Mathematics for Data Analytics
Presessional Mathematics
Methods of Integration
Integration via Substitution
Ainsley Miller
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Integration via Substitution Maths for DA/Presessional Ainsley Miller 1 / 18
Methods of Integration
With what we know so far we can write down indefinite integrals, and
hence evaluate definite integrals, for functions that appear in our Table
of Standard Integrals, or sums of constant multiples of these functions.
For anything more complicated there are various methods that we can
try to reduce our integral to one in the table and hence find its value.
A word of warning: in the real world most functions cannot be
integrated by any known method.
Integration via Substitution Maths for DA/Presessional Ainsley Miller 2 / 18
Integration via Substitution
It is best to illustrate this via an example.
(x + 3)4 dx.
R
Suppose we want to integrate:
u5
u4 du we can easily integrate this to
R
If we had 5 + c.
In the integral above, there is still a power of 4, but the integrand is
more complicated due to the x + 3 term, to tackle this problem we
make a substitution, and let u = x + 3.
The point of this is it makes the integrand much simpler i.e. u4 , but we
must remember to substitute the dx so that everything is in terms of
u.
Integration via Substitution Maths for DA/Presessional Ainsley Miller 3 / 18
Integration via Substitution
Z
(x + 3)4 dx
du
Let u = x + 3 ⇒ = 1 ⇒ dx = du
dx
Z Z
(x + 3)4 dx becomes u4 du
u5
Z
u4 du =+c
5
change back to x
(x + 3)5
= +c
5
Integration via Substitution Maths for DA/Presessional Ainsley Miller 4 / 18
Example 1
Example 1
Find
R 1
a. 1−3x dx
R 2 x3
b. x e dx
Integration via Substitution Maths for DA/Presessional Ainsley Miller 5 / 18
Solution - Example 1a
Solution - Example 1a
Z
1
dx
1 − 3x
du 1
Let u = 1 − 3x ⇒ = −3 ⇒ dx = − du
dx 3
Z Z Z
1 1 1 1 1
dx becomes − du = − du
1 − 3x u 3 3 u
| {z }
dx
1
= − ln(u) + c
3
Integration via Substitution Maths for DA/Presessional Ainsley Miller 6 / 18
Solution - Example 1a cont...
1
= − ln(u) + c
3
Change back to x
1
= − ln(1 − 3x) + c
3
Integration via Substitution Maths for DA/Presessional Ainsley Miller 7 / 18
Solution - Example 1b
Solution - Example 1b
Z
3
x2 ex dx
du 1
Let u = x3 ⇒ = 3x2 ⇒ dx = 2 du
dx 3x
Z Z Z
2 x3 2 u 1 1
x e dx becomes x e du = eu du
3x2 3
1
= eu + c
3
Change back to x
1 3
= ex + c
3
Integration via Substitution Maths for DA/Presessional Ainsley Miller 8 / 18
Choosing u
How did I know what to choose for u in Example 1b ? In theory I
could have chosen u = x2 or u = x3 . I chose u = x3 , because I knew
that when I differentiated x3 the solution would involve an x2 and that
would cancel with the x2 .
Also we already know how to integrate x2 so the substitution would
not make it any easier. The part of the integral we are struggling with
3
is ex and the whole point of integration by substitution is to make the
integrand simpler.
Integration via Substitution Maths for DA/Presessional Ainsley Miller 9 / 18
Summary so far...
R
If we want to try to evaluate an integral f (x) dx where f (x) is a
complicated function, the steps using a substitution are:
1 Decide on a suitable substitution.
2 Find dx in terms of du.
3 Write the integrand in terms of the new variable u. There
should be no terms involving x.
4 Evaluate the new integral with respect to u. Don’t forget your
constant of integration +c.
5 Write your answer in terms of x.
Integration via Substitution Maths for DA/Presessional Ainsley Miller 10 / 18
Definite integrals by substitution
If we want to evaluate a definite integral by substitution there is no
need to transform back to the original variable (i.e. step 5 in the last
slide) once the integration is done.
It is far more straightforward to “transform the limits” i.e. find the
appropriate limit values for the new variable.
Integration via Substitution Maths for DA/Presessional Ainsley Miller 11 / 18
Example 2
Z 3
Evaluate (9 + 2x)3 dx.
1
Integration via Substitution Maths for DA/Presessional Ainsley Miller 12 / 18
Solution - Example 2
Solution - Example 2
Z 3
(9 + 2x)3 dx
1
du 1
Let u = 9 + 2x ⇒ = 2 ⇒ dx = du
dx 2
Change limits: x = 1, u = 9 + 2x ⇒ u = 9 + (2 × 1) = 11
x = 3, u = 9 + 2x ⇒ u = 9 + (2 × 3) = 15
Z 3 Z 15
3 1
(9 + 2x) dx becomes u3 du,
1 11 2
Integration via Substitution Maths for DA/Presessional Ainsley Miller 13 / 18
Solution - Example 2 cont...
Z 15 Z 15
31 1
u du = u3 du
11 2 2 11
4 15
1 u
=
2 4 11
1 154 114
= −
2 4 4
1
= × 8996
2
= 4498
Integration via Substitution Maths for DA/Presessional Ainsley Miller 14 / 18
Example 3
Z 2 p
Find 8x 4x2 − 1 dx.
1
Integration via Substitution Maths for DA/Presessional Ainsley Miller 15 / 18
Solution - Example 3
Solution - Example 3
Z 2 p
8x 4x2 − 1 dx
1
du 1
Let u = 4x2 − 1 ⇒ = 8x ⇒ dx = du
dx 8x
Change limits: x = 1, u = 4x2 − 1 ⇒ u = 4(12 ) − 1 = 3
x = 2, u = 4x2 − 1 ⇒ u = 4(22 ) − 1 = 15
Z 2 p Z 15 √ 1
Z 15 √
2
8x 4x − 1 dx becomes 8x
u du = u du
8x
1 3
3
Integration via Substitution Maths for DA/Presessional Ainsley Miller 16 / 18
Solution - Example 3 cont...
Z 15 √
= u du
3
Z 15 1
= u 2 du
3
" 3
#15
2u 2
=
3
3
3 3
!
2 × 15 2 2 × 32
= −
3 3
√ √
2 3375 2 27
= −
√3 √ 3 √ √
2 225 15 2 9 3
= −
3 3
Integration via Substitution Maths for DA/Presessional Ainsley Miller 17 / 18
Solution - Example 3 cont...
√ √
2 × 15 15 2 × 3 3
= −
3 √ √3
= 2 × 5 × 15 − 2 3
√ √
= 10 15 − 2 3
Integration via Substitution Maths for DA/Presessional Ainsley Miller 18 / 18
