| Evaluate  |
| can be rewritten as Therefore, the given integral becomes
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Sometimes, to modify an integral, an appropriate substitution has to be used; the same way we did in the unit on
Indefinite Integration. For example, integrals containing the expression

can be simplified (or modified) using the substitution

.
For evaluating a definite integral too, we can use the appropriate substitution, provided we change the limits of integration accordingly also. This will become clear in subsequent examples.
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The substitution  can now be used to simplify this integral. However, we must change the limits of integration according to this substitution:
Thus, the modified integral (in terms of the new variable  ) is:
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In the integral that we are considering, the limits of integration are  to  i.e., ![x \in \left[ {0,\,\,\dfrac{\pi }{4}} \right] x \in \left[ {0,\,\,\dfrac{\pi }{4}} \right]](https://lh3.googleusercontent.com/blogger_img_proxy/AEn0k_sTjNdMvPJPVO1a0xwmHR-Ha6xxwqkw98c1dn4Z8Mlbcjg4x0GtCqy7NAwCAVbH4gBfEPkjlSSHlG-nbbMx1hiriIDT2mS82unnx5cI6XP08rHscVlJ56pB6KTITFt3hGR0e7WKLE525v17EqJErC2wq1d8jk8np3GTFypLI1_wuDrzjid66pp1OmSLFKcGRS4IakDkMJe7Tmh1S-XWEucuy-jTO2gYhA=s0-d)
In this interval,  . Thus,
From property (  ), we can therefore say that:
Using the result of part (  ) for the first and third terms in (  ), we get our desired result:
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| For , let . Find the function and show that  |
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Observe carefully the form of the function  : It is in the form of an integral (of another function), with the lower limit being fixed and the upper limit being the variable  . As  varies,  will correspondingly vary.
One approach that you might contemplate to solve this question is evaluate the anti-derivative  of  and then evaluate  which will become  . However, this will become unnecessarily cumbersome (Try it!). We can, instead, proceed as follows:
Notice that the limits of integration of  and  are different. If they were the same, we could have added  and  easily. So we try to make them the same: in  , if we let and  varies from  to  will vary from  to  . This substitution will therefore make the limits of integration of  the same as those of  :
and can now be easily added:
|  |
|  |
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We used  instead of  in  . This doesn’t make a difference;  is the variable of integration; it can be replaced with any other variable as long as the limits of integration are the same
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|  |
The final expression shows how simplified  has become. We let  and the limits of integration become  to  .
Thus,
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