MATH319 Slides

93 Proof

As in frame 48, the solution is determined by

X(t)=0texp(((t-v)A)BU(v)dv

whcih a convolution type integral of functions in (E), since

exp(tA)M1eβ1t,U(t)M2eβ2t

so with M=M1M2B and β=max{β1,β2}, we have

exp(((t-v)A)BU(v)Meβt

so

X(t)tMeβtMe(β+1)t

and so X satisfies (E) and has a Laplace transform. From the differential equation, dX/dt also satisfies (E) and has a Laplace transform, and likewise Y satisfies (E).