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Sec on 5.5
    Integra on by Subs tu on
          V63.0121.011: Calculus I
        Professor Ma hew Leingang
               New York University


               May 4, 2011


.
Announcements
  Today: 5.5
  Monday 5/9: Review in class
  Tuesday 5/10: Review Sessions by TAs
  Wednesday 5/11: TA office hours:
      Adam 10–noon (WWH 906)
      Jerome 3:30–5:30 (WWH 501)
      Soohoon 6–8 (WWH 511)
  Thursday 5/12: Final Exam,
  2:00–3:50pm, CANT 200
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Image credit: Sco Beale / Laughing Squid
Objectives
  Given an integral and a
  subs tu on, transform the
  integral into an equivalent one
  using a subs tu on
  Evaluate indefinite integrals
  using the method of
  subs tu on.
  Evaluate definite integrals using
  the method of subs tu on.
Outline
 Last Time: The Fundamental Theorem(s) of Calculus

 Subs tu on for Indefinite Integrals
    Theory
    Examples

 Subs tu on for Definite Integrals
    Theory
    Examples
Differentiation and Integration as
reverse processes
 Theorem (The Fundamental Theorem of Calculus)

  1. Let f be con nuous on [a, b]. Then
                              ∫
                           d x
                                   f(t) dt = f(x)
                          dx a

  2. Let f be con nuous on [a, b] and f = F′ for some other func on
     F. Then           ∫ b
                           f(x) dx = F(b) − F(a).
                          a
Techniques of antidifferentiation?
 So far we know only a few rules for an differen a on. Some are
 general, like
               ∫                   ∫          ∫
                 [f(x) + g(x)] dx = f(x) dx + g(x) dx
Techniques of antidifferentiation?
 So far we know only a few rules for an differen a on. Some are
 general, like
               ∫                   ∫          ∫
                 [f(x) + g(x)] dx = f(x) dx + g(x) dx

 Some are pre y par cular, like
                 ∫
                        1
                     √          dx = arcsec x + C.
                    x x2 − 1
Techniques of antidifferentiation?
 So far we know only a few rules for an differen a on. Some are
 general, like
               ∫                   ∫          ∫
                 [f(x) + g(x)] dx = f(x) dx + g(x) dx

 Some are pre y par cular, like
                 ∫
                        1
                     √          dx = arcsec x + C.
                    x x2 − 1
 What are we supposed to do with that?
No straightforward system of
antidifferentiation
 So far we don’t have any way to find
                           ∫
                                  2x
                              √         dx
                                 x2 + 1
 or                          ∫
                                 tan x dx.
No straightforward system of
antidifferentiation
 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 “an ” version of one of the
 most important rules of differen a on: the chain rule.
Outline
 Last Time: The Fundamental Theorem(s) of Calculus

 Subs tu on for Indefinite Integrals
    Theory
    Examples

 Subs tu on for Definite Integrals
    Theory
    Examples
Substitution for Indefinite
Integrals
 Example
 Find        ∫
                       x
                 √          dx.
                     x2 + 1
Substitution for Indefinite
Integrals
 Example
 Find                      ∫
                                     x
                               √          dx.
                                   x2 + 1

 Solu on
 Stare at this long enough and you no ce the the integrand is the
                             √
 deriva ve of the expression 1 + x2 .
Say what?
 Solu on (More slowly, now)
 Let g(x) = x2 + 1.
Say what?
 Solu on (More slowly, now)
 Let g(x) = x2 + 1. Then g′ (x) = 2x and so
                d√         1                 x
                   g(x) = √     g′ (x) = √
                dx       2 g(x)            x2 + 1
Say what?
 Solu on (More slowly, now)
 Let g(x) = x2 + 1. Then g′ (x) = 2x and so
                d√         1                 x
                   g(x) = √     g′ (x) = √
                dx       2 g(x)            x2 + 1

 Thus
            ∫                ∫ ( √      )
                   x            d
                √       dx =        g(x) dx
                 x2 + 1         dx
                             √          √
                           = g(x) + C = 1 + x2 + C.
Leibnizian notation FTW
 Solu on (Same technique, new nota on)
 Let u = x2 + 1.
Leibnizian notation FTW
 Solu on (Same technique, new nota on)
                                    √        √
 Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u.
Leibnizian notation FTW
 Solu on (Same technique, new nota on)
                                      √        √
 Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. So the
 integrand becomes completely transformed into
               ∫              ∫ 1       ∫
                     x dx        2 du      1
                   √        =    √ =       √ du
                     x2 + 1         u     2 u
Leibnizian notation FTW
 Solu on (Same technique, new nota on)
                                      √        √
 Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. So the
 integrand becomes completely transformed into
               ∫              ∫ 1       ∫
                     x dx        2 du       1
                   √       =     √ =        √ du
                     x2 + 1 ∫       u      2 u
                                 1 −1/2
                           =     2u     du
Leibnizian notation FTW
 Solu on (Same technique, new nota on)
                                      √        √
 Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. So the
 integrand becomes completely transformed into
               ∫              ∫ 1       ∫
                     x dx        2 du       1
                   √       =     √ =        √ du
                     x2 + 1 ∫       u      2 u
                                 1 −1/2
                           =     2u     du
                              √          √
                           = u + C = 1 + x2 + C.
Useful but unsavory variation
 Solu on (Same technique, new nota on, more idiot-proof)
                                    √        √
 Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. “Solve for dx:”
                                   du
                            dx =
                                   2x
Useful but unsavory variation
 Solu on (Same technique, new nota on, more idiot-proof)
                                    √        √
 Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. “Solve for dx:”
                                   du
                            dx =
                                   2x
 So the integrand becomes completely transformed into
      ∫                 ∫
              x            x du
          √        dx =   √ ·
            x2 + 1          u 2x
Useful but unsavory variation
 Solu on (Same technique, new nota on, more idiot-proof)
                                    √        √
 Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. “Solve for dx:”
                                   du
                            dx =
                                   2x
 So the integrand becomes completely transformed into
      ∫                 ∫           ∫
              x            x du          1
          √        dx =   √ ·    =       √ du
            x2 + 1          u 2x        2 u
Useful but unsavory variation
 Solu on (Same technique, new nota on, more idiot-proof)
                                    √        √
 Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. “Solve for dx:”
                                   du
                            dx =
                                   2x
 So the integrand becomes completely transformed into
      ∫                 ∫            ∫
              x            x du          1
          √        dx =   √ ·      =     √ du
            x2 + 1          u 2x        2 u
                        ∫
                          1 −1/2
                      =   2u     du
Useful but unsavory variation
 Solu on (Same technique, new nota on, more idiot-proof)
                                    √        √
 Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. “Solve for dx:”
                                   du
                            dx =
                                   2x
 So the integrand becomes completely transformed into
      ∫                 ∫            ∫
              x             x du         1
          √        dx =   √ ·      =     √ du
            x2 + 1           u 2x       2 u
                        ∫                      √
                          1 −1/2
                                      √
                      =   2 u    du = u + C = 1 + x2 + C.
Theorem of the Day
 Theorem (The Subs tu on Rule)
 If u = g(x) is a differen able func on whose range is an interval I
 and f is con nuous on I, then
                      ∫                  ∫
                                ′
                        f(g(x))g (x) dx = f(u) du
Theorem of the Day
 Theorem (The Subs tu on Rule)
 If u = g(x) is a differen able func on whose range is an interval I
 and f is con nuous on I, then
                      ∫                  ∫
                                ′
                        f(g(x))g (x) dx = f(u) du

