Section 4.6 Integration by Substitution

1
Section 4.6 Integration by Substitution

In this section we will be reversing the chain rule. Recall that the Chain
Rule says
d
(f (g(x)) = f 0 (g(x)) g 0 (x)
dx
So the general anti derivative of f 0 (g(x)) g 0 (x) is f (g(x)) + C or
Z
f 0 (g(x)) g 0 (x) dx = f (g(x)) + C
R
Example Calculate 2x 1 + x2 dx

Comparing with the formula we derived above here f 0 (x) = x and
3/2
g(x) = 1 + x2 (note g 0 (x) = 2x). Since anti derivative of x is x3/2 + C, so
f (x) = 32 x3/2 + C. Then by the formula we have
Z p 2
2x 1 + x2 dx = f (g(x)) + C = (1 + x2 )3/2 + C
3
The process above is some-what notation wise messy. There is a system-

atized, less notation way of doing this which is commonly referred to as
u-substitution. We will re-do the first example using the u-substitution
to show you how it works.
Example 1-Revisited Like in the chain rule, we will recognize 1+x2 as the
inner-function and we will define u = 1 + x2 . Then recall the definition of
differentials from Section 3.1 If y = f (x), the differential of y is dy = f 0 (x)dx
We will use this recall here for u = 1+x2 and get du = 2x dx. (A side remark
here: Until now, we have only thought of the dx in the integrand as a place
holder. Now, think of it as a differential.)
Z p Z p
2x 1 + x2 dx = 1 + x2 (2x dx)
Z

= u du
2
= u3/2 + C (go back to your original variable)
3
2
= (1 + x2 )3/2 + C
3
2
The Substitution Rule If u = g(x) is a differentiable function whose range

is an interval I and f is continuous on I, then
Z Z
0 0
f (g(x)) g (x) dx = f (u) du
Caution Note that after the substitution you have NO xs left inside the
integral. The new variable on the right hand side is u.
R
Example Find x3 cos(x4 + 2) dx
Here the inner function is x4 + 2 that will be our u, i.e. u = x4 + 2. Then

find the differential of u: du = 4x3 dx. Since you only have x3 dx in your
integral, divide both sides of the differential by 4 to get what you exactly
need to replace x3 dx with.
Z Z
x3 cos(x4 + 2) dx = cos(x4 + 2)x3 dx
Z
1
= cos u du
4
Z
1
= cos u du
4
1
= sin u + C( go back to your original variable )
4
1
= sin(x4 + 2) + C
4
R
Example Calculate e5x dx
The inner function here is 5x it is inside the exponential function after

all. So u = 5x, differential du = 5 dx. Divide both sides by 5 since you only
need dx so 15 du = dx.
Z Z
1
e5x dx = eu ( du)
5
Z
1
= eu du
5
1
= eu + C( go back to your original variable )
5
1
= e5x + C
5
3
R 4x
Example Find x2 +4
dx
d
Note that this is almost a logarithmic derivative (recall dx ln(f (x)) =
0
f (x) 2 1
f (x) ). So with this inspiration use u = x +4, then du = 2x dx or 2 du = x dx
Z Z
4x x
2
dx = 4 dx
x +4 +4 x2
Z
1 1
=4 du
u 2
Z
4 1
= du
2 u
= 2 ln |u| + C( go back to your original variable )
= 2 ln |x2 + 4| + C
The Substitution Rule for Definite Integrals If g 0 (x) is continuous on

[a, b] and f is continuous on the range of u = g(x), then
Z b Z g(b)
0
f (g(x)) g (x) dx = f (u) du
a g(a)
R4
Example Calculate 0 2x + 1 dx
As before find your u first. Here u = 2x + 1 then du = 2dx or 12 du =

dx.Since we have a definite integral here the last theorem says that after
the substitution we also have to find out to what u values x = 0 and x = 4
changed to. This is done by using your substitution: x = 0 u = 20+1 = 1
x=4u=24+1=9
So we have Z 4 Z
1 9
2x + 1 dx = u du
0 2 1
4
Before evaluating the integral lets take a little stop here and look closer
what is going on geometrically in this substitution
3
3 2
1
2
Out[12]= Out[29]=
1
1 9
The substitution transformed area in the first figure to the area in the second
one. The equality of the above two integrals says the area has not changed
but the substitution only turned our integral into an integral easier to eval-
uate using Fundamental Theorem of Calculus.Now lets go and calculate the
integral
Z 4 Z
1 9
2x + 1 dx = u du
0 2 1

1 2 3/2 9
=F T C u
2 3 1

1 2 3/2 2 3/2
= (9) (1)
2 3 3

1 2 26
= 18 =
2 3 3
Remark In a definite integral, the dx is much more than a place holder.

It says, integrate in the positive x-direction.
5
Re ln x
Example Find 1 x dx
Here it is not easy to determine what the inner function is. Your thinking
process should go asking questions such as: Do we know the anti derivative
of ln x or any function whose derivative is ln x? Since the answer is No to
these questions try using ln x as your u. Let u = ln x then du = x1 dx. Also
for x = 1 u = ln 1 = 0 and x = e u = ln e = 1
Z e Z e
ln x 1
dx = ln x dx
1 x 1 x
Z 1 Z 1
= u du = u du
0 0
1
u2 1
= =
2 0 2
Graphically you can see below that the area is transformed by our substi-
tution into a triangular area on the second figure much easier to calculate
even without calculating an integral.
1
Out[8]= Out[14]=
1

1 0 1
6
R 3
Example Calculate 8 x 1 x dx
If you use the mnemonic it suggests that we use for u = 1x, the expression
inside the square root expression. Then differential gives us du = dx or
du = dx. So re-writing our integral with this substitution gives
Z 3 Z 4

x 1 x dx = x u( du)
8 9
Houston we got a problem? We have said before that after the substitution
we want NO x left overs inside the new one. We wanted to see the new
variable u only.Yet the integral on the right hand side has x in it! Question
is how do we turn x into a u? For this you need to use your substitution
u = 1 x, and solve it for x, x = 1 u. Then replace x with this expression
on the right hand side integral above
Z 3 Z 4

x 1 x dx = (u 1) u( du)
8 9
Z 9
= (u1/2 u3/2 ) du
4

2 3/2 2 5/2 9 1076
= u u =
3 5 4 15

Section 4.6 Integration by Substitution

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1

Section 4.6 Integration by Substitution

The process above is some-what notation wise messy. There is a system-

The Substitution Rule If u = g(x) is a differentiable function whose range

Here the inner function is x4 + 2 that will be our u, i.e. u = x4 + 2. Then

The inner function here is 5x it is inside the exponential function after

The Substitution Rule for Definite Integrals If g 0 (x) is continuous on

As before find your u first. Here u = 2x + 1 then du = 2dx or 12 du =

Remark In a definite integral, the dx is much more than a place holder.

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