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Integration by substitution

35. Integration by substitution


Introduction
Theorem
35.1. Introduction
Strategy
Examples
The chain rule provides a method for replacing a complicated integral by a simpler integral.
The method is called integration by substitution (“integration” is the act of finding an
integral). We illustrate with an example:
Z
35.1.1 Example Find cos(x + 1) dx.

R
Solution We know a rule that comes close to working here, namely, cos x dx = sin x + C,
Table of Contents
but we have x + 1 instead of just x. If we let u = x + 1, then
du
du = dx = (1)dx = dx JJ II
dx
(see 26), so
Z Z J I
cos(x + 1) dx = cos u du = sin u + C = sin(x + 1) + C,
Page 1 of 13
where in the middle we have used the known rule (with the letter u replacing the letter x).
Back

In the solution, we substituted the simple u for the (slightly) more complicated x + 1 and Print Version
this resulted in an integral that we knew how to find.
Z Home Page
35.1.2 Example Find cos(2x + 3) dx.
R Integration by substitution
Solution As in the first example, the rule cos x dx = sin x + C comes close to working.
Introduction
du Theorem
Let u = 2x + 3, so that du = dx = 2dx.
dx Strategy
Examples
Then, inserting 1 in the form 12 · 2 and moving the 21 to the outside, we get
Z Z
cos(2x + 3) dx = cos(2x + 3) 12 · 2 dx


Z
= 21 cos(2x + 3) |{z}
2dx
| {z }
cos u du
Z
Table of Contents
= 12 cos u du
1
= 2 sin u + C JJ II
1
= 2 sin(2x + 3) + C
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35.2. Theorem
Back
In the last example (35.1.2), let f (x) = cos x and g(x) = 2x+3. Then f (g(x)) = cos(2x+3),
g(x) = u and g 0 (x) = 2. The critical step in the solution was the use of the equality
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Z Z
cos(2x + 3) 2dx = cos u du,
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Integration by substitution
which, in terms of f and g, is
Z Z
Introduction
f (g(x)) g 0 (x)dx = f (u) du. Theorem
Strategy
Since
0 du Examples
g (x)dx = dx = du
dx
this last integral equation appears
R to be valid. However, there is reason to be suspicious.
Earlier, we decided to write f (x) dx to stand for the most general antiderivative of f .
The dx is just part of the notation; we have given no justification for treating it as though
it were an actual differential as we are doing here. The following consequence of the chain
rule provides the justification:

Table of Contents
Integration by substitution. If f and g are functions, then
Z Z
0 JJ II
f (g(x)) g (x)dx = f (u) du,

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where u = g(x).

R Page 3 of 13
Verification: The equality amounts to saying that f (u) du is the most general antideriva-
tive of f (g(x))g 0 (x). This can be verified by showing that Back
Z 
d
f (u) du = f (g(x))g 0 (x).
dx Print Version

Directly from the definition of the integral of f , we have


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Z 
d
f (x) dx = f (x).
dx
Integration by substitution
So using this rule together with the chain rule, we get
Z  Introduction
d du
f (u) du = f (u) = f (g(x))g 0 (x), Theorem
dx dx
Strategy
as desired. Examples

35.3. Strategy

For integration by substitution to work, one needs to make an appropriate choice for the u
substitution:

Table of Contents

Strategy for choosing u. Identify a composition of functions in the


integrand. If a rule is known for integrating the outside function, then JJ II
let u equal the inside function.
J I
In Example 35.1.2, the expression cos(2x + 3) is the composition of 2x + 3 (first function
applied) and cos x (second function applied). Since we had a rule for integrating the outside Page 4 of 13
function cos x, we chose to let u equal the inside function 2x + 3.
Z Back
9
35.3.1 Example Find x2 x3 + 5 dx.
Print Version
9
Solution We see the expression x3 + 5 , which is the composition of x3 + 5 (inside
function) and x9 (outside function). We have the power rule for integrating the outside Home Page

function, so we let u be the inside function:


Integration by substitution
Let u = x3 + 5, so that du = 3x2 dx.
Introduction
(We have stopped writing the intermediate step du = (du/dx)dx.) The goal is to rewrite Theorem
the given integral as an integral involving only u’s (no x’s). If we move the x2 over next to Strategy
the dx, then this is almost du; we are lacking only a factor of 3. We arrange for this 3 by Examples
multiplying by 1 in the form 31 · 3 and moving 31 to the outside:
Z Z
9 9
x2 x3 + 5 dx = x3 + 5 x2 dx
Z
9 1  2
= x3 + 5 3 · 3 x dx
Z
9 2
= 31 x3 + 5 3x dx Table of Contents
| {z } | {z }
du
u9
Z
= 13 u9 du JJ II
 10 
u
= 13 +C J I
10
(x3 + 5)10
= + C. Page 5 of 13
30

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35.4. Examples Print Version

Z
x Home Page
35.4.1 Example Find dx.
x2 + 1
Integration by substitution
Solution An appropriate composition is easier to see if we rewrite the integrand:
Z Z Introduction
x −1
2
dx = x2 + 1 x dx. Theorem
x +1
Strategy
−1
The expression x2 + 1 is the composition of x2 + 1 (inside function) and x−1 (outside Examples
function).

Let u = x2 + 1, so that du = 2x dx.

1
We lack the factor of 2 needed to make up the du, so we mentally insert 1 in the form 2 ·2
and move the 21 to the outside:
Z Z Table of Contents
x −1
2
dx = 21
x2 + 1 2xdx
x +1 | {z } | {z }
du
u−1 JJ II
Z
1 −1
= 2 u du
J I
1
= 2 ln |u| + C
1
ln x2 + 1 + C.

