The Substitution Rule (also called u-substitution) is the "reverse chain rule." It allows us to integrate composite functions by changing variables. If you see a function and its derivative inside an integral, substitution is the way to go.

🎯 In this section you will learn

📌 The Substitution Rule

$$ \int f(g(x)) \, g'(x) \, dx = \int f(u) \, du $$
Let $u = g(x)$, then $du = g'(x) dx$
💡 How to Choose $u$

Look for a function $g(x)$ whose derivative $g'(x)$ also appears in the integral (up to a constant factor). Often, $u$ is the "inside" function of a composition.

Example 1Basic Substitution

Find $\displaystyle \int 2x \cos(x^2) \, dx$.

Choose $u$
Let $u = x^2$, then $du = 2x dx$
Substitute
$\int 2x \cos(x^2) dx = \int \cos u \, du$
Integrate
$\int \cos u \, du = \sin u + C = \sin(x^2) + C$
Example 2Substitution with a Constant Factor

Find $\displaystyle \int x e^{x^2} \, dx$.

Example 3Substitution with Linear Function

Find $\displaystyle \int (3x+1)^5 \, dx$.

Example 4Substitution with $\frac{1}{x}$

Find $\displaystyle \int \frac{\ln x}{x} \, dx$.

📌 Substitution for Definite Integrals

When using substitution on a definite integral, you have two options:

  1. Find the antiderivative in terms of $x$, then evaluate at the original limits.
  2. Change the limits: When you substitute $u = g(x)$, change the limits from $x = a$ to $x = b$ into $u = g(a)$ and $u = g(b)$.
Example 5Definite Integral with Substitution (Changing Limits)

Find $\displaystyle \int_0^2 2x e^{x^2} \, dx$.

Choose $u$
$u = x^2$, $du = 2x dx$
Change limits
When $x = 0$, $u = 0$; when $x = 2$, $u = 4$
Substitute and integrate
$\int_0^2 2x e^{x^2} dx = \int_0^4 e^u du = [e^u]_0^4 = e^4 - 1$
⚠️ Common Mistakes
🔍 Key Takeaways
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