The large-time behavior of the scalar, genuinely nonlinear Lax-Friedrichs scheme

The Lax-Friedrichs scheme, approximating the scalar, genuinely nonlinear conservation law u sub t + f sub x (u) = 0 where f(u) is, say, strictly convex double dot f dot a sub asterisk 0 is studied. The divided differences of the numerical solution at time t do not exceed 2 (t dot a sub asterisk) to the -1. This one-sided Lipschitz boundedness is in complete agreement with the corresponding estimate one has in the differential case; in particular, it is independent of the initial amplitude in sharp contrast to liner problems. It guarantees the entropy compactness of the scheme in this case, as well as providing a quantitive insight into the large-time behavior of the numerical computation.