Saturday, 3 September 2016

Question about substitution method in integration

It is common that we replace u(x)v(x)dx by udv where both u and v are continuous functions of x. My question is, must we ensure that u can be written as a function of v before applying this? The above substitution method is involved in the proof of integration by parts but I cannot find textbooks that addressed this point.



I find it easier to understand for definite integrals because I can think it as summation. But for indefinite integrals it is just anti-derivative and I am not sure how this kind of replacement is valid.



In terms of differential, of course dv and v(x)dx are the same. But

and
dx
together forms one single mathematical sign meaning anti-derivative for indefinite integral,

f(x)dx
means finding the primitive function F(x) which is a function of x. So to me
udv
implies u is function of v.



I just wonder why in applications substitution is done in this way without considering the differentiability of u with respect to v.

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