MitPY 6: Integration by Substitution

From frequent commenter, SRK:

A question for commenters: how to explain / teach integration by substitution? To organise discussion, consider the simple case

    \[\boldsymbol{ \int \frac{2x}{1+x^2}dx \,.}\]

Here are some options.

1) Let u = 1 + x^2. This gives \frac{du}{dx} = 2x, hence dx = \frac{du}{2x}. So our integral becomes \int \frac{2x}{u}\times \frac{du}{2x} = \int \frac{1}{u}du. Benefits: the abuse of notation here helps students get their integral in the correct form. Worry: I am uncomfortable with this because students generally just look at this and think “ok, so dy/dx is a fraction cancel top and bottom hey ho away we go”. I’m also unclear on whether, or the extent to which, I should penalise students for using this method in their work.

2)  Let u = 1 + x^2. This gives \frac{du}{dx} = 2x. So our integral becomes \int \frac{1}{u}\times \frac{du}{dx}dx = \int \frac{1}{u}du. Benefit. This last equality can be justified using chain rule. Worry: students find it more difficult to get their integral in the correct form.

3) \frac{2x}{1+x^2} has the form f'(g(x))g'(x) where g(x)=1+x^2 and f'(x) = \frac{1}{x}. Hence, the antiderivative is f(g(x)) = \log (1+x^2). This is just the antidifferentiation version of chain rule.  Benefit. I find this method crystal clear, and – at least conceptually – so do the students. Worry. Students often aren’t able to recognise the correct structure of the functions to make this work.

So I’m curious how other commenters approach this, what they’ve found has been effective / successful, and what other pros / cons there are with various methods.

UPDATE (21/04)

Following on from David’s comment below, and at the risk of splitting the discussion in two, we’ve posted a companion WitCH.