The document outlines a calculus lecture on integration by substitution. It provides examples of using u-substitution to find antiderivatives of expressions like √(x^2+1) and tan(x). The key ideas are that if u is a function of x, its derivative du/dx can be used to rewrite the integrand and perform a u-substitution integration.
1. Section 5.5
Integration by Substitution
V63.0121, Calculus I
April 28, 2009
Announcements
Quiz 6 this week covering 5.1–5.2
Practice finals on the website. Solutions Friday
. .
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2. Outline
Announcements
Last Time: The Fundamental Theorem(s) of Calculus
Substitution for Indefinite Integrals
Theory
Examples
Substitution for Definite Integrals
Theory
Examples
. . . . . .
3. Office Hours and other help
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. . . . . .
4. Final stuff
Final is May 8, 2:00–3:50pm in 19W4 101/102
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Review sessions: May 5 and 6, 6:00–8:00pm, SILV 703
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6. Outline
Announcements
Last Time: The Fundamental Theorem(s) of Calculus
Substitution for Indefinite Integrals
Theory
Examples
Substitution for Definite Integrals
Theory
Examples
. . . . . .
7. Differentiation and Integration as reverse processes
Theorem (The Fundamental Theorem of Calculus)
1. Let f be continuous on [a, b]. Then
∫ x
d
f(t) dt = f(x)
dx a
2. Let f be continuous on [a, b] and f = F′ for some other
function F. Then
∫ b
f(x) dx = F(b) − F(a).
a
. . . . . .
8. Techniques of antidifferentiation?
So far we know only a few rules for antidifferentiation. Some are
general, like
∫ ∫ ∫
[f(x) + g(x)] dx = f(x) dx + g(x) dx
. . . . . .
9. Techniques of antidifferentiation?
So far we know only a few rules for antidifferentiation. Some are
general, like
∫ ∫ ∫
[f(x) + g(x)] dx = f(x) dx + g(x) dx
Some are pretty particular, like
∫
1
√ dx = arcsec x + C.
x x2 − 1
. . . . . .
10. Techniques of antidifferentiation?
So far we know only a few rules for antidifferentiation. Some are
general, like
∫ ∫ ∫
[f(x) + g(x)] dx = f(x) dx + g(x) dx
Some are pretty particular, like
∫
1
√ dx = arcsec x + C.
x x2 − 1
What are we supposed to do with that?
. . . . . .
12. So far we don’t have any way to find
∫
2x
√ dx
x2 + 1
or ∫
tan x dx.
Luckily, we can be smart and use the “anti” version of one of the
most important rules of differentiation: the chain rule.
. . . . . .
13. Outline
Announcements
Last Time: The Fundamental Theorem(s) of Calculus
Substitution for Indefinite Integrals
Theory
Examples
Substitution for Definite Integrals
Theory
Examples
. . . . . .
15. Substitution for Indefinite Integrals
Example
Find ∫
x
√ dx.
x2 +1
Solution
Stare at this long enough and you notice the the integrand is the
√
derivative of the expression 1 + x2 .
. . . . . .
20. Leibnizian notation wins again
Solution (Same technique, new notation)
√ √
Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u.
. . . . . .
21. Leibnizian notation wins again
Solution (Same technique, new notation)
√ √
Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. So the
integrand becomes completely transformed into
∫ ∫ ∫
x 1 ( ) 1
√ dx = √ 1 du =
2
√ du
x2 + 1 u 2 u
. . . . . .
22. Leibnizian notation wins again
Solution (Same technique, new notation)
√ √
Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. So the
integrand becomes completely transformed into
∫ ∫ ∫
x 1 ( ) 1
√ dx = √ 1 du =
2
√ du
x2 + 1 u 2 u
∫
1 −1/2
= 2u du
. . . . . .
23. Leibnizian notation wins again
Solution (Same technique, new notation)
√ √
Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. So the
integrand becomes completely transformed into
∫ ∫ ∫
x 1 ( ) 1
√ dx = √ 1 du =
2
√ du
x2 + 1 u 2 u
∫
1 −1/2
= 2u du
√ √
= u + C = 1 + x2 + C.
. . . . . .
24. Theorem of the Day
Theorem (The Substitution Rule)
If u = g(x) is a differentiable function whose range is an interval I
and f is continuous on I, then
∫ ∫
′
f(g(x))g (x) dx = f(u) du
or ∫ ∫
du
f(u) dx = f(u) du
dx
. . . . . .
25. A polynomial example
Example ∫
Use the substitution u = x2 + 3 to find (x2 + 3)3 4x dx.
. . . . . .
26. A polynomial example
Example ∫
Use the substitution u = x2 + 3 to find (x2 + 3)3 4x dx.
Solution
If u = x2 + 3, then du = 2x dx, and 4x dx = 2 du. So
∫ ∫ ∫
(x + 3) 4x dx = u 2du = 2 u3 du
2 3 3
1 4 1 2
= u = (x + 3)4
2 2
. . . . . .
27. A polynomial example, the hard way
Compare this to multiplying it out:
∫ ∫
2 3
( 6 )
(x + 3) 4x dx = x + 9x4 + 27x2 + 27 4x dx
∫
( 7 )
= 4x + 36x5 + 108x3 + 108x dx
1 8
= x + 6x6 + 27x4 + 54x2
2
. . . . . .
