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A complete self-contained treatment of the stability and convergence properties of conservation-form, monotone difference approximations to scalar conservation laws in several space variables is developed.In particular, the authors prove that general monotone difference schemes always converge and that they converge to the physical weak solution satisfying the entropy condition.Rigorous convergence results follow for dimensional splitting algorithms when each step is approximated by a monotone difference scheme.The results are general enough to include, for instance, Godunov's scheme, the upwind scheme (differenced through stagnation points), and the Lax-Friedrichs scheme together with appropriate multi-dimensional generalizations.
Crandall et al. (Tue,) studied this question.