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One may view the method of integration by substitution as a partial justification of Leibniz's notation for integrals and derivatives. The formula is used to transform one integral into another integral that is easier to compute. Thus, the formula can be read from left to right or from right to left in order to simplify a given integral.
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 .
In mathematics, a change of variables is a basic technique used to simplify problems in which the original variables are replaced with functions of other variables. The intent is that when expressed in new variables, the problem may become simpler, or equivalent to a better understood problem.
If we know that (,) satisfies an equation (like the Black–Scholes equation) we are guaranteed that we can make good use of the equation in the derivation of the equation for a new function (,) defined in terms of the old if we write the old V as a function of the new v and write the new and x as functions of the old t and S.
Euler substitution is a method for evaluating integrals of the form (, + +), where is a rational function of and + +. In such cases, the integrand can be changed to a rational function by using the substitutions of Euler.
In mathematics, a trigonometric substitution replaces a trigonometric function for another expression. In calculus , trigonometric substitutions are a technique for evaluating integrals. In this case, an expression involving a radical function is replaced with a trigonometric one.
To compute the integral, we set n to its value and use the reduction formula to express it in terms of the (n – 1) or (n – 2) integral. The lower index integral can be used to calculate the higher index ones; the process is continued repeatedly until we reach a point where the function to be integrated can be computed, usually when its index is 0 or 1.
The essential process of the above formula can be summarized in a table; the resulting method is called "tabular integration" [5] and was featured in the film Stand and Deliver (1988). [6] For example, consider the integral
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