Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2016 / Paper 2 / 5

Take the Fourier transform convention $\tilde{y}(\omega )={\int }_{\mathbb{R}}y(t)e^{-i\omega t}dt$, with inverse factor $e^{i\omega t}/(2\pi )$. Then $\widetilde{y^{(n)}}=(i\omega {)}^n\tilde{y}$, classically when the boundary terms vanish or in the sense of tempered distributions.

Multiply the given frequency relation by its denominator and then by $-i$:Recognizing the four derivative multipliers givesThe convention is stated explicitly because reversing the Fourier exponential changes intermediate frequency signs. The distributional form will matter at the jump of $f$ in part (b).

The inverse Fourier transform isFor $t>0$, close in the upper half-plane, where $e^{i\omega t}$ decays. The single enclosed pole has residue $-i{e}^{-t}$, so counterclockwise integration gives $f=e^{-t}$. For $t<0$, close clockwise in the lower half-plane; there is no enclosed pole and the result is zero. ThusHere $H$ is the Heaviside step function. At the jump, symmetric Fourier inversion gives $f(0)=1/2$, the average of the one-sided limits. The transform itself cannot fix a function’s value at a single point, so this is the conventional representative rather than extra frequency information.

A direct check is ${\int }_0^{\infty }{e}^{-(1+i\omega )t}dt=(1+i\omega {)}^{-1}=-i/(\omega -i)$. Distributionally, $f^{\prime }=\delta (t)-e^{-t}H(t)$.

Factor the cubic denominator as $(\omega -i)({\omega }^2+4)$. Substitution givesThere is a double pole at $i$ and simple poles at $2i,-2i$. For $t>0$, close the inverse-transform contour counterclockwise in the upper half-plane. The residue at the double pole isand the residue at $2i$ is $-i{e}^{-2t}/2$. Multiplication by $i$ from the residue theorem therefore gives $y(t)=(t/3-5/9)e^{-t}+e^{-2t}/2$.

For $t<0$, the clockwise lower closure encloses only $-2i$, with residue $-i{e}^{2t}/18$. The orientation supplies $-i$, giving $y(t)=-e^{2t}/18$. Hence the continuous solution isThe large inverse-transform arcs vanish: the rational factor is $O({\omega }^{-3})$, while the exponential is bounded on the appropriate closure.

The graph tends to zero from below as $t\to -\infty$, passes through $y(0)=-1/18$ with slope $-1/9$, reaches a small negative minimum after zero, then crosses the axis, reaches a positive maximum and tends to zero from above. The positive-time stationary points solve $8/9-t/3=e^{-t}$, and the crossing solves $t/3-5/9+e^{-t}/2=0$; these equations determine the sketch without guessing signs.

For a distributional check, $y$ and $y^{\prime }$ are continuous, while $y^{\prime \prime }(0^{+})-y^{\prime \prime }(0^{-})=1$. The jump conditions for a third-order Green function therefore produce the delta in $f^{\prime }=\delta -e^{-t}H(t)$, and each smooth branch satisfies the remaining equation. The nonzero solution for $t<0$ is consistent with the stipulated decay at both temporal infinities. Those are two-sided conditions, not a causality assumption: this is the setting of a decaying two-sided Green function of a constant-coefficient ordinary differential equation and causality versus stability of a Green function.