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For a scalar conservative monotone update with flux $F$, define $Q(a,b;c)=F(a\vee c,b\vee c)-F(a\wedge c,b\wedge c)$. Monotonicity and preservation of constant states give $|U_j^{n+1}-c|\le |U_j^n-c|-(k/d)(Q_{j+1/2}-Q_{j-1/2})$. At equal states $Q(u,u;c)=\mathrm{sgn}(u-c)(f(u)-f(c))$, the Kruzhkov entropy flux. Such discrete inequalities connect stability of a monotone conservative scheme with the admissibility of its limiting entropy solution.

Apply the entropy solution inequality for $u(t,x)$ with level $v(s,y)$ and for $v(s,y)$ with level $u(t,x)$, integrate both in the other pair of variables, and add them. Symmetry of the Kruzhkov entropy flux produces derivatives ${\partial }_t+{\partial }_s$ and ${\partial }_x+{\partial }_y$. A nonnegative mollifier concentrated near the diagonal then yields the Kato inequality for scalar conservation laws. Boundary-time terms require an initial trace argument, not merely interior translation continuity.

The Engquist-Osher method is an upwind finite volume method. For cell values $U_j^n$, mesh width $h$ and time step $k$, put $r=k/h$ and use the conservative updatewhere the numerical flux isConsistency of a numerical method follows from $F(u,u)=f(u)$. Positive characteristic speeds use the left state, and negative speeds use the right state. The flux difference telescopes when summed over cells, giving a discrete conservation law. The method is first order in space and time for smooth solutions; its conservation law form is also appropriate when shock waves develop.

Let $s_{\ast }$ be the unique sonic point of a scalar flux, $f^{\prime }(s_{\ast })=0$. Convexity implies $f^{\prime }<0$ to its left and $f^{\prime }>0$ to its right. Put $f_{\ast }=f(s_{\ast })$ and splitThen $f=f_{\ast }+f^{+}+f^{-}$, $(f^{+}{)}^{\prime }\ge 0$, $(f^{-}{)}^{\prime }\le 0$, andThis is the sonic-point splitting of a convex Engquist-Osher flux. If both states are above $s_{\ast }$, $F=f(a)$; if both are below it, $F=f(b)$. Across a transsonic rarefaction wave, $a\le s_{\ast }\le b$, the flux is the minimum $f_{\ast }$. In the opposite crossing it is $f(a)+f(b)-f_{\ast }$, which in general differs from the exact Godunov numerical flux. This distinction does not affect the monotonicity proof.

Here stability requires the usual Courant–Friedrichs–Lewy condition. Let the initial values lie in $[m,M]$, and chooseA differentiable convex function has a continuous derivative on this interval, so the maximum is finite. Write the three-input update as $H(a,b,c)$. Differentiating givesThus the update $T$ preserves componentwise order. Constants are fixed, since $H(c,c,c)=c$, so comparison with the constants $m,M$ proves $m\le U_j^n\le M$ for every time level. In particular the same CFL condition remains applicable. This is a mesh-independent maximum-principle stability bound.

A stronger stability statement is contraction in discrete $L^1$. Consider two solutions $U,V$ in the same invariant interval, on a periodic mesh or on the infinite lattice with summable differences. Let $Q=U\vee V$ be their componentwise maximum. Monotonicity gives $TQ\ge TU,TV$, henceThe discrete conservation law for the difference gives the equality: on a finite periodic mesh the flux sum cancels exactly, and on the infinite lattice it follows by truncation and the fact that the flux is a Lipschitz function on $[m,M]$. Interchanging $U,V$ and adding provesThis is L1 contraction of a monotone conservative scheme. Since $T$ commutes with the cell shift, applying this contraction to $U$ and its shift gives ${\sum }_j|U_{j+1}^{n+1}-U_j^{n+1}|\le {\sum }_j|U_{j+1}^n-U_j^n|$. The scheme is therefore a total variation diminishing scheme as well.

The same order argument proves a discrete entropy inequality, explaining why this stable discretization selects entropy solutions rather than nonphysical expansion shock waves. For a constant $c\in [m,M]$, setBecause $T(U\vee c)\ge TU,c$ and $T(U\wedge c)\le TU,c$, their componentwise difference is at least $|TU-c|$. Subtracting their updates givesFor constants outside $[m,M]$, the entropy inequality is an equality by the invariant bound and the conservative update. At equal states $Q_c(u,u)=\mathrm{sgn}(u-c)[f(u)-f(c)]$, the Kruzhkov entropy flux. The flux is a Lipschitz function on the invariant interval: writing $L=\max |f^{\prime }|$, the conservative update gives $h{\sum }_j|U_j^{n+1}-U_j^n|\le 2kL{\sum }_j|U_{j+1}^n-U_j^n|$. This time-translation bound, the invariant bound and the total variation estimate give local space-time compactness for bounded-variation initial conditions as the mesh is refined; the conservative update passes to the weak conservation law, and the displayed inequality passes to its Kruzhkov entropy inequality. This identifies the limit as the entropy solution.

