Solution

ID: past-exam-of-the-short-options-course-of-the-university-of-oxford/2021/5/b/i/solution

Write , using the square-root branch positive on real . Integrating the differential equation and using boundedness at zero gives
The 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 give
Integrating 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 . Then
Uniqueness of the Laplace transform gives , and hence is continuously differentiable and

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