A high order accurate bound-preserving compact finite difference scheme for scalar convection diffusion equations

Abstract

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.