= 2 Page 6 of 13
(The absolute value sign was omitted in the final answer since x2 + 1 is always positive.)
Back
Z
2
35.4.2 Example Find xex dx. Print Version

2
Solution The expression ex is the composition of x2 (inside function) and ex (outside Home Page

function).
Integration by substitution
Let u = x2 , so that du = 2x dx.
Introduction
We have Theorem
Z
2
Z
2
Strategy
xex dx = 1
2 ex 2xdx
|{z} | {z } Examples
eu du
Z
= 1
2 eu du

= 12 eu + C
2
= 21 ex + C.

Table of Contents

An integral that nobody can evaluate. If we modify the preceding example slightly JJ II
by omitting the factor x we get Z
2
ex dx. J I

Let’s try the substitution that we used before: u = x2 , du = 2x dx. Multiplying by 1 in an


appropriate form in order to try to arrange for the du, we get Page 7 of 13
Z Z
2 2
ex dx = ex 2x 1

· 2x dx. Back

1
The problem here is that we cannot move 2x to the outside (only constants slip outside Print Version
the integral sign). This substitution will not work.
One can suppose that there might be some other way to find this integral. However, it has Home Page

been shown that this integral cannot be expressed using elementary functions. In other
2 Integration by substitution
words, ex has no antiderivative that can be expressed by using trigonometric, inverse
trigonometric, exponential, or logarithmic functions in combination with +, −, ×, ÷, and Introduction
√n .
Theorem
Strategy
This shows how much harder integration is, in general, than differentiation. We have
rules of differentiation that can be used to find the derivative of any function built up Examples

of elementary functions. Yet here is an example of a very simple function that has no
elementary antiderivative (and there are plenty of others, too).
We return now to examples of integrals that we can find.
Z
35.4.3 Example Find (sin t) sec2 (cos t) dt.
Table of Contents
Solution The composition sec2 (cos t) has outside function sec2 t, which we know how to
integrate, so we let u be the inside function cos t:
JJ II
Let u = cos t, so that du = − sin tdt.
J I
We have
Z Z Page 8 of 13
(sin t) sec2 (cos t) dt = − sec2 (cos t) (− sin t)dt
Back
Z
=− sec2 u du

= − tan u + C Print Version

= − tan(cos t) + C.
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Integration by substitution
Z
3 cos(π/x)
35.4.4 Example Find dx.
x2 Introduction
Theorem
Solution The composition cos(π/x) has outside function cos x, which we know how to
Strategy
integrate, so we let u be the inside function π/x:
Examples

π π
Let u = , so that du = − 2 dx.
x x

We associate the 1/x2 with the dx to start forming the du, and then finish the process by
multiplying by −π on the inside and by its reciprocal −1/π on the outside. Also, the 3 is
not required, so it is moved to the outside:
Z Z Table of Contents
3 cos(π/x) 3  π
dx = − cos(π/x) − 2 dx
x2 π x
Z
3 JJ II
=− cos u du
π
3 J I
= − sin u + C
π
3
= − sin(π/x) + C. Page 9 of 13
π

Back
Z
ln x
35.4.5 Example Find dx.
x Print Version

Solution A suitable composition is difficult to see here because the outside function is too
Home Page
simple, but ln x is a composition with outside function x and inside function ln x:
1 Integration by substitution
Let u = ln x, so that du = dx.
x Introduction
Theorem
We have
Strategy
Z Z  
ln x 1 Examples
dx = ln x dx
x x
Z
= u du

u2
= +C
2
(ln x)2
= + C.
2 Table of Contents

Z p JJ II
x5
3
35.4.6 Example Find x3 + 1 dx.
J I

3 3

Solution The expression x3 + 1 is the composition of x + 1 (inside function) and 3
x
(outside function). Page 10 of 13

Let u = x3 + 1, so that du = 3x2 dx. Back

Since we need a factor of x2 to help make up the du, we break x5 up into x3 x2 and associate Print Version
x2 with dx. We need to change everything into u’s (no x’s), so we use the substitution to
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Integration by substitution
write the leftover factor x3 as u − 1.
Z Z Introduction
p 1/3
x5 x3 + 1 dx = x3 + 1 x3 x2 dx
3
Theorem
Z Strategy
1/3
= 1
3 x3 + 1 x3 3x2 dx Examples
| {z }|{z} | {z }
u−1 du
u1/3
Z
= 1
3 u1/3 (u − 1) du
Z  
= 1
3 u4/3 − u1/3 du
 7/3
u4/3

u
= 13 − +C Table of Contents
7/3 4/3
7/3 4/3
x3 + 1 x3 + 1
= − + C. JJ II
7 4

J I

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Integration by substitution
35 – Exercises
Introduction
Theorem
Strategy
Z
Examples
35 – 1 Find cos(8x − 3) dx.

Z
5
35 – 2 Find x4 ex +3
dx.

Z p Table of Contents
35 – 3 Find 4x2 1 − x3 dx.

JJ II
Z
35 – 4 Find tan θ dθ. J I

Hint: Write tan θ in terms of sine and cosine.


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x3
Z
35 – 5 Find √ dx. Back
x2 + 9
Print Version
Z
3x + 2
35 – 6 Find dx
x2 + 1 Home Page

Hint: First rewrite the integrand as a sum of fractions.


Integration by substitution

Introduction
Theorem
Strategy
Examples

Table of Contents

JJ II

J I

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