P4 6.2 - Integration by substitution

P4 6.2 - Integration by substitution

Use a new variable to turn a complicated integral into a familiar one. You will connect substitution to the chain rule, change every part of the integrand consistently, and evaluate definite integrals with appropriate limits and domains.

Reversing the chain rule

Why does replacing x2+4x^2+4 by one letter help with ∫2xx2+4 dx\int2x\sqrt{x^2+4}\,dx? Its derivative 2x2x is already beside it. Together they become a single differential.

For a small change in xx, the change in u=x2+4u=x^2+4 is approximately 2x2x times as large. In calculus notation, du/dx=2xdu/dx=2x, so du=2x dxdu=2x\,dx. The whole expression 2x dx2x\,dx is replaced, not just the letter xx.

Integration by substitution

Choose u=g(x)u=g(x) and rewrite an integral entirely in terms of uu, using du=g′(x) dxdu=g'(x)\,dx. Integrate the simpler expression, then return to xx for an indefinite integral.

This reverses the chain rule: if F′(u)=f(u)F'(u)=f(u), then differentiating F(g(x))F(g(x)) gives f(g(x))g′(x)f(g(x))g'(x).

Worked example 1: the derivative is present

Find ∫2xx2+4 dx\int2x\sqrt{x^2+4}\,dx.

Plan. Substitute u=x2+4u=x^2+4, because its derivative supplies the other factor.

u=x2+4,du=2x dxu=x^2+4,\qquad du=2x\,dx ∫2xx2+4 dx=∫u1/2 du=23u3/2+C.\int2x\sqrt{x^2+4}\,dx =\int u^{1/2}\,du =\frac23u^{3/2}+C.

The last step is the power rule in the new variable.

Answer. 23(x2+4)3/2+C\frac23(x^2+4)^{3/2}+C.

Check. Differentiation gives 2332(x2+4)1/2(2x)=2xx2+4\frac23\frac32(x^2+4)^{1/2}(2x)=2x\sqrt{x^2+4}. The square root exists for every real xx.

Only the outside coefficient changes in the next example. A constant multiple can be carried through the substitution.

Worked example 2: a missing constant factor

Find ∫5xx2+4 dx\int5x\sqrt{x^2+4}\,dx.

Plan. Use the same substitution and write 5x dx=52 du5x\,dx=\frac52\,du.

∫5xx2+4 dx=52∫u1/2 du=5223u3/2+C\begin{aligned} \int5x\sqrt{x^2+4}\,dx &=\frac52\int u^{1/2}\,du\\ &=\frac52\frac23u^{3/2}+C \end{aligned}

Answer. 53(x2+4)3/2+C\frac53(x^2+4)^{3/2}+C.

Check. Its derivative is 5332(x2+4)1/2(2x)=5xx2+4\frac53\frac32(x^2+4)^{1/2}(2x)=5x\sqrt{x^2+4}.

A substitution makes the reverse-chain pattern explicit and also works when the remaining factors need rearranging.

Watch out

Writing du=dxdu=dx here loses a factor of 2x2x. Differentiate your chosen substitution before replacing the differential. An indefinite answer in uu is unfinished when the question uses xx.

Change the outside coefficient once more.

Changing the differential

Sometimes the substitution removes a root but leaves another occurrence of xx. Replace that occurrence too before integrating.

For u=x−2u=x-2, we have du=dxdu=dx and x=u+2x=u+2. Consequently xx−2 dxx\sqrt{x-2}\,dx becomes (u+2)u du(u+2)\sqrt{u}\,du. Expanding this product gives two powers you can integrate. The real domain is x≥2x\ge2; the antiderivative is differentiable in the interior x>2x>2.

Worked example 3: replace the remaining variable

Find ∫xx−2 dx\int x\sqrt{x-2}\,dx.

Plan. Let u=x−2u=x-2, replace xx by u+2u+2, then expand.

