Let
F(x) be an indefinite integral or antiderivative of
f(x). Then
where
x = g (u) is a substitution. Accordingly, the inverse function
u = g −1(x) describes the dependence of the new variable on the old variable.
It's important to remember that the differential
dx also needs to be substituted. It must be replaced with
the differential of
the new variable du.
For definite integrals, it is also necessary to change the limits of integration.
See about this on the page "
The Definite Integral and Fundamental Theorem of
Calculus".