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We will need to use several different flow models as we go along. It is crucial to understand the simplifications used to obtain these models because these limit the validity of the predictions.
We will use a model diagram to keep track of the simplifications and models. We will make a start at constructing this diagram now, and you will then keep it updated as we progress through the module.
Method
The diagram will initially have the following structure:
Each arrow represents simplifications to derive the lower equations from the more general upper
equations.
(a) Read Anderson section 1.10 to obtain an idea of the types of flow that can be encountered
(b) By reading in Anderson, try to identify what simplifications have been used at each of the arrows above. For the Euler Equations, see sections 2.4-2.6, for Potential Flow look to section 3.7, and for the Boundary Layer equations look to sections 18.1 and 18.2. Note that the Navier-Stokes equations are given in the summary box of chapter 2 (i.e. the "basic flow equations").
What are the no-arbitrage lower bound, and the no-arbitrage upper bound, of the vertical spread C(k1) - C(k2) ?
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