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This is our last technique of integration. Then we end the semester with some applications of integration.
Every differentiation rule is written backwards to create an integration rule. Substitution is the flip side of the chain rule.
That's a funny answer, but it suggests the general idea (but for a specific example). If we let
and
then we can generalize this:
So, in terms of a definite integral, the rule is that
and, even better, let $u=g(x)$; then
$\frac{du}{dx}=g'(x)$ or $du=g'(x)dx$,
so
We re-express an integral in $x$ in terms of a variable $u$. Sometimes this method is called "u-substitution", in honor of our favorite substitution variable.
Forgetting for a moment that we might know how to solve this!;), we can always do the change of variables
and hope that the integral on the right is easier to solve (certainly less cluttered). Notice especially the change in the limits on the integral.
Writing it in this last way may be mysterious, because of the change of variable to u (and the change in the limits); but it's the disappearance of g'(x) that's really curious. It falls right out of the change of variables, however:
The trick generally is to recognize the presence of a "chain-rule derivative" in the integrand -- that is a product that one can think of as $h'(g(x))g'(x)$.
Indefinite integrals are a little simpler to think about: we might think of them this way: \[ \int f(g(x))g'(x)dx = \int f(u)du = F(u) + C = F(g(x)) + C \]
I'll start with one of my favorite applications, however: let's think about those signs you see on the highway, that tell you the time to this or that road, or this or that exit.
How do they know how long it's going to take you today?
An engineer with an integral (and some sensors) can tell you! Let's think about how.
There's no great shakes here. In our introduction to the integral, we've begun by thinking of a definite integral as representing a signed area, between a curve and the x-axis. Now suppose that we want the area between two curves?
If one curve is always above the other, then we simply subtract the smaller area from the larger:
If the top curve is the graph of $f(x)$, and the bottom curve is the graph of $g(x)$, then the difference in the areas, which is what we want (in blue), is
Let's do some examples.
There are a couple of tricks here:
In this case, the sign of the area changes as
and
change roles (which one is above, which below). If we want the
actual geometric area, and not the signed area, then we can use
this formula: