The superior brightness and ultra short pulse duration of X-ray free electron laser
(XFEL) allows it to outrun radiation damage in coherent diffractive imaging since elastic scattering terminates before photoelectron cascades commences. This “diffract-before-destroy” feature of XFEL opened up new opportunities for biological macromolecule imaging and structure studies by breaking the limit to spatial resolution imposed by the maximum dose that is allowed before radiation damage. However, data collection in serial femto-second crystallography (SFX) using XFEL is affected by a bunch of stochastic factors, which pose great challenges to the data analysis in SFX. These stochastic factors include crystal size, shape, random orientation, X-ray photon flux, position and energy spectrum. Monte-Carlo integration proves effective and successful in extracting the structure factors by merging all diffraction patterns given that the data set is sufficiently large to average out all stochastic factors. However, this approach typically requires hundreds of thousands of patterns collected from experiments. This dissertation explores both experimental and algorithmic methods to eliminate or reduce the effect of stochastic factors in data acquisition and analysis. Coherent convergent X-ray beam diffraction (CCB) is discussed for possibilities of obtaining single-shot angular-integrated rocking curves. It is also shown the interference between Bragg disks helps ab-initio phasing. Two-color diffraction scheme is proposed for time-resolved studies and general data collection strategies are discussed based on error metrics. A new auto-indexing algorithm for sparse patterns is developed and demonstrated for both simulated and experimental data. Statistics show that indexing rate is increased by 3 times for I3C data set collected from beam time LJ69 at Linac coherent light source (LCLS). Finally, dynamical inversion from electron diffraction is explored as an alternative approach for structure determination.