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Module : Engineering Mathematics II(B) MS4206/MS4266/MS4286

Lesson 1: Integrations by means of Substitution


Department of Mathematics & Science Page 1

1 Integration by Means of Substitution

1.1 Revision on Integration

1.1.1 Integration is the process of finding anti-derivatives.


If ( ( )) ( ) ,
then ( ) ( ) , where C is an arbitrary constant.
=
= +
}
d
F x f x
dx
f x dx F x C




1.1.2 Standard Integrals: (Fill in the blanks)

- Algebraic Function

, 1
n
x dx n = =
}


- Reciprocal Function


}
= dx
x
1


- Exponential Function


}
= dx e
x


}
= dx a
x


- Trigonometric Function

sin( ) x dx =
}
csc( ) cot( ) x x dx =
}

cos( ) x dx =
}
tan( ) x dx =
}


2
sec ( ) x dx =
}
cot( ) x dx =
}


2
csc ( ) x dx =
}
sec( ) x dx =
}

sec( ) tan( ) x x dx =
}
csc( ) x dx =
}



1.1.3 Properties of Indefinite integral

- ( ) ( ) , is a constant. k f x dx k f x dx k =
} }

-
} } }
= dx x g dx x f dx x g x f ) ( ) ( )] ( ) ( [


Module : Engineering Mathematics II(B) MS4206/MS4266/MS4286
Lesson 1: Integrations by means of Substitution
Department of Mathematics & Science Page 2

1.1.4 Definite Integrals

If ( ) ( ) , then ( ) ( ) ( )
b
a
f x dx F x C f x dx F b F a = + =
} }



1.2 Integration of Functions of a Linear Function

1.2.1 Linear Function


A function ( ) f x ax b = + where a and b are constants and a = 0 is known as a linear function
of x e.g. 2x + 1 , -5x + 1 , 3
2
x
, .. are linear functions of x .


1.2.2 Functions of a Linear Function


Functions of a linear function are functions that are in terms of (ax + b),

e.g. (5x + 2)
3
is a cubic function of the linear function 5x + 2,


( )
1 1
2 4
cos x t is a cosine function of the linear function
1 1
2 4
x t .



1.2.3 Integration of Algebraic Functions of a Linear Function


Consider the differentiation of the function (ax + b)
n+1
,



( )
( )
( )
1
( ) ( ) ( )
1
( )
1
( )
1
n n
n
n
d d
ax b ax b ax b
n
dx dx
ax b a
n
a ax b
n
+
+ = + +
+
= +
+
= +
+


The reverse process (i.e. integration) gives:


( ) ( ) ( )
( ) ( ) ( )
( )
( )
( )
1
1
1
1
1
1
1

1
n n
n n
n
n
a dx C
n ax b ax b
a dx C
n ax b ax b
ax b
dx C
ax b
a
n
+
+
+
= +
+ + +
= +
+ + +
+
= +
+
+
}
}
}


Hence ( )
( )
( )
1
1

1
n
n ax b
dx C
ax b
a
n
+
+
= +
+
+
}
, 1 n =
Module : Engineering Mathematics II(B) MS4206/MS4266/MS4286
Lesson 1: Integrations by means of Substitution
Department of Mathematics & Science Page 3


Example 1 Find
9
(3 1) x dx +
}



Solution
9 1 10
9
(3 1) (3 1) 1
(3 1)
3 9 1 30
x x
x dx C C
+
+ +
+ = + = +
+
}





Example 2 Find :
2
1 2
(a) (b)
1 3 (3 4)
dx du
u x +
} }



Solution (a)
2
1
(3 4)
dx
x +
}
=
2
(3 4) x dx

+
}
=
1
(3 4) 1 1
3 1 3(3 4)
x
C C
x

+
+ = +
+



(b)
2

1 3
du
u
}
=









1.2.4 Integration of the Reciprocal of a Linear Function


Consider the differentiation of the function ln ( ) ax b + ,


( )
1
ln ( )
( )

d d
ax b ax b
dx ax b dx
a
ax b
+ = +
+
=
+


The reverse process gives
1
ln ( )
a
dx ax b C
ax b
= + +
+
}



Hence
1 1
ln | | dx ax b C
ax b a
= + +
+
}






Module : Engineering Mathematics II(B) MS4206/MS4266/MS4286
Lesson 1: Integrations by means of Substitution
Department of Mathematics & Science Page 4


