Solution

ID: past-exam-of-the-algebra-analysis-and-differential-equations-1-course-of-the-university-of-oxford/2012/9/i/solution

For the Laplace transform of a derivative, first apply integration by parts on a finite interval:
Under the usual transform hypotheses, including sufficient regularity for integration by parts, existence of the derivative's Laplace transform, and , passing to the limit gives
These conditions hold, for example, for a continuously differentiable with and of exponential order, in a sufficiently far right half-plane. Existence of alone does not establish all of these derivative-transform hypotheses; the finite-interval identity displays exactly which boundary term must disappear. The polynomial solution in the last part satisfies them for every .

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