Taking the Laplace transform, using linearity and the preceding three formulas, gives
Since , division by gives for in the domain of convergence. There is no genuine singularity at : continuity of the Laplace transform there supplies the same value. One can also first work with , where division is harmless.
The formula in part (iii) identifies as the Laplace transform of . By uniqueness of the Laplace transform,
As a direct check, and . Any two solutions of this initial value problem differ by and have the same initial value, forcing . This also verifies uniqueness independently of transform inversion.
Put , initially for real . Besides the Laplace transform of a derivative, use multiplication by the original variable in the form
Transforming the Bessel differential equation, with its given initial conditions, yields
The constant terms cancel, leaving . This first-order ordinary differential equation integrates to
The initial value theorem for Laplace transforms gives , so . Thus the Laplace transform of the Bessel function J0 is
For complex with , choose the analytic square-root branch agreeing with the positive square root on the positive real axis.
For the forcing , part (b) now gives . On the other hand, the same multiplication rule gives
Taking an integral from zero divides the Laplace transform by . By uniqueness of the Laplace transform,
A direct check also explains the cancellation. This expression has and . The Bessel differential equation says , so integration from zero gives . Hence , and both initial conditions hold.