Substitution Method

Reversing the chain rule: $\int f(g(x))\,g'(x) \, \text{d}x = \int f(u) \, \text{d}u$ with $u = g(x)$ — including changing limits and back-substitution
9709 Paper 3 · §3.5 Integration II · Week 7 Lesson 3
💡 Lead In: The Chain Rule, Reversed

Quick Recall

Quick check — pick the correct statement in each question before we meet today's wall.

Recall 1 — Which is the chain rule?
$\dfrac{\text{d}y}{\text{d}x} = \dfrac{\text{d}x}{\text{d}u} \cdot \dfrac{\text{d}u}{\text{d}y}$
$\dfrac{\text{d}y}{\text{d}x} = \dfrac{\text{d}y}{\text{d}u} \cdot \dfrac{\text{d}u}{\text{d}x}$
$\dfrac{\text{d}y}{\text{d}x} = \dfrac{\text{d}u}{\text{d}y} \cdot \dfrac{\text{d}x}{\text{d}u}$
$\dfrac{\text{d}y}{\text{d}x} = \dfrac{\text{d}y}{\text{d}x} + \dfrac{\text{d}u}{\text{d}x}$

The chain rule says $\dfrac{\text{d}y}{\text{d}x} = \dfrac{\text{d}y}{\text{d}u} \cdot \dfrac{\text{d}u}{\text{d}x}$ — differentiate the outer function, then multiply by the derivative of the inner function.

Recall 2 — In W6, the reverse chain rule for $\int f'(ax+b)\, \text{d}x$ worked because…
…the integrand was always a constant
…the inner function $ax+b$ was quadratic
…the inner function $ax+b$ was linear, so the derivative $a$ was just a constant factor
…the outer function was always $e^x$

The W6 shortcut worked because $ax+b$ is linear: its derivative $a$ is a constant, so the missing factor could be repaired by a fixed $\dfrac{1}{a}$. Today the inner function is non-linear, so a constant fix-up is no longer enough.

The Wall

Consider the integral

$$\int 2x \, e^{x^2} \, \text{d}x$$

This is a product, so last lesson's integration by parts (LIATE) might come to mind. But trying $u = 2x$, $\text{d}v = e^{x^2}\text{d}x$ fails — we cannot even find $v = \int e^{x^2} \text{d}x$! The W6 reverse-chain-rule shortcut (multiply by $\dfrac{1}{a}$) also fails because the inner function is $x^2$, not $ax+b$.

And yet — the answer is just $e^{x^2} + C$. Notice that the inner function is $x^2$, and its derivative $2x$ is sitting right next to $e^{x^2}$ as a factor. This is not a coincidence.

The Need

We need a general method for reversing the chain rule when the inner function is anything — not just $ax+b$. The method is called integration by substitution: introduce a new variable $u = g(x)$, compute $\text{d}u = g'(x)\text{d}x$, and rewrite the entire integral in terms of $u$.

💡 The Bridge (click to reveal)

The chain rule says: $\dfrac{\text{d}}{\text{d}x} F(g(x)) = F'(g(x)) \cdot g'(x)$. Integrating both sides:

$$F(g(x)) + C = \int F'(g(x)) \cdot g'(x) \, \text{d}x$$

Substituting $u = g(x)$ and $\text{d}u = g'(x)\text{d}x$, the right side becomes $\int F'(u) \, \text{d}u = F(u) + C = F(g(x)) + C$. This is the substitution rule:

$$\int f(g(x)) \, g'(x) \, \text{d}x = \int f(u) \, \text{d}u \quad \text{where } u = g(x)$$

For $\int 2x \, e^{x^2} \, \text{d}x$: let $u = x^2$, so $\text{d}u = 2x\,\text{d}x$. Then $\int 2x \, e^{x^2} \, \text{d}x = \int e^u \, \text{d}u = e^u + C = e^{x^2} + C$. The factor $2x$ was the “fingerprint” of the substitution.

