Integration by Substitution

∫ Integration by Substitution

A technique for solving complex integrals

🎯 When Do We Use Substitution?

Substitution is appropriate when we have a composite function – a function inside a function.

Clear indicators: when you see something like:

  • \((2x+3)^5\) – an expression raised to a power
  • \(\sqrt{x^2+1}\) – square root of an expression
  • \(e^{3x}\) – exponential with an expression
  • \(\sin(2x)\) – trigonometric function of an expression

💡 The Core Idea

Substitution is the "reverse chain rule".

If in differentiation we used the chain rule:

\([f(g(x))]' = f'(g(x)) \cdot g'(x)\)

Then in integration we do the reverse:

\(\int f'(g(x)) \cdot g'(x) \, dx = f(g(x)) + C\)

📝 Method Steps

Step 1: Choose a substitution

Define \(u = g(x)\) (usually the "inner" expression)

Step 2: Compute du

Differentiate: \(du = g'(x) \, dx\)

Or: \(dx = \frac{du}{g'(x)}\)

Step 3: Substitute into the integral

Replace all x and dx with u and du

Step 4: Solve

Evaluate the new integral (which is usually simpler)

Step 5: Back-substitute for x

Replace \(u = g(x)\) back

✏️ Example 1: Power of a Linear Expression

Evaluate: \(\int (2x+3)^5 \, dx\)

Solution:

Step 1: Choose substitution

\(u = 2x + 3\)

Step 2: Compute du

\(\frac{du}{dx} = 2\)

\(du = 2 \, dx\)

\(dx = \frac{du}{2}\)

Step 3: Substitute

\(\int (2x+3)^5 \, dx = \int u^5 \cdot \frac{du}{2}\)

\(= \frac{1}{2} \int u^5 \, du\)

Step 4: Solve

\(= \frac{1}{2} \cdot \frac{u^6}{6} + C = \frac{u^6}{12} + C\)

Step 5: Back-substitute for x

\(= \frac{(2x+3)^6}{12} + C\)

Answer: \(\frac{(2x+3)^6}{12} + C\)

⚡ Quick Formula for Linear Expressions

When a linear expression \((ax + b)\) appears inside a function:

\(\int f(ax+b) \, dx = \frac{1}{a} \cdot F(ax+b) + C\)

where F is the antiderivative of f

💡 In words: divide by the coefficient of x!

Examples:

\(\int (3x+1)^4 \, dx = \frac{(3x+1)^5}{5 \cdot 3} + C = \frac{(3x+1)^5}{15} + C\)
\(\int e^{5x} \, dx = \frac{e^{5x}}{5} + C\)
\(\int \cos(2x) \, dx = \frac{\sin(2x)}{2} + C\)
\(\int \frac{1}{4x-1} \, dx = \frac{\ln|4x-1|}{4} + C\)

✏️ Example 2: Root of an Expression

Evaluate: \(\int x\sqrt{x^2+1} \, dx\)

Solution:

Step 1: Choose substitution (what is under the root)

\(u = x^2 + 1\)

Step 2: Compute du

\(du = 2x \, dx\)

\(x \, dx = \frac{du}{2}\)

Step 3: Substitute

\(\int x\sqrt{x^2+1} \, dx = \int \sqrt{u} \cdot \frac{du}{2}\)

\(= \frac{1}{2} \int u^{\frac{1}{2}} \, du\)

Step 4: Solve

\(= \frac{1}{2} \cdot \frac{u^{\frac{3}{2}}}{\frac{3}{2}} + C = \frac{1}{2} \cdot \frac{2}{3} u^{\frac{3}{2}} + C = \frac{1}{3} u^{\frac{3}{2}} + C\)

Step 5: Back-substitute for x

\(= \frac{1}{3} (x^2+1)^{\frac{3}{2}} + C = \frac{1}{3}\sqrt{(x^2+1)^3} + C\)

Answer: \(\frac{1}{3}(x^2+1)^{\frac{3}{2}} + C\)

✏️ Example 3: Exponential Function

Evaluate: \(\int x \cdot e^{x^2} \, dx\)

Solution:

Step 1: Substitution

\(u = x^2\)

