Main methods of integration

Integration by substitution (or change of variable)

Steps for Integrating by Substitution—Indefinite Integrals:

1. Choose a substitution u = g(x), such as the inner part of a composite function.

2. Compute .

3. Re-write the integral in terms of u and du.

4. Find the resulting integral in terms of u.

5. Substitute g(x) back in for u, yielding a function in terms of x only.

6. Check by differentiating.

If f(x) is continuous function, F(x) - its antiderivative and φ(х) - differentiable function, then

In the particular case

Example 4. To find . Notice that the numerator is the derivative of the denominator

Let . Differentiating gives and hence .

Substituting this change of variable the integral becomes

Now by expressing this result in terms of we have shown that

.

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