Past exam of the short options course of the University of Oxford / 2021 / 5 / b / ii / Solution

Use the causal convolution $(f_0\ast f_1)(x)={\int }_0^x{f}_0(t)f_1(x-t)dt$. The convolution theorem for Laplace transforms and (i) giveSince $\mathcal{L}(\cos x)=p/(p^2+1)$, uniqueness of the Laplace transform yieldsAt $x=0$ the right side is $1-1=0$, agreeing with the empty convolution integral. Identification of $f_0$ as a Bessel function is unnecessary.