Step 2: du

\(du = 2x \, dx \implies x \, dx = \frac{du}{2}\)

Steps 3+4: Substitute and solve

\(\int x \cdot e^{x^2} \, dx = \int e^u \cdot \frac{du}{2} = \frac{1}{2} e^u + C\)

Step 5: Back to x

\(= \frac{1}{2} e^{x^2} + C\)

Answer: \(\frac{1}{2} e^{x^2} + C\)

✏️ Example 4: Logarithm

Evaluate: \(\int \frac{\ln x}{x} \, dx\)

Solution:

Step 1: Substitution

\(u = \ln x\)

Step 2: du

\(du = \frac{1}{x} \, dx\)

Steps 3+4: Substitute and solve

\(\int \frac{\ln x}{x} \, dx = \int u \, du = \frac{u^2}{2} + C\)

Step 5: Back to x

\(= \frac{(\ln x)^2}{2} + C\)

Answer: \(\frac{(\ln x)^2}{2} + C\)

✏️ Example 5: Definite Integral with Substitution

Evaluate: \(\int_0^1 x(x^2+1)^3 \, dx\)

Solution:

Step 1: Substitution

\(u = x^2 + 1\)

\(du = 2x \, dx \implies x \, dx = \frac{du}{2}\)

Step 2: Convert the limits!

When \(x = 0\): \(u = 0^2 + 1 = 1\)

When \(x = 1\): \(u = 1^2 + 1 = 2\)

Step 3: New integral

\(\int_0^1 x(x^2+1)^3 \, dx = \int_1^2 u^3 \cdot \frac{du}{2} = \frac{1}{2} \int_1^2 u^3 \, du\)

Step 4: Evaluate

\(= \frac{1}{2} \Big[ \frac{u^4}{4} \Big]_1^2\)

\(= \frac{1}{2} \left( \frac{16}{4} - \frac{1}{4} \right)\)

\(= \frac{1}{2} \cdot \frac{15}{4} = \frac{15}{8}\)

Answer: \(\frac{15}{8}\)

⚠️ Important: in a definite integral you must also convert the limits to u!

Then there is no need to back-substitute to x at the end.

🎯 How to Choose u?

Integral type What to choose as u
\(\int f(ax+b) \, dx\) \(u = ax + b\)
\(\int x \cdot f(x^2) \, dx\) \(u = x^2\)
\(\int \frac{f'(x)}{f(x)} \, dx\) \(u = f(x)\) → result: \(\ln|u|\)
\(\int f'(x) \cdot e^{f(x)} \, dx\) \(u = f(x)\)
\(\int \sin^n x \cos x \, dx\) \(u = \sin x\)

💡 Rule of thumb:

Choose u to be the expression whose derivative already appears in the integral (or nearly appears)

📋 Important Integrals (to know!)

Integral Result
\(\int (ax+b)^n \, dx\) \(\frac{(ax+b)^{n+1}}{a(n+1)} + C\)
\(\int \frac{1}{ax+b} \, dx\) \(\frac{1}{a}\ln|ax+b| + C\)
\(\int e^{ax+b} \, dx\) \(\frac{1}{a}e^{ax+b} + C\)
\(\int \sin(ax+b) \, dx\) \(-\frac{1}{a}\cos(ax+b) + C\)
\(\int \cos(ax+b) \, dx\) \(\frac{1}{a}\sin(ax+b) + C\)
\(\int \frac{f'(x)}{f(x)} \, dx\) \(\ln|f(x)| + C\)

💡 Tips for the Exam

1️⃣ Spot the pattern

Look for a function whose derivative already appears in the integral

2️⃣ Don't forget to divide

If \(du = 2x \, dx\), then \(x \, dx = \frac{du}{2}\)

3️⃣ Limits in definite integrals

Convert the limits to u, or back-substitute to x before substituting

4️⃣ Verify by differentiating

You can always differentiate the result to confirm you get the integrand

📝 Summary

Substitution method: \(u = g(x)\), \(du = g'(x) \, dx\)

Linear expression: \(\int f(ax+b) \, dx = \frac{1}{a} F(ax+b) + C\)

The key: identify the inner expression and its derivative