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In calculus, integration by substitution, also known as u-substitution, reverse chain rule or change of variables, [1] is a method for evaluating integrals and antiderivatives. It is the counterpart to the chain rule for differentiation , and can loosely be thought of as using the chain rule "backwards."
The substitution is described in most integral calculus textbooks since the late 19th century, usually without any special name. [5] It is known in Russia as the universal trigonometric substitution, [6] and also known by variant names such as half-tangent substitution or half-angle substitution.
Change of variables is an operation that is related to substitution. However these are different operations, as can be seen when considering differentiation or integration (integration by substitution). A very simple example of a useful variable change can be seen in the problem of finding the roots of the sixth-degree polynomial:
In computer science, lambda calculi are said to have explicit substitutions if they pay special attention to the formalization of the process of substitution.This is in contrast to the standard lambda calculus where substitutions are performed by beta reductions in an implicit manner which is not expressed within the calculus; the "freshness" conditions in such implicit calculi are a notorious ...
In calculus, and more generally in mathematical analysis, integration by parts or partial integration is a process that finds the integral of a product of functions in terms of the integral of the product of their derivative and antiderivative. It is frequently used to transform the antiderivative of a product of functions into an ...
Lambda calculus (also written as λ-calculus) is a formal system in mathematical logic for expressing computation based on function abstraction and application using variable binding and substitution. Untyped lambda calculus, the topic of this article, is a universal machine, a model of computation that can be used to simulate any Turing ...
Note that the bounds of integration may as well be π and − π, as in the previous example, or any other pair of endpoints 2 π apart. The trick is to use the substitution z = e it where dz = ie it dt and hence =. This substitution maps the interval [0, 2π] to the unit circle.
For example, in the MATLAB or GNU Octave function pinv, the tolerance is taken to be t = ε⋅max(m, n)⋅max(Σ), where ε is the machine epsilon. The computational cost of this method is dominated by the cost of computing the SVD, which is several times higher than matrix–matrix multiplication, even if a state-of-the art implementation ...