Limits of integration

In Integration by substitution, the limits of integration will change due to the new function being integrated. With the function that is being derived, ${\displaystyle a}$ and ${\displaystyle b}$ are solved for ${\displaystyle f(u)}$. In general,

$${\displaystyle \int _{a}^{b}f(g(x))g'(x)\ dx}$$

where ${\displaystyle u=g(x)}$ and ${\displaystyle du=g'(x)\ dx}$. Thus, ${\displaystyle a}$ and ${\displaystyle b}$ will be solved in terms of ${\displaystyle u}$; the lower bound is ${\displaystyle g(a)}$ and the upper bound is ${\displaystyle g(b)}$.

For example,

$${\displaystyle \int _{0}^{2}2x\cos(x^{2})dx=\int _{0}^{4}\cos(u)\,du}$$

where ${\displaystyle u=x^{2}}$ and ${\displaystyle du=2xdx}$. Thus, ${\displaystyle f(0)=0^{2}=0}$ and ${\displaystyle f(2)=2^{2}=4}$. Hence, the new limits of integration are ${\displaystyle 0}$ and ${\displaystyle 4}$.[2]

The same applies for other substitutions.

Limits of integration can also be defined for improper integrals, with the limits of integration of both

$${\displaystyle \lim _{z\to a^{+}}\int _{z}^{b}f(x)\,dx}$$

and

$${\displaystyle \lim _{z\to b^{-}}\int _{a}^{z}f(x)\,dx}$$

again being a and b. For an improper integral

$${\displaystyle \int _{a}^{\infty }f(x)\,dx}$$

or

$${\displaystyle \int _{-\infty }^{b}f(x)\,dx}$$

the limits of integration are a and ∞, or −∞ and b, respectively.[3]

If ${\displaystyle c\in (a,b)}$, then[4]

$${\displaystyle \int _{a}^{b}f(x)\ dx=\int _{a}^{c}f(x)\ dx\ +\int _{c}^{b}f(x)\ dx.}$$

• Integral
• Riemann integration
• Definite integral