Example 3 Find :
1
(a)
3 4
dx
x +
}
(b)
2
1 4
dx
x
}

2
(c)
1
x
dx
x
+
+
}




Solution (a)
1

3 4
dx
x +
}
=
1
ln|3 4|
3
x C + +



(b)
2
1 4
dx
x
}
=
1
2
1 4
dx
x
}


=
1
2
4

ln | 1 4 | x C +
=
1
2
ln | 1 4 | x C +



(c)
2
1
x
dx
x
+
+
}
=







1.2.5 Integration of Exponential Functions of a Linear Function


Consider the differentiation of the function
ax b
e
+
,


( )
( )
ax b ax b
ax b
d d
e e ax b
dx dx
e a
+ +
+
= +
=



The reverse process gives
1
ax b ax b
a e dx e C
+ +
= +
}




Hence
}
+ =
+ +
C e
a
dx e
b ax b ax
1




Module : Engineering Mathematics II(B) MS4206/MS4266/MS4286
Lesson 1: Integrations by means of Substitution
Department of Mathematics & Science Page 5

Example 4 Find :
7 2 3
3
(a) (b) (c)
x x
x
dx
e dx e dx
e
+ +
+ } } }



Solution
7 2 7 2
1
(a)
7
x x
e dx e C
+ +
= +
}



(b)
3 x
dx
e
+ }
=
3 x
e dx

}

=
3 3
1
1
x x
e C e C

= + = +




(c)
3 x
e dx
+
}
=







1.2.6 Summary (Integration of Functions of a Linear Function)


In general,


if ( ) ( )
{ }
Basic Formula f x dx F x C = +
}


then ( ) ( )
1
f ax b dx F ax b C
a
+ = + +
}



Note the extra factor
1
a
in the result.




Example 5 Find
2 7
3
x
dx
+
}



Solution
2 7
3
x
dx
+
}
=
2 7
1 3
2 ln3
x
C
+
+

=
2 7
3
2ln3
x
C
+
+

Module : Engineering Mathematics II(B) MS4206/MS4266/MS4286
Lesson 1: Integrations by means of Substitution
Department of Mathematics & Science Page 6

1.2.7 Integration of Trigonometric Functions of a Linear Function


Using the method of section 1.2.6 ,



( ) ( )
( ) ( )
( ) ( )
( ) ( )
( ) ( ) ( )
2
2
1
sin cos
1
cos sin
1
sec tan
1
csc cot
1
sec tan sec
ax b dx ax b C
a
ax b dx ax b C
a
ax b dx ax b C
a
ax b dx ax b C
a
ax b ax b dx ax b C
a
+ = + +
+ = + +
+ = + +
+ = + +
+ + = + +
}
}
}
}
}




















Example 6 Find :
2
(a) cos(2 ) (b) 2sec ( 1) x dx t dt +
} }
t t


Solution (a) cos(2 ) x dx +
}
t =
1
sin(2 )
2
x C t + +


(b)
2
2sec ( 1) t dt
}
t =





( ) ( ) ( )
( )
( )
( )
( )
1
csc cot csc
1
tan n cos ( )
1
cot n sin ( )
1
sec n sec( ) tan ( )
1
csc n csc( ) cot ( )
ax b ax b dx ax b C
a
ax b dx ax b C
a
ax b dx ax b C
a
ax b dx ax b ax b C
a
ax b dx ax b ax b C
a
+ + = + +
+ = + +
+ = + +
+ = + + + +
+ = + + + +
}
}
}
}
}

Module : Engineering Mathematics II(B) MS4206/MS4266/MS4286


Lesson 1: Integrations by means of Substitution
Department of Mathematics & Science Page 7

Example 7 Evaluate ( )
1
0
sin 3 1 x dx +
}



Solution ( )
1
0
sin 3 1 x dx +
}
= ( )
1
0
1
cos 3 1
3
x
(
+
(



( )
1
0
1
cos 3 1
3
x = + (

= ( )
1
cos 4 cos1 0.3980
3
=





1. 3 Integration by Substitution


Look at the following integrals:

-
2 3 8
3 ( 1) x x dx +
}

-
2
3
3 1 x
dx
x x

}

-
2
x
x e dx
}



These integrals might look complicated, but they can be integrated using the technique of
Integration by Substitution.




