Substitution (u-sub)

Single-variable calculus from first principles

Substitution (often called u-substitution) is the integration technique that reverses the chain rule. When an integral contains a function and a copy of its derivative, you can collapse the messy composition into a clean, simple integral by renaming the inside.

The recipe: spot an inner function, call it u = g(x), compute du = g′(x) dx, and rewrite the integral entirely in terms of u. If you picked u well, the g′(x) dx piece is already sitting there to become du, and the integral becomes trivial.

Substitution is like changing money into a simpler currency to do a sum, then changing back. The integral is awkward in its original 'currency' of x, so you swap to a clean unit u, do the easy arithmetic there, and convert the answer back to x at the end. Pick the exchange wisely and the messy sum turns into one you can do in your head.

Where this lives in MLSubstitution is the integral mirror of the chain rule, and the chain rule is backpropagation, so this is the same machinery viewed from the integral side. The change-of-variables idea also underlies normalising flows in generative modelling, where you transform a simple distribution into a complex one and track how the density rescales by a Jacobian factor: exactly the g′(x) of substitution…
▶ Substitution (u-sub)
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