Convergence of an Engquist-Osher scheme for a multi-dimensional triangular system of conservation laws

We consider a multi-dimensional triangular system of conservation laws. This system arises as a model of three-phase flow in porous media and includes multi-dimensional conservation laws with discontinuous coefficients as a special case. The system is neither strictly hyperbolic nor symmetric. We propose an Engquist-Osher type scheme for this system and show that the approximate solutions generated by the scheme converge to a weak solution. Numerical examples are also presented.