Integration by substitution

Integration by substitution, or uu-substitution, is the integral version of the chain rule.

Contents

Use

Let F(x)F(x) and G(x)G(x) be antiderivatives of f(x)f(x) and g(x)g(x), respectively.

f(G(x))g(x)dx=f(u)du=F(G(x))+C\int f(G(x)) \cdot g(x)\d x = \int f(u)\d u = F(G(x)) + C

where

u=G(x),du=g(x)dxu = G(x), \d u = g(x) \d x

The definite integral version is

x1x2f(G(x))g(x)dx=G(x1)G(x2)f(u)du=F(G(x2))F(G(x1))\int_{x_1}^{x_2} f(G(x)) \cdot g(x)\d x = \int_{G(x_1)}^{G(x_2)} f(u)\d u = F(G(x_2)) - F(G(x_1))

For indefinite integrals, your answer must be in terms of the original variable (typically xx).

For definite integrals, change the limits of integration accordingly.

G(x)=uG(x) = u, but we cannot use the same variable both in the integrand and in the limits of integration.

Substitutions for integrals not in the form kf(G(x))g(x)dx\int k\cdot f(G(x)) \cdot g(x)\d x are given in the question.

Integrals of the form

f(ax+b)dx\int f(ax + b)\d x

can directly apply the property mentioned in indefinite integrals#Properties.

derived formulas

These are derived using substitution. For definite integrals, the limits of integration remain same as the original integral.

f(ax+b)dx=1aF(ax+b)+C\int f(ax+b)\d x = \frac 1a F(ax+b) + C
1x2+a2dx=1aarctanxa+C\int \frac{1}{x^2 + a^2}\d x = \frac 1a \arctan \frac xa + C
1a2x2dx=arcsinxa+C,x<a\int \frac{1}{\sqrt{a^2 - x^2}}\d x = \arcsin \frac xa + C,\, \lvert x\rvert < a
f(x)ef(x)dx=ef(x)+C\int f^\prime(x) \e^{f(x)}\d x = \e^{f(x)} + C

The following can be proved using substitution, but it is not assessed.

abf(x)dx=abf(a+bx)dx\int_a^b f(x)\d x = \int_a^b f(a + b - x)\d x

Examples

Example: Simplify

sin2x1+3cos2xdx\int \frac{\sin 2x}{\sqrt{1 + 3\cos^2 x}}\d x

From double angle identity for sine sin2x=2sinxcosx\sin 2x = 2 \sin x \cos x.

I=sin2x1+3cos2xdx=2sinxcosx1+3cos2xdx\begin{align*} I &= \int \frac{\sin 2x}{\sqrt{1 + 3\cos^2 x}}\d x \\ &= \int \frac{2 \sin x \cos x}{\sqrt{1 + 3\cos^2 x}}\d x \end{align*}

Also

Let u=1+3cos2x,du=6sinxcosxdxu = 1 + 3\cos^2 x, \d u = -6\sin x\cos x \d x

We want to make a 6sinxcosx-6 \sin x\cos x appear, so multiply integrand by 3-3 but also divide the integral by 3-3.

I=136sinxcosx1+3cos2xdx=13duu12=13u12du=132u12+C=231+3cos2x+C\begin{align*} I &= -\frac13 \int \frac{-6 \sin x \cos x}{\sqrt{1 + 3\cos^2 x}}\d x \\ &= -\frac13 \int \frac{\d u}{u^{\frac12}} \\ &= -\frac13 \int {u^{-\frac12}} \d u \\ &= -\frac13 \cdot 2u^{\frac12} + C \\ &= -\frac23 \sqrt{1 + 3\cos^2x} + C \qed \end{align*}

Example: Evaluate

e2e8dxxlnxdx\int_{\e^2}^{\e^8} \frac{\d x}{x\ln x}\d x

Let u=lnx,du=1xdxu = \ln x, \d u = \frac 1x \d x

For definite integrals, we also have to change the limits of integration from x1,x2x_1, x_2 to u1,u2u_1, u_2.

u1=ln(e2)=2,u2=ln(e8)=8u_1 = \ln (\e^2) = 2, u_2 = \ln (\e^8) = 8
I=e2e8dxxlnxdx=281udu=lnu28=ln8ln2=ln(82)=ln4\begin{align*}I &= \int_{\e^2}^{\e^8} \frac{\d x}{x\ln x}\d x \\ &= \int_{2}^{8} \frac{1}{u}\d u \\ &= \ln \lvert u\rvert\Big\vert_{2}^{8} \\ &= \ln 8 - \ln 2 \\ &= \ln \left(\frac82\right) \\ &= \ln 4 \qed \end{align*}

HL Examples

HL involves integration by substitution not in the form of kf(G(x))g(x)dx{\int k\cdot f(G(x)) \cdot g(x)\d x}. IB will provide the substitutions.

