Suppose we want to evaluate an integral of the form (a)f(g(x))g(x)dx To this end, let g(x)=u. Finding the differential of both sides, we have

(b)g(x)dx=du. If we substitute (b) into (a), we will have (c)f(g(x)=u)g(x)dx=du=f(u)du. This equation supplies us with a method for determining integrals in a large number of cases in which the form of the integral is not obvious.

 Theorem 1. (The Substitution Rule): Suppose g(x) is a differentiable function the range of which is an interval I, and f is a function defined on I. Also suppose F(x)=f(x)dx for xI. Then if u=g(x), we have f(g(x))g(x)dx=f(u)du=F(u)+C=F(g(x))+C.


Show the proof …


 

  • Because traditionally the letter u is used in the Substitution Rule, it is sometimes called u-substituiton, but instead of u, we can use any letter such as t,w,θ, etc.
Example 1

Evaluate (x2+3)17x dx.

Solution 1

Let u=x2+3, thus du=2xdx, or 12du=xdx. Now we can rewrite the integral as (x2+3)17u17xdx12du=12u17du=12u1818+C=136(x2+3)18+C.

Example 2

Evaluate x2x3+1 dx.

Solution 2

Let u=x3+1. Then du=3x2 dx or x2dx=13du, and x2x3+1 dx=x3+1=u x2dx13du=13u du(u1/2=u)=13u1/2du(uαdu=1α+1uα+1+C)=13(23u3/2)+C(u=x3+1)=29(x3+1)3/2+C.

Formula (c) may be stated as an algorithm as follows

  1. Choose u, say put g(x)=u.
  2. Compute du=g(x)dx.
  3. Substitute u and du in the integral. At this step, everything should be expressed in terms of u and no x should be present in the integral. If it is not possible, make another choice for u.
  4. Evaluate the resulting integral.
  5. Replace u by g(x) and express the final result in terms of x.
Example 3

Evaluate sinax dx,andcosax dx.

Solution 3

Let u=ax. Then du=a dx and sinax dx=1asinu du=1acosu+C=1acosax+C. Similarly cosax dx=1asinax+C.

A simple substitution is so useful that is worth noting explicitly.

Theorem 2.  If f(u)du=F(u)+C, then f(ax+b)dx=1aF(ax+b)+C,where a and b are two constants.

Show the proof …


Example 4

Evaluate (a)sec2(x1)dx (b) sin(2xπ/4)dx.

Solution 4

(a) Because sec2x dx=tanx+C, it follows from the above theorem that sec2(x1) dx=tan(x1)+C. (b) Since sinx dx=cosx+C, the above theorem gives sin(2xπ/4) dx=12cos(2xπ/4)+C

Example 5

Evaluatecos2x sinx dx.

Solution5

Let u=cosx. Then du=sinxdx and cos2xsinxdx=u2du=u33+C=13cos3x+C.

Example 6

Evaluate tanx dx.

Solution6

Recall that tanx=sinx/cosx. Let u=cosx. Then du=sinx dx and tanx dx=sinxcosxdx=duu=ln|u|+C=ln|cosx|+C. Recall that lnxα=αlnx. So ln|cosx|+C=ln(|cosx|1)+C=ln|secx|+C. Therefore, the result can also be written as tanx dx=ln|secx|+C.

tanx dx=ln|secx|+Corln|cosx|+C

Example 7

Evaluate 1a2+x2dx.

Solution7

1a2+x2dx=1a211+(xa)2dx. Let u=x/a. Then dx=a du and 1a211+(x/a)2dx=1a211+u2a du=1aarctanu+C=1aarctanxa+C. To evaluate 11+(x/a)2dx, we could simply use Theorem above.

Example 8

Evaluate 1x2+2x+5dx. [Hint: Complete the square in the denominator]

Solution8

By completing the square in the denominator, we have 1x2+2x+5dx=dx(x2+2x+1)+4=dx(x+2)2+22. Now let u=x+2. Then du=dx and dx(x+2)2+1=duu2+4(from previous example)=12arctanu2+C=12arctanx+22+C.

Example 9

Evaluate axdx.

Solution9

Let ax=eu. Taking the natural logarithm of each side, we get ln(ax)=lneuxlna=u. Thus xlna=ulnadx=du. Now we can write axdx=eudulna=1lnaeu+C=1lnaax+C.

Example 10

Evaluate eaxdx.

Solution10

We can directly use Theorem above or use the substitution u=ax. The substitution leads to du=a dx and eaxdx=eudua=1aeudu=1aeu+C=1aeax+C.

Example 11

Evaluate ex1+e2xdx.

Solution11

Note that the substitution u=1+e2x does not work because du=2e2xdx(exdx) does not appear in the numerator. But if we notice that 1+e2x=1+(ex)2, we can make the subtitution u=ex to make the denominator of the form 1+u2. Then u=exdu=ex dx and ex1+e2xdx=du1+u2=arctanu+C(u=ex)=arctanex+C.

Example 12

Evaluate sinhx dx and coshx dx.

Solution12

Because (coshx)=sinhx, we know that sinhx dx=coshx+C. Also we can use the definition of sinhx for evaluation of the integral: sinhx=exex2 [Recall that sinhx (similar to sinx) is an odd function, so it is half of exex and coshx (similar to cosx) is an even function, so it is half of ex+ex.] sinhx dx=12(exex) dx=12[ex(ex)]+C=coshx+C Similarly we can show coshx dx=sinhx+C.

sinhx dx=coshx+Ccoshx dx=sinhx+C

Example 13

Evaluate tanhx dx.

Solution13

tanhx dx=sinhxcoshxdx. Let u=coshx. Then du=sinhx dx and sinhxcoshxdx=duu=ln|u|+C=ln|coshx|+C. Because coshx=(ex+ex)/2>0, so |coshx|=coshx and tanhx dx=ln(coshx)+C.

Example 14

Evaluate 7xx2dx.

Solution14

Note that 7x=71/x. If we let 1x=u, because 1x=u1x2dx=du, we have 7xx2dx=7udu=1ln77u+C=1ln77x+C.

Example 15

Evaluate dxxlnx.

Solution15

Let u=lnx, then du=1xdx and 1lnxu1xdxdu=duu=ln|u|+C(u=lnx)=ln|lnx|+C

Example 16

Evaluate sin(lnx)xdx.

Solution16

Let u=lnx, then du=1xdx. So sin(lnx)xdx=sinu du=cosu+C=cos(lnx)+C.

Example 17

Evaluate x1+x4arctanx2 dx.

Solution17

Let u=arctanx2, then du=2x11+(x2)2dx=2x1+x4dx. Therefore x1+x4arctanx2 dx=12arctanx2u2x1+x4dxdu=14u2+C=14arctan2x2+C.