📖 Key Concepts: Integration by Substitution

Integration by substitution reverses the chain rule. Given an integral of the form $\int f(g(x)) \, g'(x) \, \text{d}x$, we introduce a new variable $u = g(x)$, compute $\text{d}u = g'(x)\text{d}x$, and rewrite the integral as $\int f(u) \, \text{d}u$ — which is usually simpler.

Key relation 1 — The substitution rule:

Let $u = g(x)$ be a differentiable function. Then $\text{d}u = g'(x) \, \text{d}x$, and:

$$\boxed{\;\int f(g(x)) \, g'(x) \, \text{d}x = \int f(u) \, \text{d}u \quad \text{where } u = g(x)\;}$$

The recipe: (1) choose $u = g(x)$ (usually the inner function of a composite); (2) compute $\text{d}u = g'(x)\text{d}x$; (3) rewrite the integrand and $\text{d}x$ in terms of $u$; (4) integrate with respect to $u$.

Key relation 2 — Changing limits for definite integrals:

For a definite integral $\displaystyle\int_{x=a}^{x=b} f(g(x)) \, g'(x) \, \text{d}x$, substitute $u = g(x)$ and also change the limits:

$$\int_{x=a}^{x=b} f(g(x)) \, g'(x) \, \text{d}x = \int_{u=g(a)}^{u=g(b)} f(u) \, \text{d}u$$

Lower limit $x = a \Rightarrow u = g(a)$; upper limit $x = b \Rightarrow u = g(b)$. After changing limits, you do not need to convert back to $x$.

Key relation 3 — Back-substitution for indefinite integrals:

For an indefinite integral, after integrating in $u$ you must substitute back $u = g(x)$ to express the answer in terms of the original variable $x$:

$$\int f(g(x)) \, g'(x) \, \text{d}x = \int f(u) \, \text{d}u = F(u) + C = F(g(x)) + C$$

Always end with “$+ C$” for an indefinite integral, and verify by differentiating your final answer in $x$.

Summary — the substitution strategy:
  1. Identify the inner function $u = g(x)$ of a composite.
  2. Compute $\text{d}u = g'(x) \, \text{d}x$ and solve for $\text{d}x$ if needed.
  3. Check that $g'(x)$ appears (up to a constant factor) in the integrand.
  4. Rewrite the integral entirely in terms of $u$ (no $x$ should remain).
  5. For a definite integral: change the limits $x \to u$ and evaluate directly.
  6. For an indefinite integral: integrate in $u$, then substitute back $u = g(x)$ and add $+ C$.
  7. Always verify by differentiating your final answer.
Group Activity 1: The Substitution Vault — Three Doors, One Code

You are locked in the substitution lab. Three sealed doors each guard one definite integral that must be cracked by a change of variable, and each answer is a whole number. The vault in the middle opens only when the group enters the sum of the three door numbers. Work in teams of three: one member owns each door, and the vault is opened together. Change the limits $x \to u$ before you evaluate.

Doors open: 0 / 3 Clock: 8:00 Every door answer is an integer
🔒 The vault — what is the code?

Enter the sum of the numbers revealed by the three doors.

Team rule: the owner of each door explains the substitution and the changed limits to the group before anyone types the number. A wrong number costs nothing but time — the clock is your opponent, not a failure.

Individual Activity 2: Reveal the Substitution — Approve Every Line

Work on your own and approve each line before it is shown. At every stage, pick the line you believe comes next in the solution of $\displaystyle\int x^{2}\sqrt{x^{3}+1}\,\text{d}x$. A correct pick reveals the line and unlocks the next stage; a wrong pick turns red and explains the trap. A near-perfect run — at most two wrong picks — earns the top band.

Stage approved: 0 / 5 Wrong picks: 0 Goal: 0 wrong picks

Solo check: when the final line is revealed, differentiate the answer once on paper and confirm that you recover the original integrand $x^{2}\sqrt{x^{3}+1}$.

Group · Guided Worked Example 1: $\int_{-1}^{3} \dfrac{1}{2x+3} \, \text{d}x$ by Substitution Exercise 5A Q6(ii) [re-solved]

Hence, or otherwise, show that $\displaystyle\int_{-1}^{3} \frac{1}{2x+3} \, \text{d}x = \ln 3$ using the substitution $u = 2x + 3$.

