I wish to evaluate the following integral:
$$f(t)=\frac{1}{\pi}\int_{0}^{\pi}\cos\left(t\sin\theta\right)\,d\theta$$
I started with the 'standard' form of the Laplace Transform: $$\mathcal{L}(\cos \omega t) = \frac{s}{s^2 + \omega ^2}$$
Now I can substitute to obtain:
$$\mathcal{L}[f(t)] = \frac{1}{\pi}\int_{0}^{\pi} \frac {s}{s^2 + \sin^2 \theta} d\theta $$
But how do I get back? Taking the 's' out:
$$\mathcal{L}[f(t)] = \frac{s}{\pi}\int_{0}^{\pi} \frac {d \theta}{s^2 + \sin^2 \theta}$$ But how to proceed now?
If you divide by $\cos^2 \theta$ in numerator and denominator, then, $$\mathcal{L}[f(t)] = \frac{s}{\pi}\int_{0}^{\pi} \frac {\sec^2 \theta d \theta}{\sec^2 \theta *s^2 + \tan^2 \theta}$$
$$\implies \mathcal{L}[f(t)] = \frac{s}{\pi}\int_{0}^{\pi} \frac {\sec^2 \theta}{s^2 + (1+s^2)\tan^2 \theta} d \theta$$
Since, $d(\tan \theta)=\sec^2 \theta$, the further part is easy to solve.
Edited for query in comment:
$$ \mathcal{L}[f(t)] = \frac{s}{\pi}\int_{0}^{\pi} \frac {\sec^2 \theta}{s^2 + (1+s^2)\tan^2 \theta} d \theta $$
which can be transformed to the form $$ \int \frac {1}{a^2 + x^2} dx=\frac {1}{a}\tan^{-1}\frac{x}{a}+c $$ by substituting $x=\tan \theta$