Lesson 27: Integration by Substitution (Section 4 version)

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The method of substitution is the chain rule in reverse. At first it looks magical, then logical, and then you realize there's an art to choosing the right substitution. We try to demystify with many worked-out examples and graphics.

Transcript of Lesson 27: Integration by Substitution (Section 4 version)

. . . . . .

Section5.5IntegrationbySubstitution

V63.0121, CalculusI

April28, 2009

Announcements

I Quiz6thisweekcovering5.1–5.2I Practicefinalsonthewebsite. SolutionsFriday

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. . . . . .

Outline

Announcements

LastTime: TheFundamentalTheorem(s)ofCalculus

SubstitutionforIndefiniteIntegralsTheoryExamples

SubstitutionforDefiniteIntegralsTheoryExamples

. . . . . .

OfficeHoursandotherhelp

Day Time Who/What WhereinWWHM 1:00–2:00 LeingangOH 624

5:00–7:00 CurtoPS 517T 1:00–2:00 LeingangOH 624

4:00–5:50 CurtoPS 317W 2:00–3:00 LeingangOH 624R 9:00–10:00am LeingangOH 624F 2:00–4:00 CurtoOH 1310

. . . . . .

Finalstuff

I FinalisMay8, 2:00–3:50pmin19W4101/102I Oldfinalsonline, includingFall2008I Reviewsessions: May5and6, 6:00–8:00pm, SILV 703

.

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. . . . . .

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Outline

Announcements

LastTime: TheFundamentalTheorem(s)ofCalculus

SubstitutionforIndefiniteIntegralsTheoryExamples

SubstitutionforDefiniteIntegralsTheoryExamples

. . . . . .

DifferentiationandIntegrationasreverseprocesses

Theorem(TheFundamentalTheoremofCalculus)

1. Let f becontinuouson [a,b]. Then

ddx

∫ x

af(t)dt = f(x)

2. Let f becontinuouson [a,b] and f = F′ forsomeotherfunction F. Then ∫ b

af(x)dx = F(b) − F(a).

. . . . . .

Techniquesofantidifferentiation?

Sofarweknowonlyafewrulesforantidifferentiation. Somearegeneral, like∫

[f(x) + g(x)] dx =

∫f(x)dx +

∫g(x)dx

Someareprettyparticular, like∫1

x√x2 − 1

dx = arcsec x + C.

Whatarewesupposedtodowiththat?

. . . . . .

Techniquesofantidifferentiation?

Sofarweknowonlyafewrulesforantidifferentiation. Somearegeneral, like∫

[f(x) + g(x)] dx =

∫f(x)dx +

∫g(x)dx

Someareprettyparticular, like∫1

x√x2 − 1

dx = arcsec x + C.

Whatarewesupposedtodowiththat?

. . . . . .

Techniquesofantidifferentiation?

Sofarweknowonlyafewrulesforantidifferentiation. Somearegeneral, like∫

[f(x) + g(x)] dx =

∫f(x)dx +

∫g(x)dx

Someareprettyparticular, like∫1

x√x2 − 1

dx = arcsec x + C.

Whatarewesupposedtodowiththat?

. . . . . .

Sofarwedon’thaveanywaytofind∫2x√x2 + 1

dx

or ∫tan x dx.

Luckily, wecanbesmartandusethe“anti”versionofoneofthemostimportantrulesofdifferentiation: thechainrule.

. . . . . .

Sofarwedon’thaveanywaytofind∫2x√x2 + 1

dx

or ∫tan x dx.

Luckily, wecanbesmartandusethe“anti”versionofoneofthemostimportantrulesofdifferentiation: thechainrule.

. . . . . .

Outline

Announcements

LastTime: TheFundamentalTheorem(s)ofCalculus

SubstitutionforIndefiniteIntegralsTheoryExamples

SubstitutionforDefiniteIntegralsTheoryExamples

. . . . . .

SubstitutionforIndefiniteIntegrals

ExampleFind ∫

x√x2 + 1

dx.

SolutionStareatthislongenoughandyounoticethetheintegrandisthederivativeoftheexpression

√1 + x2.

. . . . . .

SubstitutionforIndefiniteIntegrals

ExampleFind ∫

x√x2 + 1

dx.

SolutionStareatthislongenoughandyounoticethetheintegrandisthederivativeoftheexpression

√1 + x2.

. . . . . .

Saywhat?

Solution(Moreslowly, now)Let g(x) = x2 + 1.