(Originally solved in W6 by recognising the antiderivative $\ln|2x+3|$. Here we re-solve it using a formal substitution and changing the limits.)

👁 Reveal Solution
Step 1: Choose the substitution and compute $\text{d}u$

Let $u = 2x + 3$. Differentiate: $\text{d}u = 2 \, \text{d}x$, so $\text{d}x = \dfrac{\text{d}u}{2}$.

Step 2: Change the limits from $x$ to $u$

Lower limit: $x = -1 \Rightarrow u = 2(-1) + 3 = 1$.

Upper limit: $x = 3 \Rightarrow u = 2(3) + 3 = 9$.

Step 3: Rewrite the integral in terms of $u$

$\displaystyle\int_{-1}^{3} \frac{1}{2x+3} \, \text{d}x = \int_{1}^{9} \frac{1}{u} \cdot \frac{\text{d}u}{2} = \frac{1}{2}\int_{1}^{9} \frac{1}{u} \, \text{d}u$.

Step 4: Evaluate in $u$ (no need to back-substitute)

$\dfrac{1}{2}\displaystyle\int_{1}^{9} \frac{1}{u} \, \text{d}u = \frac{1}{2}\Big[\ln |u|\Big]_{1}^{9} = \frac{1}{2}\left(\ln 9 - \ln 1\right)$.

Since $\ln 1 = 0$ and $\ln 9 = \ln(3^2) = 2\ln 3$:

$= \dfrac{1}{2}(2\ln 3 - 0) = \ln 3$.

Final Answer

$\boxed{\displaystyle\int_{-1}^{3} \frac{1}{2x+3} \, \text{d}x = \ln 3}$

Verification (W6 method): antiderivative is $\frac{1}{2}\ln|2x+3|$. Evaluated: $\frac{1}{2}(\ln 9 - \ln 1) = \frac{1}{2}(2\ln 3) = \ln 3$. ✓ Numerically: $\ln 3 \approx 1.0986$.

Individual · Guided Worked Example 2: $\int_{0}^{\frac{\pi}{2}} \sin^2 2x \, \cos x \, \text{d}x$ by Substitution Teaching plan example · definite version

Find the exact value of $\displaystyle\int_{0}^{\frac{\pi}{2}} \sin^2 2x \, \cos x \, \text{d}x$ using the substitution $u = \sin x$.

(Hint: first use the double-angle identity $\sin 2x = 2\sin x\cos x$ to rewrite $\sin^2 2x$, then change the limits from $x$ to $u$.)

👁 Reveal Solution
Step 1: Rewrite $\sin^2 2x$ using the double-angle identity

$\sin 2x = 2\sin x\cos x$, so $\sin^2 2x = (2\sin x\cos x)^2 = 4\sin^2 x\cos^2 x$.

Hence $\displaystyle\int_{0}^{\frac{\pi}{2}} \sin^2 2x\cos x \, \text{d}x = 4\int_{0}^{\frac{\pi}{2}} \sin^2 x\cos^3 x \, \text{d}x$.

Step 2: Choose the substitution and compute $\text{d}u$

Let $u = \sin x$. Then $\text{d}u = \cos x \, \text{d}x$, and $\cos^2 x = 1 - \sin^2 x = 1 - u^2$.

So $\cos^3 x \, \text{d}x = \cos^2 x \cdot \cos x \, \text{d}x = (1 - u^2) \, \text{d}u$.

Step 3: Change the limits from $x$ to $u$

Lower limit: $x = 0 \Rightarrow u = \sin 0 = 0$.

Upper limit: $x = \dfrac{\pi}{2} \Rightarrow u = \sin\dfrac{\pi}{2} = 1$.

Step 4: Rewrite the integral in terms of $u$

$4\displaystyle\int_{0}^{\frac{\pi}{2}} \sin^2 x\cos^3 x \, \text{d}x = 4\int_{0}^{1} u^2(1 - u^2) \, \text{d}u = 4\int_{0}^{1} (u^2 - u^4) \, \text{d}u$.

