Year 12 Maths Advanced Module 6 ~35 min Lesson 8 of 15

Integration by Substitution

What do you do when the integral doesn't match any standard formula? When $\int 2x \cos(x^2) \, dx$ stares back at you and the power rule, exponential rule, and logarithmic rule all fail? This is where substitution comes in — the integration equivalent of a change of variables. It's the reverse of the chain rule: just as the chain rule handles composite functions in differentiation, substitution untangles composite functions in integration. Master this technique, and a vast new territory of integrals becomes accessible.

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Think First

Consider $\int 2x \cos(x^2) \, dx$. If you let $u = x^2$, then $du = 2x \, dx$. How does this substitution simplify the integral? What would the integral become in terms of $u$?

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Formula Reference — This Lesson

Substitution rule
$\int f(g(x)) \cdot g'(x) \, dx = \int f(u) \, du$ where $u = g(x)$
Definite integral
$\int_a^b f(g(x))g'(x) \, dx = \int_{g(a)}^{g(b)} f(u) \, du$
Key pattern
Look for $f'(x)$ appearing alongside $f(x)$ in the integrand
Key insight: Substitution is the reverse of the chain rule. Look for a function and its derivative both appearing in the integrand. The most common substitutions are $u =$ the "inside" function of a composition. Don't forget to convert $dx$ to $du$ and, for definite integrals, change the limits.
Know

Key Facts

  • $\int f(g(x))g'(x)\,dx = \int f(u)\,du$ with $u = g(x)$
  • Change $dx$ to $du$ using $\frac{du}{dx}$
  • Change limits for definite integrals
Understand

Concepts

  • Why substitution is the reverse of the chain rule
  • How to choose the right substitution
  • When definite integrals need new limits
Can Do

Skills

  • Identify when substitution applies
  • Perform substitution for indefinite and definite integrals
  • Handle linear substitutions $u = ax + b$
01The Method

Integration by Substitution

The substitution rule states:

∫ f(g(x)) · g'(x) dx = ∫ f(u) du where u = g(x)

Step-by-step process:

  1. Identify the substitution: Look for a function $g(x)$ and its derivative $g'(x)$ both in the integrand.
  2. Set $u = g(x)$ and compute $\frac{du}{dx} = g'(x)$, so $du = g'(x)\,dx$.
  3. Rewrite the integral entirely in terms of $u$.
  4. Integrate with respect to $u$.
  5. Substitute back to $x$ for indefinite integrals.

For definite integrals: Change the limits: when $x = a$, $u = g(a)$; when $x = b$, $u = g(b)$. Then evaluate directly — no need to substitute back.

Example (indefinite): $\int 2x \cos(x^2) \, dx$

Let u = x^2, then du = 2x dx

∫ 2x cos(x^2) dx = ∫ cos(u) du = sin(u) + C = sin(x^2) + C

Example (definite): $\int_0^2 x e^{x^2} \, dx$

Let u = x^2, du = 2x dx, so x dx = du/2

When x = 0, u = 0; when x = 2, u = 4

∫_0^2 x e^{x^2} dx = (1/2)∫_0^4 e^u du = (1/2)[e^u]_0^4 = (1/2)(e^4 - 1)

Real-World Anchor Probability and the Normal Distribution. The probability density function of the standard normal distribution is $\phi(x) = \frac{1}{\sqrt{2\pi}} e^{-x^2/2}$. To find the probability that a value falls between $a$ and $b$, you must evaluate $\int_a^b \frac{1}{\sqrt{2\pi}} e^{-x^2/2} \, dx$. There is no elementary antiderivative for $e^{-x^2/2}$ — but with the substitution $u = x/\sqrt{2}$, it becomes related to the error function, which statisticians have tabulated. Every z-score table you have ever used in statistics class was generated by numerically evaluating this integral. Substitution doesn't always give a closed-form answer, but it often transforms an impossible integral into a recognised form. In Australian medical research, when biostatisticians calculate confidence intervals for clinical trial outcomes, they are essentially applying substitution techniques to transform complex probability integrals into standard forms that can be looked up or computed.

02Linear Substitutions

Linear Substitutions

The simplest and most common substitution is linear: $u = ax + b$.

Example: $\int (3x + 2)^4 \, dx$

Let u = 3x + 2, then du = 3 dx, so dx = du/3

∫ (3x + 2)^4 dx = (1/3)∫ u^4 du = (1/3) · u^5/5 + C = (3x + 2)^5 / 15 + C

Example: $\int e^{5x+1} \, dx$

Let u = 5x + 1, du = 5 dx, dx = du/5

∫ e^{5x+1} dx = (1/5)∫ e^u du = (1/5)e^u + C = (1/5)e^{5x+1} + C

Key check: Differentiate your answer to verify. $\frac{d}{dx}[(3x+2)^5/15] = \frac{5(3x+2)^4 \cdot 3}{15} = (3x+2)^4$ ✓

Worked Example

GIVEN

Evaluate $\int_0^1 \frac{x}{\sqrt{x^2 + 1}} \, dx$.

FIND

The value of the definite integral.

METHOD

Let u = x^2 + 1, then du = 2x dx, so x dx = du/2
When x = 0, u = 1; when x = 1, u = 2
∫_0^1 x/√(x^2+1) dx = (1/2)∫_1^2 u^{-1/2} du
= (1/2)[2u^{1/2}]_1^2 = [√u]_1^2 = √2 - 1

ANSWER

$\sqrt{2} - 1 \approx 0.414$.