Then g′(x) = 2x andso

ddx

√g(x) =

1

2√g(x)

g′(x) =x√

x2 + 1

Thus ∫x√

x2 + 1dx =

∫ (ddx

√g(x)

)dx

=√g(x) + C =

√1 + x2 + C.

. . . . . .

Saywhat?

Solution(Moreslowly, now)Let g(x) = x2 + 1. Then g′(x) = 2x andso

ddx

√g(x) =

1

2√g(x)

g′(x) =x√

x2 + 1

Thus ∫x√

x2 + 1dx =

∫ (ddx

√g(x)

)dx

=√g(x) + C =

√1 + x2 + C.

. . . . . .

Saywhat?

Solution(Moreslowly, now)Let g(x) = x2 + 1. Then g′(x) = 2x andso

ddx

√g(x) =

1

2√g(x)

g′(x) =x√

x2 + 1

Thus ∫x√

x2 + 1dx =

∫ (ddx

√g(x)

)dx

=√g(x) + C =

√1 + x2 + C.

. . . . . .

Leibniziannotationwinsagain

Solution(Sametechnique, newnotation)Let u = x2 + 1.

Then du = 2x dx and√1 + x2 =

√u. Sothe

integrandbecomescompletelytransformedinto∫x√

x2 + 1dx =

∫1√u

(12du

)=

∫1

2√udu

=

∫12u

−1/2 du

=√u + C =

√1 + x2 + C.

. . . . . .

Leibniziannotationwinsagain

Solution(Sametechnique, newnotation)Let u = x2 + 1. Then du = 2x dx and

√1 + x2 =

√u.

Sotheintegrandbecomescompletelytransformedinto∫

x√x2 + 1

dx =

∫1√u

(12du

)=

∫1

2√udu

=

∫12u

−1/2 du

=√u + C =

√1 + x2 + C.

. . . . . .

Leibniziannotationwinsagain

Solution(Sametechnique, newnotation)Let u = x2 + 1. Then du = 2x dx and

√1 + x2 =

√u. Sothe

integrandbecomescompletelytransformedinto∫x√

x2 + 1dx =

∫1√u

(12du

)=

∫1

2√udu

=

∫12u

−1/2 du

=√u + C =

√1 + x2 + C.

. . . . . .

Leibniziannotationwinsagain

Solution(Sametechnique, newnotation)Let u = x2 + 1. Then du = 2x dx and

√1 + x2 =

√u. Sothe

integrandbecomescompletelytransformedinto∫x√

x2 + 1dx =

∫1√u

(12du

)=

∫1

2√udu

=

∫12u

−1/2 du

=√u + C =

√1 + x2 + C.

. . . . . .

Leibniziannotationwinsagain

Solution(Sametechnique, newnotation)Let u = x2 + 1. Then du = 2x dx and

√1 + x2 =

√u. Sothe

integrandbecomescompletelytransformedinto∫x√

x2 + 1dx =

∫1√u

(12du

)=

∫1

2√udu

=

∫12u

−1/2 du

=√u + C =

√1 + x2 + C.

. . . . . .

TheoremoftheDay

Theorem(TheSubstitutionRule)If u = g(x) isadifferentiablefunctionwhoserangeisaninterval Iand f iscontinuouson I, then∫

f(g(x))g′(x)dx =

∫f(u)du

or ∫f(u)

dudx

dx =

∫f(u)du

. . . . . .

A polynomialexample

Example

Usethesubstitution u = x2 + 3 tofind∫

(x2 + 3)34x dx.

SolutionIf u = x2 + 3, then du = 2x dx, and 4x dx = 2du. So∫

(x2 + 3)34x dx =

∫u3 2du = 2

∫u3 du

=12u4 =

12(x2 + 3)4

. . . . . .

A polynomialexample

Example

Usethesubstitution u = x2 + 3 tofind∫

(x2 + 3)34x dx.

SolutionIf u = x2 + 3, then du = 2x dx, and 4x dx = 2du. So∫

(x2 + 3)34x dx =

∫u3 2du = 2

∫u3 du

=12u4 =

12(x2 + 3)4

. . . . . .

A polynomialexample, thehardway

Comparethistomultiplyingitout:∫(x2 + 3)34x dx =

∫ (x6 + 9x4 + 27x2 + 27

)4x dx

=

∫ (4x7 + 36x5 + 108x3 + 108x

)dx

=12x8 + 6x6 + 27x4 + 54x2

. . . . . .

