# Inhomogeneous Initial value problem.

The solution to the initial value problem $$x'(t)=Ax(t)+g(t)\quad\text{with}\quad x(0)=x_0$$ is $$x(t)=\exp(tA)x_0+\int_0^t \exp((t-s)A)g(s)\,\mathrm{d}s$$

Suppose that all eigenvalues of $A$, satisfy $\mathrm{Re}(\alpha_j)<0$. I have to find $$\lim_{t\to\infty} x(t)$$ when $$\lim_{t\to\infty} |g(t)|=g_0$$

I saw that the solution is $$x(t)=\exp(tA)x_0+\exp(tA)g_0$$ I get the same answer that it goes to zero just like in the case when $$\lim_{t\to\infty} |g(t)|=0$$ Is this right? If the first term goes to zero why doesn't the second as well?

This question is not answered in the dublicate. Thank you for your help.

Klara

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@Klara, think about first order equation $\dot y=-y+1$. Do the solutions to this equation tend to zero? – Artem Nov 26 '12 at 18:28