Mathematics and Statistics · Ch 5 — Integration
Integration by Substitution
Integration by Substitution
Many integrands are not standard forms as they stand, but become one after a change of variable. Integration by substitution replaces a chosen expression inside the integrand by a new variable , so that the integral collapses to a standard integral in .
The method
If the integrand can be written as , substitute
so that
After integrating in , substitute back to return to the original variable. The key skill is spotting that the derivative of the "inside" function is already present (up to a constant) as a factor in the integrand.
A very useful special case:
When the numerator of a fraction is exactly the derivative of its denominator, the substitution gives and
So the integral of (derivative of denominator) over (denominator) is the natural logarithm of the denominator. Recognising this pattern turns many awkward-looking fractions into a one-line answer.
Adjusting for a missing constant …
Put , , converting into the standard integral ; integrate in , then s …
— when the numerator is exactly the derivative of the denominator, the integral is the na …