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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