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In calculus, integration by substitution, also known as u-substitution, reverse chain rule or change of variables, [1] is a method for evaluating integrals and antiderivatives. It is the counterpart to the chain rule for differentiation , and can loosely be thought of as using the chain rule "backwards."
Change of variables is an operation that is related to substitution. However these are different operations, as can be seen when considering differentiation or integration (integration by substitution). A very simple example of a useful variable change can be seen in the problem of finding the roots of the sixth-degree polynomial:
As with ordinary calculus, integration by parts is an important result in stochastic calculus. The integration by parts formula for the Itô integral differs from the standard result due to the inclusion of a quadratic covariation term. This term comes from the fact that Itô calculus deals with processes with non-zero quadratic variation ...
Integration, the process of computing an integral, is one of the two fundamental operations of calculus, [a] the other being differentiation. Integration was initially used to solve problems in mathematics and physics, such as finding the area under a curve, or determining displacement from velocity. Usage of integration expanded to a wide ...
Integration by parts is a heuristic rather than a purely mechanical process for solving integrals; given a single function to integrate, the typical strategy is to carefully separate this single function into a product of two functions u(x)v(x) such that the residual integral from the integration by parts formula is easier to evaluate than the ...
Limits of integration can also be defined for improper integrals, with the limits of integration of both + and again being a and b. For an improper integral ∫ a ∞ f ( x ) d x {\displaystyle \int _{a}^{\infty }f(x)\,dx} or ∫ − ∞ b f ( x ) d x {\displaystyle \int _{-\infty }^{b}f(x)\,dx} the limits of integration are a and ∞, or − ...
The Riemann–Stieltjes integral admits integration by parts in the form () = () () ()and the existence of either integral implies the existence of the other. [2]On the other hand, a classical result [3] shows that the integral is well-defined if f is α-Hölder continuous and g is β-Hölder continuous with α + β > 1 .
The substitution is described in most integral calculus textbooks since the late 19th century, usually without any special name. [5] It is known in Russia as the universal trigonometric substitution , [ 6 ] and also known by variant names such as half-tangent substitution or half-angle substitution .