We consider a finite chain of non-linear oscillators coupled at its ends to two infinite heat baths which are at different temperatures. Using our earlier results about the existence of a stationary state, we show rigorously that for arbitrary temperature differences and arbitrary couplings, such a system has a unique stationary state. (This extends our earlier results for small temperature differences.) In all these cases, any initial state will converge (at an unknown rate) to the stationary state. We show that this stationary state continually produces entropy. The rate of entropy production is strictly negative when the temperatures are unequal and is proportional to the mean energy flux through the system.