Finally the time-step qualification is essential. For the convex Inviscid Burgers equation flux $f(u)=u^2/2$, whose unique sonic point of a scalar flux is zero, linearize about a positive constant $U$. The perturbation update becomes $v_j^{n+1}=(1-rU)v_j^n+rU{v}_{j-1}^n$. At Fourier frequency $\pi$ its multiplier is $1-2rU$, with modulus greater than one if $rU>1$. Wave packets near this phase give linear instability even for summable Cauchy perturbations. Thus the assumptions on $f$ imply the stability results above under the CFL condition, not for arbitrary $k/h$. This is CFL necessity for explicit Engquist-Osher stability.

The Engquist-Osher method is a conservative finite volume method built by separating positive and negative characteristic speeds. Take $f\in C^1$, a uniform cell width $d$, a time step $k$, and cell averages $U_j^n$. Write $\lambda =k/d$ and define the numerical fluxThe Engquist-Osher flux uses the left state for right-going transport and the right state for left-going transport. Its conservative update isIt is consistent because $F(u,u)=f(u)$. The integrals have their ordinary oriented meaning even for negative states. For the Inviscid Burgers equation, $f(u)=u^2/2$ gives the useful exampleIn a region where all characteristic speeds have one sign, the flux reduces to the corresponding upwind flux. In smooth regions, this basic piecewise-constant, forward-time version is first order in space and time; its main virtue is robust nonlinear stability across shocks.

Here is a precise stability proof. Assume the data lie in a bounded interval $J=[m,M]$ and chooseWork on a periodic grid, or on the infinite grid with summable differences; on a finite interval the inflow boundary data and boundary fluxes must be treated monotonically as well. Define the three-point update mapWriting $f_{+}^{\prime }=\max (f^{\prime },0)$ and $f_{-}^{\prime }=\min (f^{\prime },0)$, its three partial derivatives areThus it is a monotone conservative scheme. Since $H(s,s,s)=s$, comparison with the constant states provesThe interval is invariant, so the same Courant–Friedrichs–Lewy condition remains valid at every step. This is an $L^{\infty }$ bound relative to constant states, not a claim that arbitrary pairs of solutions are contractive in $L^{\infty }$.

For a stronger perturbation estimate, let $\mathcal{T}$ denote the global update and use componentwise maxima. Monotonicity gives $\mathcal{T}(U\vee V)\ge \mathcal{T}U,\mathcal{T}V$. ThereforeSum over the grid. The shared interface flux cancels telescopically, so conservation givesInterchanging $U,V$ and adding yields the L1 contraction of a monotone conservative scheme:This is a mesh-independent nonlinear stability estimate. On an infinite grid the telescoping argument is justified by summability of the differences and the bounded characteristic-speed range, or by truncation followed by a limit. For unequal prescribed boundary data, additional boundary flux terms enter the estimate.

The method is also a total variation diminishing scheme. Let $\mathcal{S}$ shift a grid sequence by one cell. Translation invariance gives $\mathcal{T}\mathcal{S}=\mathcal{S}\mathcal{T}$. Applying the preceding $L^1$ contraction to $U$ and $\mathcal{S}U$ showsHence initially finite discrete total variation cannot grow.

Finally, monotonicity supplies a discrete entropy inequality, explaining why the stability is compatible with the physically admissible entropy solution. For a constant $c\in J$, defineComparison of $H$ with the clipped triples above and below $c$ givesIndeed $H(U\vee c)\ge \max (H(U),c)$ and $H(U\wedge c)\le \min (H(U),c)$, and subtracting these two update formulas yields exactly the right side. Also $Q(u,u;c)=\mathrm{sgn}(u-c)(f(u)-f(c))$, the Kruzhkov entropy flux. Under the displayed CFL condition the method therefore has an invariant state range, $L^1$ contraction, decreasing discrete total variation and entropy dissipation. These estimates remain meaningful at discontinuities, where linearized Fourier analysis alone cannot establish the corresponding nonlinear stability.

Since the derivative of $|z-k|$ is $\mathrm{sgn}(z-k)$ away from $k$, choose the Kruzhkov entropy fluxOn either side of $k$ its derivative is $f^{\prime }(z){\eta }_k^{\prime }(z)$. The factor $f(z)-f(k)$ vanishes at the change of sign, so the function is continuous and there is no extra delta contribution to its weak derivative. Adding a constant to the flux changes none of the test integrals. Substitution into the entropy inequality pairs $|u-k|$ with this flux, not with an arbitrary antiderivative unrelated to the chosen entropy.