Past exam of the short options course of the University of Oxford / 2015 / 5 / c / Solution

Put $G(p)=\mathcal{L}[J_0](p)$, initially for real $p>0$. Besides the Laplace transform of a derivative, use multiplication by the original variable in the formTransforming the Bessel differential equation, with its given initial conditions, yieldsThe constant terms cancel, leaving $(1+p^2)G^{\prime }+pG=0$. This first-order ordinary differential equation integrates toThe initial value theorem for Laplace transforms gives ${\lim }_{p\to \infty }pG(p)=J_0(0)=1$, so $C=1$. Thus the Laplace transform of the Bessel function J0 isFor complex $p$ with $\mathrm{Re}p>0$, choose the analytic square-root branch agreeing with the positive square root on the positive real axis.

For the forcing $k=J_0$, part (b) now gives $F(p)=(1+p^2{)}^{-3/2}$. On the other hand, the same multiplication rule givesTaking an integral from zero divides the Laplace transform by $p$. By uniqueness of the Laplace transform,A direct check also explains the cancellation. This expression has $f^{\prime }=x{J}_0$ and $f^{\prime \prime }=J_0+x{J}_0^{\prime }$. The Bessel differential equation says $(x{J}_0^{\prime }{)}^{\prime }=-x{J}_0$, so integration from zero gives $x{J}_0^{\prime }=-{\int }_0^{x}t{J}_0(t)dt=-f$. Hence $f^{\prime \prime }+f=J_0$, and both initial conditions hold.