Recently, there is revived interest in non-equilibrium dynamics of the nuclear spins partially due to the decoherence issue of the electron spin qubit in semiconductor quantum dots for quantum computation. In this talk, I will first introduce a microscopic theory for the non-equilibrium nuclear spin dynamics controlled by a closed feedback loop mediated by the electron and/or the hole under continuous wave pumping in a quantum dot [W. Yang and L. J. Sham, Phy. Rev. B 85, 235319(2012)], and then present a study on the nuclear-spin-fluctuation induced spin decoherence of an electron (SDE) in an optically pumped quantum dot. The SDE is computed in terms of the steady distribution of the nuclear field formed through the hyperfine interaction with two different nuclear species in the dot. Different from the existing work, where a bilinear hyperfine interaction between the electron (or hole) spin and the nuclear spin is used, we use an effective nonlinear interaction derived from the Fermi-contact hyperfine interaction. Our feedback loop forms a multi-peak steady distribution of the nuclear field in which the SDE shows remarkable collapses and revivals in nanosecond time scale. Such an anomalous SDE results from an interference effect of the electron Larmor precession in a multi-peak effective magnetic field. Finally, I will briefly discuss significant nuclear spin polarizations using the theory by Yang and Sham.