Step 5: Evaluate in $u$ (no need to back-substitute)

$4\displaystyle\int_{0}^{1} (u^2 - u^4) \, \text{d}u = 4\left[\dfrac{u^3}{3} - \dfrac{u^5}{5}\right]_{0}^{1}$.

$= 4\left(\dfrac{1}{3} - \dfrac{1}{5}\right) = 4 \cdot \dfrac{2}{15} = \dfrac{8}{15}$.

Final Answer

$\boxed{\displaystyle\int_{0}^{\frac{\pi}{2}} \sin^2 2x\cos x \, \text{d}x = \dfrac{8}{15}}$

Verification: $\dfrac{\text{d}}{\text{d}x}\!\left(\dfrac{4}{3}\sin^3 x - \dfrac{4}{5}\sin^5 x\right) = 4\sin^2 x\cos x - 4\sin^4 x\cos x = 4\sin^2 x\cos x(1 - \sin^2 x) = 4\sin^2 x\cos^3 x = \sin^2 2x\cos x$. ✓ Numerically: $\dfrac{8}{15} \approx 0.5333$.

✏️ Concept Quiz
Score: 0 / 4
1. For $\int 2x \, e^{x^2} \, \text{d}x$, which substitution makes the integral simplest?
The integrand is $2x \cdot e^{x^2}$. The inner function is $x^2$ (inside the exponential), and its derivative is $2x$ — which is exactly the other factor. Choosing $u = x^2$ gives $\text{d}u = 2x \, \text{d}x$ and the integral becomes $\int e^u \, \text{d}u = e^u + C = e^{x^2} + C$. The trap $u = e^x$ does not match the inner function. The trap $u = 2x$ gives $\text{d}u = 2\text{d}x$ and leaves $e^{x^2}$ in the integrand — still messy. The trap $u = e^{x^2}$ has derivative $2x \, e^{x^2}$, which does not appear cleanly.
2. Using $u = x^2 + 1$ in $\displaystyle\int_{0}^{2} f(x^2+1) \cdot 2x \, \text{d}x$, the new $u$-limits are:
Substitute $u = x^2 + 1$ into each limit. Lower: $x = 0 \Rightarrow u = 0^2 + 1 = 1$. Upper: $x = 2 \Rightarrow u = 2^2 + 1 = 5$. So the $u$-limits are $1$ to $5$. The trap $0$ to $2$ forgets to change the limits. The trap $0$ to $4$ uses $x^2$ but forgets $+1$. The trap $1$ to $4$ makes an arithmetic error in the upper limit.
3. After substituting $u = \sin x$ in $\int \cos x \, \sin^2 x \, \text{d}x$, you find $\int u^2 \, \text{d}u = \dfrac{u^3}{3} + C$. The final answer in $x$ is:
For an indefinite integral, you must back-substitute $u = \sin x$ into the antiderivative $\dfrac{u^3}{3} + C$. This gives $\dfrac{(\sin x)^3}{3} + C = \dfrac{\sin^3 x}{3} + C$. The trap $\dfrac{u^3}{3} + C$ leaves the answer in terms of $u$ — wrong because the original variable was $x$. The trap $\dfrac{\cos^3 x}{3} + C$ uses the wrong function (cos instead of sin). The trap $\dfrac{x^3}{3} + C$ just drops the substitution entirely.
4. To evaluate $\int x \, \cos(x^2) \, \text{d}x$ using $u = x^2$, you should rewrite the integral as:
With $u = x^2$ we have $\text{d}u = 2x \, \text{d}x$, so $x \, \text{d}x = \dfrac{\text{d}u}{2}$. The integral $\int x \cos(x^2) \, \text{d}x = \int \cos u \cdot \dfrac{\text{d}u}{2} = \dfrac{1}{2}\int \cos u \, \text{d}u = \dfrac{1}{2}\sin u + C = \dfrac{1}{2}\sin(x^2) + C$. The trap $\int \cos u \, \text{d}u$ forgets the factor of $\frac{1}{2}$ (because $x \ne 2x$). The trap $2\int \cos u \, \text{d}u$ multiplies by the wrong factor. The trap $\int u \cos u \, \text{d}u$ keeps an $x$-term inside the $u$-integral, which is invalid.
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📝 More Practice

Attempt each question on paper first, then click Reveal Solution to check your work. Questions are ordered from easiest to hardest.

