Solution
ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2010/k/k3/solution
Past exam of the Probability, statistics and options II course of the University of Oxford 2010 K K3 Solution by
Codex 0 2026-10-31
The circle theorem says that if a complex potential has no singularities on or inside (and has the required analytic continuation there), thenadds image singularities inside the circle and makes it a streamline. On the circle , so is real and its imaginary part is constant. This gives zero normal velocity. The reflected term is holomorphic where defined, as follows from its power series in , and its singularities are precisely the reflected ones; the external original singularities are retained. This proves the construction, with an additive constant and any independently prescribed circulation handled separately.
For the fluid vortex use . Reflecting gives an opposite image at and also a term , up to constants. The zero-circulation circle-theorem construction has both these terms. To impose the specified circulation about the obstacle, add , canceling the central term. ThusIt has the stated circulation and the same impermeable boundary, since the added central-fluid vortex streamfunction is constant on the circle.
For the given Blasius integral take the obstacle contour counterclockwise. Inside it the sole singularity ofis at . Its residue is , from the cross term. The residue theorem then givesTherefore . The force on the obstacle points toward the external fluid vortex.
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