Integration by Substitution

This page is dedicated to teaching techniques for integration by substitution. For other integration methods, see other sources.

The first section introduces the theory. Next comes a demonstration of the technique; this is followed by a section listing the steps used in that demonstration. The last section is a series of clarifying examples.

• Basic differentiation
• Basic integration methods

To understand the theory:

• Function composition: that a function ${\displaystyle f(x)}$ can also be written as ${\displaystyle f(u(x))}$, which we call the composition of ${\displaystyle f(u)}$ and ${\displaystyle u(x)}$.
• Chain rule

This area is covered by the Wikipedia article Integration by substitution. On this page we deal with the practical aspects.

We begin with the following as is described by the Wikipedia article

${\displaystyle \int _{a}^{b}f(g(x))g'(x)\,dx=\int _{g(a)}^{g(b)}f(x)\,dx.}$

This can be rewritten as

${\displaystyle \int _{}^{}f(u)\,du.}$

by setting

${\displaystyle u=g(x)\,\qquad du=g'(x)\,dx.}$

The principle applied here is function of a function (Function composition) and the reverse of the chain rule. This is the basis of integration by substitution.
The key skill now is to identify what value we use for ${\displaystyle u}$ and following the process to solution.

The objective of Integration by substitution is to substitute the integrand from an expression with variable ${\displaystyle x}$ to an expression with variable ${\displaystyle u}$ where ${\displaystyle u\,=\,g(x)}$

Theory

We want to transform the Integral from a function of ${\displaystyle x}$ to a function of ${\displaystyle u}$

${\displaystyle \int _{x=a}^{x=b}f(x)\,dx\,\rightarrow \,\int _{u=c}^{u=d}h(u)\,du}$

Starting with

${\displaystyle u\,=\,g(x)}$

Steps

${\displaystyle \int _{x=a}^{x=b}f(x)\,dx\,}$	${\displaystyle =\int _{x=a}^{x=b}f(x)\,{\operatorname {d} \!u \over \operatorname {d} \!u}\,dx\,}$		(1)	ie   ${\displaystyle {\operatorname {d} \!u \over \operatorname {d} \!u}\,=\,1}$
	${\displaystyle =\int _{x=a}^{x=b}\left(f(x)\,{\operatorname {d} \!x \over \operatorname {d} \!u}\right)\left({\operatorname {d} \!u \over \operatorname {d} \!x}\right)\,dx\,}$		(2)	ie   ${\displaystyle {\operatorname {d} \!x \over \operatorname {d} \!u}{\operatorname {d} \!u \over \operatorname {d} \!x}\,=\,{\operatorname {d} \!u \over \operatorname {d} \!u}\,=\,1}$
	${\displaystyle =\int _{x=a}^{x=b}\left(f(x)\,{\operatorname {d} \!x \over \operatorname {d} \!u}\right)g'(x)\,dx\,}$		(3)	ie   ${\displaystyle {\operatorname {d} \!u \over \operatorname {d} \!x}\,=\,g'(x)}$
	${\displaystyle =\int _{x=a}^{x=b}h(g(x))g'(x)\,dx\,}$		(4)	ie   Now equate ${\displaystyle (f(x)\,{\operatorname {d} \!x \over \operatorname {d} \!u})}$ with ${\displaystyle h(g(x))}$
	${\displaystyle =\int _{x=a}^{x=b}h(u)g'(x)\,dx\,}$		(5)	ie   ${\displaystyle g(x)\,=\,u}$
	${\displaystyle =\int _{u=g(a)}^{u=g(b)}h(u)\,du\,}$		(6)	ie   ${\displaystyle du\,=\,{\operatorname {d} \!u \over \operatorname {d} \!x}dx\,=\,g'(x)\,dx\,}$
	${\displaystyle =\int _{u=c}^{u=d}h(u)\,du\,}$		(7)	ie   We have achieved our desired result

Procedure

• Calculate ${\displaystyle g'(x)\,=\,{\operatorname {d} \!u \over \operatorname {d} \!x}}$
• Calculate ${\displaystyle h(u)}$ which is ${\displaystyle f(x)\,{\operatorname {d} \!x \over \operatorname {d} \!u}\,=\,{\frac {f(x)}{g'(x)}}}$ and make sure you express the result in terms of the variable ${\displaystyle u}$
• Calculate ${\displaystyle c\,=\,g(a)}$
• Calculate ${\displaystyle d\,=\,g(b)}$

Consider the definite integral

${\displaystyle \int _{0}^{2}x\cos(x^{2}+1)\,dx}$

By using the substitution

${\displaystyle u(x)=x^{2}+1\qquad {\frac {du}{dx}}=2x\,\qquad {\frac {du}{2}}=x\,dx}$

Now because we have limits, we need to change them with respect to ${\displaystyle u}$. Note the value of the limits.

${\displaystyle \int _{x=0}^{x=2}x\cos(x^{2}+1)\,dx}$

${\displaystyle {\begin{aligned}&{}u(0)=(0^{2}+1)=1\\&{}u(2)=(2^{2}+1)=5\end{aligned}}}$

Now we have a new definite integral to solve

${\displaystyle {\begin{aligned}&{}={\frac {1}{2}}\int _{u=1}^{u=5}\cos \,u\,du\\&{}={\frac {1}{2}}(\sin 5-\sin 1).\end{aligned}}}$

Let's now review the steps for integration by substitution.

	Indefinite Integral	Definite Integral
1.	First identify that you have a function of a function. This skill comes with practice to identify candidates.	First identify that you have a function of a function. This skill comes with practice to identify candidates.
2.	Identify ${\displaystyle u}$ and then find ${\displaystyle du}$ that is appropriate for the expression.	Identify ${\displaystyle u}$ and then find ${\displaystyle du}$ that is appropriate for the expression.
3.		Change limits for definite integrals.
4.	Integrate using normal techniques.	Integrate using normal techniques.
5.	Substitute back the values for u for indefinite integrals.
6.	Don't forget the constant of integration for indefinite integrals.

Let's look at more examples at finding ${\displaystyle u}$.

Example 1

${\displaystyle \int _{0}^{1}{\frac {x\cosh {\sqrt {4-x^{2}}}}{\sqrt {4-x^{2}}}}\,dx.}$

${\displaystyle u\,}$	${\displaystyle {\frac {du}{dx}}\,}$	${\displaystyle Limits\,}$	${\displaystyle u\,Integral\,}$
${\displaystyle u={\sqrt {4-x^{2}}}}$	${\displaystyle {\frac {du}{dx}}={\frac {1}{2}}(4-x^{2})^{\frac {-1}{2}}\times -2x\,}$	${\displaystyle -\int _{x=0}^{x=1}\cosh \,u\,du.}$	${\displaystyle -\int _{u=2}^{u={\sqrt {3}}}\cosh \,u\,du}$
	${\displaystyle =-x(4-x^{2})^{\frac {-1}{2}}}$	${\displaystyle u={\sqrt {4-1^{2}}}={\sqrt {3}}}$	${\displaystyle =-(\sinh \,2-\sinh \,{\sqrt {3}})}$
	${\displaystyle ={\frac {-x}{\sqrt {4-x^{2}}}}}$	${\displaystyle u={\sqrt {4-0^{2}}}=2}$	${\displaystyle =-\sinh \,2+\sinh \,{\sqrt {3}}}$
	${\displaystyle du={\frac {-x}{\sqrt {4-x^{2}}}}\,dx.}$