Substitution Method for Definite Integrals

The substitution method used for indefinite integrals can also be applied to definite integrals. There are two equivalent ways to use it:

  • If \( x = g(t) \), then: $$ \int_a^b f(x)\,dx = \int_{g^{-1}(a)}^{g^{-1}(b)} f(g(t)) \cdot g'(t)\,dt $$
  • If \( t = g(x) \), then: $$ \int_a^b f(g(x)) \cdot g'(x)\,dx = \int_{g(a)}^{g(b)} f(t)\,dt $$

    A Practical Example

    Let’s evaluate the following definite integral:

    $$ \int_0^{\sqrt{\pi}} x \cdot \cos x^2 dx $$

    We begin by substituting \( t = x^2 \):

    $$ t = x^2 $$

    Taking the differential:

    $$ dt = t' \:dx \\ dt = 2x \: dx $$

    We now rewrite the integral using this substitution.

    Since \( x^2 = t \), the integral becomes:

    $$ \int_{x=0}^{x=\sqrt{\pi}} x \cdot \cos t \: dx $$

    We also replace \( x\,dx \) using the differential relation:

    $$ dt = 2x \, dx \quad \Rightarrow \quad \frac{dt}{2} = x\, dx $$

    Substituting this into the integral:

    $$ \int_{x=0}^{x=\sqrt{\pi}} \cos t \cdot \frac{dt}{2} $$

    We can factor out the constant:

    $$ \frac{1}{2} \int_{x=0}^{x=\sqrt{\pi}} \cos t \, dt $$

    At this point, we convert the limits of integration from \( x \) to \( t \):

    $$ t = x^2 \quad \Rightarrow \quad t = 0^2 = 0,\quad t = (\sqrt{\pi})^2 = \pi $$

    So we now have:

    $$ \frac{1}{2} \int_0^\pi \cos t \, dt $$

    This integral is straightforward:

    $$ \frac{1}{2} [\sin t]_0^\pi = \frac{1}{2} (\sin \pi - \sin 0) = \frac{1}{2} (0 - 0) = 0 $$

    So the value of the definite integral is zero.

    Example 2

    Let’s solve the same integral using a different approach:

    $$ \int_0^{\sqrt{\pi}} x \cdot \cos(x^2)\,dx $$

    This time, we use the substitution \( t = x^2 \), so \( x = \sqrt{t} \):

    $$ x = g(t) = \sqrt{t} $$

    Taking the differential:

    $$ dx = \frac{1}{2\sqrt{t}}\,dt $$

    Substituting \( x = \sqrt{t} \) and \( dx = \frac{1}{2\sqrt{t}}\,dt \) into the integrand:

    $$ \int_{x=0}^{x=\sqrt{\pi}} \sqrt{t} \cdot \cos(t)\,\frac{1}{2\sqrt{t}}\,dt $$

    Simplifying:

    $$ \int_{x=0}^{x=\sqrt{\pi}} \cos(t)\,\frac{1}{2}\,dt = \frac{1}{2} \int_{x=0}^{x=\sqrt{\pi}} \cos(t)\,dt $$

    The integral is now written in terms of \( t \), but the limits are still expressed in terms of \( x \). To convert them:

    Since \( x = \sqrt{t} \), the inverse function is \( t = x^2 \):

    • When \( x = 0 \), then \( t = 0 \)
    • When \( x = \sqrt{\pi} \), then \( t = \pi \)

    Updating the limits accordingly:

    $$ \frac{1}{2} \int_0^\pi \cos(t)\,dt $$

    This is again a basic integral:

    $$ \frac{1}{2} \left[ \sin(t) \right]_0^\pi = \frac{1}{2} (0 - 0) = 0 $$

    So we reach the same conclusion with this alternative method:

    $$ \int_0^{\sqrt{\pi}} x \cdot \cos(x^2)\,dx = 0 $$

    Note. This second method is more formal - it uses the substitution \( x = g(t) \), which requires the explicit inverse \( x = \sqrt{t} \). It's helpful for understanding the general substitution formula involving \( g^{-1}(a) \) and \( g^{-1}(b) \). However, in practical computations, the approach using \( t = x^2 \) is often more intuitive and direct. Ultimately, the choice depends on which method simplifies the process more effectively: some problems lend themselves better to one strategy than the other.

    And so on.

     
     

    Please feel free to point out any errors or typos, or share suggestions to improve these notes. English isn't my first language, so if you notice any mistakes, let me know, and I'll be sure to fix them.

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