We show how to view the standard Follow-the-Leader (FtL) model as a numerical method to compute numerically the solution of the Lighthill-Whitham-Richards (LWR) model for traffic flow. As a result we offer a simple proof that FtL models converge to the LWR model for traffic flow when traffic becomes dense. The proof is based on techniques used in the analysis of numerical schemes for conservation laws, and the equivalence of weak entropy solutions of conservation laws in the Lagrangian and Eulerian formulation.
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