Q1 · Synthesis Standard

Find $\displaystyle\int e^{-4x} \, \text{d}x$ using the substitution $u = -4x$.

(Watch the coefficient: differentiating $u = -4x$ produces a negative constant, which must be compensated.)

💡 Hint

Let $u = -4x$. Then $\text{d}u = -4 \, \text{d}x$, so $\text{d}x = -\dfrac{\text{d}u}{4}$.

Substitute both $e^{-4x} = e^{u}$ and $\text{d}x$ before integrating.

👁 Reveal Solution
Step 1: Choose the substitution and compute $\text{d}u$

Let $u = -4x$. Differentiate: $\text{d}u = -4 \, \text{d}x$, so $\text{d}x = -\dfrac{\text{d}u}{4}$.

Step 2: Rewrite the integral in terms of $u$

$\displaystyle\int e^{-4x} \, \text{d}x = \int e^{u} \left(-\dfrac{\text{d}u}{4}\right) = -\dfrac{1}{4}\int e^{u} \, \text{d}u$.

Step 3: Integrate in $u$

$-\dfrac{1}{4}\displaystyle\int e^{u} \, \text{d}u = -\dfrac{1}{4}e^{u} + C$.

Step 4: Back-substitute $u = -4x$

$= -\dfrac{1}{4}e^{-4x} + C$.

Final Answer

$\boxed{-\dfrac{1}{4}e^{-4x} + C}$

Verification: $\dfrac{\text{d}}{\text{d}x}\!\left(-\dfrac{1}{4}e^{-4x}\right) = -\dfrac{1}{4}(-4)e^{-4x} = e^{-4x}$. ✓

Q2 · Synthesis Medium

Find $\displaystyle\int \frac{x}{x^2+1} \, \text{d}x$ using the substitution $u = x^2 + 1$.

💡 Hint

Let $u = x^2 + 1$. Then $\text{d}u = 2x \, \text{d}x$, so $x \, \text{d}x = \dfrac{\text{d}u}{2}$.

The numerator $x \, \text{d}x$ becomes $\dfrac{\text{d}u}{2}$, and the denominator $x^2 + 1$ becomes $u$.

👁 Reveal Solution
Step 1: Choose the substitution and compute $\text{d}u$

Let $u = x^2 + 1$. Then $\text{d}u = 2x \, \text{d}x$, so $x \, \text{d}x = \dfrac{\text{d}u}{2}$.

Step 2: Rewrite the integral in terms of $u$

$\displaystyle\int \frac{x}{x^2+1} \, \text{d}x = \int \frac{1}{x^2+1} \cdot x \, \text{d}x = \int \frac{1}{u} \cdot \frac{\text{d}u}{2} = \frac{1}{2}\int \frac{1}{u} \, \text{d}u$.

Step 3: Integrate in $u$

$\dfrac{1}{2}\displaystyle\int \frac{1}{u} \, \text{d}u = \frac{1}{2}\ln|u| + C$.

Step 4: Back-substitute $u = x^2 + 1$

Since $x^2 + 1 > 0$ for all real $x$, $|x^2 + 1| = x^2 + 1$:

$= \dfrac{1}{2}\ln(x^2 + 1) + C$.

Final Answer

$\boxed{\dfrac{1}{2}\ln(x^2 + 1) + C}$

Verification: $\dfrac{\text{d}}{\text{d}x}\!\left[\dfrac{1}{2}\ln(x^2+1)\right] = \dfrac{1}{2} \cdot \dfrac{2x}{x^2+1} = \dfrac{x}{x^2+1}$. ✓

Q3 · Synthesis Medium

Find $\displaystyle\int e^{x^2} \cdot 2x \, \text{d}x$ using the substitution $u = x^2$.

