Calculus I - Lecture 24

The Substitution Method

Lecture Notes:
http://www.math.ksu.edu/˜gerald/math220d/
Course Syllabus:
http://www.math.ksu.edu/math220/spring-2014/indexs14.html

Gerald Hoehn (based on notes by T. Cochran)

April 21, 2014

Integration by Substitution
One of the goals of Calculus I and II is to develop techniques for
evaluating a wide range of indefinite integrals.
Of the 111 integrals on the back cover of the book we can do the
first 16 this course. The rest will be done in Calculus II.

Examples from the Table we already know:

Z
u n+1
u n du = + C , n 6= −1
n+1
Z
du
= ln |u| + C
u
Z
sec2 u du = tan u + C
Z
du
= tan−1 u + C
1 + u2
Each rule for derivatives yields a corresponding rule for integrals.
Chain Rule for derivatives:
d
F (g (x)) = F 0 (g (x)) · g 0 (x)
dx
Corresponding integral rule:
Z
F 0 (g (x)) · g 0 (x) = F (g (x)) + C

Example:
d
sin(x 3 ) = cos(x 3 ) · 3x 2
dx
Z
cos(x 3 ) · 3x 2 dx = sin(x 3 ) + C

We have determined the antiderivative of cos(x 3 ) · 3x 2 .

Substitution Method
Integration by substitution, called u-substitution is a method of
evaluating integrals of the type
Z
f (g (x)) · g 0 (x) dx
| {z }
Composite
function

Four steps:
du
1. Set u = g (x). Then = g 0 (x) or du = g 0 (x) dx.
dx
2. Substitute these values of u and du to convert original
integral into integral for the new variable u.
3. Compute integral in the new variable u.
4. Replace u by g (x), i.e., express result in the original variable.
 Z
Example: Find cos(x 3 ) · x 2 dx.

Solution:
du
1. Let u = x 3 . Then = 3x 2 or du = 3x 2 dx.
dx
1
Need: x 2 dx. We get x 2 dx = du. Thus:
3
Z Z
3 2 1
2. cos(x ) · x dx = cos(u) · du
3
Z
1
3. = cos u du
3
1
= sin u + C
3
1
4. = sin x 3 + C
3
 Z p
Example: Find x 1 − x 2 dx.

Solution:
du
1. Let u = 1 − x 2 . Then = −2x or du = −2x dx.
dx
1
Need: x dx. We get x dx = − du. Thus:
2
Z p Z
2
√ 1
2. x 1 − x dx = u · (− ) du
2
Z
1
3. =− u 1/2 du
2
1 2
= − · u 3/2 + C
2 3
1
4. = − (1 − x 2 )3/2 + C
3
You may check this by differentiation:
 0 p
1 2 3/2 1 3 2 1/2
− (1 − x ) + C = − · (1 − x ) · 2x = x 1 − x 2
3 3 2
 Z
sec2 (3x)
Example: Find dx.
tan(3x)
Solution:
du
1. Let u = tan(3x). Then = sec2 (3x) · 3 or du = 3 sec2 (3x) dx.
dx
du
Need: sec2 (3x) dx. We get sec2 (3x) dx = . Thus:
3
Z 2 Z
sec (3x) 1 du
2. dx = ·
tan(3x) u 3
1 du
3. = 3 u
1
= · ln |u| + C
3
1
4. = ln | tan(3x)| + C
3
Definite Integral: Two ways to evaluate using u-substitution
1. Find indefinite integral, and plug in original limits. (Old way)
2. Change limits to new variable u. (New way)
Z π/2 √
Example: Find cos x sin x dx the new way.
0
Solution:
Let u = cos x. Then du = − sin x dx or −du = sin x dx.
Integration bounds:
When x = 0 then u = cos 0 = 1
When x = π/2 then u = cos(π/2) = 0
Z π/2 Z 0
√ √
cos x sin x dx = u (−1) du
0 1
Z 0 0
2
=− u du = − u 3/2
1/2
1 3 1
 
2 2
= −0 − − · 13/2 =
3 3
Some tricky u-substitutions
Z
√
Example: Find x 2x + 1 dx.

Solution:
du
Let u = 2x + 1. Then du = 2dx or 2 = dx.
Also u = 2x + 1 ⇔ u − 1 = 2x ⇔ x = u−1 2
Z Z
√ u − 1 √ du
x 2x + 1 dx = u·
2 2
Z
1
= (u − 1)u 1/2 du
4
Z
1  3/2 
= u − u 1/2 du
4
 
2 5/2 2 3/2
= u − u +C
5 3
1 1
= (2x + 1)5/2 − (2x + 1)3/2 + C
10 6
 dx
Example: Find .
x(ln x)2
Solution:
1
Let u = ln x. Then du = dx
x
Z Z
dx 1
2
= 2
du
x(ln x) u
Z
= u −2 du

u −1
= +C
−1
1
=− +C
u
1
=− +C
ln x
Section 5.7 - Miscellaneous Integrals
From our table of derivatives we obtain the following integrals:
Z
1
dx = ln |x| + C
x
Z
1
b x dx = · bx + C
ln b
Z
dx
2
= arctan x + C = tan−1 x + C
1+x
Z
dx
√ = arcsin x + C = sin−1 x + C
1 − x2
Z
dx
√ = arcsecx + C = sec−1 x + C
|x| x 2 − 1
Memorize!
The last integral will be done in Calculus II
 Z
dx
Example: Find √ .
9−x 2

Solution:
One has 9 − x 2 = 9(1 − 19 x 2 ) = 9(1 − ( x3 )2 ).
x 1
Let u = . Then du = dx or 3 du = dx.
3 3
Z Z
dx dx
√ = q
9 − x2 9(1 − ( x )2 ) 3
Z
1 dx
= q
3 1 − ( x3 )2
Z
1 3 du
= √
3 1 − u2
= arcsin u + C
x 
= arcsin +C
3
 Z
dx
Example: Evaluate .
9 + 4x 2
Solution:
We have 9 + 4x 2 but want 1 + u 2 .
9 + 4x 2 = 9(1 + 49 x 2 ) = 9(1 + ( 23 x)2 ).
2 2 3
Let u = x. Then du = dx or du = dx.
3 3 2
Z Z
dx dx
=
9 + 4x 2 9(1 + ( 32 x)2 )
Z
1 dx
=
9 1 + ( 23 )2
Z 3
1 2 du
=
9 1 + u2
3
= arctan u + C
18
 
1 2
= arctan x +C
6 3
 Z
ex
Example: Evaluate dx.
1 + e 2x

Solution:
Let u = e x . Then du = e x dx.
Z Z
ex e x dx
2x
dx =
1+e 1 + (e x )2
Z
du
=
1 + u2
= arctan u + C
= arctan(e x ) + C