Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2008/ib/paper-3/5c/b/solution

Take the branch of the complex logarithm with and write . Deform the Bromwich contour into a Hankel contour about the negative real axis. The small circle at zero contributes and vanishes; the large closing arcs vanish by the exponential estimates for . On the upper lip , , while on the lower lip it is . Keeping the lip orientations in the Bromwich inversion with a square-root branch cut gives
With , the supplied Gaussian integral evaluates this as . Hence
The inverse is singular but locally integrable at zero, which is compatible with existence of its Laplace transform.

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