Solution

ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2011/k/k4/solution

The material surface is . Its material derivative vanishes, giving the exact kinematic condition
For irrotational flow , the Euler equations and integrate spatially to . Adding a suitable function of time to changes no velocity and makes the right side . Thus
Take as the air-side pressure and use the given capillary pressure jump on the fluid side. At first order in wave amplitude, the product and kinetic-energy term are quadratic, the curvature denominator is one to the required order, and replacing by changes first-order quantities only at second order. Consequently
For a harmonic wave , the harmonic potential decaying with depth is
It satisfies the kinematic condition. Substituting into the dynamic condition gives
The phase speed is and the group velocity of a narrow wave packet is . For the positive-frequency branch and ,
For positive surface tension this ratio exceeds one exactly when , proving

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