Normalization of integral bounds

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SUMMARY

The discussion focuses on the normalization of integral bounds using the substitution ##t = \frac{x-a}{b-x}## for the integral ##\displaystyle \int_a^{b}f(x) ~dx##. This transformation leads to the new form ##\displaystyle \int_0^{\infty}f \left( \frac{bt+a}{t+1} \right)\frac{1-a}{(t+1)^2} ~dt##. While the intention is to simplify the evaluation of the integral using techniques like the gamma function or Laplace transform, the consensus is that this approach often complicates the integral further rather than simplifying it.

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Mr Davis 97
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Say we have a difficult integral of the form ##\displaystyle \int_a^{b}f(x) ~dx##. Let ##t = \frac{x-a}{b-x}##. Then ##\displaystyle \int_0^{\infty}f \left( \frac{bt+a}{t+1} \right)\frac{1-a}{(t+1)^2} ~dt##. My idea is that making this change of variables transforms the integral into a form where we could potentially use the gamma function, Laplace transform, etc, to evaluate the integral. In practice is this not the case, and the integral just ends up getting messier?
 
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Your last comment is correct. It will get messier most of the time.
 
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