Solution

ID: past-exam-of-the-algebra-analysis-and-differential-equations-2-course-of-the-university-of-oxford/2006/differential-equations/9/iv/solution

The same integration by parts with replaced by gives
For the remaining unnumbered requests, the derivative and convolution formulas, under the usual convergence hypotheses, are
Applying them to the general equation yields and therefore
For the particular data, , and , so
The four transforms above give
As a direct check, , , and
Adding the last two expressions gives one, verifying the original equation as well as the required limit.

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