 That is, if F is an an deriva ve for f, then
                        ∫
                          f(g(x))g′ (x) dx = F(g(x))
Theorem of the Day
 Theorem (The Subs tu on Rule)
 If u = g(x) is a differen able func on whose range is an interval I
 and f is con nuous on I, then
                      ∫                  ∫
                                ′
                        f(g(x))g (x) dx = f(u) du

 In Leibniz nota on:
                       ∫               ∫
                               du
                           f(u) dx =       f(u) du
                               dx
A polynomial example
 Example
                                        ∫
 Use the subs tu on u = x2 + 3 to find       (x2 + 3)3 4x dx.
A polynomial example
 Example
                                        ∫
 Use the subs tu on u = x2 + 3 to find       (x2 + 3)3 4x dx.

 Solu on
 If u = x2 + 3, then du = 2x dx, and 4x dx = 2 du. So
               ∫
                  (x2 + 3)3 4x dx
A polynomial example
 Example
                                        ∫
 Use the subs tu on u = x2 + 3 to find       (x2 + 3)3 4x dx.

 Solu on
 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
A polynomial example
 Example
                                        ∫
 Use the subs tu on u = x2 + 3 to find       (x2 + 3)3 4x dx.

 Solu on
 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
                             = u4
                              2
A polynomial example
 Example
                                        ∫
 Use the subs tu on u = x2 + 3 to find       (x2 + 3)3 4x dx.

 Solu on
 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    1
                             = u4 = (x2 + 3)4
                              2    2
A polynomial example (brute force)
 Solu on
A polynomial example (brute force)
 Solu on
       ∫
           (x2 + 3)3 4x dx
A polynomial example (brute force)
 Solu on
       ∫                     ∫
            2     3
                                 (                       )
           (x + 3) 4x dx =           x6 + 9x4 + 27x2 + 27 4x dx
A polynomial example (brute force)
 Solu on
       ∫                     ∫
            2     3
                                 (                       )
           (x + 3) 4x dx =           x6 + 9x4 + 27x2 + 27 4x dx
                             ∫
                                 (                            )
                        =            4x7 + 36x5 + 108x3 + 108x dx
A polynomial example (brute force)
 Solu on
       ∫                     ∫
            2     3
                                 (                       )
           (x + 3) 4x dx =           x6 + 9x4 + 27x2 + 27 4x dx
                             ∫
                                 (                            )
                        =            4x7 + 36x5 + 108x3 + 108x dx
                         1
                        = x8 + 6x6 + 27x4 + 54x2
                         2
A polynomial example (brute force)
 Solu on
       ∫                     ∫
            2     3
                                 (                       )
           (x + 3) 4x dx =           x6 + 9x4 + 27x2 + 27 4x dx
                             ∫
                                 (                            )
                        =            4x7 + 36x5 + 108x3 + 108x dx
                         1
                        = x8 + 6x6 + 27x4 + 54x2
                         2

 Which would you rather do?
A polynomial example (brute force)
 Solu on
       ∫                     ∫
            2     3
                                 (                       )
           (x + 3) 4x dx =           x6 + 9x4 + 27x2 + 27 4x dx
                             ∫
                                 (                            )
                        =            4x7 + 36x5 + 108x3 + 108x dx
                         1
                        = x8 + 6x6 + 27x4 + 54x2
                         2

 Which would you rather do?
     It’s a wash for low powers
A polynomial example (brute force)
 Solu on
       ∫                     ∫
            2     3
                                 (                       )
           (x + 3) 4x dx =           x6 + 9x4 + 27x2 + 27 4x dx
                             ∫
                                 (                            )
                        =            4x7 + 36x5 + 108x3 + 108x dx
                         1
                        = x8 + 6x6 + 27x4 + 54x2
                         2

 Which would you rather do?
     It’s a wash for low powers
     But for higher powers, it’s much easier to do subs tu on.
Compare
 We have the subs tu on method, which, when mul plied out, gives
    ∫
                        1
      (x2 + 3)3 4x dx = (x2 + 3)4
                        2
                        1( 8                           )
                      =   x + 12x6 + 54x4 + 108x2 + 81
                        2
                        1                        81
                      = x8 + 6x6 + 27x4 + 54x2 +
                        2                         2
 and the brute force method
     ∫
                        1
       (x2 + 3)3 4x dx = x8 + 6x6 + 27x4 + 54x2
                        2
 Is there a difference? Is this a problem?
Compare
 We have the subs tu on method, which, when mul plied out, gives
    ∫
                        1
      (x2 + 3)3 4x dx = (x2 + 3)4 + C
                        2
                        1( 8                          )
                      =   x + 12x6 + 54x4 + 108x2 + 81 + C
                        2
                        1                        81
                      = x8 + 6x6 + 27x4 + 54x2 +    +C
                        2                         2
 and the brute force method
     ∫
                        1
       (x2 + 3)3 4x dx = x8 + 6x6 + 27x4 + 54x2 + C
                        2
 Is there a difference? Is this a problem? No, that’s what +C means!
A slick example
 Example
     ∫
 Find tan x dx.
A slick example
 Example
     ∫
                               sin x
 Find tan x dx. (Hint: tan x =       )
                               cos x
A slick example
 Example
     ∫
                               sin x
 Find tan x dx. (Hint: tan x =       )
                               cos x

 Solu on
 Let u = cos x . Then du = − sin x dx . So
           ∫               ∫
                             sin x
                tan x dx =         dx
                             cos x
A slick example
 Example
     ∫
                               sin x
 Find tan x dx. (Hint: tan x =       )
                               cos x

 Solu on
 Let u = cos x . Then du = − sin x dx . So
           ∫               ∫
                             sin x
                tan x dx =         dx
                             cos x
A slick example
 Example
     ∫
                               sin x
 Find tan x dx. (Hint: tan x =       )
                               cos x

 Solu on
 Let u = cos x . Then du = − sin x dx . So
           ∫               ∫
                             sin x
                tan x dx =         dx
                             cos x
A slick example
 Example
     ∫
                               sin x
 Find tan x dx. (Hint: tan x =       )
                               cos x

