A Clarification of Terms:

A Definite Integral,
Z b  b
f (x)dx = F (x) = F (b) − F (a),
a a
has endpoints,
and it is a number.
An Indefinite Integral,
Z
f (x)dx = F (x),

has no endpoints,
but it is a function
 b
used inside to find that number.
a
Synonyms for Indefinite Integral:

Integral Function

Antiderivative

(due to the Fundamental Theorem

and the Mean Value Theorem)

Primitive

(often found in French texts and clones thereof )

We now apply
d
the Chain Rule: F (g(x)) = F 0(g(x)) · g 0(x)
dx
Z u
to the function F (u) = f (t) dt,
t=a
with derivative F 0(u) = f (u) wherever f is continuous,
Z g(x)
d d
to get: f (t) dt = F (g(x)) = F 0(g(x)) · g 0(x)
dx t=a dx
= f (g(x)) · g 0(x),
and we have an Extended Fundamental Theorem of Calculus:
Z g(x)
d
f (t) dt = f (g(x))g 0(x)
dx t=a
An Example:
Z x2
d 1 1 2x
√ dt = p (2x) = √ .
dx t=0 1 + t 2 2
1 + (x ) 2 1+x 4

Z g2(x) Z g2(x) Z g1(x)

Since = − , we also have
t=g1(x) t=a t=a

d
Z g2(x)
f (t) dt = f (g2(x))g20 (x) − f (g1(x))g10 (x)
dx t=g1(x)

Another Example:
Z 1+x
d t−1 (1 + x) − 1 0 (1 − x) − 1
dt = (1+x) − (1−x)0
dx t=1−x t (1 + x) (1 − x)
x −x −2x2
= (1) − (−1) =
(1 + x) (1 − x) 1 − x2
 d
Z g(x)
f (t) dt = f (g(x))g 0(x)
dx t=a

An Example:
Z x2
d 1 1 2x
√ dt = p (2x) = √
dx t=0 1 + t 2 2
1 + (x ) 2 1 + x4
Z g2(x) Z g2(x) Z g1(x)
Another Example, using = − ,
t=g1(x) t=a t=a

d
Z 1+x t−1
dt
dx t
t=1−x
(1 + x) − 1 0 (1 − x) − 1
= (1 + x) − (1 − x)0
(1 + x) (1 − x)
x −x −2x2
= (1) − (−1) =
(1 + x) (1 − x) 1 − x2
 d
Z g(x)
f (t) dt = f (g(x))g 0(x)
dx t=a

Still Another Example:

Z x
P (x) = f (g(t))g 0(t) dt, P 0(x) = f (g(x))g 0(x).
Zt=a
g(x)
Q(x) = f (u) du, Q0(x) = f (g(x))g 0(x).
u=g(a)
Since P 0(x) = Q0(x), we have P (x) = Q(x) plus a constant.
Z a
Since P (a) = f (g(t))g 0(t) dt = 0,
t=a
Z g(a)
and since Q(a) = f (u) du = 0, we have P (x) = Q(x),
u=g(a)
Z b Z g(b)
yielding, if x = b, f (g(t))g 0(t) dt = f (u) du
t=a u=g(a)
Another way to get
Z b Z g(b)
f (g(t))g 0(t) dt = f (u) du
t=a u=g(a)

Let F be any continuous piecewise antiderivative of f .

Then we have both
Z b  b
F 0(g(t))g 0(t) dt = F (g(t)) = F (g(b)) − F (g(a))
t=a t=a

Z g(b)  g(b)
F 0(u) du = F (u) = F (g(b)) − F (g(a))
u=g(a) u=g(a)
 Substitution in Indefinite Integrals (Antiderivatives)
In order to implement

0
R R
f (g(t))g (t) dt = f (u) du

substitute u for g(t), so that f (g(t)) can become f (u),

du
and, using = g 0(t), substitute du for g 0(t) dt.
dt

Solving for t’s in terms of u should not be necessary, unless there

may be an extra t not converted to terms in u.
R
After integrating f (u) du , it may be desirable to resubstitute
g(t) for u.
 dx
Z
√ taking u = 2x + 1
Z 2x + 1
− 12 du
= (2x + 1) dx =2
dx
− 12 du
Z
= u du = 2dx
2
1 du
Z
− 12
= u du = dx
2 2
1
1 u2
= 1 +C
2 2
1
=u +C2

√
= u+C
√
= 2x + 1 + C
Z
t(1 + t2)3 dt taking u = 1 + t2
du
= 2t
dt
du = 2t dt
du
Z
= (1 + t2)3 t dt = t dt
2
du
Z
3
= u
2
1
Z
= u3 du
2
1 u4
= +C
2 4
u4
= +C
8
(1 + t2)4
= +C
8
However, with one less t in the integrand,
the problem becomes:
Z
(1 + t2)3 dt
Z
= 1 + 3t2 + 3t4 + t6 dt

t3 t5 t7
= t+3 +3 + +C
3 5 7
t5 t7
= t + t3 + 3 + +C
5 7
When a √ occurs,
it is often convenient to let the radicand be u:

