Convergence of a finite difference method for the KdV and modified KdV equations with $L^2$ data

We prove strong convergence of a semi-discrete finite difference method for the KdV and modified KdV equations. We extend existing results to non-smooth data (namely, in $L^2$), without size restrictions. Our approach uses a fourth order (in space) stabilization term and a special conservative discretization of the nonlinear term. Convergence follows from a smoothing effect and energy estimates. We illustrate our results with numerical experiments, including a numerical investigation of an open problem related to uniqueness posed by Y. Tsutsumi.