 Solu on
 Let u = cos x . Then du = − sin x dx . So
           ∫               ∫               ∫
                             sin x           1
                tan x dx =         dx = −      du
                             cos x           u
A slick example
 Example
     ∫
                               sin x
 Find tan x dx. (Hint: tan x =       )
                               cos x

 Solu on
 Let u = cos x . Then du = − sin x dx . So
           ∫               ∫               ∫
                              sin x          1
                tan x dx =          dx = −     du
                              cos x          u
                         = − ln |u| + C
A slick example
 Example
     ∫
                               sin x
 Find tan x dx. (Hint: tan x =       )
                               cos x

 Solu on
 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
Can you do it another way?
 Example
     ∫
                               sin x
 Find tan x dx. (Hint: tan x =       )
                               cos x
Can you do it another way?
 Example
     ∫
                               sin x
 Find tan x dx. (Hint: tan x =       )
                               cos x

 Solu on
                                                  du
 Let u = sin x. Then du = cos x dx and so dx =         .
                                                 cos x
Can you do it another way?
 Example
     ∫
                               sin x
 Find tan x dx. (Hint: tan x =       )
                               cos x

 Solu on
                                                  du
 Let u = sin x. Then du = cos x dx and so dx =         .
                                                 cos x
         ∫            ∫              ∫
                          sin x          u     du
             tan x dx =         dx =
                        ∫ cos x    ∫ cos x cos x ∫
                           u du         u du        u du
                      =          =               =
                          cos2 x      1 − sin2 x   1 − u2
For those who really must know all
 Solu on (Con nued, with algebra help)
 Let y = 1 − u2 , so dy = −2u du. Then
     ∫             ∫              ∫
                        u du         u dy
       tan x dx =               =
                       1∫− u2        y −2u
                      1 dy          1                1
                =−              = − ln |y| + C = − ln 1 − u2 + C
                      2      y      2                2
                           1                     1
                = ln √           + C = ln √             +C
                         1 − u2              1 − sin2 x
                         1
                = ln           + C = ln |sec x| + C
                      |cos x|
Outline
 Last Time: The Fundamental Theorem(s) of Calculus

 Subs tu on for Indefinite Integrals
    Theory
    Examples

 Subs tu on for Definite Integrals
    Theory
    Examples
Substitution for Definite Integrals
 Theorem (The Subs tu on Rule for Definite Integrals)
 If g′ is con nuous and f is con nuous on the range of u = g(x), then
                 ∫     b                       ∫   g(b)
                                   ′
                           f(g(x))g (x) dx =              f(u) du.
                   a                           g(a)
Substitution for Definite Integrals
 Theorem (The Subs tu on Rule for Definite Integrals)
 If g′ is con nuous and f is con nuous on the range of u = g(x), then
                 ∫     b                       ∫   g(b)
                                   ′
                           f(g(x))g (x) dx =              f(u) du.
                   a                           g(a)



 Why the change in the limits?
    The integral on the le happens in “x-land”
    The integral on the right happens in “u-land”, so the limits need
    to be u-values
    To get from x to u, apply g
Example
          ∫   π
Compute           cos2 x sin x dx.
          0
Example
          ∫   π
Compute           cos2 x sin x dx.
          0


Solu on (Slow Way)
Example
          ∫   π
Compute           cos2 x sin x dx.
          0


Solu on (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
Example
          ∫   π
Compute           cos2 x sin x dx.
          0


Solu on (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
Example
          ∫   π
Compute           cos2 x sin x dx.
          0


Solu on (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
Example
          ∫   π
Compute           cos2 x sin x dx.
          0


Solu on (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
Example
          ∫   π
Compute           cos2 x sin x dx.
          0


Solu on (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 = − 3 cos3 x + C.
                                        3
                                                    1
Example
          ∫   π
Compute           cos2 x sin x dx.
          0


Solu on (Slow Way)
    Let u = cos x . Then du = − sin x dx and
     ∫                     ∫
         cos x sin x dx = − u2 du = − 1 u3 + C = − 3 cos3 x + C.
            2
                                        3
                                                   1



    Therefore
      ∫ π                              π
                             1
          cos2 x sin x dx = − cos3 x
       0                     3         0
Example
          ∫   π
Compute           cos2 x sin x dx.
          0


Solu on (Slow Way)
    Let u = cos x . Then du = − sin x dx and
     ∫                     ∫
         cos x sin x dx = − u2 du = − 1 u3 + C = − 3 cos3 x + C.
            2
                                        3
                                                   1



    Therefore
      ∫ π
                                                1(           )
                                       π
                             1
          cos2 x sin x dx = − cos3 x       =−     (−1)3 − 13
       0                     3         0        3
Example
          ∫   π
Compute           cos2 x sin x dx.
          0


Solu on (Slow Way)
    Let u = cos x . Then du = − sin x dx and
     ∫                     ∫
         cos x sin x dx = − u2 du = − 1 u3 + C = − 3 cos3 x + C.
            2
                                        3
                                                   1



    Therefore
      ∫ π
                                                1(          ) 2
                                       π
                             1
          cos2 x sin x dx = − cos3 x       =−     (−1)3 − 13 = .
       0                     3         0        3             3
Definite-ly Quicker
 Solu on (Fast Way)
 Do both the subs tu on and the evalua on at the same me. Let
 u = cos x. Then du = − sin x dx, u(0) = 1 and u(π) = −1 . So
         ∫     π
                   cos2 x sin x dx
           0
Definite-ly Quicker
 Solu on (Fast Way)
 Do both the subs tu on and the evalua on at the same me. Let
 u = cos x. Then du = − sin x dx, u(0) = 1 and u(π) = −1 . So
         ∫     π
                   cos2 x sin x dx
           0
Definite-ly Quicker
 Solu on (Fast Way)
 Do both the subs tu on and the evalua on at the same me. Let
 u = cos x. Then du = − sin x dx, u(0) = 1 and u(π) = −1 . So
         ∫     π
                   cos2 x sin x dx
           0
Definite-ly Quicker
 Solu on (Fast Way)
 Do both the subs tu on and the evalua on at the same me. Let
 u = cos x. Then du = − sin x dx, u(0) = 1 and u(π) = −1 . So
         ∫     π                      ∫   −1             ∫   1
                      2
                   cos x sin x dx =            −u du =
                                                 2
                                                                 u2 du
           0                          1                  −1
Definite-ly Quicker
 Solu on (Fast Way)
 Do both the subs tu on and the evalua on at the same me. Let
 u = cos x. Then du = − sin x dx, u(0) = 1 and u(π) = −1 . So
         ∫     π                      ∫   −1               ∫   1
                      2
                   cos x sin x dx =            −u du =
                                                    2
                                                                   u2 du
           0                          1                     −1
                                                        1(        ) 2
                                               1
                                      1 3
                                 =      u           =     1 − (−1) =
                                      3        −1       3            3
Compare


