Local discontinuous galerkin methods for fractional diffusion equations

Abstract

We consider the development and analysis of local discontinuous Galerkin methods for fractional diffusion problems in one space dimension, characterized by having fractional derivatives, parameterized by β ∈ [1, 2]. After demonstrating that a classic approach fails to deliver optimal order of convergence, we introduce a modified local numerical flux which exhibits optimal order of convergence O(hk+1) uniformly across the continuous range between pure advection (β = 1) and pure diffusion (β = 2). In the two classic limits, known schemes are recovered. We discuss stability and present an error analysis for the space semi-discretized scheme, which is supported through a few examples. © EDP Sciences, SMAI 2013.