31. A slick example
Example
∫
sin x
Find tan x dx. (Hint: tan x = )
cos x
. . . . . .
32. A slick example
Example
∫
sin x
Find tan x dx. (Hint: tan x = )
cos x
Solution
Let u = cos x. Then du = − sin x dx.
. . . . . .
33. A slick example
Example
∫
sin x
Find tan x dx. (Hint: tan x = )
cos x
Solution
Let u = cos x. Then du = − sin x dx. So
∫ ∫ ∫
sin x 1
tan x dx = dx = − du
cos x u
. . . . . .
34. A slick example
Example
∫
sin x
Find tan x dx. (Hint: tan x = )
cos x
Solution
Let u = cos x. Then du = − sin x dx. So
∫ ∫ ∫
sin x 1
tan x dx = dx = − du
cos x u
= − ln |u| + C
. . . . . .
35. A slick example
Example
∫
sin x
Find tan x dx. (Hint: tan x = )
cos x
Solution
Let u = cos x. Then du = − sin x dx. So
∫ ∫ ∫
sin x 1
tan x dx = dx = − du
cos x u
= − ln |u| + C
= − ln | cos x| + C = ln | sec x| + C
. . . . . .
36. Outline
Announcements
Last Time: The Fundamental Theorem(s) of Calculus
Substitution for Indefinite Integrals
Theory
Examples
Substitution for Definite Integrals
Theory
Examples
. . . . . .
38. Example ∫
π
Compute cos2 x sin x dx.
0
. . . . . .
39. Example ∫
π
Compute cos2 x sin x dx.
0
Solution (Slow Way) ∫
First compute the indefinite integral cos2 x sin x dx and then
evaluate.
. . . . . .
40. Example ∫
π
Compute cos2 x sin x dx.
0
Solution (Slow Way) ∫
First compute the indefinite integral cos2 x sin x dx and then
evaluate. Let u = cos x. Then du = − sin x dx and
∫ ∫
cos2 x sin x dx = − u2 du
= − 1 u3 + C = − 1 cos3 x + C.
3 3
Therefore
∫ π
π
cos2 x sin x dx = − 1 cos3 x
3 0
= 2.
3
0
. . . . . .
48. Another way to skin that cat
Example√
∫ ln 8 √
Find √ e2x e2x + 1 dx
ln 3
Solution
Let u = e2x + 1, so that du = 2e2x dx.
. . . . . .
49. Another way to skin that cat
Example√
∫ ln 8 √
Find √ e2x e2x + 1 dx
ln 3
Solution
Let u = e2x + 1, so that du = 2e2x dx. Then
∫ √ ∫
ln 8 √ 1 9√
2x
√ e e2x + 1 dx = u du
ln 3 2 4
. . . . . .
50. Another way to skin that cat
Example√
∫ ln 8 √
Find √ e2x e2x + 1 dx
ln 3
Solution
Let u = e2x + 1, so that du = 2e2x dx. Then
∫ √ ∫
ln 8 √ 1 9√
2x
√ e e2x + 1 dx = u du
ln 3 2 4
9
1 3/2
= u
3 4
. . . . . .
51. Another way to skin that cat
Example√
∫ ln 8 √
Find √ e2x e2x + 1 dx
ln 3
Solution
Let u = e2x + 1, so that du = 2e2x dx. Then
∫ √ ∫
ln 8 √ 1 9√
2x
√ e e2x + 1 dx = u du
ln 3 2 4
1 3/2 9
= u
3 4
1 19
= (27 − 8) =
3 3
. . . . . .
52. A third skinned cat
Example√
∫ ln 8 √
Find √ e2x e2x + 1 dx
ln 3
Solution
√
Let u = e2x + 1, so that
u2 = e2x + 1
. . . . . .
53. A third skinned cat
Example√
∫ ln 8 √
Find √ e2x e2x + 1 dx
ln 3
Solution
√
Let u = e2x + 1, so that
u2 = e2x + 1 =⇒ 2u du = 2e2x dx
. . . . . .
54. A third skinned cat
Example√
∫ ln 8 √
Find √ e2x e2x + 1 dx
ln 3
Solution
√
Let u = e2x + 1, so that
u2 = e2x + 1 =⇒ 2u du = 2e2x dx
Thus ∫ √ ∫
ln 8 3 3
1 3 19
√ = u · u du = u =
ln 3 2 3 2 3
. . . . . .
56. Example
Find ∫ ( ) ( )
3π/2
5 θ 2 θ
cot sec dθ.
π 6 6
Before we dive in, think about:
What “easy” substitutions might help?
Which of the trig functions suggests a substitution?
. . . . . .
61. Summary: What do we substitute?
Linear factors (ax + b) are easy substitutions: u = ax + b,
du = a dx
Look for function/derivative pairs in the integrand, one to
make u and one to make du:
xn and xn−1 (fudge the coefficient)
sine and cosine (fudge the minus sign)
ex and ex
ax and ax (fudge the coefficient)
√ 1
x and √ (fudge the factor of 2)
x
1
ln x and
x
. . . . . .