Solution
ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2009/k/k3/solution
Past exam of the Probability, statistics and options II course of the University of Oxford 2009 K K3 Solution by
Codex 0 2026-10-31
Orient the body contour counterclockwise. The outward normal from the body satisfies , so pressure produces complex force . Bernoulli's theorem gives ; the constant term integrates to zero. On an impermeable boundary the velocity is tangent, so is real, equivalently . Consequently and
Choose the square-root branch analytic off the slit with at infinity. Continuation from through the upper half-plane gives the upper-face value ; continuation through the lower half-plane gives the lower-face value . Both have the required square and the sign is fixed by the branch normalization.
Differentiate the potential:At infinity, , so has no term. Deforming a contour around the plate to a large circle in its analytic exterior therefore gives zero integral. The force is . The contour formulation includes the endpoint behavior and avoids assigning separate divergent endpoint pressure contributions.
For , use the two face values of the square root. The upper tangential velocity is , vanishing at on the upper face. The lower value is , vanishing at on the lower face. Squaring the equation gives only these candidates, and the branch signs locate the correct faces. At both face stagnation points have coordinate zero. At the exterior velocity is identically one, so there is no finite stagnation point; the endpoints are merely limits of the two locations as the angle tends to zero.
The plotted streamlines are contours of the imaginary part of the potential, with the two boundary stagnation points marked. The far-field velocity is , giving a flow from the lower left toward the upper right at the plotted angle.
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