  In this paper, we develop a nested hybridizable discontinuous Galerkin (HDG)
method to numerically solve the Maxwell's equations coupled with the
hydrodynamic model for the conduction-band electrons in metals. By means of a
static condensation to eliminate the degrees of freedom of the approximate
solution defined in the elements, the HDG method yields a linear system in
terms of the degrees of freedom of the approximate trace defined on the element
boundaries. Furthermore, we propose to reorder these degrees of freedom so that
the linear system accommodates a second static condensation to eliminate a
large portion of the degrees of freedom of the approximate trace, thereby
yielding a much smaller linear system. For the particular metallic structures
considered in this paper, the resulting linear system obtained by means of
nested static condensations is a block tridiagonal system, which can be solved
efficiently. We apply the nested HDG method to compute the second harmonic
generation (SHG) on a triangular coaxial periodic nanogap structure. This
nonlinear optics phenomenon features rapid field variations and extreme
boundary-layer structures that span multiple length scales. Numerical results
show that the ability to identify structures which exhibit resonances at
$\omega$ and $2\omega$ is paramount to excite the second harmonic response.
