This makes sense after we do examples: Evaluate
Z
cos(x
2
)2x dx.
It’s up to us to introduce u, so we set
u = x
2
,
du
dx
= 2x, du = 2x dx.
In terms of u, the integral to be evaluated is
Z
cos u du = sin(u) + C = sin(x
2
) + C.
In other words, we computed sin(x
2
) as an antiderivative of
2x cos(x
2
).
Conclusion: if you need to evaluate an indefinite integral and
can’t see the antiderivative immediately, try to make the
integrate simpler by a judicious substituion u = · · · (some
function of x).
Math 10A Integrals, areas, Riemann sums