THE METHOD OF SUBSTITUTION

LET F(x) = F[h(u)] = G(u), THEN BY THE CHAIN RULE

dG(u)/du = dF/dx dh/du. IF dF(x)/dx = f(x) AND dG(u)/du = g(u)

OR EQUIVALENTLY,

THEN, ON ONE HAND, g(u) = f(x) dh/du

AND ON THE OTHER, BY DEFINITION,

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