1.3.1 Differential of a Function


The differential of y = f (x) is defined as



dy
dy dx
dx
= ( ) dy f x dx ' =










or
Module : Engineering Mathematics II(B) MS4206/MS4266/MS4286
Lesson 1: Integrations by means of Substitution
Department of Mathematics & Science Page 8


Example 8 Find the differential of the following functions:

(a) y = 4x
2
+ 3x 7 (b) u = 3sin 4t


Solution (a) 8 3
dy
x
dx
= +

The differential of y is dy = (8x + 3) dx


(b)
du
dt
= (3cos 4t) 4 = 12 cos 4t

The differential of u is du = (12cos4t) dt




1.3.2 Illustration


The method of itegration by substitution can be illustrated by the following example.

To find
( )
7
2 3
6 2 3 x x dx
}
:

Recommended Procedure

In this example:
Step 1 Choose u as some expression that appears
in the integrand.
(This may require some trial and error to
find the correct expression for u)


Let u = 2x
3
-3

Step 2
Find
du
dx
and
obtain the differential of u.

2
2
6
6
du
x
dx
or du x dx
=
=

Step 3 Substitute the values of u and du into the
original integral.
( )
( )
7
2 3
7
3 2
7
6 2 3
2 3 6
x x dx
x x dx
u du du

=
=
}
}
}

Step 4 Integrate w.r.t. u
(Using standard formulae)

8
8
u
C = +
Step 5 Write the answer in terms of x
( )
8
3
2 3
8
x
C

= +

Module : Engineering Mathematics II(B) MS4206/MS4266/MS4286
Lesson 1: Integrations by means of Substitution
Department of Mathematics & Science Page 9


1.3.3 Integrals of the form
( )
( )
f x
dx
f x
(
(
(
]
'



Let u = f(x) then du = ( ) f x dx '



( )
( )
f x
dx
f x
(
(
(
]
'
=
1
ln du u C
u
(
(
(
]
= +




i.e.





Example 9 Find
2
3
3 1 x
dx
x x

}



Solution Let
3
( ) f x x x = , then
2
( ) 3 1 f x x ' =



2
3
3 1 x
dx
x x

}
corresponds to
( )
( )
f x
dx
f x
(
(
(
]
'



Hence,
2
3
3 1 x
dx
x x

}
=
3
ln x x C +















( )
ln ( )
( )
f x
dx f x C
f x
(
(
(
]
'
= +
Module : Engineering Mathematics II(B) MS4206/MS4266/MS4286
Lesson 1: Integrations by means of Substitution
Department of Mathematics & Science Page 10


1.3.4 Other Substitutions by Inspection

Some integrals do not fit in any of the types previously studied. Other substitutions are then
needed. Usually, if the integrand contains both f(x) and f(x), try u = f(x).



Example 10 Find: (a)
( )
4
2
7 x x dx +
}
(b)
}

dt
t
t
3



Solution (a) Let u = 7 + x
2
then du = 2x dx i.e.
2
d u
x dx =


( )
4
2
7 x x dx +
}
=
4
1
2
u d u
}
=
5
1
2 5
u
C + =
( )
5
2
1
7
10
x C + +


(b)











1.3.5 Integration By Substitution & The Definite Integral


When evaluating a definite integral involving substitution (i.e. change of variable from x to u),
it is more convenient to change the limits for x to the corresponding values of u.



Example 11 Evaluate
2
2
0
x
x e dx
}



Solution
2
2
0
x
x e dx
}

2
, 2 i.e.
2
d u
Let u x du x dx x dx = = =

=
4
0
1
2
u
e d u
}
When x = 0, u = 0
2
= 0

=
4
0
1
2
u
e
(

=
( )
4
1
1
2
e = 26.80 When x = 2, u =
2
2 = 4

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