The analysis of stability and numerical simulation of Costas loop circuits for the high-frequency signals is a challenging task. The problem lies in the fact that it is necessary to observe very fast time scale of input signals and slow time scale of signal’s phases simultaneously. To overcome this difficulty, it is possible to follow the classical ideas of Gardner and Viterbi to construct a mathematical model of Costas loop, in which only slow time change of signal’s phases and frequencies is considered. Such an construction, in turn, requires the computation of phase detector characteristic, depending on the waveforms of the considered signals. In this paper, the problems of nonlinear analysis of Costas loops and the approaches to the simulation of the classical Costas loop, the quadrature phase shift keying (QPSK) Costas loop, and the two-phase Costas loop are discussed. The analytical method for the computation of phase detector characteristics of Costas loops is described.