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The Engquist-Osher numerical flux is $F(a,b)=f(0)+{\int }_0^a\max (f\prime (s),0)ds+{\int }_0^b\min (f\prime (s),0)ds$. It sends positive-speed contributions from the left state and negative-speed contributions from the right state. Its consistency $F(u,u)=f(u)$ and opposite monotonicities in the two arguments yield a monotone conservative scheme under the appropriate Courant–Friedrichs–Lewy condition. For the Inviscid Burgers equation, it is $\frac{1}{2}\max (a,0{)}^2+\frac{1}{2}\min (b,0{)}^2$.

The finite volume method follows the amount of a conserved quantity inside each control volume. Its unknowns are cell averages, rather than values at isolated points: a cell's width times its stored average approximates that cell's total. A numerical flux transfers an amount across a face. Using one shared transfer for both neighboring cells makes the loss from one exactly the gain of the other, as explained in shared face flux cancellation.^[ref]

For a one-dimensional scalar conservation law without sources, let $u_t+{\partial }_{x}f(u)=0$, with conservation law flux $f$. Fix cells $I_j=[x_{j-1/2},x_{j+1/2}]$ of widths $h_j>0$. Define the exact cell average and its numerical approximation byThe integral balance over one cell and one time interval of length $k>0$ isFor a smooth solution this follows by integration of the differential equation; with jump discontinuities, it expresses the conservation law in integral form, using appropriate face traces when they exist. Replacing each time-averaged face conservation law flux by a numerical flux givesThus the finite volume method implements a balance directly, without needing a pointwise derivative at a jump. The tube balance in Riemann Problems and Jupyter Solutions by David I. Ketcheson, Randall J. LeVeque, and Mauricio J. del Razo (Advection, §Conservation of mass) motivates this construction from conservation of mass.

This is useful for shock waves: their speed is constrained by the Rankine-Hugoniot condition, itself an integral balance. A nonconservative approximation can give a visibly plausible jump with the wrong speed. Conservation is one requirement; a nonlinear scalar conservation law also needs the correct entropy solution, and the chosen numerical flux and update need their own stability and accuracy analysis.^[ref] The original periodic upwind finite volume advection example isolates the shared-transfer mechanism in a problem with a known translated solution.

A numerical flux estimates the rate of transfer across a cell face from nearby states. In the finite volume method update, $F_{j+1/2}^n$ approximates the conservation law flux averaged over the time step; $k{F}_{j+1/2}^n$ is the transferred amount. For a two-state numerical flux $F(L,R)$ approximating a scalar conservation law with conservation law flux $f$, consistency of a numerical method requires $F(U,U)=f(U)$. Thus equal states recover the physical transfer rate. With constant equal-width cells, this also preserves a constant state because its incoming and outgoing numerical fluxes agree.^[ref]

Consistency and shared face flux cancellation answer different questions: matching $f$ at equal states approximates the intended equation, while sharing one oriented face value preserves the total. The example periodic upwind finite volume advection uses $F(L,R)=aL$ for $a>0$, so the arriving state comes from the left. The Godunov numerical flux uses an entropy solution of a local Riemann problem; the Engquist-Osher flux provides a different construction for a scalar conservation law. A monotone conservative scheme uses a numerical flux nondecreasing in its left state and nonincreasing in its right state, together with a time step that makes the complete update monotone. Neither two-state consistency nor conservation by itself supplies that time-step restriction or a general stability or order of a numerical method guarantee.

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.

Consider the advection equation $u_t+a{u}_x=0$ with constant speed $a>0$, no sources, and periodic boundary conditions on $[0,1]$. Use $N$ equal cells of width $h=1/N$, time step $k>0$, and indices modulo $N$. The exact solution is the periodic translation $u(x,t)=u_0(x-at)$. At a face, the Riemann problem transports the left state to the right, so the two-state upwind numerical flux is $F(L,R)=aL$, with $F(U,U)=aU$.^[ref]

The finite volume method with this numerical flux and an explicit Euler method step givesHere $U_j^n$ represents a cell average; the recurrence also occurs in the upwind finite difference scheme. Impose the specific CFL condition $0<\nu \le 1$. Each updated cell average is then a convex combination of two old ones. This proves preservation of their initial minimum and maximum, including nonnegativity for nonnegative data, and contraction of the maximum norm of the difference of two solutions on this periodic grid. These statements concern this constant-speed scalar update with this time step.

For an original synthetic example, take $N=8$, $a=1$, $h=1/8$, $k=1/16$, hence Courant number $\nu =1/2$. Choose a function constant on each successive cell, with the following values, so these are exact initial cell averages. One step givesFor example, cell zero receives from cell seven across the periodic face: $U_0^1=(0+1)/2=1/2$. All eight face transfers cancel in the total by shared face flux cancellation. More generally this periodic recurrence conserves the total algebraically for any $\nu$, even though the CFL condition is needed for the convex combination argument. With the same initial data and $\nu =3/2$, one step gives $U_2^1=-1$ and $U_4^1=5/2$, despite preserving the total.

After four steps, $t=1/4$, the exact translated profile has moved two cells to the right. Repeated averaging instead gives the explicit binomial coefficient formulawith all indices modulo eight. The diagram compares these computed cell averages with the exact translated cell averages. Their integrals agree, but the numerical jumps spread across cells. The finite volume method is useful for jump discontinuities because it retains the integral balance even at a jump; conservation alone does not guarantee a sharp profile. At $\nu =1$ this particular update is an exact one-cell shift, whereas for $0<\nu <1$ it mixes neighboring states. No accuracy conclusion at a jump follows just from the conserved total.

In a finite volume method, orient every face numerical flux to the right. For cells $1,\dots ,N$, write the discrete total as $M^n={\sum }_{j=1}^N{h}_j{U}_j^n$. If $u$ is a mass per unit length, this total approximates mass; for a different conserved field, it measures that field's integral. Multiplying the update by the cell width gives an amount balance, so adjacent cells contributeThe interior face contributes $-k{F}_{j+1/2}^n+k{F}_{j+1/2}^n=0$. Summing all cells givesWith periodic boundary conditions, the two boundary labels denote the same physical face and must use the same numerical flux; then $M^{n+1}=M^n$. On an open interval the total changes by the boundary transfers. Unequal widths require the weighted total $\sum h_j{U}_j$, not the unweighted sum of cell averages.

The diagram uses two unit-width cells, $k=1/4$, cell averages $(2,1)$ and right-oriented numerical fluxes $(1,3,2)$ at their three faces. The updated cell averages are $(3/2,5/4)$: the total changes from $3$ to $11/4$, exactly $k(1-2)=-1/4$. The shared interior transfer $k\cdot 3=3/4$ cancels. If the receiving cell instead used $3+\epsilon$ for that same face, the total would acquire the spurious term $k\epsilon$. Conservation is therefore an algebraic property of sharing the transfer, even when the numerical flux is a poor approximation. In floating-point arithmetic, independently rounded cell updates may still leave small roundoff errors in the computed total.