Series solution methods 用來解非 constant coefficeints?
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See notes in Stochastic Processes Week 1.8.
之前是直接在 $t$-space 上找 solution. 另一種方式為先轉到 $s$-space, 然後找 solution 後轉回 $t$-space (這步是難的).
Compute the Laplace transform of $f(t)=\sin bt$
會使用到兩次 integration by parts
$$ \int_a^budv+\int_a^bvdu=\left.uv\right|_a^b $$
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