Example: By using the substitution x=3sinθx = 3 \sin \theta, simplify

9x2x2dx\int \frac{\sqrt{9-x^2}}{x^2} \d x

dx=3cosθdθ\d x = 3\cos \theta \d \theta

The numerator becomes 9(3sinθ)2=99sin2θ=9cos2θ=3cosθ\sqrt{9-(3\sin\theta)^2} = \sqrt{9-9\sin^2\theta} = \sqrt{9\cos^2\theta} = 3\cos\theta, using the Pythagorean identity.

The denominator becomes (3sinθ)2=9sin2θ(3\sin\theta)^2 = 9\sin^2\theta.

I=3cosθ9sin2θ(3cosθdθ)I=cos2θsin2θdθI=cot2θdθ\begin{align*} I &= \int \frac{3\cos\theta}{9\sin^2\theta} \left(3\cos \theta \d \theta\right) \\ I &= \int \frac{\cos^2\theta}{\sin^2\theta} \d\theta \\ I &= \int \cot^2\theta\d\theta \end{align*}

Checking our HL derivative tables, there is no function listed with a derivative of cot2x\cot^2x, but we do have

ddxcotx=cosec2x\frac\d{\d x} \cot x = -\cosec^2 x

and a variant of Pythagorean identity

1+cot2θ=cosec2θ1 + \cot^2 \theta = \cosec^2 \theta
I=cot2θdθ=cosec2θ1dθ=cotθθ\begin{align*} I &= \int \cot^2\theta\d\theta \\ &= \int \cosec^2\theta - 1 \d\theta \\ &= -\cot \theta - \theta \\ \end{align*}

We need the indefinite integral in terms of original variable xx. Using sinθ=x3\sin\theta = \frac{x}{3}, it corresponds to a triangle with opposite xx and hypotenuse 33. The adjacent is 9x20\sqrt{9 - x^2}\geq 0. A non-negative adjacent side means sin\sin and cot\cot have the same sign.

cotθ=adjacentopposite=9x2x\cot \theta = \frac{\text{adjacent}}{\text{opposite}} = \frac{\sqrt{9 - x^2}}{x}

It can be confirmed that indeed sin\sin and cot\cot have the same sign (as xx).

The integral evaluates to

9x2x2dx=9x2xarcsinx3+C\int \frac{\sqrt{9-x^2}}{x^2} \d x = -\frac{\sqrt{9 - x^2}}{x} - \arcsin{\frac x3} + C\qed

which conveniently involve range of arcsin\arcsin corresponding to angles with non-negative adjacent side on the unit circle, ie xx-axis. This makes x=3sinθx = 3\sin\theta a better choice than x=3cosθx = 3\cos\theta. The former is more apt to deal with both positive and negative values of xx.

Example: By using the substitution u=sin2x3u = \sin^2 x - 3, evaluate

0π24sinxcosxsin4x6sin2x+25dx\int_0^\frac{\pi}{2} \frac{-4\sin x\cos x}{\sin^4x - 6\sin^2 x + 25}\d x

We have du=2sinxcosxdx\d u = {2\sin x\cos x \d x}, with limits of integration u1=sin2(0)3=3u_1 = {\sin^2 (0) - 3} = -3, u2=sin2(π2)3=2u_2 = {\sin^2 \left(\frac{\pi}{2}\right) - 3} = -2

Rewrite the denominator as (sin2x3)2+(4)2(\sin^2 x - 3)^2 +(4)^2, by completing the square, then apply

1x2+a2dx=1aarctanxa+C\int \frac{1}{x^2 + a^2}\d x = \frac 1a \arctan \frac xa + C
I=0π24sinxcosxsin2x6sinx+25dx=0π22(2sinxcosx)(sin2x3)2+(4)2dx=322duu2+42=14arctanu432(2)=(arctan(24)arctan(34))12=(arctan(12)+arctan(34))12=12arctan(12)12arctan(34)\begin{align*}I &= \int_0^\frac{\pi}{2} \frac{-4\sin x\cos x}{\sin^2x - 6\sin x + 25}\d x \\ &= \int_0^\frac{\pi}{2} \frac{-2(2\sin x\cos x)}{(\sin^2 x - 3)^2 + (4)^2}\d x \\ &= \int_{-3}^{-2} \frac{-2\d u}{u^2 + 4^2} \\ &=\frac 14\arctan \frac u4 \Big\vert_{-3}^{-2} \cdot (-2) \\ &= \left(\arctan \left(-\frac{2}{4}\right) - \arctan \left(-\frac{3}{4}\right)\right) \cdot \frac{-1}{2} \\ &= \left(-\arctan \left(\frac{1}{2}\right) + \arctan \left(\frac{3}{4}\right)\right) \cdot \frac{-1}{2} \\ &= \frac 12 \arctan \left(\frac{1}{2}\right) - \frac12\arctan \left(\frac{3}{4}\right) \qed \end{align*}

Tip: arctan\arctan is odd, such that arctan(x)=arctan(x)\arctan (-x) = -\arctan (x)