Welcome to Calculus.

I'm Professor Ghrist.

We're about to begin Lecture 21 on
Substitution.
Now that we've seen what indefinite
integrals are good for, differential
equations and more, we turn to the
problem of the mechanics of integration.
How does one compute an anti-derivative?
That is a large and convoluted subject.
In this lesson, we'll begin with our
first method that of substitution.
Our first set of strategies for computing
integrals exploits the fact that
integration is anti-differentiation.
Therefore, integration rules can be
derived from differentiation rues.
Let's consider, for example, the
linearity rule.
For derivatives, what this tells us when
we take those rules and then integrate
them is that integration is also linear.
The integral of a sum is the sum of
integrals.
The integral of a constant times an
integrand is that constant times the
integral.
So, integration, like differentiation is
a linear operator as you certainly,
already knew.
Other differeniations lead to other
integration techniques.
We are going to focus on the Chain Rule,
where tradition dictates the use of u as
a function of x.
This case, the chain rule says that du is
du/du times x, we can integrate both
sides and after composing with a function
f of u.
Then, one obtains what is typically
called the u substitution formula, namely
the integral of f of u du is the integral
of f of u of x times du/dx, dx.
Now, of course, this u substitution
formula is just the chain rule, in
reverse.
However, it's very useful if you can
determine what is u and what is f.
Your goal Is the integral on the left the
f of u du, which is hopefully simpler
than what you are given on the right, the
more complex looking integral in terms of
x.
It's best to see this through a simple
example.
Consider the integral of e to the sin of
x times cosine of x dx.
You may or may not be able to see what
the anti-derivative is.

However, if we let u be equal to sign of

x, then du is cosign of x dx, we can see
that e to the sine x is really just the
exponential of u.
Whereas the cosine of x dx is the du
term.
Thus, by substitution we can say this
integral is the same as the integral of e
to the u du.
Now, of course, we all know that the
integral of e to the u is simply e to the
u plus a constant.
We're not quite done.
And that we need to substitute back in
for a function of x.
So, our original integral evaluates to e
to the sine of x plus a constant.
Now we could, and should, check that this
is actually the correct answer.
We should differentiate e to the sine of
x, and c.
Then, we obtain e to the sine of x times
cosine of x dx.
That's the wonderful thing about these
types of problems.
You can always check your results.
Now, in this case, choosing the u and
choosing the f were easy, almost
transparent.
This is not always the case.
A trickier sort of example would be
something like the integral of x times
the square root of x minus 1 dx.
In this case, what is the u here?
What is f of u?
In general, it's best to make a
substitution that simplifies your
integrand to whatever extent possible.
In this case, if we were to let u be
equal to x minus 1.
It would seem to be trivial since du
equals dx.
However, notice what happens.
x is u plus 1.
At it's square root of x minus 1 is
square root of u.
We can therefore expand this intergrand
out as u to the 3 halves plus u to the 1
half, notice you could not do that with
x.
Now we could easily integrate this to
yield 2 5th, u to the 5 halves plus 2
3rd, u to the 3 halves.
Substituting back in x minus 1 for u
yields the answer 2 5th quantity x minus
1 to the 5 halves plus 2 3rd, x minus 1
to the 3 halves plus a constant.
I'll leave it to you to check this.
Another example that is perhaps not so
obvious is the following.

The integral of cosine d theta.

And now it's a bit more apparent which
substitution to try.
Let's try u equals sine theta.
In this case, du is cosine theta d theta,
and we see the du sitting right in front
of us this becomes the integral of 1 over
u squared times du.
That we can certainly integrate to yield
negative 1 over u plus a constant.
Substituting back in we get negative 1
over sine theta.
That is negative cosecant theta plus a
constant.
I'll leave it to you to check.
We're going to put these techniques to
use in a differential equation that
models the growth of a tumor.
The Gompertz model for the size N of t of
a tumor as a function of time.
t is the following differential equation.
dN/dt equals negative a times N times log
of quantity b times N.
Here a is a constant that is positive.
And b is a constant the is between 0 and
1.
Using the method of separation, we move
all of the N's to the left hand side and
we obtain dN over n times log of b times
n.
On the right hand side we're left with
negative a, dt.
Now we need to integrate both sides of
this equation.
How do we perform the integral on the
left?
We're going to have to do a substitution.
If we let u b log of b times N than du is
equal to dN over N.
And we see that this integral is going to
simplify dramatically to du over u.
On the right hand side, we'll again have
the integral of negative a dt.
Computing both the integrals give us log
of u equals negative at plus a constant.
As with the other equations we've done,
we're going to exponentiate both sides.
To obtain and answer, u is constant e to
the negative at.
But we're not quite done, because u is
not what we were looking for.
We were looking for N.
And so, we must substitute back in for u
log of b times N is constant e to the
negative at.
Now to solve for N, we're going to have
to exponentiate both sides again.
Doing so and dividing by b gives us n.
The size of the tumor as a function of
time t is 1 over b times e to the

constant times e to the negative at.

This is a double exponential.
It has an exponential in the exponent.
Now what about this constant c?
I'll leave it to you to check, but c is
given as the log of b times N not where N
not is the size of the tumor at time
zero.
But deriving the solution is not the end
of the story.
We'd like to know something about how
that solution behaves.
Let's consider things from the point of
view of equilibria.
If we set dN/dt equal to 0, what do we
observe?
We observe that there is an equilibrium
at 0.
plugging in n equals 0 certainly gives
dN/dt equal to 0.
And as you can see by taking a limit.
And it certainly makes biological sense,
that, if the initial size of the tumor is
zero, then no tumor will grow.
However, there's another equilibrium at N
equals 1 over b.
In this case, that log term vanishes.
What happens when we plot various
solutions?
N as a function of t.
We see that the solution with a nonzero
initial condition We'll converge to this
one over b equilibrium.
This is sometimes called the carrying
capacity of the model.
Now, indeed if we plot and dot versus N,
we will see these two equilibria arising
and we will see that 1 over b is a stable
equilibrium whereas zero is an unstable
equilibrium.
This is what linearization will give.
Now the global perspective in what we
have done in this lesson is all about
this u substitution formula.
But really, it should go under a
different name and you will learn it
later in life under the name of the
Change of Variables Formula.
What we're really doing is changing from
x variables to u variables.
And this change of coordinates
facilitates integration.
It makes it easier.
For example, if we look at 2x sin x
squared, then converting that over to sin
of u, make something that's easily
integrated to negative cosine of u.
And then, we go back to the original x
coordinates.
That allows us to compute a difficult

integral by means of a simple integral in

a new coordinate system.
And that is the important point.
Notice that as well, we can run things
backward and obtain derivatives of
complicated functions by a change of
coordinates.
That is what we did when we learn the all
important chain rule.
Now, why is this perspective important
when you get to multi-variable calculus
you are going to use a more sophisticated
change of variables formula to solve some
truly difficult integrals.
Work now on the simple case and when you
get to multi-variable you'll be fully
prepared.
Substitution or better yet, a change of
variables is one important method of
integration.
But it's merely the first in an
increasingly intricate sequence of
methods.
In our next lesson, we'll introduce a
second technique.
That, of integration by parts.