Numerical Inverse Scattering for the Toda Lattice

Abstract

We 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 $\mathcal O(1)$ 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.