Second Harmonic Generation (SHG) is a process in which the input wave (e.g. laser beam) interacts with a nonlinear medium and generates a new wave, called the second harmonic, at double the frequency of the original input wave. We investigate whether there are situations in which the generated second harmonic wave does not scatter and is localized inside the medium, i.e., the nonlinear interaction of the medium with the probing wave is invisible to an outside observer. This leads to the analysis of a semilinear elliptic system formulated inside the medium with non-standard boundary conditions. More generally, we set up a mathematical framework needed to investigate a multitude of questions related to the nonlinear scattering problem associated with SHG (or other similar multi-frequency optical phenomena). This is based on a joint work with Fioralba Cakoni, Matti Lassas and Michael Vogelius.