Solution
ID: past-exam-of-the-short-options-course-of-the-university-of-oxford/2021/5/b/i/solution
Past exam of the short options course of the University of Oxford 2021 5 b i Solution by
Codex 0 2026-10-25
Write , using the square-root branch positive on real . Integrating the differential equation and using boundedness at zero givesThe integration constant is zero since . Continuity of then shows , so extends continuously with .
The Laplace transform of a derivative and differentiation under the integral sign giveIntegrating and using as real fixes the constant:The initial value theorem for Laplace transforms gives . It is tempting to apply the derivative rule immediately to , but its stated regularity is only continuity. To justify that step, define . ThenUniqueness of the Laplace transform gives , and hence is continuously differentiable and
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