Substitution rule (change of variables) for Riemann integrals

A one-dimensional change of variables formula for definite integrals
Substitution rule (change of variables) for Riemann integrals

Substitution rule: Let f:[a,b]Rf:[a,b]\to\mathbb{R} be , and let φ:[α,β][a,b]\varphi:[\alpha,\beta]\to[a,b] be continuously and on [α,β][\alpha,\beta]. Then αβf(φ(t))φ(t)dt=φ(α)φ(β)f(u)du. \int_\alpha^\beta f(\varphi(t))\,\varphi'(t)\,dt=\int_{\varphi(\alpha)}^{\varphi(\beta)} f(u)\,du. (If φ\varphi is decreasing, the right-hand side automatically changes sign because φ(α)>φ(β)\varphi(\alpha)>\varphi(\beta).)

This formula is the rigorous justification for substitution in calculus and is the one-dimensional prototype for higher-dimensional .