Substitution Rule in Calculus: Method and Examples - Prof. Bellomo, Study notes of Mathematics

An explanation of the substitution rule in calculus, a method used to evaluate integrals of functions that cannot be solved directly. Examples of how to apply the rule to various integrals and substitutions, as well as the definition of the rule and its application to definite integrals and average value.

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Pre 2010

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Chapter 5. Section 5
Page 1 of 3
C. Bellomo, revised 14-Apr-09
Section 5.5 – Substitution
A Look Back:
Recall the chain rule, where for example 22
(2 )
xx
deex
dx =.
Clearly, since we know integrals undo derivatives, we would have 22
(2 )
xx
exdxec=+
If we let 2
ux=, we would get 2 , or 2
du
x
du x dx
dx ==.
Substituting u and du into the integral, we would have 2
uu x
edu e c e c
=
+= +
This ‘method’ is the chain rule used backwards.
You CANNOT evaluate an integral of a product (like above) without using substitution.
Formally, the definition of the substitution rule is ( ()) () ()
f
g x g x dx f u du
=
where u = g(x)
Substitutions with Constants:
If g(x) = cx, then setting u = cx yields , or
du du
cdx
dx c
==
Example. Evaluate 2x
edx
Let u = 2x. Then dx = du/2.
2
2
2
1
2
1
2
xu
u
x
du
edx e
ec
ec
=
=+
=+
∫∫
Other Substitutions Require More Pieces:
Example. Evaluate 22
(1)
xdx
x+
Let 21ux=+. Then 2, 2
du
du xdx xdx==
22 2
2
1
2
11
(1) 2
1
2
1
21
1
2( 1)
du
xdx
xu
udu
uc
c
x
=
+
=
=+
=+
+
∫∫
pf3

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Page 1 of 3

Section 5.5 – Substitution

A Look Back:

  • Recall the chain rule, where for example

2 2 (2 )

d x x e e x dx

  • Clearly, since we know integrals undo derivatives, we would have

2 2 (2 )

x x e x dx = e + c

If we let

2 u = x , we would get 2 , or 2

du x du x dx dx

Substituting u and du into the integral, we would have

u u x^2 e du = e + c = e + c

  • This ‘method’ is the chain rule used backwards.
  • You CANNOT evaluate an integral of a product (like above) without using substitution.
  • Formally, the definition of the substitution rule is f ( g x ( ) ) g ′( )^ x dx = f u du ( )

where u = g ( x )

Substitutions with Constants:

  • If g ( x ) = cx , then setting u = cx yields , or

du du c dx dx c

  • Example. Evaluate

2 x e dx

Let u = 2 x. Then dx = du /2.

2

2

x u

u

x

du e dx e

e c

e c

Other Substitutions Require More Pieces:

  • Example. Evaluate 2 2 ( 1)

x dx x +

Let

2 u = x + 1. Then 2 , 2

du du = x dx x dx =

2 2 2

2

1

2

du x dx x u

u du

u c

c x

Page 2 of 3

  • Example. Evaluate

3 4 y 2 y − 1 dy

Let

4 u = 2 y − 1. Then

3 3 8 8

du du = y dyy dy =

4 3

3/

4 3/

du y y dy u

u c

y c

  • Example. Evaluate

2

x dxx

Let u = 1 − x. Then du = − dx and x = 1 − u

2 2

1/ 2

1/ 2 1/ 2 3/ 2

1/ 2 3/ 2 5/ 2

1/ 2 3/ 2 5/ 2

u u u du du

u u

u u u du

u u u

x x x c

Definite Integrals:

  • So long as you change back to x , these are no different than the above problems.
  • Example. Evaluate

2

0

x cos( x ) dx

π

Let

2 u = x. Then 2 2

du du = xdx ⇒ = x dx

Then

cos( ) cos sin sin( ) 2 2 2

du x x dx = u = u = x + c

2 2

0 0

cos( ) sin( ) 2

sin sin 0 2

x x dx x

π π