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Description of random level sets by polynomial chaos expansions

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arxiv 2110.08065 v3 pith:YSEA7PM7 submitted 2021-10-15 math.PR cs.NAmath.NA

Description of random level sets by polynomial chaos expansions

classification math.PR cs.NAmath.NA
keywords levelsetsdescriptiongalerkinhyperbolicnovelrandomstochastic
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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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