Sum-frequency generation
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Sum Frequency generation is the process in which light beams at two frequencies interact in some special conditions to produce light at a new frequency equal to the sum of the interacting frequencies.
In linear optics, The frequency of the light is invariant as light interacts with various materials (the wavelength changes as dictated by the refractive index of the medium), however in nonlinear optics a new frequncy light can be generated under certain conditions.
The easiest way to understand the process is by imagining two photons coaelescing to produce a single photon at a new frequency. Since the energy of photon is directly proportional to the frequency, the energy in each conversion is conserved.