Compare

Wehave∫(x2 + 3)34x dx =

12(x2 + 3)4

+ C

∫(x2 + 3)34x dx =

12x8 + 6x6 + 27x4 + 54x2

+ C

Now

12

(x2 + 3)4 =12

(x8 + 12x6 + 54x4 + 108x2 + 81

)=

12x8 + 6x6 + 27x4 + 54x2 +

812

Isthisaproblem?

No, that’swhat +C means!

. . . . . .

Compare

Wehave∫(x2 + 3)34x dx =

12(x2 + 3)4 + C∫

(x2 + 3)34x dx =12x8 + 6x6 + 27x4 + 54x2 + C

Now

12

(x2 + 3)4 =12

(x8 + 12x6 + 54x4 + 108x2 + 81

)=

12x8 + 6x6 + 27x4 + 54x2 +

812

Isthisaproblem? No, that’swhat +C means!

. . . . . .

A slickexample

Example

Find∫

tan x dx.

(Hint: tan x =sin xcos x

)

SolutionLet u = cos x. Then du = − sin x dx. So∫

tan x dx =

∫sin xcos x

dx = −∫

1udu

= − ln |u| + C

= − ln | cos x| + C = ln | sec x| + C

. . . . . .

A slickexample

Example

Find∫

tan x dx. (Hint: tan x =sin xcos x

)

SolutionLet u = cos x. Then du = − sin x dx. So∫

tan x dx =

∫sin xcos x

dx = −∫

1udu

= − ln |u| + C

= − ln | cos x| + C = ln | sec x| + C

. . . . . .

A slickexample

Example

Find∫

tan x dx. (Hint: tan x =sin xcos x

)

SolutionLet u = cos x. Then du = − sin x dx.

So∫tan x dx =

∫sin xcos x

dx = −∫

1udu

= − ln |u| + C

= − ln | cos x| + C = ln | sec x| + C

. . . . . .

A slickexample

Example

Find∫

tan x dx. (Hint: tan x =sin xcos x

)

SolutionLet u = cos x. Then du = − sin x dx. So∫

tan x dx =

∫sin xcos x

dx = −∫

1udu

= − ln |u| + C

= − ln | cos x| + C = ln | sec x| + C

. . . . . .

A slickexample

Example

Find∫

tan x dx. (Hint: tan x =sin xcos x

)

SolutionLet u = cos x. Then du = − sin x dx. So∫

tan x dx =

∫sin xcos x

dx = −∫

1udu

= − ln |u| + C

= − ln | cos x| + C = ln | sec x| + C

. . . . . .

A slickexample

Example

Find∫

tan x dx. (Hint: tan x =sin xcos x

)

SolutionLet u = cos x. Then du = − sin x dx. So∫

tan x dx =

∫sin xcos x

dx = −∫

1udu

= − ln |u| + C

= − ln | cos x| + C = ln | sec x| + C

. . . . . .

Outline

Announcements

LastTime: TheFundamentalTheorem(s)ofCalculus

SubstitutionforIndefiniteIntegralsTheoryExamples

SubstitutionforDefiniteIntegralsTheoryExamples

. . . . . .

Theorem(TheSubstitutionRuleforDefiniteIntegrals)If g′ iscontinuousand f iscontinuousontherangeof u = g(x),then ∫ b

af(g(x))g′(x)dx =

∫ g(b)

g(a)f(u)du.

. . . . . .

Example

Compute∫ π

0cos2 x sin x dx.

Solution(SlowWay)

Firstcomputetheindefiniteintegral∫

cos2 x sin x dx andthen

evaluate. Let u = cos x. Then du = − sin x dx and∫cos2 x sin x dx = −

∫u2 du

= −13u

3 + C = −13 cos

3 x + C.

Therefore ∫ π

0cos2 x sin x dx = −1

3 cos3 x

∣∣π0 = 2

3 .

. . . . . .

Example

Compute∫ π

0cos2 x sin x dx.

Solution(SlowWay)

Firstcomputetheindefiniteintegral∫

cos2 x sin x dx andthen

evaluate.

Let u = cos x. Then du = − sin x dx and∫cos2 x sin x dx = −

∫u2 du

= −13u

3 + C = −13 cos

3 x + C.

Therefore ∫ π

0cos2 x sin x dx = −1

3 cos3 x

∣∣π0 = 2

3 .

. . . . . .

Example

Compute∫ π

0cos2 x sin x dx.