2x
Z
√
3
dx with u = 6 − 5x2
6 − 5x 2

du
Z
2 − 13
= (6 − 5x ) 2x dx = −10x
dx
du
− = 2x dx
Z 
du
 5
− 13
= u −
5
1
 Z
− 13
= − u du
5
2
1 u 3
 
3 2
2
= − 2 +C = − (6 − 5x ) + C
3
5 3
10
It may be necessary to solve for some x’s in terms of u:

√
Z
2x x − 1 dx
Z
1
= 2x(x − 1) 2 dx, with u = x − 1,
Z
1
= 2xu 2 du du = dx,
Z
1
= 2(u + 1)u du, 2 with x = u + 1,
Z
3 1
= 2u + 2u du
2 2

5 3
u 2 u 2 4 5 4 3
=2 5 +2 3 +C = (x − 1) + (x − 1) + C
2 2

2 2
5 3
 Substitution in Definite Integrals
In order to implement

Rb 0
R g(b)
t=a f (g(t))g (t) dt = u=g(a) f (u) du

substitute u for g(t), so that f (g(t)) can become f (u),

du
and, using = g 0(t), substitute du for g 0(t) dt.
dt
Let endpoints u = g(a) and g(b) replace t = a and b.

Solving for t’s in terms of u should not be necessary, unless there

may be an extra t not yet converted to terms in u.
R g(b)
After u=g(a) f (u) du, has been integrated, there is probably no
need to substitute back to t.
 Z 0
3x2(4 + 2x3)2 dx with u = 4 + 2x3
Zx=−1
0
3 2 2 du
(4 + 2x ) 3x dx = 6x2
x=−1 dx
du = 6x2dx
du
= 3x2dx
2
When x equals −1, u equals 4+2x3 = 4+2(−1)3 = 4−2 = 2.

When x equals 0, u equals 4 + 2x3 = 4 + 2 · 03 = 4 − 0 = 4.

Z 4 Z 4  3 4 3 3
du 1 u 4 2
u2 = u2 du = = −
u=2 2 2 u=2 6 u=2 6 6
64 − 8 56 28
= = =
6 6 3
Z a p
x a2 + x2 dx with u = a2 + x2
x=0
Z a du
1
2 2
= x(a + x ) dx 2 = 2x
x=0 dx
Z a
1
2 2
= (a + x ) x dx 2 du = 2xdx
x=0
du
= xdx
2
2 2
" 3
#2a2
Z 2a du
Z 2a 1 1 u 2
1 1
= u 2 = u du =
2
3
u=a2 2 u=a2 2 2 2 u=a2
" 3
#2a2 "
2 3
# "
2 3
# √
u 2 (2a ) 2 (a ) 2 2 2−1
= = − = a3
3 3 3 3
u=a2
Z 1 p
1 − x2 dx with x = sin u
x=0
dx
= cos u
du
dx = cos u du
p p
1 − x2 = 1 − sin2u = cos u
Z π Z π Z π
2 2
2
2 1 + cos 2u
= cos u cos u du = cos u du = du
u=0 u=0 u=0 2
" # π2 " # " #
1 sin 2u 1 π sin π 1 sin 0 π
= u+ = + − 0+ =
2 2 2 2 2 2 2 4
u=0
A Useful Short Cut:
Z
If f (x) dx = g(x) + C,
1
Z
then f (ax + b) dx = g(ax + b) + C,
a
for any constants, a 6= 0 and b.

x18
Z
Example: Since x17 dx = + C,
18
18
(x + 3)
Z
then (x + 3)17 dx = + C,
18
18
1 (2x − 5)
Z
and (2x − 5)17 dx = + C.
2 18
 Z
If f (x) dx = g(x) + C,
1
Z
then f (ax + b) dx = g(ax + b) + C,
a
for any constants, a 6= 0 and b.

1 1
Z
Example: Since dx = − + C,
x2 x
1 1
Z
then dx = − + C,
(x − 10)2 (x − 10)
1 1 1
Z
and dx = − + C.
(6x − 10)2 6 (6x − 10)
 Z
If f (x) dx = g(x) + C,
1
Z
then f (ax + b) dx = g(ax + b) + C,
a
for any constants, a 6= 0 and b.
Z
Proof: f (ax + b) dx, with u = ax + b,
du
= a,
dx
du = a dx,
du
= dx,
a
du 1 1 1
Z Z
= f (u) = f (u)du = g(u) = g(ax + b).
a a a a
 Z
If f (x) dx = g(x) + C,
1
Z
then f (ax + b) dx = g(ax + b) + C,
a
for any constants, a 6= 0 and b.

1 √
Z
Example: Since √ dx = 2 x + C,
x
1 1 √
Z
then √ dx = · 2 2x + 1 + C.
2x + 1 2
√
= 2x + 1 + C.