Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2018 / Paper 2 / 5

A sufficient assumption is that $f$ is absolutely continuous, $f,f^{\prime }\in L^1(\mathbb{R})$, and $f(t)\to 0$ at both infinities. Integration by parts in the Fourier transform givesThe decay assumption removes the boundary term, and integrability makes both transforms ordinary convergent integrals. The same derivative identity extends to tempered distributions.

Apply the Fourier transform of a derivative twice to the damped harmonic oscillator equation. Under the corresponding convergence assumptions,ThusSince $\kappa ,\Omega >0$, this denominator has no real zero: its imaginary part could vanish only at $\omega =0$, where its real part is positive. The transform therefore defines a regular response on the real frequency axis.

Let $\beta =\sqrt{{\Omega }^2-{\kappa }^2}$, interpreted as $i\sqrt{{\kappa }^2-{\Omega }^2}$ in the overdamped case. Factoring the denominator givesFourier inversion and the convolution theorem givewhereThus the requested numerator isFor all positive $\kappa ,\Omega$, both poles lie in the upper half-plane. In the overdamped case their imaginary parts are $\kappa \pm \sqrt{{\kappa }^2-{\Omega }^2}$, both positive. At equality they merge into a double pole.

For $t>0$, close the inverse-transform contour in the upper half-plane. There $|e^{i\omega t}|\le 1$; the rational factor is $O(|\omega {|}^{-2})$, so the arc integral vanishes. For $\Omega >\kappa$, write $\beta =\sqrt{{\Omega }^2-{\kappa }^2}>0$. The two simple poles are $i\kappa \pm \beta$, and the residue theorem yieldsThis causal Green function of a damped oscillator has damped oscillations with envelope $e^{-\kappa t}$ and tends to zero as $t\to \infty$.

For $\kappa >\Omega$, put $\eta =\sqrt{{\kappa }^2-{\Omega }^2}$, so $0<\eta <\kappa$ and the poles are $i(\kappa \pm \eta )$. Closing in the upper half-plane for $t>0$ again includes both simple poles. The residue theorem givesThis overdamped response has no oscillation. Its slow tail is $e^{-(\kappa -\eta )t}/(2\eta )$, and it tends to zero because $\eta <\kappa$.

At $\Omega =\kappa$, the inverse-transform denominator is $-(\omega -i\kappa {)}^2$. For $t>0$, its upper-half-plane double-pole residue is the derivative of the exponential:It is also the continuous limit of both answers above as $\beta \to 0$ or $\eta \to 0$. This critically damped response tends to zero with a linear factor multiplying the exponential.

In all three cases, for $t<0$ close the contour in the lower half-plane, where $e^{i\omega t}$ decays. There are no poles inside, soAt $t=0$ its continuous value is zero and $G^{\prime }(0^{+})=1$, producing the unit derivative jump required by $(D_t^2+2\kappa D_t+{\Omega }^2)G=\delta (t)$. Thus all three formulas are causal Green's functions and all decay to zero at late times.

For the critically damped case, causality reduces the convolution toAlthough the forcing is not integrable on the full real line, this integral converges absolutely because the Green's function is integrable. Thus the calculation is valid directly; the corresponding Fourier transform can be interpreted as a tempered distribution.

Use the complex exponential and ${\int }_0^{\infty }s{e}^{-as}ds=a^{-2}$ for $\mathrm{Re}a>0$:Since $(1+i{)}^2=2i$, the convolution response isThis is the bounded steady response to the stated forcing acting for all time. Without an initial condition or the convolution selection, the general solution additionally contains $(C_1+C_{2}t)e^{-\kappa t}$. No switch-on at $t=0$ was specified, so zero initial displacement and velocity should not be imposed on this all-time forcing.