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I read this answer but I didn't understand it. I expect a simple yet satisfying answer

Why does $u$-substitution require the variable to be injective? What's the reason for that? I didn't understand.

2 Answers2

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EDIT:I consolidated both answers here: https://math.stackexchange.com/a/2518470/21813

ryang
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The general formula $$\int_{g(a)}^{g(b)}f(u)\mathrm{d}u=\int_a^bf(g(x))g'(x)\mathrm{d}x$$

is valid even if $g$ is not injective. But most time, we want to write something like $$\int_{a}^{b}f(u)\mathrm{d}u=\int_{g^{-1}(a)}^{g^{-1}(b)} f(g(x))g'(x)\mathrm{d}x$$

which of course require some inversibility of $g$.

TheSilverDoe
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