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SubstitutionThe most basic trick for doing integrals is $u$-substitution. The simplest uses involve taking $u$ to be the inside part of a composition of functions, and have $du$ or a multiple of $du$ appearing in the integral as well. 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. With definite integrals, the limits of integration must be changed, or the antiderivative must be computed separately. Standard example:$\displaystyle\int x \sin\left(x^2+3\right) \,dx \overset{\fbox{$\,\,\,\, u\,=\,x^2+3\\\,\,\, du\,=\,2x\,dx\\ \frac{1}{2}du\,=\,x\,dx$}\\}{=} \frac{1}{2} \int\sin u\,du = -\frac{1}{2}\cos u + C = -\frac{1}{2}\cos\left(x^2+3\right) + C$Example of substitution on a definite integral, with two ways to solve.$\displaystyle\int_1^2\frac{dx}{(3x-5)^2}\,dx \overset{\fbox{$\,\,\,\, u\,=\,3x-5\\\,\,\, du\,=\,3x\,dx\\ \frac{1}{3}du\,=\,x\,dx\\u(1)\,=\,3\cdot 1-5\,=\,-2\\u(2)\,=\,3\cdot 2-5\,=\,1$}\\}{=}\frac{1}{3}\int_{-2}^1 u^{-2}\,du =-\frac{1}{3}u^{-1}\left|\begin{array}{c} ^{1} \\ _{-2} \end{array}\right .=-\frac{1}{3}\left(\frac{1}{1}-\frac{1}{-2}\right)=-\frac{1}{3}\frac{3}{2}=-\frac{1}{2}$$\hspace{1in}$ -----------------${\bf OR}$------------------- $\displaystyle\int_1^2\frac{dx}{(3x-5)^2}\,dx$ $\qquad\left(\text{ First find the antiderivative: }\displaystyle\int\frac{dx}{(3x-5)^2}\,dx \overset{\fbox{$\,\,\,\, u\,=\,3x-5\\ \,\,\, du\,=\,3x\,dx\\ \frac{1}{3}du\,=\,x\,dx$}\\}{=}\frac{1}{3}\int u^{-2}\,du=-\frac{1}{3}u^{-1}+C=-\frac{1}{3(3x-5)}+C\right)$ $\displaystyle\int_1^2\frac{dx}{(3x-5)^2}\,dx=-\frac{1}{3(3x-5)}\left|\begin{array}{c} ^{2} \\ _{1} \end{array}\right .=-\frac{1}{3}\left(\frac{1}{3\cdot 2-5}-\frac{1}{3\cdot{1}-5}\right)-\frac{1}{3}\left(\frac{1}{1}-\frac{1}{-2}\right)=-\frac{1}{3}\frac{3}{2}=-\frac{1}{2}$ Two examples with clever choices of $u$:$\displaystyle\int e^{\sqrt x}\,dx\overset{\fbox{$ u\,=\,\sqrt x \\du\,=\,\frac{1}{2\sqrt x}\,dx\\2\sqrt x\,du\,=\,dx\\2u\,du\,=\,dx$}\\}{=}\int 2e^u u\,du \qquad\text{ and now use integration by parts, and rewrite in terms of } x$---------------------------------------------------------------------------- $\displaystyle\int x\sqrt{x-1}\,dx \overset{\fbox{$\,\,\,\, u\,=\,x-1\\\,\,\, du\,=\,dx\\ x\,=\,(u+1)$}\\}{=} \int(u+1)\sqrt u\,du=\int(u^{3/2}+u^{1/2})\,du\qquad\text{ which you can integrate, then rewrite in terms of } x $ |