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Methods of Calculating Integrals

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Sometimes, it is impossible to find the integral of a function using the methods already discussed. The method of u-substitution allows for the integration of more complex functions, and is essentially a form of the chain-rule in reverse.

The general idea is to change a complex integral involving the variable x and dx into a simpler integral involving the variable u and du . The simpler integral can be evaluated, and then the relation between u and x can be used to express the result in terms of x .

Example: Find (4x - 2)3 dx

This indefinite integral cannot be evaluated directly by the methods already presented. The first step of a u-substitution is to pick an appropriate part of the original function to be equal to u . This step is often a matter of trial and error. In this case, however, the choice seems obvious. Let u = 4x - 2 . Now, to find the relationship between du and dx , take the derivative of u with respect to x :

= 4
Rearranging, this means that du = 4dx , or dx = du .

With this information, we can substitute u and du into the original integral:

(4x - 2)3 dx = (u)3()du    

To evaluate this integral, the constant can first be pulled out: = u 3 du . By basic integration rules, this is equal to u 4 . Now, this result should be translated back into a function of the variable x by using the relation u = 4x - 2 . Substituting x back into the formula yields:

(4x - 2)4