Solution(SlowWay)

Firstcomputetheindefiniteintegral∫

cos2 x sin x dx andthen

evaluate. Let u = cos x. Then du = − sin x dx and∫cos2 x sin x dx = −

∫u2 du

= −13u

3 + C = −13 cos

3 x + C.

Therefore ∫ π

0cos2 x sin x dx = −1

3 cos3 x

∣∣π0 = 2

3 .

. . . . . .

Solution(FastWay)Doboththesubstitutionandtheevaluationatthesametime.

Letu = cos x. Then du = − sin x dx, u(0) = 1 and u(π) = −1. So∫ π

0cos2 x sin x dx =

∫ −1

1−u2 du

=

∫ 1

−1u2 du

= 13u

3∣∣1−1 =

23

.

. . . . . .

Solution(FastWay)Doboththesubstitutionandtheevaluationatthesametime. Letu = cos x. Then du = − sin x dx, u(0) = 1 and u(π) = −1.

So∫ π

0cos2 x sin x dx =

∫ −1

1−u2 du

=

∫ 1

−1u2 du

= 13u

3∣∣1−1 =

23

.

. . . . . .

Solution(FastWay)Doboththesubstitutionandtheevaluationatthesametime. Letu = cos x. Then du = − sin x dx, u(0) = 1 and u(π) = −1. So∫ π

0cos2 x sin x dx =

∫ −1

1−u2 du

=

∫ 1

−1u2 du

= 13u

3∣∣1−1 =

23

.

. . . . . .

Anexponentialexample

Example

Find∫ ln

√8

ln√3

e2x√e2x + 1dx

SolutionLet u = e2x, so du = 2e2x dx. Wehave∫ ln

√8

ln√3

e2x√e2x + 1dx =

12

∫ 8

3

√u + 1du

Nowlet y = u + 1, dy = du. So

12

∫ 8

3

√u + 1du =

12

∫ 9

4

√y dy =

12

∫ 9

4y1/2 dy

=12· 23y3/2

∣∣∣∣94

=13

(27− 8) =193

. . . . . .

Anexponentialexample

Example

Find∫ ln

√8

ln√3

e2x√e2x + 1dx

SolutionLet u = e2x, so du = 2e2x dx. Wehave∫ ln

√8

ln√3

e2x√e2x + 1dx =

12

∫ 8

3

√u + 1du

Nowlet y = u + 1, dy = du. So

12

∫ 8

3

√u + 1du =

12

∫ 9

4

√y dy =

12

∫ 9

4y1/2 dy

=12· 23y3/2

∣∣∣∣94

=13

(27− 8) =193

. . . . . .

Anexponentialexample

Example

Find∫ ln

√8

ln√3

e2x√e2x + 1dx

SolutionLet u = e2x, so du = 2e2x dx. Wehave∫ ln

√8

ln√3

e2x√e2x + 1dx =

12

∫ 8

3

√u + 1du

Nowlet y = u + 1, dy = du. So

12

∫ 8

3

√u + 1du =

12

∫ 9

4

√y dy =

12

∫ 9

4y1/2 dy

=12· 23y3/2

∣∣∣∣94

=13

(27− 8) =193

. . . . . .

Anotherwaytoskinthatcat

Example

Find∫ ln

√8

ln√3

e2x√e2x + 1dx

SolutionLet u = e2x + 1

, sothat du = 2e2x dx. Then∫ ln√8

ln√3

e2x√e2x + 1dx =

12

∫ 9

4

√udu

=13u3/2

∣∣∣∣94

=13

(27− 8) =193

. . . . . .

Anotherwaytoskinthatcat

Example

Find∫ ln

√8

ln√3

e2x√e2x + 1dx

SolutionLet u = e2x + 1, sothat du = 2e2x dx.

Then∫ ln√8

ln√3

e2x√e2x + 1dx =

12

∫ 9

4

√udu

=13u3/2

∣∣∣∣94

=13

(27− 8) =193

. . . . . .

Anotherwaytoskinthatcat

Example

Find∫ ln

√8

ln√3

e2x√e2x + 1dx

SolutionLet u = e2x + 1, sothat du = 2e2x dx. Then∫ ln

√8

ln√3

e2x√e2x + 1dx =

12

∫ 9

4

√udu

=13u3/2

∣∣∣∣94

=13

(27− 8) =193

. . . . . .

