Total variation diminishing


In numerical methods, total variation diminishing is a property of certain discretization schemes used to solve hyperbolic partial differential equations. The most notable application of this method is in computational fluid dynamics. The concept of TVD was introduced by Ami Harten.

Model equation

In systems described by partial differential equations, such as the following hyperbolic advection equation,
the total variation is given by
and the total variation for the discrete case is,
where.
A numerical method is said to be total variation diminishing if,

Characteristics

A numerical scheme is said to be monotonicity preserving if the following properties are maintained:
proved the following properties for a numerical scheme,
In Computational Fluid Dynamics, TVD scheme is employed to capture sharper shock predictions without any misleading oscillations when variation of field variable “” is discontinuous.
To capture the variation fine grids are needed and the computation becomes heavy and therefore uneconomic. The use of coarse grids with central difference scheme, upwind scheme, hybrid difference scheme, and power law scheme gives false shock predictions. TVD scheme enables sharper shock predictions on coarse grids saving computation time and as the scheme preserves monotonicity there are no spurious oscillations in the solution.

Discretisation

Consider the steady state one-dimensional convection diffusion equation,
where is the density, is the velocity vector, is the property being transported, is the coefficient of diffusion and is the source term responsible for generation of the property.
Making the flux balance of this property about a control volume we get,
Here is the normal to the surface of control volume.
Ignoring the source term, the equation further reduces to:
Assuming
The equation reduces to
Say,
From the figure:
The equation becomes,Also the continuity equation has to be satisfied in one of its equivalent forms for this problem:
Assuming diffusivity is a homogeneous property and equal grid spacing we can say
we getThe equation further reduces toThe equation above can be written aswhere is the Péclet number

TVD scheme

Total variation diminishing scheme makes an assumption for the values of and to be substituted in the discretized equation as follows:
Where is the Péclet number and is the weighing function to be determined from,
where refers to upstream, refers to upstream of and refers to downstream.
Note that is the weighing function when the flow is in positive direction and is the weighing function when the flow is in the negative direction from right to left. So,
If the flow is in positive direction then, Péclet number is positive and the term, so the function won’t play any role in the assumption of and . Likewise when the flow is in negative direction, is negative and the term, so the function won’t play any role in the assumption of and.
It therefore takes into account the values of property depending on the direction of flow and using the weighted functions tries to achieve monotonicity in the solution thereby producing results with no spurious shocks.

Limitations

Monotone schemes are attractive for solving engineering and scientific problems because they do not produce non-physical solutions. Godunov's theorem proves that linear schemes which preserve monotonicity are, at most, only first order accurate. Higher order linear schemes, although more accurate for smooth solutions, are not TVD and tend to introduce spurious oscillations where discontinuities or shocks arise. To overcome these drawbacks, various high-resolution, non-linear techniques have been developed, often using flux/slope limiters.