Description of random level sets by polynomial chaos expansions

Abstract

We present a novel approach to determine the evolution of level sets under uncertainties in their velocity fields. This leads to a stochastic description of level sets. To compute the quantiles of random level sets, we use the stochastic Galerkin method for a hyperbolic reformulation of the equations for the propagation of level sets. A novel intrusive Galerkin formulation is presented and proven to be hyperbolic. It induces a corresponding finite-volume scheme that is specifically tailored to uncertain velocities.