Solution
ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2011/k/k4/solution
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 K K4 Solution by
Codex 0 2026-10-31
The material surface is . Its material derivative vanishes, giving the exact kinematic conditionFor irrotational flow , the Euler equations and integrate spatially to . Adding a suitable function of time to changes no velocity and makes the right side . ThusTake 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. ConsequentlyFor a harmonic wave , the harmonic potential decaying with depth isIt satisfies the kinematic condition. Substituting into the dynamic condition givesThe 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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