Underground heroes Pere Ubu are out to 'fix theatre' with a musical version of the play that gave them their name.

In preparing for the interview, I try not to duplicate, although there are a lot of Frequently Asked Questions on the list. But then, Pere Ubu have been around on and off for more than 30 years, so that's a long period over which to have been asked questions frequently.

Pere Ubu formed in Cleveland, Ohio, in the mid-1970s and quickly established themselves as one of the most out-there of the New Wave groups, piling analogue synthesiser effects, found sounds and stylised vocals onto a punky garage rock base layer.

Many musicians have passed through the ranks over the years but frontman David Thomas has remained a constant, helming the group's many self-styled Ubu Projex including, in recent times, performing a live soundtrack to a couple of sci-fi B-movies and recording an album with home-made amplification devices.

But it is only in the last two years that Pere Ubu has turned its attention to the work from which they took their name. Long Live Pre Ubu!, their latest album and live show, is a very loose musical adaptation of Ubu Roi, the classic absurdist satire by French playwright Alfred Jarry, which follows the grotesque, greedy exploits of protagonist Pre Ubu and his ill-conceived pursuit of power.

Although Thomas has never seen a production of the play, he has been captivated since his teenage years by Jarry's anti-naturalistic approach to staging.

"The juvenility of it all appeals to me as a rock musician not brought up in intellectual debate. It's immediate and vulgar and entertaining. The monstrosity of the character I suppose appealed to me because in the end that's the role of the singer/narrator in the modern band format. I'm always adopting characters on stage. I do monologues when someone is changing a guitar string.

I've always been dissatisfied with the gaps between songs – albums and concerts are sort of like beads on a string. But rock music, the way it should be done, is about acting, about a narrative voice. Look at Little Richard – is that acting? And as far as the audience is concerned, what's the difference?"

Although Thomas is quick to point out that Long Live Pre Ubu! is "not rock opera", it is the band's most theatrical endeavour to date, featuring original music, dialogue and choreography all cued up to interact with a series of animations created by the Quay Brothers.

It was originally performed two years ago as Bring Me The Head Of Ubu Roi at London's South Bank. The scaled-down touring show, Long Live Pre Ubu! – The Spectacle, comes to Glasgow this weekend as part of the Glasgow Film Festival's music strand.

And now that it's here, it feels like the Pere Ubu performance that the world – or the more exclusive subsection of the world that digs Pere Ubu – has been waiting for.

"I never did it before because there wasn't a reason to do it," says Thomas. "But it seemed about the right time to do Ubu Roi. The world is extremely Ubu-ised, all of our political leaders and talking heads and experts, etc, etc, all have gotten to the point where they're pretty Ubu-ised. But I don't use it as a hammer or anything. I wasn't interested in making it relevant. I wasn't interested in adapting it to modern times or doing a nostalgic thing or doing a reverential view of it."

Far from it – instead, Thomas junked the parts of Ubu Roi he wasn't interested in and concentrated on the relationship between Pre Ubu and his harpy wife Mre Ubu. Sarah Jane Morris, best known as Jimmy Somerville's vocal foil in The Communards, plays the part of Mre Ubu on the album while Thomas plays both parts on the tour, with other members of the group taking on additional roles such as the Polish army.

"The musicians all jumped into the battle and all turned out to be real hams and to love acting," Thomas proudly reports. "Some of them have really strong presences – the synthesiser player is the most geeky person in the band but, boy, he moves good."

The original production of Ubu Roi caused a riot at its premiere in Paris in 1896. Thomas will simply settle for changing the face of rock performance as we know it. "It really revolutionises what you should expect or what can be done with a rock band on stage," he says. "One of the things we set out to accomplish with this was to really just put an end to all these barriers and expectations and formats for doing things – it's just one big mess without any particular boundaries between things and that's sort of what we like. In fact, the next thing I'm gonna do now that I've fixed theatre, I'm going to fix ballet. That's the next album – we're gonna go out and fix ballet. I don't know what that means yet but that's my mission."

I'm relieved that Thomas has brought this up of his own accord because, according to those FAQs, the patented answer to "what's next for David Thomas and Pere Ubu?" is "another album. Another tour. Another album. Another tour. Another album…" and on into the sunset. "Fixing ballet" is a more forthcoming, not to mention intriguing response.

Thomas elaborates: "Dance today in pop music is really crud. Excuse me for being old and bitter, but it's just humping around and looking stupid. Not that I watch pop music. I don't really care and never have, but that's not the point, the point is that the idea of dance in rock music has not been handled very well up to this point and I mean to fix that. Somebody's got to do it. I always liked those 60s Motown groups – that stuff was really clever and it was all worked out really cool. It's not going to be that, I don't know what it's gonna be, but that's where I'm taking my inspiration from. I just decided three weeks ago." Better tell that keyboard player he needs to stay in shape …

• Long Live Pre Ubu! – The Spectacle is at the Classic Grand, Glasgow, tomorrow, as part of the Glasgow Film Festival. For more information visit www.glasgowfilmfestival.org.uk. Long Live Pre Ubu!, the album, is out now on Cooking Vinyl.