TITLE: Is it necessary to write limits for a substituted integral?
QUESTION [11 upvotes]: To solve the following integral, one can use u-substitution:
$$\int_2^3 \frac{9}{\sqrt[4]{x-2}} \,dx,$$
With $u = \sqrt[4]{x-2}$, our bounds become 0 and 1 respectively. Thus, we end up with the following:
$$36\int_0^1{u^2} \,du$$
In the first case, the lower bound is a vertical asymptote so we would have to use limits to find the answer. However, in the second case there's no longer an asymptotal bound - would you still have to write the limits since the original function would've needed limits, or can you just solve this by plugging in the substituted bounds? I know the final answer will be the same either way, but I want to know if it can be considered correct to exclude the limits in the 2nd integral from a technical perspective since the function has been changed. Many thanks in advance!

REPLY [14 votes]: There are certain conditions that must be met for a substitution to be "legal". In most circumstances these conditions are naturally met and so they are not emphasized; you have here one situation in which they are not. 
For instance, one set of conditions is given in Anton, Anderson, and Bivens (Calculus, Early Transcendentals, 11th Edition), Theorem 5.9.1:

Theorem 5.9.1. If $g'(x)$ is continuous on $[a,b]$, and $f$ is continuous on an interval containing the values of $g(x)$ for $a\leq x\leq b$, then
  $$\int_a^b f(g(x))g'(x)\,dx = \int_{g(a)}^{g(b)} f(u)\,du.$$

Here you have $g(x) = \sqrt[4]{x-2}$, so $g'(x) = \frac{1}{4}(x-2)^{-3/4}$... which is not continuous on the interval $[2,3]$ that you are working on. 
In fact, as you note, the initial integral is improper, which means you aren't really evaluating that integral: you are evaluting a limit,
$$\lim_{h\to 2^+}\int_h^3 \frac{9}{\sqrt[4]{x-2}}\,dx.$$
The integral in the limit does satisfy the conditions of the theorem above, so you can make the substitution to get
$$\lim_{h\to 2^+}\int_{\sqrt[4]{h-2}}^1 \frac{u^3}{u}\,du = \lim_{a\to 0^+}\int_a^1 u^2\,du,$$
and proceed from there.