(Note: $\int e^{x^2} \, \text{d}x$ cannot be expressed in elementary functions — the factor $2x$ is essential.)

💡 Hint

Let $u = x^2$. Then $\text{d}u = 2x \, \text{d}x$ — this is exactly the “other factor” in the integrand.

The integral simplifies directly to $\int e^u \, \text{d}u$.

👁 Reveal Solution
Step 1: Choose the substitution and compute $\text{d}u$

Let $u = x^2$. Then $\text{d}u = 2x \, \text{d}x$.

Step 2: Rewrite the integral in terms of $u$

$\displaystyle\int e^{x^2} \cdot 2x \, \text{d}x = \int e^u \, \text{d}u$.

(The factor $2x \, \text{d}x$ is exactly $\text{d}u$, and $e^{x^2} = e^u$.)

Step 3: Integrate in $u$

$\displaystyle\int e^u \, \text{d}u = e^u + C$.

Step 4: Back-substitute $u = x^2$

$= e^{x^2} + C$.

Final Answer

$\boxed{e^{x^2} + C}$

Verification: $\dfrac{\text{d}}{\text{d}x}\!\left[e^{x^2}\right] = e^{x^2} \cdot 2x$. ✓ This is the “clean” case — the derivative of the inner function appears exactly as a factor in the integrand.

Q4 · Synthesis Challenging

Find $\displaystyle\int \frac{\cos(\sqrt{x}\,)}{\sqrt{x}} \, \text{d}x$ using the substitution $u = \sqrt{x}$.

(Requires careful handling of $\text{d}u$ for a non-polynomial substitution.)

💡 Hint 1

Let $u = \sqrt{x} = x^{1/2}$. Differentiate: $\text{d}u = \dfrac{1}{2}x^{-1/2} \, \text{d}x = \dfrac{1}{2\sqrt{x}} \, \text{d}x$.

Solve for the “missing piece” in the integrand: $\dfrac{1}{\sqrt{x}} \, \text{d}x = 2 \, \text{d}u$.

💡 Hint 2

Substitute: $\cos(\sqrt{x}\,) = \cos u$ and $\dfrac{1}{\sqrt{x}} \, \text{d}x = 2 \, \text{d}u$.

The integral becomes $\int \cos u \cdot 2 \, \text{d}u = 2\int \cos u \, \text{d}u$.

👁 Reveal Solution
Step 1: Choose the substitution and compute $\text{d}u$

Let $u = \sqrt{x} = x^{1/2}$. Differentiate: $\text{d}u = \dfrac{1}{2}x^{-1/2} \, \text{d}x = \dfrac{1}{2\sqrt{x}} \, \text{d}x$.

Rearrange: $\dfrac{\text{d}x}{\sqrt{x}} = 2 \, \text{d}u$.

Step 2: Rewrite the integral in terms of $u$

Split the integrand: $\dfrac{\cos(\sqrt{x}\,)}{\sqrt{x}} \, \text{d}x = \cos(\sqrt{x}\,) \cdot \dfrac{\text{d}x}{\sqrt{x}} = \cos u \cdot 2 \, \text{d}u$.

So: $\displaystyle\int \frac{\cos(\sqrt{x}\,)}{\sqrt{x}} \, \text{d}x = 2\int \cos u \, \text{d}u$.

Step 3: Integrate in $u$

$2\displaystyle\int \cos u \, \text{d}u = 2\sin u + C$.

Step 4: Back-substitute $u = \sqrt{x}$

$= 2\sin(\sqrt{x}\,) + C$.

Final Answer

$\boxed{2\sin(\sqrt{x}\,) + C}$

Verification: $\dfrac{\text{d}}{\text{d}x}\!\left[2\sin(\sqrt{x}\,)\right] = 2\cos(\sqrt{x}\,) \cdot \dfrac{1}{2\sqrt{x}} = \dfrac{\cos(\sqrt{x}\,)}{\sqrt{x}}$. ✓

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