My task is the following:
Find all antiderivatives of $\cos(3x-1)$.
I instantly thought that I have to do that with the substitution rule, but I don't understand the definition that is given and I am not able to use it to come to a solution:
Let $f:I\rightarrow\mathbb{R}$ be continous and $\phi:[a,b]\rightarrow I$ continous differentiable. Then the following holds: $$\int_a^b f(\phi(t))\cdot\phi'(t)dt=\int_{\phi(a)}^{\phi(b)}f(x)dx$$
I now tried to solve my task with exactly this definition. For this I defined two functions $f$ and $\phi$ like the following: $$f:\mathbb{R}\rightarrow\mathbb{R}, f(x)=\cos(x)$$ $$\phi:\mathbb{R}\rightarrow\mathbb{R}, \phi(x)=3x-1$$
Now already my first confusion started, because if I am strictly following the definition I thought that I wouldn't be allowed to use substitution here, because $\phi$ has the real numbers as domain which is not a closed interval. For the first I tried to ignore this, but I would be happy if someone could explain here if I am still allowed to use substitution or not.
I then of course checked if everything else holds and stated that $f$ is continous and $\phi$ is continous differentiable (if I am correct that means that the differentiate of $\phi$ is continous).
Now I tried to calculate $\int\cos(3x-1)dx$ and here of course my second confusion started because I have no bounds on the integral and thus it doesn't match exactly the given definition. I also ignored this for the beginning but I would be happy if someone could explain if I am still allowed to use the definition here.
Now I finally came to rewriting the integral where I tried to strictly follow the definition. And here I just didn't came to a way that would make sense.
First I know that I have to calculate the integral $\int\cos(3x-1)$ to get to the antiderivative of $F(x)+c$ where $c\in\mathbb{R}$. So I tried to rewrite this integral such that I could be able to use the substitution rule:
$$\int\cos(3x-1)\overset{?}{=}\frac{1}{3}\int\cos(3t-1)\cdot3 dt=\frac{1}{3}\int\cos(x)dx=\frac{1}{3}\sin(x)+c$$
This is obviously the wrong result, but I don't understand how I can come to the correct solution $F(x)=\frac{1}{3}\sin(3x-1)+c$. The question mark about the first equals sign should indicate that I am not sure if this equality really holds (I think it only does for $x=t$). I looked at other sites and I know that I have to set $t=3x-1$ but I don't see how I would come to such a conclusion by strictly following the me given tools for this task. Which is only the description of the task exactly like I have cited here and the definition of the substitution rule also exactly like I cited here.
You can help me with explaining how I can come to the right result by following the me given tools and also by talking a bit about my two confusions. Also I am not given any examples by my teacher, so maybe you can try to explain my difficulties by another example at first so I can try to solve the problem from the example.