Why did ships like the HMS Victory have cannon wells?

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The simplest answer is down to the evolution of sailing warship design. What started off as raised fighting platforms at the bow and stern on medieval warships, gradually grew larger as time went on (until ultimately they joined to form a new upper deck).

The bow platform, known as the forecastle, carried the bow chasers (forward firing cannon) and provided some protection for the upper deck from waves coming over the bow.

The rear platform became the quarterdeck. This covered over the upper deck to provide a platform for stern chasers and broadside cannon (and carronades) and shelter for either the captain's cabin or admiral's cabin, and ship's wheel.

By the time of HMS Victory, the quarterdeck had grown so that it covered almost half of the ship's length from the stern to the main mast. The forecastle covered perhaps the front quarter of the ship's length. The section between the two was known as the 'waist' and was essentially open (although it was covered in part by gangways along each side and also by the ship's boats that sat on beams at the same level as the quarter deck)

So the question, What purpose did it serve? Is answered by (the somewhat anticlimactic) it didn't really have one. That is, it wasn't so much a created feature as a left over. It was simply just the last remaining section of space over the upper deck that hadn't yet been enclosed.

By the time that wooden ships of the line were replaced, the gangways on those ship's sides had got wider and wider until there was essentially a single flush (spar) deck, and the quarter deck and forecastle were just indistinct sections of it.

Sources and additional reading:
Nelson's Navy, The ships, Men and Organisation 1793-1815, B. Lavery, (Conway, 1989)
The Ship of the Line, Volume I, B. Lavery (Conway, 1983)
HMS Victory, Her Construction, Career and Restoration, A. McGowan (Chatham, 1999)

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