  We consider a numerical scheme for Hamilton-Jacobi equations based on a
direct discretization of the Lax-Oleinik semi-group. We prove that this method
is convergent with respect to the time and space stepsizes provided the
solution is Lipschitz, and give an error estimate. Moreover, we prove that the
numerical scheme is a geometric integrator satisfying a discrete weak-KAM
theorem which allows to control its long time behavior. Taking advantage of a
fast algorithm for computing min-plus convolutions based on the decomposition
of the function into concave and convex parts, we show that the numerical
scheme can be implemented in a very efficient way.