Try It Now

Evaluate $\int \frac{\ln x}{x} \, dx$.

Answer:

Let $u = \ln x$, then $du = \frac{1}{x} \, dx$.

$\int \frac{\ln x}{x} \, dx = \int u \, du = \frac{u^2}{2} + C = \frac{(\ln x)^2}{2} + C$.

Copy Into Your Books

Substitution rule

$\int f(g(x))g'(x)\,dx = \int f(u)\,du$

Step 1

Choose $u =$ "inside" function

Step 2

Compute $du = g'(x)\,dx$

Definite

Change limits: $x=a \to u=g(a)$

AActivities

Activities

Activity 1 — Calculate and Interpret

  1. Find $\int 3x^2 \cos(x^3) \, dx$.
  2. Evaluate $\int_0^1 (2x + 1)^3 \, dx$ using substitution.
  3. Find $\int \frac{e^{\sqrt{x}}}{\sqrt{x}} \, dx$.

Activity 2 — Analyse and Connect

  1. Explain why $\int e^{x^2} \, dx$ cannot be solved by simple substitution.
  2. For $\int x^2 e^{x^3} \, dx$, what substitution works? Why?
  3. Verify by differentiation that $\int x \sin(x^2) \, dx = -\frac{1}{2}\cos(x^2) + C$.
Revisit Your Initial Thinking

With $u = x^2$ and $du = 2x \, dx$, the integral $\int 2x \cos(x^2) \, dx$ becomes $\int \cos(u) \, du = \sin(u) + C = \sin(x^2) + C$. This works because the factor $2x$ is exactly the derivative of $x^2$ — the "inside" function of the composition $\cos(x^2)$. The substitution untangles the chain rule structure, reducing a composite-function integral to a basic one. This is why we call substitution the reverse chain rule: it reverses the process that produced the composite function in the first place.

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Multiple Choice

5 random questions from a replayable lesson bank — feedback shown immediately

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Extended Questions

ApplyBand 4

8. Find $\int x^2 \sin(x^3) \, dx$ using substitution. Show all working. 3 MARKS

Answer in your workbook
ApplyBand 5

9. Evaluate $\int_0^{\ln 2} e^x \sqrt{1 + e^x} \, dx$. Show all working. 4 MARKS

Answer in your workbook
AnalyseBand 5

10. Explain why $\int e^{x^2} \, dx$ cannot be expressed in terms of elementary functions using substitution. Then explain what mathematicians do when they encounter such integrals in practice (e.g., in statistics). 3 MARKS

Answer in your workbook

Comprehensive Answers

Activity 1 — Model Answers

1. $u = x^3$, $du = 3x^2 dx$. $\int \cos(u) \, du = \sin(u) + C = \sin(x^3) + C$.

2. $u = 2x + 1$, $du = 2 dx$. $(1/2)\int_1^3 u^3 \, du = (1/2)[u^4/4]_1^3 = (1/8)(81 - 1) = 10$.

3. $u = \sqrt{x}$, $du = \frac{1}{2\sqrt{x}} dx$, so $\frac{dx}{\sqrt{x}} = 2 du$. $\int 2e^u \, du = 2e^u + C = 2e^{\sqrt{x}} + C$.

Activity 2 — Model Answers

1. No substitution produces a simpler integral because $2x$ (the derivative of $x^2$) does not appear in the integrand.

2. $u = x^3$, because $3x^2$ (or a constant multiple) appears alongside $e^{x^3}$.

3. $\frac{d}{dx}[-\frac{1}{2}\cos(x^2)] = -\frac{1}{2}(-\sin(x^2)) \cdot 2x = x\sin(x^2)$. ✓ (Note: the original integral should be $\int x \sin(x^2) \, dx$.)

Short Answer Model Answers

Q8 (3 marks): Let $u = x^3$, $du = 3x^2 \, dx$, so $x^2 \, dx = du/3$ [1]. $\int x^2 \sin(x^3) \, dx = \frac{1}{3}\int \sin(u) \, du$ [1] $= -\frac{1}{3}\cos(u) + C = -\frac{1}{3}\cos(x^3) + C$ [1].

Q9 (4 marks): Let $u = 1 + e^x$, $du = e^x \, dx$ [1]. When $x = 0$, $u = 2$; when $x = \ln 2$, $u = 3$ [1]. $\int_0^{\ln 2} e^x \sqrt{1 + e^x} \, dx = \int_2^3 \sqrt{u} \, du$ [1] $= [\frac{2}{3}u^{3/2}]_2^3 = \frac{2}{3}(3^{3/2} - 2^{3/2}) = \frac{2}{3}(3\sqrt{3} - 2\sqrt{2})$ [1].

Q10 (3 marks): For $\int e^{x^2} \, dx$, any substitution $u = x^2$ requires $du = 2x \, dx$, but the integrand lacks the factor $x$ needed for this substitution [1]. No other elementary substitution works either — this integral has been proven to have no closed-form expression in terms of elementary functions [1]. In practice, mathematicians use numerical methods (e.g., Simpson's rule), series expansions, or special functions like the error function $\text{erf}(x)$ which is defined precisely as $\frac{2}{\sqrt{\pi}}\int_0^x e^{-t^2} \, dt$ [1].

Science Jump

Jump Through Substitution!

Climb platforms by choosing the right substitution and evaluating transformed integrals. Pool: lesson 8.

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