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5.23 Integration by substitution for definite integrals

Integration by substitution

Let uu be a differentiable function of xx. Then the definite integrals satisfy

u(a)u(b)f(u)du=abf(u(x))dudxdx.\int_{u(a)}^{u(b)}f(u)\,du=\int_{a}^{b}f(u(x)){{du}\over{dx}}dx.

This formula for definite integrals holds even when the natural order of the limits is reversed by the substitution. The rule 5.12(iii) shows how to change the order of the limits; use the following table to change limits.

x  |  a      bx\qquad|\qquad a\qquad\quad\qquad b
u  |u(a)    u(b)u\qquad|\quad u(a)\qquad\qquad u(b)