Changing the function w.r.t in integration

[kartikwat]

How to change the function w.r.t we are doing integration(function other then x) .what does it mean to do so.

 

[SteamKing]

It's not clear what you are asking. Can you provide an example of what you are trying to do?

 

[HallsofIvy]

Do you mean, for example, $\int x du$ where $u= x^2$? In that case $du= d(x^2)= 2xdx$ so the integral becomes $\int x (2x dx)= 2\int x^2 dx$.

In general, $\int f(x) dg(x)= \int f(x) g'(x)dx$ because $dg(x)= g'(x)dx$.