We show that the classical fourth order accurate compact finite difference scheme with high order strong stability preserving time discretizations for convection diffusion problems satisfies a weak monotonicity property, which implies that a simple limiter can enforce the bound- preserving property without losing conservation and high order accuracy. Higher order accurate compact finite difference schemes satisfying the weak monotonicity will also be discussed.

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In this paper, we provide stability and convergence analysis for a class of finite difference schemes for unsteady incompressible Navier-Stokes equations in vorticity-stream function formulation. The no-slip boundary condition for the velocity is converted into local vorticity boundary conditions. Thom's formula, Wilkes' formula, or other local formulas in the earlier literature can be used in the second order method; while high order formulas, such as Briley's formula, can be used in the fourth order compact difference scheme proposed by E and Liu. The stability analysis of these long-stencil formulas cannot be directly derived from straightforward manipulations since more than one interior point is involved in the formula. The main idea of the stability analysis is to control local terms by global quantities via discrete elliptic regularity for stream function. We choose to analyze the second order scheme with Wilkes' formula in detail. In this case, we can avoid the complicated technique necessitated by the Strang-type high order expansions. As a consequence, our analysis results in almost optimal regularity assumption for the exact solution. The above methodology is very general. We also give a detailed analysis for the fourth order scheme using a 1-D Stokes model.

In this paper, we explore a unified way to construct smoothing functions for solving the absolute value equation associated with second-order cone (SOCAVE). Numerical comparisons are presented, which illustrate what kinds of smoothing functions work well along with the smoothing Newton algorithm. In particular, the numerical experiments show that the well known loss function widely used in engineering community is the worst one among the constructed smoothing functions, which indicates that the other proposed smoothing functions can be employed for solving engineering problems.

The main purpose of this paper is to analyze the stability and error estimates of the local discontinuous Galerkin (LDG) methods coupled with implicit-explicit (IMEX) time discretization schemes, for solving multi-dimensional convection-diffusion equations with nonlinear convection. By establishing the important relationship between the gradient and the interface jump of the numerical solution with the independent numerical solution of the gradient in the LDG method, on both rectangular and triangular elements, we can obtain the same stability results as in the one-dimensional case, i.e, the IMEX LDG schemes are unconditionally stable for the multi-dimensional convection-diffusion problems, in the sense that the time-step $\dt$ is only required to be upper-bounded by a positive constant independent of the spatial mesh size $h$. Furthermore, by the aid of the so-called elliptic projection and the adjoint argument, we can also obtain optimal error estimates in both space and time, for the corresponding fully discrete IMEX LDG schemes, under the same condition, i.e, if piecewise polynomial of degree $k$ is adopted on either rectangular or triangular meshes, we can show the convergence accuracy is of order $\Ocal(h^{k+1}+\dt^s)$ for the $s$-th order IMEX LDG scheme ($s=1,2,3$) under consideration. Numerical experiments are also given to verify our main results.