Surface plasmons represent collective oscillations of surface charges, accompanied by electromagnetic waves that propagate along the boundary surface and whose component perpendicular to the surface decays exponentially with distance away from it. The wavelength of surface plasmons is much smaller than the wavelength of the light in air at the same frequency; i.e. below the diffraction limit, which enables control of light at the nanoscale. A recently discovered material called graphene supports surface plasmons whose properties can be easily controlled by applying external gate voltage, thus increasing or decreasing the charge concentration. Compared with conventional surface plasmons at metal-dielectric interface, plasmons in graphene show lower losses in THz spectrum and greater confinement of the electromagnetic energy near the surface. At high frequencies a quantum of plasma oscillation can excite an electron-hole pair (Landau damping), resulting in energy dissipation. At low frequencies this process is forbidden due to the Pauli principle and the plasman is a long-lived excitation. If we increase the intensity of the plasman field, nonlinear processes may appear and plasman can lose energy through the process of multiplasmon absorption where two or more plasman quanta coherently excite an electron-hole pair. It is interesting that the nonlinear effects in graphene can be observed at fields that are several orders of magnitude weaker than the fields required to observe nonlinear processes in standard atomic media. This thesis analyses the behaviour of graphene in the field of strong electromagnetic wave whose frequency is much lower than the Fermi energy. We show that multiplasmon absorption can be understood as the quasistatic process of the electron tunneling between two bands. Furthermore, using the long-wavelength approximation the problem can be reduced to the Landau-Zener problem. The resulting plasman dissipation is several orders of magnitude smaller than the result obtained by calculating multiplasmon absorption. We can understand this unexpected result if we make a similar long-wavelength approximation far multiplasmon absorption, which leads to the destructive interference and disappearance of the effect. The exact amount of the dissipated plasman energy in graphene at low frequencies remains an open question.