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 beta in [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(h^(k+1)) uniformly across the continuous range between pure advection (beta=1) and pure diffusion (beta=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.
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