Solution
ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2010/k/k4/solution
Past exam of the Probability, statistics and options II course of the University of Oxford 2010 K K4 Solution by
Codex 0 2026-10-31
The conformal map sends the wedge to the upper half-plane. A fluid vortex at there has an opposite image at , so the pulled-back potential isThe two boundary rays map to the real axis, where the imaginary part is constant, giving the required impermeability. Factoring gives the printed form up to branch constants.
The fluid vortex moves with the regular part of the complex velocity, excluding its own singular term. Since , its motion is the conjugated derivative. Differentiating the remaining terms and setting givesThe overbar on the time derivative is essential.
Write . Using and multiplying the velocity equation by givesThus and . Direct differentiation now yieldsHence along the trajectory while it stays inside the wedge.
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