Dear James:
WorkingPrecision->n causes all internal computations to be done to at most n-digit precision. This does not imply that the answer will be correct to that number of digits. The final results you get may have much lower precision.
Instead of comparing WorkingPrecision->10 with WorkingPrecision->20, we should compare each to infinite precision. This will require to have an analytic representation for the transform. Consider exercise 1 in the same lesson:
exact = LaplaceTransform[
Cos[Sqrt[t^2 - 4]]/Sqrt[t^2 - 4] UnitStep[t - 2], t, s] /.
s -> 17/10
approximate =
LaplaceTransform[Cos[Sqrt[t^2 - 4]]/Sqrt[t^2 - 4] UnitStep[t - 2], t,
1.7]
approximateWP10 =
LaplaceTransform[Cos[Sqrt[t^2 - 4]]/Sqrt[t^2 - 4] UnitStep[t - 2], t,
1.7, WorkingPrecision -> 10]
approximateWP20 =
LaplaceTransform[Cos[Sqrt[t^2 - 4]]/Sqrt[t^2 - 4] UnitStep[t - 2], t,
1.7, WorkingPrecision -> 20]
Now:
exact - approximate=4.50937*10^-10
exact - approximateWP10=-1.14043*10^-12
exact - approximateWP20=-3.46945*10^-18