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[parent] substitution for integration (Theorem)

For determining the antiderivative $F(x)$ of a given real function $f(x)$ in a ``closed form'', i.e. for integrating $f(x)$ , the result is often obtained by using the

Theorem 1   If $$\int f(x)\,dx = F(x)+C$$ and $x = x(t)$ is a differentiable function, then
$\displaystyle F(x(t)) = \int f(x(t))\,x'(t)\,dt+c.$ (1)

Proof. By virtue of the chain rule, $$\frac{d}{dt}F(x(t)) = F'(x(t))\cdot x'(t),$$ and according to the supposition, $F'(x) = f(x)$ . Thus we get the claimed equation (1).

Remarks.

  • The expression $x'(t)\,dt$ in (1) may be understood as the differential of $x(t)$ .
  • For returning to the original variable $x$ , the inverse function $t = t(x)$ of $x(t)$ must be substituted to $F(x(t))$ .

Example. For integrating $\int \frac{x\,dx}{1+x^4}$ we take $x^2 = t$ as a new variable. Then, $2x\,dx = dt$ , $x\,dx = \frac{dt}{2}$ , and we get $$\int \frac{x\,dx}{1+x^4} = \frac{1}{2}\int \frac{dt}{1+t^2} = \frac{1}{2}\arctan t+ C= \frac{1}{2}\arctan x^2+C.$$




"substitution for integration" is owned by pahio.
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See Also: integration of rational function of sine and cosine, integration of fraction power expressions, change of variable in definite integral

Other names:  variable changing for integration, integration by substitution, substitution rule

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Attachments:
integration of differential binomial (Theorem) by rspuzio
a lecture on integration by substitution (Feature) by alozano
A lecture on trigonometric integrals and trigonometric substitution (Feature) by alozano
Euler's substitutions for integration (Topic) by pahio
integration of fraction power expressions (Application) by pahio
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Cross-references: inverse function, variable, expression, equation, chain rule, proof, differentiable function, real function, antiderivative
There are 12 references to this entry.

This is version 18 of substitution for integration, born on 2004-08-27, modified 2009-07-01.
Object id is 6114, canonical name is SubstitutionForIntegration.
Accessed 6155 times total.

Classification:
AMS MSC26A36 (Real functions :: Functions of one variable :: Antidifferentiation)

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