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Computing Integrals by Substitution: Harvey Mudd College Math Tutorial

This document discusses computing integrals using u-substitution. It explains that u-substitution involves making a change of variables to rewrite the integral in terms of a new variable u. This amounts to applying the chain rule in reverse. Examples are provided to demonstrate how to use u-substitution to evaluate definite and indefinite integrals. Key steps include letting u = some function of x, finding du in terms of dx, and rewriting the integral in terms of u and du.

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35 views3 pages

Computing Integrals by Substitution: Harvey Mudd College Math Tutorial

This document discusses computing integrals using u-substitution. It explains that u-substitution involves making a change of variables to rewrite the integral in terms of a new variable u. This amounts to applying the chain rule in reverse. Examples are provided to demonstrate how to use u-substitution to evaluate definite and indefinite integrals. Key steps include letting u = some function of x, finding du in terms of dx, and rewriting the integral in terms of u and du.

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Artist Recording
Copyright
© Attribution Non-Commercial (BY-NC)
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Harvey Mudd College Math Tutorial:

Computing Integrals by Substitution


Many integrals are most easily computed by means of a change of variables, commonly called a u-substitution.

Example Lets compute 2x(x2 1)4 dx by making the substitution u = x2 1 du = 2x dx Then 2x(x2 1)4 dx = (x2 1)4 (2x dx) = u4 du = (x2 1)5 u5 +C = + C. 5 5

We may check this result by dierentiating using the Chain Rule: d dx (x2 1)5 +C 5 = 5(x2 1)4 (2x) = 2x(x2 1)4 . 5

The substitution method amounts to applying the Chain Rule in reverse: To compute f (g(x))g (x) dx, we let u = g(x) du = g (x) dx Then f (g(x))g (x) dx = where F is an antiderivative of f . f (u) du = F (u) = F (g(x))

Example To compute sin(2x) cos(2x) dx, let u = sin(2x) du = 2 cos(2x) dx

Then sin(2x) cos(2x) dx = 1 sin(2x)[2 cos(2x) dx] = 2 1 1 1 u du = u2 + C = sin2 (2x) + C. 2 4 4

With practice, you will often be able to write down the result immediately.

Example We can evaluate dx by letting (4x 3)2 u = 4x 3 du = 4 dx Then dx = (4x 3)2


1 4

dx =

1 du. 4

du 1 1 = +C = + C. 2 u 4u 4(4x 3)

It is not always apparent until you try it whether or not a substitution will work.

Example To compute x x 3 dx, we will try u = x3 du = dx So x x 3 dx = = (u + 3) u du = u3/2 + 3u1/2 du x=u+3

2 5/2 2 u + 2u3/2 + C = (x 3)5/2 + 2(x 3)3/2 + C 5 5

We can also compute a denite integral using a substitution.

Example
2

Lets evaluate
0

xex dx. Let u = x2 du = 2x dx

First, we will compute the indenite integral: xex dx =


2

1 x2 e (2x dx) = 2

1 u 1 1 2 e du = eu + C = ex + C. 2 2 2

Now we have two approaches for the denite integral: Approach 1 Substitute back to the original variable: 2 xex dx = 1 eu + C 2 2 = 1 ex + C. 2 2 1 2 So xex dx = 2 ex |2 = 0 Thus, we nd that
2 0

Approach 2 Change the limits of integration: Since u = x2 , u = 0 when x = 0 and u = 4 when x = 2. 2 1 4 (e 1) = 02 xex dx = 04 1 eu du = 1 eu |4 0 2 2 2 1 2 xex dx = (e4 1). 2

Approach 2 works provided certain conditions on f and g are met:


b g(b)

f (g(x)) dx =
a g(a)

f (u) du

if 1. g is continuous on [a, b]. 2. f is continuous on the set of values taken by g on [a, b]. Substitutions are useful or necessary for a huge range of integrals. You will nd yourself either implicitly or explicitly using a substitution in virtually every integral you compute!

Key Concepts
The substitution method amounts to applying the Chain Rule in reverse:

To compute Then

f (g(x))g (x) dx, we let u = g(x) du = g (x)dx

f (g(x))g (x) dx = f (u) du = F (u) = F (g(x)) where F is an antiderivative of f . [Im ready to take the quiz.] [I need to review more.] [Take me back to the Tutorial Page]

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