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Integration by Substitution - ProofWiki

This document discusses integration by substitution, a technique for solving definite and indefinite integrals. It presents the theorem stating that for a function f continuous on an interval I, the integral from a to b of f(t) dt can be written as the integral from a to b of f(φ(u))φ'(u) du, where φ is a function with derivative on [a,b] and φ maps [a,b] into I. It then provides proofs for how this technique can be used to evaluate both definite and indefinite integrals.
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0% found this document useful (0 votes)
229 views3 pages

Integration by Substitution - ProofWiki

This document discusses integration by substitution, a technique for solving definite and indefinite integrals. It presents the theorem stating that for a function f continuous on an interval I, the integral from a to b of f(t) dt can be written as the integral from a to b of f(φ(u))φ'(u) du, where φ is a function with derivative on [a,b] and φ maps [a,b] into I. It then provides proofs for how this technique can be used to evaluate both definite and indefinite integrals.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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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]

Let I be an open interval which contains the image of [a . . b] under .

Let f be a real function which is continuous on I .

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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8/1/2017 Integration by Substitution - ProofWiki

Corollary

Let f : be a real function.

Let f be integrable.

Let a , b , and c be real numbers.

Then:
bc b

f (t) dt = f (t c) dt

ac a

Proof for Definite Integrals


Let F be an antiderivative of f .

From Derivative of Composite Function:

d

F ( (u)) = F ( (u)) (u) = f ( (u)) (u)
du

Hence F ( (u)) is an antiderivative of f ( (u)) (u)



.

Thus:
b

f ( (u)) (u) du = [F ( (u))] a
b
Fundamental Theorem of Calculus: Second Part

a

(1) : = F ( (b)) F ( (a))

However, also:
(b)
(b)
f (t) dt = [F (t)] (a)

(a)

= F ( (b)) F ( (a))

= f ( (u)) (u) du

from (1)

a

which was to be proved.

Proof for Indefinite Integrals

Let F (u) = f (u) du .


By definition F (u) is an antiderivative of f (u) .

Thus by the Chain Rule:

d
F ( (u)) = F ( (u)) (u)
du

(1) : = f ( (u)) (u)

So F ( (u)) is an antiderivative of f ( (u)) (u)



.

Therefore:


f ( (u)) (u) du = F ( (u)) = f (x) dx

x = (u)
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8/1/2017 Integration by Substitution - ProofWiki
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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