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Integration by Substitution


"Integration by Substitution" (also called "u-substitution") is a method to find an  integral , but only when i...

"Integration by Substitution" (also called "u-substitution") is a method to find an integral, but only when it can be set up in a special way.
The first and most vital step is to be able to write our integral in this form:
integration by substitution general
Note that we have g(x) and its derivative g'(x)
Like in this example:
integration by substitution cos(x^2) 2x dx
Here f=cos, and we have g=x2 and its derivative of 2x
This integral is good to go!
When our integral is set up like that, we can do this substitution:
integration by substitution general
Then we can integrate f(u), and finish by putting g(x) back as u.
Like this:

Example: cos(x2) 2x dx

We know (from above) that it is in the right form to do the substitution:
integration by substitution cos(x^2) 2x dx
Now integrate:
cos(u) du = sin(u) + C
And finally put u=x2 back again:
sin(x2) + C
So cos(x2) 2x dx = sin(x2) + C worked out really nicely! (Well, I knew it would.)
This method only works on some integrals of course, and it may need rearranging:

Example: cos(x2) 6x dx

Oh no! It is 6x, not 2x. Our perfect setup is gone.
Never fear! Just rearrange the integral like this:
cos(x2) 6x dx = 3cos(x2) 2x dx
(We can pull constant multipliers outside the integration, see Rules of Integration.)
Then go ahead as before:
3cos(u) du = 3 sin(u) + C
Now put u=x2 back again:
3 sin(x2) + C
Now we are ready for a slightly harder example:

Example: x/(x2+1) dx

Let me see ... the derivative of x2+1 is 2x ... so how about we rearrange it like this:
x/(x2+1) dx = ½2x/(x2+1) dx
Then we have:
integration by substitution 2x/(x^2+1)
Then integrate:
½1/u du = ½ ln(u) + C
Now put u=x2+1 back again:
½ ln(x2+1) + C
And how about this one:

Example: (x+1)3 dx

Let me see ... the derivative of x+1 is ... well it is simply 1.
So we can have this:
(x+1)3 dx = (x+1)3 · 1 dx
Then we have:
integration by substitution (x+1)^3
Then integrate:
u3 du = (u4)/4 + C
Now put u=x+1 back again:
(x+1)4 /4 + C
So there you have it.

In Summary

When we can put an integral in this form:
integration by substitution general
Then we can make u=g(x) and integrate f(u) du
And finish up by re-inserting g(x) where u is.



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Ilm Gah: Integration by Substitution
Integration by Substitution
Ilm Gah
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