For me it was quite confusing to find the 2019 version of LocalDB and it is not a streamline process to upgrade your local default instance.

The easiest way to upgrade your LocalDB instance to 2019 is:

1. Download the LocalDB 2019 installer by using the SQL Server Express installer.
   https://go.microsoft.com/fwlink/?linkid=866658
   
   1. Run the installer and select “Download Media”.
   2. Select “LocalDB” + click Download.
2. Before running the SqlLocalDB.msi installer, delete your current MSSQLLocalDB instance:

sqllocaldb stop MSSQLLocalDB
sqllocaldb delete MSSQLLocalDB

4. Run the new SqlLocalDB.msi (2019) installer. It will create a new MSSQLLocalDB instance.
5. RESTART YOUR PC! (Otherwise MS SQL Management Studio will still tell you you have an old version running, etc. etc.)
6. Now you can re-attach your original databases one by one using SQL Server Management Studio (RClick + Attach…)
7. Done.

For me it was quite confusing to find the 2017 version of LocalDB and it is not a streamline process to upgrade your local default instance. The link for “SQL Server 2017 Express LocalDB” on official website (https://www.microsoft.com/en-us/sql-server/sql-server-editions-express) leads to “SQLServer2016-SSEI-Expr.exe” which runs a SQL Server 2016 with SP2 installer. Now what?

The easiest way to upgrade your LocalDB instance to 2017 is:

1. Download the LocalDB 2017 installer directly:
   https://download.microsoft.com/download/E/F/2/EF23C21D-7860-4F05-88CE-39AA114B014B/SqlLocalDB.msi
2. Before running the installer, delete your current MSSQLLocalDB instance:

   sqllocaldb stop MSSQLLocalDB
   sqllocaldb delete MSSQLLocalDB
   

3. Run the LocalDB 2017 installer. It will create a new MSSQLLocalDB instance.
4. [OPTIONAL] If you did not delete the older instance before running the installer, you can delete it now and recreate the instance. It will be created as new version:

   sqllocaldb stop MSSQLLocalDB
   sqllocaldb delete MSSQLLocalDB
   sqllocaldb create MSSQLLocalDB
   

5. Now you can re-attach your original databases using SQL Server Management Studio (RClick + Attach…)
6. Done.

Credits:

• https://stackoverflow.com/questions/42951632/sql-server-express-localdb-msi-offline-installer/42952186#42952186
• Miroslav Louma, HAVIT