Yes, around Mach 0.3 you must start taking compressibility effects into account to make accurate calculations and for your instrumentation to give you correct information such as airspeed.
As you approach Mach 1(local speed of sound), even though your airspeed is less than the speed of sound, the flow around your wing may accelerate to the speed of sound. Where the flow is Mach 1 a Shockwave will form and the airspeed after the Shockwave will be significantly slower and the air pressure higher leading to major instability issues. So wings must use supercritical airfoils. Drag calculations must also account for wave drag
If you’re airplane is intended to travel faster than the speed of sound, leading edges start to get pointy and thin. Their is a huge change in the airflow following that must be accounted for.
This field of study begins with a course in Gas Dynamics.
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