I am trying to understand higher order methods for scalar conservation laws given by $u_t+f(u)_x=0$
In which sense these higher order schemes perform better than first order schemes?
For example Lax Wendroff scheme though it is second order when I compare the results of this scheme with that of Godunov Scheme which is of first order, Godunov scheme's solutions look much better than that of Lax Wendroff on computer (Lax Wendroff scheme has oscillations where as Godunov scheme does not) ..
So I am not understanding in which sense they are better and what are there practical use?
What are the properties that a higher order scheme possesses that is not present in first order schemes like Godunov..