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In calculus, the substitution rule is an important tool for finding antiderivatives and integrals. It is the counterpart to the chain rule of differentiation.
Suppose f(x) is an integrable function, and φ(t) is a continuously differentiable function which is defined on the interval [a, b] and whose image is contained in the domain of f. Then
The formula is best remembered using Leibniz' formalism: the substitution x = φ(t) yields dx/dt = φ'(t) and thus formally dx = φ'(t) dt, which is precisely the required substitution for dx. (In fact, one may view the substitution rule as a major justification of the Leibniz formalism for integrals and derivatives.)
The formula is used to transform an integral into another one which (hopefully) is easier to determine. Thus, the formula can be used "from left to right" or "from right to left" in order to simplify a given integral; when used in the latter manner, it is sometimes known as u-substitution.
Consider the integral
By using the substitution x = t2 + 1, we obtain dx = 2t dt and
Here we used the substitution rule "from right to left". Note how the lower limit t = 0 was transformed into x = 02 + 1 = 1 and the upper limit t = 2 into x = 22 + 1 = 5.
For the integral
the formula needs to be used from left to right: the substitution x = sin(t), dx = cos(t) dt is useful, because √(1-sin2(t)) = cos(t):
The resulting integral can be computed using integration by parts.