Anotherwaytoskinthatcat

Example

Find∫ ln

√8

ln√3

e2x√e2x + 1dx

SolutionLet u = e2x + 1, sothat du = 2e2x dx. Then∫ ln

√8

ln√3

e2x√e2x + 1dx =

12

∫ 9

4

√udu

=13u3/2

∣∣∣∣94

=13

(27− 8) =193

. . . . . .

Anotherwaytoskinthatcat

Example

Find∫ ln

√8

ln√3

e2x√e2x + 1dx

SolutionLet u = e2x + 1, sothat du = 2e2x dx. Then∫ ln

√8

ln√3

e2x√e2x + 1dx =

12

∫ 9

4

√udu

=13u3/2

∣∣∣∣94

=13

(27− 8) =193

. . . . . .

A thirdskinnedcat

Example

Find∫ ln

√8

ln√3

e2x√e2x + 1dx

SolutionLet u =

√e2x + 1, sothat

u2 = e2x + 1

=⇒ 2udu = 2e2x dx

Thus ∫ ln√8

ln√3

=

∫ 3

2u · udu =

13u3

∣∣∣∣32

=193

. . . . . .

A thirdskinnedcat

Example

Find∫ ln

√8

ln√3

e2x√e2x + 1dx

SolutionLet u =

√e2x + 1, sothat

u2 = e2x + 1 =⇒ 2udu = 2e2x dx

Thus ∫ ln√8

ln√3

=

∫ 3

2u · udu =

13u3

∣∣∣∣32

=193

. . . . . .

A thirdskinnedcat

Example

Find∫ ln

√8

ln√3

e2x√e2x + 1dx

SolutionLet u =

√e2x + 1, sothat

u2 = e2x + 1 =⇒ 2udu = 2e2x dx

Thus ∫ ln√8

ln√3

=

∫ 3

2u · udu =

13u3

∣∣∣∣32

=193

. . . . . .

ExampleFind ∫ 3π/2

πcot5

6

)sec2

6

)dθ.

Beforewedivein, thinkabout:I What“easy”substitutionsmighthelp?I Whichofthetrigfunctionssuggestsasubstitution?

. . . . . .

ExampleFind ∫ 3π/2

πcot5

6

)sec2

6

)dθ.

Beforewedivein, thinkabout:I What“easy”substitutionsmighthelp?I Whichofthetrigfunctionssuggestsasubstitution?

. . . . . .

SolutionLet φ =

θ

6. Then dφ =

16dθ.

∫ 3π/2

πcot5

6

)sec2

6

)dθ = 6

∫ π/4

π/6cot5 φ sec2 φdφ

= 6∫ π/4

π/6

sec2 φdφ

tan5 φ

Nowlet u = tanφ. So du = sec2 φdφ, and

6∫ π/4

π/6

sec2 φdφ

tan5 φ= 6

∫ 1

1/√3u−5 du

= 6(−14u−4

)∣∣∣∣11/

√3

=32

[9− 1] = 12.

. . . . . .

SolutionLet φ =

θ

6. Then dφ =

16dθ.

∫ 3π/2

πcot5

6

)sec2

6

)dθ = 6

∫ π/4

π/6cot5 φ sec2 φdφ

= 6∫ π/4

π/6

sec2 φdφ

tan5 φ

Nowlet u = tanφ. So du = sec2 φdφ, and

6∫ π/4

π/6

sec2 φdφ

tan5 φ= 6

∫ 1

1/√3u−5 du

= 6(−14u−4

)∣∣∣∣11/

√3

=32

[9− 1] = 12.

. . . . . .

Graphs

. .θ

.y

.

.

.3π

2

.∫ 3π/2

πcot5

6

)sec2

6

)dθ

.y

.

6

.

4

.∫ π/4

π/66 cot5 φ sec2 φdφ

. . . . . .

Graphs

. .φ

.y

.

6

.

4

.∫ π/4

π/66 cot5 φ sec2 φdφ

.u

.y

.∫ 1

1/√36u−5 du

.

.1√3

.

.1

. . . . . .

Summary: Whatdowesubstitute?

I Linearfactors (ax + b) areeasysubstitutions: u = ax + b,du = a dx

I Lookfor function/derivativepairs intheintegrand, onetomake u andonetomake du:

I xn and xn−1 (fudgethecoefficient)I sineandcosine(fudgetheminussign)I ex and exI ax and ax (fudgethecoefficient)

I√x and

1√x(fudgethefactorof 2)

I ln x and1x