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Q:

Why don't airplanes increase the number of wings but reduce the individual size to make them more efficient?

A:

The design we currently use, two wings, one on either side, has been found to be the most effective.

 

The reason we don't put wings one right after the other is  because of the drag along the trailing edge of the wing: the second wing would not get as much lift as the first. There are also vortices that form at the tip of the wing, which causes vortex drag: more wings would mean more drag. 

 

Biplanes, with wings on top of each other still exist today, though the design is not used for commercial flight. They offer more lift at slower speeds - at faster speeds, they create more drag. We also have better materials today so we only use one wing.

 

Finally, the advantage of long wings is that we can place flaps and ailerons along them, to increase lift and our control of the aircraft. 

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