∫xx−2 dx=∫(u+2)u1/2 du=∫(u3/2+2u1/2) du=25u5/2+43u3/2+C\begin{aligned} \int x\sqrt{x-2}\,dx &=\int(u+2)u^{1/2}\,du\\ &=\int(u^{3/2}+2u^{1/2})\,du\\ &=\frac25u^{5/2}+\frac43u^{3/2}+C \end{aligned}

Answer. 25(x−2)5/2+43(x−2)3/2+C\frac25(x-2)^{5/2}+\frac43(x-2)^{3/2}+C, for x>2x>2.

Check. Differentiating gives (x−2)3/2+2(x−2)1/2=xx−2(x-2)^{3/2}+2(x-2)^{1/2}=x\sqrt{x-2}, because the common root leaves (x−2)+2=x(x-2)+2=x.

Change only the coefficient of xx inside the root. This changes both the rearranged xx and the differential.

Worked example 4: a scaled inner expression

Find ∫x2x−2 dx\int x\sqrt{2x-2}\,dx.

Plan. Let u=2x−2u=2x-2; then x=(u+2)/2x=(u+2)/2 and dx=du/2dx=du/2.

∫x2x−2 dx=14∫(u+2)u1/2 du=110u5/2+13u3/2+C\begin{aligned} \int x\sqrt{2x-2}\,dx &=\frac14\int(u+2)u^{1/2}\,du\\ &=\frac1{10}u^{5/2}+\frac13u^{3/2}+C \end{aligned}

There are two factors of 1/21/2: one from xx, the other from dxdx.

Answer. 110(2x−2)5/2+13(2x−2)3/2+C\frac1{10}(2x-2)^{5/2}+\frac13(2x-2)^{3/2}+C, for x>1x>1.

Check. Its derivative is 12(2x−2)3/2+(2x−2)1/2=x2x−2\frac12(2x-2)^{3/2}+(2x-2)^{1/2}=x\sqrt{2x-2}.

A completely transformed integral has one variable and its matching differential.

Watch out

∫xu du\int x\sqrt{u}\,du is not ready for a power-rule integration when xx depends on uu. Use the substitution equation to eliminate it first.

Change only the constant inside the root for your turn.

Changing bounds

The limits name values of the integration variable, so a change of variable changes their values too.

If u=g(x)u=g(x), the endpoint x=ax=a becomes u=g(a)u=g(a). Use the corresponding value at each endpoint, even when the new lower value is numerically larger than the new upper value. A decreasing substitution produces a negative differential that compensates for this reversed direction.

Definite substitution

For a differentiable substitution on the interval, with the integrand well defined,

∫abf(g(x))g′(x) dx=∫g(a)g(b)f(u) du.\int_a^b f(g(x))g'(x)\,dx =\int_{g(a)}^{g(b)}f(u)\,du.

Use the transformed limits with an antiderivative in uu. Alternatively, return to xx before using the original limits.

Not in the formula booklet: learn it.

Compare an increasing and a decreasing choice for exactly the same integral.

Worked example 5: increasing substitution

Use u=2x+1u=2x+1 to evaluate ∫01(2x+1)2 dx\int_0^1(2x+1)^2\,dx.

Plan. Transform the differential and both limits before integrating.

dx=12du,x=0⇒u=1,x=1⇒u=3.dx=\frac12du,\qquad x=0\Rightarrow u=1,\quad x=1\Rightarrow u=3. ∫01(2x+1)2 dx=12∫13u2 du=[u36]13=27−16=133.\int_0^1(2x+1)^2\,dx =\frac12\int_1^3u^2\,du =\left[\frac{u^3}{6}\right]_1^3 =\frac{27-1}{6}=\frac{13}{3}.

Answer. 13/313/3.

Check. Expanding in xx gives ∫01(4x2+4x+1) dx=4/3+2+1=13/3\int_0^1(4x^2+4x+1)\,dx=4/3+2+1=13/3.

Change only the sign of the substitution: choose u=−(2x+1)u=-(2x+1). The original integral is unchanged, so the answer must agree.

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