Solution

ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2009/k/k4/solution

Conservation of volume in a short channel slice gives . Keeping first-order terms in gives .
Euler's momentum equation is . For irrotational flow , integration gives the Unsteady Bernoulli equation . On the zero-pressure surface , linearization gives . Differentiate with respect to to remove the spatially constant term, giving . These are the cross-sectionally averaged shallow-water approximations encoded in the stated assumptions.
Differentiate the mass equation in time and use the momentum equation to get
For this is . A time-harmonic amplitude satisfies . Write to obtain
Spatially oscillating waves therefore occur exactly when the coefficient is positive:
Below threshold the solutions have real exponential spatial factors and are evanescent rather than propagating; equality gives the zero-wavenumber threshold. For a concrete outgoing wave let . Then obeys the oscillating boundary condition, and follows from mass conservation. The phase moves into .

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