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Substitution Rule

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Core Definition

A technique for integration that reverses the Chain Rule. If u=g(x)u = g(x) is a differentiable function whose range is an interval, and ff is continuous on that interval:

f(g(x))g(x)dx=f(u)du\int f(g(x)) g'(x) \, dx = \int f(u) \, du

Concept Explanation

Substitution simplifies integration by introducing a new variable uu that maps a complex composite function into a basic integration form. For definite integrals, you must transform the integration boundaries (aa and bb) to match the variable uu using the relation u=g(x)u = g(x).

Visual / Geometric Intuition

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Engineering Applications

Used to analyze frequency responses in signal processing, calculate electrical charging curves in RC circuits, and scale kinetic properties in thermodynamic simulations.

Example Problem

Evaluate the definite integral:

0ln2xex2dx\int_{0}^{\sqrt{\ln 2}} x e^{x^2} \, dx

Solution

Let u=x2u = x^2. Then du=2xdx    xdx=12dudu = 2x \, dx \implies x \, dx = \frac{1}{2} du.

Step 1: Translate the integration boundaries

  • When x=0    u=02=0x = 0 \implies u = 0^2 = 0
  • When x=ln2    u=(ln2)2=ln2x = \sqrt{\ln 2} \implies u = (\sqrt{\ln 2})^2 = \ln 2

Step 2: Substitute and integrate

0ln2xex2dx=0ln2eu(12du)\int_{0}^{\sqrt{\ln 2}} x e^{x^2} \, dx = \int_{0}^{\ln 2} e^u \left(\frac{1}{2} \, du\right)
=12[eu]0ln2= \frac{1}{2} \Big[ e^u \Big]_0^{\ln 2}
=12(eln2e0)= \frac{1}{2} (e^{\ln 2} - e^0)
=12(21)=12= \frac{1}{2} (2 - 1) = \frac{1}{2}


Connections & References