Substitution rule

A change of variables formula for one-dimensional Riemann integrals.
Substitution rule

Substitution rule: Let α<β\alpha<\beta, let φ:[α,β]R\varphi:[\alpha,\beta]\to\mathbb{R} be continuously differentiable and strictly increasing, and set a=φ(α)a=\varphi(\alpha) and b=φ(β)b=\varphi(\beta). If f:[a,b]Rf:[a,b]\to\mathbb{R} is continuous, then

abf(x)dx=αβf(φ(t))φ(t)dt. \int_a^b f(x)\,dx = \int_\alpha^\beta f(\varphi(t))\,\varphi'(t)\,dt.

This is the one-dimensional instance of the general , and it is closely tied to the and .