Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2004 / Paper 2 / 5

For causal functions the convolution is $(f\ast g)(t)={\int }_0^{t}f(\tau )g(t-\tau )d\tau$. In a half-plane of absolute convergence, changing variables $u=t-\tau$ in its Laplace transform and using Fubini's theorem givesThis proves the convolution theorem for Laplace transforms. Transforming the differential equation gives $(s^2+1)Y(s)=sy(0)+y^{\prime }(0)+F(s)$. The direct transform pairs $\mathcal{L}(\cos t)=s/(s^2+1)$ and $\mathcal{L}(\sin t)=1/(s^2+1)$ then giveFor a continuous forcing, call the last term $w(t)$. The Leibniz integral rule gives $w^{\prime }={\int }_0^{t}f(\tau )\cos (t-\tau )d\tau$ and $w^{\prime \prime }=f(t)-w(t)$. Also $w(0)=w^{\prime }(0)=0$. Thus both the original equation and the initial values hold.

For an impulse at positive time $T$, the Dirac delta evaluates the convolution, yieldingHere $H$ is the Heaviside step function. The displacement remains continuous at $T$, while its derivative jumps upward by one, exactly as required by integrating the differential equation across the unit impulse.