  The advantage to the “fast way” is that you completely
  transform the integral into something simpler and don’t have
  to go back to the original variable (x).
  But the slow way is just as reliable.
An exponential example
 Example
     ∫ ln √8 √
 Find √ e2x e2x + 1 dx
     ln   3
An exponential example
 Example
     ∫ ln √8 √
 Find √ e2x e2x + 1 dx
       ln   3


 Solu on
 Let u = e2x , so du = 2e2x dx. We have
                ∫        √                                ∫
                    ln    8
                              2x
                                   √                  1       8√

                  √           e        e2x   + 1 dx =          u + 1 du
                ln 3                                  2   3
About those limits

 Since
                                 √             √ 2
                         e2(ln    3)
                                       = eln    3
                                                     = eln 3 = 3

 we have   ∫        √                      ∫
               ln    8      √             1 8√
                √        e2x e2x + 1 dx =     u + 1 du
           ln    3                        2 3
An exponential example
 Example
     ∫ ln √8 √
 Find √ e2x e2x + 1 dx
      ln   3


 Solu on
 Now let y = u + 1, dy = du. So
    ∫                  ∫
  1 8√
                                             9
                     1 9√          1 2               1            19
          u + 1 du =         y dy = · y3/2       =     (27 − 8) =
  2 3                2 4           2 3       4       3            3
About those fractional powers
 We have

                             93/2 = (91/2 )3 = 33 = 27
                             43/2 = (41/2 )3 = 23 = 8

 so            ∫   9                       9
           1                     1 2               1            19
                       1/2
                       y     dy = · y3/2       =     (27 − 8) =
           2   4                 2 3       4       3            3
An exponential example
 Example
     ∫ ln √8 √
 Find √ e2x e2x + 1 dx
      ln   3


 Solu on
 Now let y = u + 1, dy = du. So
    ∫                  ∫
  1 8√
                                             9
                     1 9√          1 2               1            19
          u + 1 du =         y dy = · y3/2       =     (27 − 8) =
  2 3                2 4           2 3       4       3            3
Another way to skin that cat
 Example
     ∫ ln √8 √
 Find √ e2x e2x + 1 dx
       ln   3


 Solu on
 Let u = e2x + 1,
Another way to skin that cat
 Example
     ∫ ln √8 √
 Find √ e2x e2x + 1 dx
       ln   3


 Solu on
 Let u = e2x + 1,so that du = 2e2x dx.
Another way to skin that cat
 Example
     ∫ ln √8 √
 Find √ e2x e2x + 1 dx
              ln    3


 Solu on
 Let u = e2x + 1,so that du = 2e2x dx. Then
 ∫        √                         ∫
     ln       8      √             1 9√
       √          e2x e2x + 1 dx =      u du
  ln    3                          2 4
Another way to skin that cat
 Example
     ∫ ln √8 √
 Find √ e2x e2x + 1 dx
              ln    3


 Solu on
 Let u = e2x + 1,so that du = 2e2x dx. Then
 ∫        √                         ∫
     ln       8      √             1 9√       1
                                                      9

       √          e2x e2x + 1 dx =      u du = u3/2
  ln    3                          2 4        3       4
Another way to skin that cat
 Example
     ∫ ln √8 √
 Find √ e2x e2x + 1 dx
              ln    3


 Solu on
 Let u = e2x + 1,so that du = 2e2x dx. Then
 ∫        √                         ∫
     ln       8      √             1 9√       1
                                                      9
                                                              1            19
    √             e2x e2x + 1 dx =      u du = u3/2       =     (27 − 8) =
  ln 3                             2 4        3       4       3             3
A third skinned cat
 Example
     ∫ ln √8 √
 Find √ e2x e2x + 1 dx
      ln   3


 Solu on
        √
 Let u = e2x + 1, so that u2 = e2x + 1
A third skinned cat
 Example
     ∫ ln √8 √
 Find √ e2x e2x + 1 dx
      ln   3


 Solu on
        √
 Let u = e2x + 1, so that u2 = e2x + 1 =⇒ 2u du = 2e2x dx
A third skinned cat
 Example
     ∫ ln √8 √
 Find √ e2x e2x + 1 dx
      ln   3


 Solu on
        √
 Let u = e2x + 1, so that u2 = e2x + 1 =⇒ 2u du = 2e2x dx Thus
           ∫        √                     ∫ 3
               ln    8      √                           1
                                                              3
                                                                      19
                √        e2x e2x + 1 dx =     u · u du = u3       =
           ln       3                      2            3     2        3
A Trigonometric Example
 Example
 Find      ∫               ( )      ( )
               3π/2
                            θ        θ
                      cot5     sec2     dθ.
           π                6        6
A Trigonometric Example
 Example
 Find             ∫                 ( )      ( )
                        3π/2
                                     θ        θ
                               cot5     sec2     dθ.
                    π                6        6

 Before we dive in, think about:
     What “easy” subs tu ons might help?
     Which of the trig func ons suggests a subs tu on?
Solu on
         θ             1
Let φ = . Then dφ = dθ.
         6             6
      ∫ 3π/2      ( )      ( )        ∫ π/4
                   θ        θ
             cot5     sec2     dθ = 6       cot5 φ sec2 φ dφ
       π           6        6          π/6
                                      ∫ π/4
                                            sec2 φ dφ
                                  =6
                                       π/6    tan5 φ
Solu on
         θ             1
Let φ = . Then dφ = dθ.
         6             6
      ∫ 3π/2      ( )      ( )        ∫ π/4
                   θ        θ
             cot5     sec2     dθ = 6       cot5 φ sec2 φ dφ
       π           6        6          π/6
                                      ∫ π/4
                                            sec2 φ dφ
                                  =6
                                       π/6    tan5 φ

Now let u = tan φ. So du = sec2 φ dφ, and
Solu on
Now let u = tan φ. So du = sec2 φ dφ, and
       ∫ π/4              ∫ 1
             sec2 φ dφ
     6             5φ
                       = 6 √ u−5 du
        π/6    tan          1/ 3
                           (        )1
                               1 −4          3
                       =6 − u            √
                                            = [9 − 1] = 12.
                               4       1/ 3  2
The limits explained

                         √
            π  sin(π/4)    2/2
         tan =          =√     =1
            4  cos(π/4)    2/2
            π  sin(π/6)   1/2    1
         tan =          =√     =√
            6  cos(π/6)    3/2    3
The limits explained

