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Mathematics and Statistics · Ch 5 — Integration

Integration by Substitution

3

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 tt, so that the integral collapses to a standard integral in tt.

The method

If the integrand can be written as f(g(x)) g′(x)f\big(g(x)\big)\,g'(x), substitute

t=g(x),dt=g′(x) dx,t = g(x), \qquad dt = g'(x)\,dx,

so that

∫f(g(x)) g′(x) dx=∫f(t) dt.\int f\big(g(x)\big)\,g'(x)\,dx = \int f(t)\,dt.

After integrating in tt, substitute t=g(x)t=g(x) back to return to the original variable. The key skill is spotting that the derivative of the "inside" function g(x)g(x) is already present (up to a constant) as a factor in the integrand.

A very useful special case: ∫f′(x)f(x) dx\displaystyle\int \frac{f'(x)}{f(x)}\,dx

When the numerator of a fraction is exactly the derivative of its denominator, the substitution t=f(x)t=f(x) gives dt=f′(x) dxdt=f'(x)\,dx and

∫f′(x)f(x) dx=∫dtt=log⁡∣t∣+c=log⁡∣f(x)∣+c.\int \frac{f'(x)}{f(x)}\,dx = \int \frac{dt}{t} = \log\lvert t\rvert + c = \log\big\lvert f(x)\big\rvert + c.

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.

Note

Adjusting for a missing constant …

Definition 1Integration by Substitution

Put t=g(x)t=g(x), dt=g′(x) dxdt=g'(x)\,dx, converting ∫f(g(x))g′(x) dx\int f(g(x))g'(x)\,dx into the standard integral ∫f(t) dt\int f(t)\,dt; integrate in tt, then s …

Definition 2Log rule $\int f'/f\,dx$

∫f′(x)f(x) dx=log⁡∣f(x)∣+c\displaystyle\int \frac{f'(x)}{f(x)}\,dx = \log\lvert f(x)\rvert + c — when the numerator is exactly the derivative of the denominator, the integral is the na …