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Problems in Mathematical Analysis.pdf - pwp.net.ipl.pt

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Sec. 2] Integration by Substitution 113<br />

J l/T=3<br />

Sec. 2. Integration by Substitution<br />

1. Change of variable <strong>in</strong> an <strong>in</strong>def<strong>in</strong>ite <strong>in</strong>tegral. Putt<strong>in</strong>g<br />

where t is a new variable and cp<br />

will have:<br />

is a cont<strong>in</strong>uously differentiable function, we<br />

The attem<strong>pt</strong> is made to choose the function q> <strong>in</strong> such a way that the side of (1) becomes more convenient for <strong>in</strong>tegration.<br />

right<br />

1. F<strong>in</strong>d<br />

Example<br />

Solution. It is natural to put t = V~x 1, whence A- =/ 2<br />

-}- 1 and dx = 2tdt.<br />

Hencu,<br />

Sometimes substitutions of the form<br />

are used.<br />

Suppose we succeeded <strong>in</strong> transform<strong>in</strong>g the <strong>in</strong>tegrand f(x)dx to the form<br />

f(x)dx=g(u)du t<br />

where u = q>(jc).

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