Integration by Substitution - ProofWiki
Integration by Substitution - ProofWiki
Integration by Substitution
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Contents
1 Theorem
1.1 Corollary
2 Proof for Definite Integrals
3 Proof for Indefinite Integrals
4 Notes
5 Also see
6 Sources
Theorem
Let be a real function which has a derivative on the closed interval [a . .
. b]
Then:
(b) b
f (t) dt = f ( (u)) (u) du
(a) a
and:
f (x) dx = f ( (u)) (u) du
where x = (u) .
Because the most usual substitution variable used is u , this method is often referred to as u-substitution in the source works for a number of
introductory-level calculus courses.
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Corollary
Let f be integrable.
Then:
bc b
f (t) dt = f (t c) dt
ac a
d
F ( (u)) = F ( (u)) (u) = f ( (u)) (u)
du
Thus:
b
f ( (u)) (u) du = [F ( (u))] a
b
Fundamental Theorem of Calculus: Second Part
a
However, also:
(b)
(b)
f (t) dt = [F (t)] (a)
(a)
= F ( (b)) F ( (a))
= f ( (u)) (u) du
from (1)
a
d
F ( (u)) = F ( (u)) (u)
du
(1) : = f ( (u)) (u)
Therefore:
f ( (u)) (u) du = F ( (u)) = f (x) dx
x = (u)
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where x = (u) .
Notes
The technique of solving an integral in this manner is called integration by substitution.
Its validity as a solution technique stems from the fact that it may be possible to choose such that f
( (u)) (u) (despite its seeming complexity in
this context) may be easier to integrate.
If is a trigonometric function, the use of trigonometric identities to simplify the integrand is called integration by trigonometric substitution (or simply
trig substitution). Care must be taken to address the domain and image of . This consideration frequently arises when inverse trigonometric functions
are involved.
Also see
Weierstrass Substitution
Sources
1977: K.G. Binmore: Mathematical Analysis: A Straightforward Approach ... (previous) ... (next): 13.22
2005: Roland E. Larson, Robert P. Hostetler and Bruce H. Edwards: Calculus (8th ed.): 4.5, 8.4
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