A high-resolution methodology using a high-order compact differencing scheme with localized artificial diffusivity is introduced with the aim of simulating jet mixing under supercritical pressure environments. The nonlinear localized artificial diffusivity provides the stability to capture different types of discontinuity, such as shock wave, contact surface, and material interface, whereas the high-order compact difference scheme resolves broadband scales in the rest of the domain. The present method is tested on several one-dimensional discontinuity-related problems under super/transcritical conditions and a comparatively more illustrative two-dimensional lowtemperature planar jet problem under a supercritical pressure condition. The localized artificial diffusivity, especially artificial thermal conductivity for temperature gradients, effectively suppresses numerical wiggles near the interfaces. The effects of the artificial thermal conductivity on numerical stability and accuracy are examined. Comparisons between the present method and a conventional low-order scheme demonstrate the superior performance of the present method for resolving a wide range of flow scales while successfully capturing large density/temperature variations at interfaces.