Substitution
The most basic trick for doing integrals is u-substitution. The simplest uses involve taking u=ax or u=ax+b, e.g. computing ∫cos(3x+1)dx. More sophisticated uses involve clever choices of u. There is no single rule for how to pick u. It takes practice to get a feel for it.
Sometimes we want to do u-substitution in reverse: instead of writing u=g(x), we write x=h(θ), so dx=h′(θ)dθ. This is especially useful when the integrand contains x2+a2, x2−a2 or a2−x2.
Example: ∫xsin(x2+3)dx=u=x2+3du=2xdx=12∫sinudu=−12cosu+C=−12cos(x2+3)+C
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