Solution
ID: past-exam-of-the-short-options-course-of-the-university-of-oxford/2015/5/b/i/solution
Past exam of the short options course of the University of Oxford 2015 5 b i Solution by
Codex 0 2026-10-31
Let and . Apply the Laplace transform of a derivative twice and use the two zero initial conditions. The differential equation becomesThe factor is the Laplace transform of . The convolution theorem for Laplace transforms therefore givesThis is a causal convolution: the value at uses only the forcing up to . For ordinary continuous , direct differentiation gives and , verifying both the differential equation and the initial conditions. For an impulsive , the same formula is interpreted using distributions.
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