Numerical inverse scattering for the Toda lattice (Q525132)

The numerical solution of the Cauchy initial value problem for the doubly-infinite Toda lattice is considered \[ \begin{cases} \partial_t a_n(t)=a_n(t)(b_{n+1}(t)-b_n(t)), \\ \partial_t b_n(t)=2(a_{n}(t)^2-a_{n-1}(t)^2), \\ a_n(0)=a_n^0>0, \text{ and } b_n(0)=b_n^0. \end{cases} \] for \((n,t)\in \mathbb{Z}\times\mathbb{R}\) with solutions \((a(t),b(t))\in l(\mathbb{Z})\times l(\mathbb{Z})\) satisfying \[ \sum\limits_{n\in\mathbb{Z}}\sigma(n)(|a_n-\frac{1}{2}|+|b_n(t)|)<\infty, \text{ for all } t\in\mathbb{R}, \;\sigma(n)=e^{\delta|n|}, \] for some \(\delta>0\). A large background material on the inverse scattering transform method for the Tode lattice is given. The authors present a method to compute the inverse scattering transform (IST) for the famed Toda lattice by solving the associated Riemann-Hilbert (RH) problem numerically. Deformations for the RH problem are incorporated so that the IST can be evaluated in \(O(1)\) operations for arbitrary points in the \((n,t)\)-domain, including short- and long-time regimes. No time-stepping is required to compute the solution because \((n,t)\) appear as parameters in the associated RH problem. The solution of the Toda lattice is computed in long-time asymptotic regions where the asymptotics are not known rigorously.