Paper 3 only. A well-chosen new variable \(u\) turns an awkward integral into a standard one. The examiner gives you the substitution; your job is to convert every part of the integral, \(dx\) and the limits included, and then integrate in \(u\).
With a substitution \(u = g(x)\), replace three things: the integrand (in terms of \(u\)), \(dx\) (using \(\dfrac{du}{dx}\)), and, for a definite integral, the limits (\(x\)-values become \(u\)-values). Then the whole integral is in \(u\) and no \(x\) may remain.
Fig. 1: with u = sin x, the x-limits 0, π/6 and π/2 map to the u-limits 0, 1/2 and 1 (drawn to scale on each line); a definite integral in u uses the new limits
Section 01
The method: convert everything.
Treat \(\dfrac{du}{dx}\) like a fraction to swap \(dx\) for \(du\). If the substitution is \(u = 2x + 1\), then \(\dfrac{du}{dx} = 2\), so \(dx = \dfrac{1}{2}\,du\), and any leftover \(x\) is written as \(x = \dfrac{u-1}{2}\).
Step 1: differentiate the substitution and write \(dx\) (or a group such as \(\cos x\,dx\)) in terms of \(du\).
Step 2: rewrite the integrand entirely in \(u\); express any remaining \(x\) using the substitution.
Step 3: for a definite integral, change the limits to \(u\)-values. For an indefinite integral, substitute back to \(x\) at the end.
Step 4: integrate in \(u\) and evaluate.
Worked example A linear substitution
Use the substitution \(u = 2x + 1\) to find the exact value of \(\displaystyle\int_0^4 x\sqrt{2x+1}\,dx\).
\(\dfrac{du}{dx} = 2\), so \(dx = \dfrac{1}{2}\,du\); and \(x = \dfrac{u-1}{2}\).
Limits: \(x = 0 \Rightarrow u = 1\); \(x = 4 \Rightarrow u = 9\).
The integral becomes \(\displaystyle\int_1^9 \dfrac{u-1}{2}\,u^{1/2}\times\dfrac{1}{2}\,du = \dfrac{1}{4}\int_1^9 \left(u^{3/2} - u^{1/2}\right) du\).
Forgetting to replace \(dx\) is the most expensive slip: with \(u = 2x + 1\), \(dx = \dfrac{1}{2}du\), not \(du\). The second is mixing old and new limits: once the integral is in \(u\), the limits must be \(u\)-values.
Section 02
Trigonometric substitutions: spot the derivative.
With \(u = \sin x\) the group \(\cos x\,dx\) becomes \(du\); with \(u = \cos x\) the group \(\sin x\,dx\) becomes \(-du\). Use \(\sin^2 x + \cos^2 x = 1\) to convert any other powers.
Worked example The syllabus example
Use the substitution \(u = \sin x\) to find the exact value of \(\displaystyle\int_0^{\pi/2} \sin^2 2x\cos x\,dx\).
With \(u = \cos x\), \(du = -\sin x\,dx\). The minus sign is easy to drop; it is usually absorbed by swapping the limits, because \(x = 0\) gives \(u = 1\), the larger value.
Stage 1 · Learn
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With the substitution \(u = 3x + 1\), \(dx\) is replaced by
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With \(u = \sin x\), the limits \(x = 0\) and \(x = \dfrac{\pi}{6}\) become
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Using \(u = \sin x\), find \(\displaystyle\int \cos x\sin^4 x\,dx\).
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With \(u = x^2 + 1\), the group \(x\,dx\) is replaced by
Section 03
Exponential substitutions and back-substituting.
For \(u = e^{x} + 1\), \(du = e^{x}\,dx\). Split \(e^{2x}\) as \(e^{x}\cdot e^{x}\): one factor goes with \(dx\), the other becomes \(u - 1\). For an indefinite integral, write the final answer back in terms of \(x\).
Worked example Splitting the exponential
Use the substitution \(u = e^{x} + 1\) to find the exact value of \(\displaystyle\int_0^1 \dfrac{e^{2x}}{e^{x}+1}\,dx\).
\(du = e^{x}\,dx\), and \(e^{2x}\,dx = e^{x}\cdot e^{x}\,dx = (u - 1)\,du\).
Limits: \(x = 0 \Rightarrow u = 2\); \(x = 1 \Rightarrow u = e + 1\).