric field enhancement [1].The electric field enhancement at the interface of metal dielectric nanostructures can be exploited for enhancement in nonlinear effects,nonlinear plasmonics with the applications in wavelength conversion [2].We have proposed gold nanomatryoshka structures for up-conversion applications based on the third order nonlinear effects.By illumination of the structure with laser(s)and according to the enhanced third order nonlinear response of structure,the generated wavelength will be represented,whose wavelength can be tuned according to two different mechanisms of Third Harmonic Generation(THG)and Four Wave Mixing(FWM).In this regards,we have numerically analyzed the nonlinear interaction of light with the structure by solving Maxwell's equations considering dispersion behavior of permittivity and third order nonlinear susceptibility by Finite Difference Time Domain(FDTD)method.In order to solve the three dimension system of nonlinear equations,we have used Newton-Raphson method [3].Simulation results,illustrates generation of third harmonic(210nm)of excitation wave(630nm)in the SiO2 layer.The profile of electric field amplitude of THG proves the localization of generated component.From medical point of view,the advantage of proposed structure is the generation of localized UV light with excitation in a harmless region of spectrum and exploiting gold as a well-known biocompatible material.