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5.22 Integration by substitution

The basic idea is that we can replace the independent variable xx by u=u(x)u=u(x) and obtain

f(u)dudxdx=f(u)du+C.\int f(u){{du}\over{dx}}dx=\int f(u)du+C.

When writing an integration by substitution:

(a) state what the substitution is;

(b) differentiate uu to obtain du/dxdu/dx;

(c) change variables, all in one go;

(d) change limits for definite integrals; or

(e) convert back to the original variable for an indefinite integral, simplifying the functions where possible.

Solution.