      (      )
                          3 [ −4 ]1 √    3 [ −4 ]1/√3
                 1
        1 −4
     6 − u         √
                        =    −u 1/ 3 =      u 1
        4        1/ 3     2              2
                          3 [ −1/2 −4     −1/2 −4
                                                  ]
                        =    (3   ) − (1      )
                          2
                          3           3
                        = [32 − 12 ] = (9 − 1) = 12
                          2           2
Graphs
    ∫ 3π/2           ( )      ( )                   ∫   π/4
                      θ        θ
                cot5     sec2     dθ                          6 cot5 φ sec2 φ dφ
            π         6        6                    π/6
       y                                        y




        .                       θ                                 φ
                      π      3π                     ππ
                              2                     64
 The areas of these two regions are the same.
∫                                ∫
Graphs           π/4
                           5     2
                       6 cot φ sec φ dφ
                                                  1

                                                √ 6u
                                                    −5
                                                       du
             π/6                              1/ 3
         y                                y




         .                φ                           u
         ππ                            11
                                      √
          64                            3
     The areas of these two regions are the same.
u/du pairs

 When deciding on a subs tu on, look for sub-expressions where
 one is (a constant mul ple of) the deriva ve of the other. Such as:
                                                      √
              u          xn   ln x sin x cos x tan x   x ex
                               1                      1
       constant × du xn−1          cos x sin x sec2 x √ ex
                               x                       x
Summary
  If F is an an deriva ve for f, then:
                     ∫
                        f(g(x))g′ (x) dx = F(g(x))

  If F is an an deriva ve for f, which is con nuous on the range
  of g, then:
        ∫ b                   ∫ g(b)
                    ′
            f(g(x))g (x) dx =        f(u) du = F(g(b)) − F(g(a))
       a                      g(a)

  An differen a on in general and subs tu on in par cular is a
  “nonlinear” problem that needs prac ce, intui on, and
  perserverance.
  The whole an differen a on story is in Chapter 6.

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Lesson 27: Integration by Substitution (slides)

