In this paper the authors discuss the applications of high-order compa
ct finite difference methods for shock calculations. The main idea is
the definition of a local mean that serves as a reference for introduc
ing a local nonlinear limiting to control spurious numerical oscillati
ons while keeping the formal accuracy of the scheme. For scalar conser
vation laws, the resulting schemes can be proven total variation stabl
e in one-space dimension and maximum norm stable in multispace dimensi
ons. Numerical examples are shown to verify accuracy and stability of
such schemes for problems containing shocks. The idea in this paper ca
n also be applied to other implicit schemes such as the continuous Gal
erkin finite element methods.