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Description of random level sets by polynomial chaos expansions

Published 15 Oct 2021 in math.PR, cs.NA, and math.NA | (2110.08065v3)

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

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