Category:Integral Substitutions

From ProofWiki
Jump to navigation Jump to search

This category contains examples of use of Integration by Substitution.

Let $\phi$ be a real function which has a derivative on the closed interval $\closedint a b$.

Let $I$ be an open interval which contains the image of $\closedint a b$ under $\phi$.

Let $f$ be a real function which is continuous on $I$.


Primitive

The primitive of $f$ can be evaluated by:

$\ds \int \map f x \rd x = \int \map f {\map \phi u} \dfrac \d {\d u} \map \phi u \rd u$

where $x = \map \phi u$.


Definite Integral

If $\map \phi a \le \map \phi b$, then the definite integral of $f$ from $a$ to $b$ can be evaluated by:

$\ds \int_{\map \phi a}^{\map \phi b} \map f t \rd t = \int_a^b \map f {\map \phi u} \dfrac \d {\d u} \map \phi u \rd u$

where $t = \map \phi u$.

If $\map \phi a > \map \phi b$, then the definite integral of $f$ from $a$ to $b$ can be evaluated by:

$\ds - \int_{\map \phi b}^{\map \phi a} \map f t \rd t = \int_a^b \map f {\map \phi u} \dfrac \d {\d u} \map \phi u \rd u$


The technique of solving an integral in this manner is called integration by substitution.