The substitution (change-of-variable) method mirrors the chain rule of differentiation. If u=g(x) is a differentiable function, then
∫f(g(x))g′(x)dx=∫f(u)du,
because du=g′(x)dx. Choosing u so that its derivative already appears (up to a constant) in the integrand converts a hard integral into a standard one; after integrating in u, substitute back u=g(x).
Two especially useful consequences (with u=f(x)):
∫f(x)f′(x)dx=log∣f(x)∣+c,∫f′(x)[f(x)]ndx=n+1[f(x)]n+1+c (n=−1).
Standard log-form results that follow are ∫tanxdx=log∣secx∣+c, ∫cotxdx=log∣sinx∣+c, ∫cosecxdx=log∣cosecx−cotx∣+c, and ∫secxdx=log∣secx+tanx∣+c. …