  • 1. Sec on 5.5 Integra on by Subs tu on V63.0121.011: Calculus I Professor Ma hew Leingang New York University May 4, 2011 .
  • 2. Announcements Today: 5.5 Monday 5/9: Review in class Tuesday 5/10: Review Sessions by TAs Wednesday 5/11: TA office hours: Adam 10–noon (WWH 906) Jerome 3:30–5:30 (WWH 501) Soohoon 6–8 (WWH 511) Thursday 5/12: Final Exam, 2:00–3:50pm, CANT 200
  • 3. Resurrection Policy If your final score beats your midterm score, we will add 10% to its weight, and subtract 10% from the midterm weight. Image credit: Sco Beale / Laughing Squid
  • 4. Objectives Given an integral and a subs tu on, transform the integral into an equivalent one using a subs tu on Evaluate indefinite integrals using the method of subs tu on. Evaluate definite integrals using the method of subs tu on.
  • 5. Outline Last Time: The Fundamental Theorem(s) of Calculus Subs tu on for Indefinite Integrals Theory Examples Subs tu on for Definite Integrals Theory Examples
  • 6. Differentiation and Integration as reverse processes Theorem (The Fundamental Theorem of Calculus) 1. Let f be con nuous on [a, b]. Then ∫ d x f(t) dt = f(x) dx a 2. Let f be con nuous on [a, b] and f = F′ for some other func on F. Then ∫ b f(x) dx = F(b) − F(a). a
  • 7. Techniques of antidifferentiation? So far we know only a few rules for an differen a on. Some are general, like ∫ ∫ ∫ [f(x) + g(x)] dx = f(x) dx + g(x) dx
  • 8. Techniques of antidifferentiation? So far we know only a few rules for an differen a on. Some are general, like ∫ ∫ ∫ [f(x) + g(x)] dx = f(x) dx + g(x) dx Some are pre y par cular, like ∫ 1 √ dx = arcsec x + C. x x2 − 1
  • 9. Techniques of antidifferentiation? So far we know only a few rules for an differen a on. Some are general, like ∫ ∫ ∫ [f(x) + g(x)] dx = f(x) dx + g(x) dx Some are pre y par cular, like ∫ 1 √ dx = arcsec x + C. x x2 − 1 What are we supposed to do with that?
  • 10. No straightforward system of antidifferentiation So far we don’t have any way to find ∫ 2x √ dx x2 + 1 or ∫ tan x dx.
  • 11. No straightforward system of antidifferentiation 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 “an ” version of one of the most important rules of differen a on: the chain rule.
  • 12. Outline Last Time: The Fundamental Theorem(s) of Calculus Subs tu on for Indefinite Integrals Theory Examples Subs tu on for Definite Integrals Theory Examples
  • 13. Substitution for Indefinite Integrals Example Find ∫ x √ dx. x2 + 1
  • 14. Substitution for Indefinite Integrals Example Find ∫ x √ dx. x2 + 1 Solu on Stare at this long enough and you no ce the the integrand is the √ deriva ve of the expression 1 + x2 .
  • 15. Say what? Solu on (More slowly, now) Let g(x) = x2 + 1.
  • 16. Say what? Solu on (More slowly, now) Let g(x) = x2 + 1. Then g′ (x) = 2x and so d√ 1 x g(x) = √ g′ (x) = √ dx 2 g(x) x2 + 1
  • 17. Say what? Solu on (More slowly, now) Let g(x) = x2 + 1. Then g′ (x) = 2x and so d√ 1 x g(x) = √ g′ (x) = √ dx 2 g(x) x2 + 1 Thus ∫ ∫ ( √ ) x d √ dx = g(x) dx x2 + 1 dx √ √ = g(x) + C = 1 + x2 + C.
  • 18. Leibnizian notation FTW Solu on (Same technique, new nota on) Let u = x2 + 1.
  • 19. Leibnizian notation FTW Solu on (Same technique, new nota on) √ √ Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u.
  • 20. Leibnizian notation FTW Solu on (Same technique, new nota on) √ √ Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. So the integrand becomes completely transformed into ∫ ∫ 1 ∫ x dx 2 du 1 √ = √ = √ du x2 + 1 u 2 u
  • 21. Leibnizian notation FTW Solu on (Same technique, new nota on) √ √ Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. So the integrand becomes completely transformed into ∫ ∫ 1 ∫ x dx 2 du 1 √ = √ = √ du x2 + 1 ∫ u 2 u 1 −1/2 = 2u du
  • 22. Leibnizian notation FTW Solu on (Same technique, new nota on) √ √ Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. So the integrand becomes completely transformed into ∫ ∫ 1 ∫ x dx 2 du 1 √ = √ = √ du x2 + 1 ∫ u 2 u 1 −1/2 = 2u du √ √ = u + C = 1 + x2 + C.
  • 23. Useful but unsavory variation Solu on (Same technique, new nota on, more idiot-proof) √ √ Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. “Solve for dx:” du dx = 2x
  • 24. Useful but unsavory variation Solu on (Same technique, new nota on, more idiot-proof) √ √ Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. “Solve for dx:” du dx = 2x So the integrand becomes completely transformed into ∫ ∫ x x du √ dx = √ · x2 + 1 u 2x
  • 25. Useful but unsavory variation Solu on (Same technique, new nota on, more idiot-proof) √ √ Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. “Solve for dx:” du dx = 2x So the integrand becomes completely transformed into ∫ ∫ ∫ x x du 1 √ dx = √ · = √ du x2 + 1 u 2x 2 u
  • 26. Useful but unsavory variation Solu on (Same technique, new nota on, more idiot-proof) √ √ Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. “Solve for dx:” du dx = 2x So the integrand becomes completely transformed into ∫ ∫ ∫ x x du 1 √ dx = √ · = √ du x2 + 1 u 2x 2 u ∫ 1 −1/2 = 2u du
  • 27. Useful but unsavory variation Solu on (Same technique, new nota on, more idiot-proof) √ √ Let u = x2 + 1. Then du = 2x dx and 1 + x2 = u. “Solve for dx:” du dx = 2x So the integrand becomes completely transformed into ∫ ∫ ∫ x x du 1 √ dx = √ · = √ du x2 + 1 u 2x 2 u ∫ √ 1 −1/2 √ = 2 u du = u + C = 1 + x2 + C.
  • 28. Theorem of the Day Theorem (The Subs tu on Rule) If u = g(x) is a differen able func on whose range is an interval I and f is con nuous on I, then ∫ ∫ ′ f(g(x))g (x) dx = f(u) du
  • 29. Theorem of the Day Theorem (The Subs tu on Rule) If u = g(x) is a differen able func on whose range is an interval I and f is con nuous on I, then ∫ ∫ ′ f(g(x))g (x) dx = f(u) du That is, if F is an an deriva ve for f, then ∫ f(g(x))g′ (x) dx = F(g(x))
  • 30. Theorem of the Day Theorem (The Subs tu on Rule) If u = g(x) is a differen able func on whose range is an interval I and f is con nuous on I, then ∫ ∫ ′ f(g(x))g (x) dx = f(u) du In Leibniz nota on: ∫ ∫ du f(u) dx = f(u) du dx
  • 31. A polynomial example Example ∫ Use the subs tu on u = x2 + 3 to find (x2 + 3)3 4x dx.
