Dielectric multilayer coatings exhibiting steep reflectance in an extremely narrow transition zone, highly sensitive to any variations of layer refractive indices and therefore suitable for studying the nonlinear properties are produced and characterized. Increase of reflectance at growing intensity reveals the presence of the optical Kerr effect. A new method calculating intensity dependent spectral characteristics of multilayer optical coatings in the case of nonlinear interaction with high intensity laser pulses is developed. The method is based on the numerical solution of a boundary-value problem derived from the system of Maxwell equations describing the propagation of light through a multilayer system. The method opens a way to synthesis of optical coatings with predictable nonlinear properties. Comparison of our numerical modelling with experimental data enabled us to accurately determine the Kerr coefficients n2 of the widely-used thin-film materials Ta2O5 and Nb2O5.