In this work we construct a high-order, single-stage, single-step
positivity-preserving method for the compressible Euler equations. Space is
discretized with the finite difference weighted essentially non-oscillatory
(WENO) method. Time is discretized through a Lax-Wendroff procedure that is
constructed from the Picard integral formulation (PIF) of the partial
differential equation. The method can be viewed as a modified flux approach,
where a linear combination of a low- and high-order flux defines the numerical
flux used for a single-step update. The coefficients of the linear combination
are constructed by solving a simple optimization problem at each time step. The
high-order flux itself is constructed through the use of Taylor series and the
Cauchy-Kowalewski procedure that incorporates higher-order terms. Numerical
results in one- and two-dimensions are presented