  • 32. A polynomial example Example ∫ Use the subs tu on u = x2 + 3 to find (x2 + 3)3 4x dx. Solu on If u = x2 + 3, then du = 2x dx, and 4x dx = 2 du. So ∫ (x2 + 3)3 4x dx
  • 33. A polynomial example Example ∫ Use the subs tu on u = x2 + 3 to find (x2 + 3)3 4x dx. Solu on 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
  • 34. A polynomial example Example ∫ Use the subs tu on u = x2 + 3 to find (x2 + 3)3 4x dx. Solu on 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 = u4 2
  • 35. A polynomial example Example ∫ Use the subs tu on u = x2 + 3 to find (x2 + 3)3 4x dx. Solu on 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 1 = u4 = (x2 + 3)4 2 2
  • 36. A polynomial example (brute force) Solu on
  • 37. A polynomial example (brute force) Solu on ∫ (x2 + 3)3 4x dx
  • 38. A polynomial example (brute force) Solu on ∫ ∫ 2 3 ( ) (x + 3) 4x dx = x6 + 9x4 + 27x2 + 27 4x dx
  • 39. A polynomial example (brute force) Solu on ∫ ∫ 2 3 ( ) (x + 3) 4x dx = x6 + 9x4 + 27x2 + 27 4x dx ∫ ( ) = 4x7 + 36x5 + 108x3 + 108x dx
  • 40. A polynomial example (brute force) Solu on ∫ ∫ 2 3 ( ) (x + 3) 4x dx = x6 + 9x4 + 27x2 + 27 4x dx ∫ ( ) = 4x7 + 36x5 + 108x3 + 108x dx 1 = x8 + 6x6 + 27x4 + 54x2 2
  • 41. A polynomial example (brute force) Solu on ∫ ∫ 2 3 ( ) (x + 3) 4x dx = x6 + 9x4 + 27x2 + 27 4x dx ∫ ( ) = 4x7 + 36x5 + 108x3 + 108x dx 1 = x8 + 6x6 + 27x4 + 54x2 2 Which would you rather do?
  • 42. A polynomial example (brute force) Solu on ∫ ∫ 2 3 ( ) (x + 3) 4x dx = x6 + 9x4 + 27x2 + 27 4x dx ∫ ( ) = 4x7 + 36x5 + 108x3 + 108x dx 1 = x8 + 6x6 + 27x4 + 54x2 2 Which would you rather do? It’s a wash for low powers
  • 43. A polynomial example (brute force) Solu on ∫ ∫ 2 3 ( ) (x + 3) 4x dx = x6 + 9x4 + 27x2 + 27 4x dx ∫ ( ) = 4x7 + 36x5 + 108x3 + 108x dx 1 = x8 + 6x6 + 27x4 + 54x2 2 Which would you rather do? It’s a wash for low powers But for higher powers, it’s much easier to do subs tu on.
  • 44. Compare We have the subs tu on method, which, when mul plied out, gives ∫ 1 (x2 + 3)3 4x dx = (x2 + 3)4 2 1( 8 ) = x + 12x6 + 54x4 + 108x2 + 81 2 1 81 = x8 + 6x6 + 27x4 + 54x2 + 2 2 and the brute force method ∫ 1 (x2 + 3)3 4x dx = x8 + 6x6 + 27x4 + 54x2 2 Is there a difference? Is this a problem?
  • 45. Compare We have the subs tu on method, which, when mul plied out, gives ∫ 1 (x2 + 3)3 4x dx = (x2 + 3)4 + C 2 1( 8 ) = x + 12x6 + 54x4 + 108x2 + 81 + C 2 1 81 = x8 + 6x6 + 27x4 + 54x2 + +C 2 2 and the brute force method ∫ 1 (x2 + 3)3 4x dx = x8 + 6x6 + 27x4 + 54x2 + C 2 Is there a difference? Is this a problem? No, that’s what +C means!
  • 46. A slick example Example ∫ Find tan x dx.
  • 47. A slick example Example ∫ sin x Find tan x dx. (Hint: tan x = ) cos x
  • 48. A slick example Example ∫ sin x Find tan x dx. (Hint: tan x = ) cos x Solu on Let u = cos x . Then du = − sin x dx . So ∫ ∫ sin x tan x dx = dx cos x
  • 49. A slick example Example ∫ sin x Find tan x dx. (Hint: tan x = ) cos x Solu on Let u = cos x . Then du = − sin x dx . So ∫ ∫ sin x tan x dx = dx cos x
  • 50. A slick example Example ∫ sin x Find tan x dx. (Hint: tan x = ) cos x Solu on Let u = cos x . Then du = − sin x dx . So ∫ ∫ sin x tan x dx = dx cos x
  • 51. A slick example Example ∫ sin x Find tan x dx. (Hint: tan x = ) cos x Solu on Let u = cos x . Then du = − sin x dx . So ∫ ∫ ∫ sin x 1 tan x dx = dx = − du cos x u
  • 52. A slick example Example ∫ sin x Find tan x dx. (Hint: tan x = ) cos x Solu on Let u = cos x . Then du = − sin x dx . So ∫ ∫ ∫ sin x 1 tan x dx = dx = − du cos x u = − ln |u| + C
  • 53. A slick example Example ∫ sin x Find tan x dx. (Hint: tan x = ) cos x Solu on 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
  • 54. Can you do it another way? Example ∫ sin x Find tan x dx. (Hint: tan x = ) cos x
  • 55. Can you do it another way? Example ∫ sin x Find tan x dx. (Hint: tan x = ) cos x Solu on du Let u = sin x. Then du = cos x dx and so dx = . cos x
  • 56. Can you do it another way? Example ∫ sin x Find tan x dx. (Hint: tan x = ) cos x Solu on du Let u = sin x. Then du = cos x dx and so dx = . cos x ∫ ∫ ∫ sin x u du tan x dx = dx = ∫ cos x ∫ cos x cos x ∫ u du u du u du = = = cos2 x 1 − sin2 x 1 − u2
  • 57. For those who really must know all Solu on (Con nued, with algebra help) Let y = 1 − u2 , so dy = −2u du. Then ∫ ∫ ∫ u du u dy tan x dx = = 1∫− u2 y −2u 1 dy 1 1 =− = − ln |y| + C = − ln 1 − u2 + C 2 y 2 2 1 1 = ln √ + C = ln √ +C 1 − u2 1 − sin2 x 1 = ln + C = ln |sec x| + C |cos x|
  • 58. Outline Last Time: The Fundamental Theorem(s) of Calculus Subs tu on for Indefinite Integrals Theory Examples Subs tu on for Definite Integrals Theory Examples
  • 59. Substitution for Definite Integrals Theorem (The Subs tu on Rule for Definite Integrals) If g′ is con nuous and f is con nuous on the range of u = g(x), then ∫ b ∫ g(b) ′ f(g(x))g (x) dx = f(u) du. a g(a)
  • 60. Substitution for Definite Integrals Theorem (The Subs tu on Rule for Definite Integrals) If g′ is con nuous and f is con nuous on the range of u = g(x), then ∫ b ∫ g(b) ′ f(g(x))g (x) dx = f(u) du. a g(a) Why the change in the limits? The integral on the le happens in “x-land” The integral on the right happens in “u-land”, so the limits need to be u-values To get from x to u, apply g
  • 61. Example ∫ π Compute cos2 x sin x dx. 0
  • 62. Example ∫ π Compute cos2 x sin x dx. 0 Solu on (Slow Way)
  • 63. Example ∫ π Compute cos2 x sin x dx. 0 Solu on (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
  • 64. Example ∫ π Compute cos2 x sin x dx. 0 Solu on (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
  • 65. Example ∫ π Compute cos2 x sin x dx. 0 Solu on (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
  • 66. Example ∫ π Compute cos2 x sin x dx. 0 Solu on (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
  • 67. Example ∫ π Compute cos2 x sin x dx. 0 Solu on (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 = − 3 cos3 x + C. 3 1
  • 68. Example ∫ π Compute cos2 x sin x dx. 0 Solu on (Slow Way) Let u = cos x . Then du = − sin x dx and ∫ ∫ cos x sin x dx = − u2 du = − 1 u3 + C = − 3 cos3 x + C. 2 3 1 Therefore ∫ π π 1 cos2 x sin x dx = − cos3 x 0 3 0
