In this paper, we propose and analyze a new stabilized finite element method using continuous piecewise linear (or bilinear) elements for solving 2D reaction-convection-diffusion equations. The equation under consideration involves a small diffusivity $\varepsilon$ and a large reaction coefficient $\sigma$, leading to high P\'eclet number and high Damk\"{o}hler number. In addition to giving error estimates of the approximations in $L^2$ and $H^1$ norms, we explicitly establish the dependence of error bounds on the diffusivity, the $L^{\infty}$ norm of convection field, the reaction coefficient and the mesh size. Our analysis shows that the proposed method is particularly suitable for problems with a small diffusivity and a large reaction coefficient, or more precisely, with a large mesh P\'eclet number and a large mesh Damk\"{o}hler number. Several numerical examples exhibiting boundary or interior layers are given to illustrate the high accuracy and stability of the proposed method. The results obtained are also compared with those of existing stabilization methods.

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The surveys in the field of nonlinear filtering (NLF) are enumerous. Most of them are application-oriented and served as the tutorials for the practioners. The local approaches, including Kalman filter and its invariants, have already been studied from various point of views, due to its off-the-shelf implementation and wide applications. However, it cannot give good estimation of the states in highly nonlinear system or with non-Gaussian initial conditional density functions. Moreover, while the local methods only approximate the mean and variance, the global ones seek the way to directly obtain the conditional density function of the states. Consequently, all the statistical information is acquired. In this survey, we shall briefly go through the local approaches and put emphases on the existing three major global approaches: finite-dimensional NLF, sequential Monte Carlo methods (particle filter) and the {Yau-Yau's} on- and off-line solver of Duncan-Mortensen-Zakai's equation {\cite{YY_08}}. The discussions are mainly from the mathematical point of view.

How to properly specify boundary conditions for pressure is a longstanding problem for the incompressible Navier–Stokes equations with no-slip boundary conditions. An analytical resolution of this issue stems from a recently developed formula for the pressure in terms of the commutator of the Laplacian and Leray projection operators. Here we make use of this formula to (a) improve the accuracy of computing pressure in two kinds of existing time-discrete projection methods implicit in viscosity only, and (b) devise new higher-order accurate time-discrete projection methods that extend a slip-correction idea behind the well-known finite-difference scheme of Kim and Moin. We test these schemes for stability and accuracy using various combinations of C0 finite elements. For all three kinds of time discretization, one can obtain third-order accuracy for both pressure and velocity without a time-step stability restriction of diffusive type. Furthermore, two kinds of projection methods are found stable using piecewise-linear elements for both velocity and pressure.

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