Substitution The Chain Rule is used to differentiate a composite function. For example, d sin(x2 ) = cos(x2 )2x. dx Restating as an antiderivative Z cos(x2 )2x dx = sin(x2 ) + C. In general, Z d f (g(x)) = f 0 (g(x))g 0 (x) =⇒ dx f 0 (g(x))g 0 (x) dx = f (g(x)) + C. This leads to the procedure which we refer to as ‘u-Substitution’. Substitution: If u = g(x) is a differentiable function and f (x) is continuous, then Z Z f (g(x))g 0 (x) dx = f (u) du. Observations: • We introduce a “new variable” u to represent the “inside function” g(x). • For u = g(x), du dx = g 0 (x), so that du = u0 (x)dx and Z Z f (g(x))g 0 (x) dx = f (u) du. • Substitution allows us to rewrite a complicated integral in terms of a simpler (easier to evaluate) integral. • We go from an integral involving only the variable x to an integral involving only the variable u. Z p Example 1. Evaluate x2 1 + x3 dx. Intuition: The function 1 + x3 is “inside” another function and its derivative (up to a constant multiple) appears outside the function. Let u = 1 + x3 , so that du = 3x2 dx and 13 du = x2 dx. Z x2 p 1 + x3 dx = Z p 1 + x3 x2 dx √ 1 u du 3 Z 1 √ = u du 3 1 2 3/2 = u +C 33 3/2 2 = + C. 1 + x3 9 Z = Observations: 1 Calculus II Resources Integration Techniques • The final step when using a u-Substituion to solve an indefinite integral is to rewrite (i.e. resubstitute) in terms of the original variable x. • We can differentiate to check our solution. The Chain Rule yields 3/2 1/2 2 32 d 2 +C = 3x 1 + x3 1 + x3 dx 9 29 p = x2 1 + x3 . See solution video Z Example 2. Evaluate 1 dx. x ln(x) Intuition: The function ln(x) is “inside” another function (i.e. in the denominator) and its derivative appears outside the function. Let u = ln(x), so that du = x1 dx. Z 1 dx = x ln(x) Z 1 1 dx ln(x) x Z 1 = du u = ln |u| + C = ln | ln(x)| + C See solution video Z Example 3. Evaluate √ x 2x − 1 dx. √ Intuition: The integrand x 2x − 1 has the general form we look for when performing a u-Substitution. In order to choose u “inside” another function we let u = 2x − 1. Let u = 2x − 1, so that du = 2dx and 12 du = dx. In order to rewrite our integral so that it only involves the variable u, we somehow need to express the leftover x in terms of u. To do so, we will always use the original u-substitution. In this case, u = 2x − 1 implies x = 21 (u + 1). Z √ x 2x − 1 dx = √ 1 1 (u + 1) u du 2 2 Z 1 3/2 1/2 = u +u du 4 1 2 5/2 2 3/2 = u + u +C 4 5 3 1 1 = (2x − 1)5/2 + (2x − 1)3/2 + C 10 6 Z Observations: • In order to express any leftover x’s in terms of u, we use the original u-substitution. • Good choices for u include something “inside” another function or things you cannot easily integrate (see Example 2). See solution video 2 Calculus II Resources Integration Techniques Z Example 4. Evaluate 0 π/2 sin(x) dx. 1 + cos2 (x) Observation: When applying a u-Substitution to a definite integral, the limits of integration will change. In general, if u = g(x), then Z x=b Z u=g(b) 0 f (g(x))g (x) dx = f (u) du. x=a u=g(a) Let u = cos(x), so that du = − sin(x)dx and note that x = 0 → u = cos(0) = 1, and x = 0. Z x=π/2 x=0 sin(x) dx = 1 + cos2 (x) Z u=0 u=1 1 π 2 → u = cos π 2 = −1 du 1 + u2 Z 1 du 1 + u2 0 1 = arctan(u) = 0 = arctan(1) − arctan(0) π = . 4 Observations: When using a u-Substitution to solve a definite integral you MUST change the limits of integration. See solution video Summary: • Z The method of u-Substitution is an integration technique used to evaluate integrals of the form f (g(x))g 0 (x) dx. The substitution u = g(x) implies du = u0 (x)dx so that Z Z 0 f (g(x))g (x) dx = f (u) du. • To choose u we look for an “inside” function g(x) with g 0 (x) appearing in the integrand. • A u-Substitution expresses a complicated integral in terms of a simpler (hopefully easier to evaluate) integral. • When applying a u-Substitution to an indefinite integral, the final step is to resubstitute in terms of the original variable. See Examples 1, 2, and 3. • When applying a u-Substitution to a definite integral, you MUST change the limits of integration. See Example 4. See Substitution overview video Practice Problems: Evaluate the following Integrals √ Z (1) Z (2) e x √ dx x √ Z √ x2 x + 1 dx Z 1 ex dx 1 + e2x 2 x dx (x + 1)3 (4) 4 + 3x dx (5) 0 Z (3) Z tan(x) dx (6) 0 3 Calculus II Resources Integration Techniques See Solutions 4
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