  • 69. Example ∫ π Compute cos2 x sin x dx. 0 Solu on (Slow Way) Let u = cos x . Then du = − sin x dx and ∫ ∫ cos x sin x dx = − u2 du = − 1 u3 + C = − 3 cos3 x + C. 2 3 1 Therefore ∫ π 1( ) π 1 cos2 x sin x dx = − cos3 x =− (−1)3 − 13 0 3 0 3
  • 70. Example ∫ π Compute cos2 x sin x dx. 0 Solu on (Slow Way) Let u = cos x . Then du = − sin x dx and ∫ ∫ cos x sin x dx = − u2 du = − 1 u3 + C = − 3 cos3 x + C. 2 3 1 Therefore ∫ π 1( ) 2 π 1 cos2 x sin x dx = − cos3 x =− (−1)3 − 13 = . 0 3 0 3 3
  • 71. Definite-ly Quicker Solu on (Fast Way) Do both the subs tu on and the evalua on at the same me. Let u = cos x. Then du = − sin x dx, u(0) = 1 and u(π) = −1 . So ∫ π cos2 x sin x dx 0
  • 72. Definite-ly Quicker Solu on (Fast Way) Do both the subs tu on and the evalua on at the same me. Let u = cos x. Then du = − sin x dx, u(0) = 1 and u(π) = −1 . So ∫ π cos2 x sin x dx 0
  • 73. Definite-ly Quicker Solu on (Fast Way) Do both the subs tu on and the evalua on at the same me. Let u = cos x. Then du = − sin x dx, u(0) = 1 and u(π) = −1 . So ∫ π cos2 x sin x dx 0
  • 74. Definite-ly Quicker Solu on (Fast Way) Do both the subs tu on and the evalua on at the same me. Let u = cos x. Then du = − sin x dx, u(0) = 1 and u(π) = −1 . So ∫ π ∫ −1 ∫ 1 2 cos x sin x dx = −u du = 2 u2 du 0 1 −1
  • 75. Definite-ly Quicker Solu on (Fast Way) Do both the subs tu on and the evalua on at the same me. Let u = cos x. Then du = − sin x dx, u(0) = 1 and u(π) = −1 . So ∫ π ∫ −1 ∫ 1 2 cos x sin x dx = −u du = 2 u2 du 0 1 −1 1( ) 2 1 1 3 = u = 1 − (−1) = 3 −1 3 3
  • 76. Compare The advantage to the “fast way” is that you completely transform the integral into something simpler and don’t have to go back to the original variable (x). But the slow way is just as reliable.
  • 77. An exponential example Example ∫ ln √8 √ Find √ e2x e2x + 1 dx ln 3
  • 78. An exponential example Example ∫ ln √8 √ Find √ e2x e2x + 1 dx ln 3 Solu on Let u = e2x , so du = 2e2x dx. We have ∫ √ ∫ ln 8 2x √ 1 8√ √ e e2x + 1 dx = u + 1 du ln 3 2 3
  • 79. About those limits Since √ √ 2 e2(ln 3) = eln 3 = eln 3 = 3 we have ∫ √ ∫ ln 8 √ 1 8√ √ e2x e2x + 1 dx = u + 1 du ln 3 2 3
  • 80. An exponential example Example ∫ ln √8 √ Find √ e2x e2x + 1 dx ln 3 Solu on Now let y = u + 1, dy = du. So ∫ ∫ 1 8√ 9 1 9√ 1 2 1 19 u + 1 du = y dy = · y3/2 = (27 − 8) = 2 3 2 4 2 3 4 3 3
  • 81. About those fractional powers We have 93/2 = (91/2 )3 = 33 = 27 43/2 = (41/2 )3 = 23 = 8 so ∫ 9 9 1 1 2 1 19 1/2 y dy = · y3/2 = (27 − 8) = 2 4 2 3 4 3 3
  • 82. An exponential example Example ∫ ln √8 √ Find √ e2x e2x + 1 dx ln 3 Solu on Now let y = u + 1, dy = du. So ∫ ∫ 1 8√ 9 1 9√ 1 2 1 19 u + 1 du = y dy = · y3/2 = (27 − 8) = 2 3 2 4 2 3 4 3 3
  • 83. Another way to skin that cat Example ∫ ln √8 √ Find √ e2x e2x + 1 dx ln 3 Solu on Let u = e2x + 1,
  • 84. Another way to skin that cat Example ∫ ln √8 √ Find √ e2x e2x + 1 dx ln 3 Solu on Let u = e2x + 1,so that du = 2e2x dx.
  • 85. Another way to skin that cat Example ∫ ln √8 √ Find √ e2x e2x + 1 dx ln 3 Solu on Let u = e2x + 1,so that du = 2e2x dx. Then ∫ √ ∫ ln 8 √ 1 9√ √ e2x e2x + 1 dx = u du ln 3 2 4
  • 86. Another way to skin that cat Example ∫ ln √8 √ Find √ e2x e2x + 1 dx ln 3 Solu on Let u = e2x + 1,so that du = 2e2x dx. Then ∫ √ ∫ ln 8 √ 1 9√ 1 9 √ e2x e2x + 1 dx = u du = u3/2 ln 3 2 4 3 4
  • 87. Another way to skin that cat Example ∫ ln √8 √ Find √ e2x e2x + 1 dx ln 3 Solu on Let u = e2x + 1,so that du = 2e2x dx. Then ∫ √ ∫ ln 8 √ 1 9√ 1 9 1 19 √ e2x e2x + 1 dx = u du = u3/2 = (27 − 8) = ln 3 2 4 3 4 3 3
  • 88. A third skinned cat Example ∫ ln √8 √ Find √ e2x e2x + 1 dx ln 3 Solu on √ Let u = e2x + 1, so that u2 = e2x + 1
  • 89. A third skinned cat Example ∫ ln √8 √ Find √ e2x e2x + 1 dx ln 3 Solu on √ Let u = e2x + 1, so that u2 = e2x + 1 =⇒ 2u du = 2e2x dx
  • 90. A third skinned cat Example ∫ ln √8 √ Find √ e2x e2x + 1 dx ln 3 Solu on √ Let u = e2x + 1, so that u2 = e2x + 1 =⇒ 2u du = 2e2x dx Thus ∫ √ ∫ 3 ln 8 √ 1 3 19 √ e2x e2x + 1 dx = u · u du = u3 = ln 3 2 3 2 3
  • 91. A Trigonometric Example Example Find ∫ ( ) ( ) 3π/2 θ θ cot5 sec2 dθ. π 6 6
  • 92. A Trigonometric Example Example Find ∫ ( ) ( ) 3π/2 θ θ cot5 sec2 dθ. π 6 6 Before we dive in, think about: What “easy” subs tu ons might help? Which of the trig func ons suggests a subs tu on?
  • 93. Solu on θ 1 Let φ = . Then dφ = dθ. 6 6 ∫ 3π/2 ( ) ( ) ∫ π/4 θ θ cot5 sec2 dθ = 6 cot5 φ sec2 φ dφ π 6 6 π/6 ∫ π/4 sec2 φ dφ =6 π/6 tan5 φ
  • 94. Solu on θ 1 Let φ = . Then dφ = dθ. 6 6 ∫ 3π/2 ( ) ( ) ∫ π/4 θ θ cot5 sec2 dθ = 6 cot5 φ sec2 φ dφ π 6 6 π/6 ∫ π/4 sec2 φ dφ =6 π/6 tan5 φ Now let u = tan φ. So du = sec2 φ dφ, and
  • 95. Solu on Now let u = tan φ. So du = sec2 φ dφ, and ∫ π/4 ∫ 1 sec2 φ dφ 6 5φ = 6 √ u−5 du π/6 tan 1/ 3 ( )1 1 −4 3 =6 − u √ = [9 − 1] = 12. 4 1/ 3 2
  • 96. The limits explained √ π sin(π/4) 2/2 tan = =√ =1 4 cos(π/4) 2/2 π sin(π/6) 1/2 1 tan = =√ =√ 6 cos(π/6) 3/2 3
  • 97. The limits explained ( ) 3 [ −4 ]1 √ 3 [ −4 ]1/√3 1 1 −4 6 − u √ = −u 1/ 3 = u 1 4 1/ 3 2 2 3 [ −1/2 −4 −1/2 −4 ] = (3 ) − (1 ) 2 3 3 = [32 − 12 ] = (9 − 1) = 12 2 2
  • 98. Graphs ∫ 3π/2 ( ) ( ) ∫ π/4 θ θ cot5 sec2 dθ 6 cot5 φ sec2 φ dφ π 6 6 π/6 y y . θ φ π 3π ππ 2 64 The areas of these two regions are the same.
  • 99. ∫ Graphs π/4 5 2 6 cot φ sec φ dφ 1 √ 6u −5 du π/6 1/ 3 y y . φ u ππ 11 √ 64 3 The areas of these two regions are the same.
  • 100. u/du pairs When deciding on a subs tu on, look for sub-expressions where one is (a constant mul ple of) the deriva ve of the other. Such as: √ u xn ln x sin x cos x tan x x ex 1 1 constant × du xn−1 cos x sin x sec2 x √ ex x x
  • 101. Summary If F is an an deriva ve for f, then: ∫ f(g(x))g′ (x) dx = F(g(x)) If F is an an deriva ve for f, which is con nuous on the range of g, then: ∫ b ∫ g(b) ′ f(g(x))g (x) dx = f(u) du = F(g(b)) − F(g(a)) a g(a) An differen a on in general and subs tu on in par cular is a “nonlinear” problem that needs prac ce, intui on, and perserverance. The whole an differen a on story is in Chapter 6.