I've made this post both to see if I'm thinking right and to let others read and understand where the "u-substitution" method for integration comes from. I really hate substitutions, because you lost track of what's happening. I've read the related posts in this forum and concluded the following:
The integral u-substitution is a nice method to find some integrals. It comes from the chain rule:
$$\frac{df(g(x))}{dx} = \frac{df(g(x))}{dg(x)}\frac{dg(x)}{dx}$$
For me, $\frac{df(x)}{dx}$ is just a notation for the derivative of the function $f$ with respect to $x$, so there's no mean for just $df$ or just $dx$ alone.
When we integrate both sides:
$$\int \frac{df(g(x))}{dx}dx = \int\frac{df(g(x))}{dg(x)}\frac{dg(x)}{dx}dx$$
Then: $$\underbrace{f(g(x)) + C}_{\text{integral of a derivative}}= \int\frac{df(g(x))}{dg(x)}\frac{dg(x)}{dx}dx\tag{1}$$
So if we want to integrate some function in the form $\int\frac{df(g(x))}{dg(x)}\frac{dg(x)}{dx}dx$ this is gonna be equal $f(g(x)) + C$. That's why we can integrate $\cos(2x)$ this way:
$$\int \cos(2x)dx = \int \frac{d\sin(2x)}{d2x}\frac{2}{2}dx = \frac{1}{2}\int\frac{d\sin(2x)}{d2x}\cdot2 \ \ dx$$
See how I didn't change the integrand at all, but I multiplied and divided by $2$ to get the form $$\frac{d\sin(2x)}{d[2x]}\frac{d[2x]}{dx} = \frac{d\cos(2x)}{dx}$$ Then, I can match the pattern in $(1)$ to integrate like this: $$\begin{align} &\int\frac{d\color{#F01C2C}{f(}\color{Blue}{g(x)}\color{#F01C2C}{)}}{d\color{Blue}{g(x)}}\color{#01cf84}{\frac{dg(x)}{dx}}dx = \color{#F01C2C}{f(}\color{Blue}{g(x)}\color{#F01C2C}{)} + C \\ \int \cos(2x)dx = \frac{1}{2}&\int\frac{d\color{#F01C2C}{\sin(\color{Blue}{2x})}}{d\color{Blue}{2x}}\cdot\color{#01cf84}{\ \ 2} \ \ \ \ dx = \frac{1}{2}\color{#F01C2C}{\sin(\color{Blue}{2x})} + C\end{align}$$
So... am I right? Do you feel comfortable doing substitutions? Would this technique be acceptable in my math tests? (I really prefer this than the substitution method).
Update:
Let's do this integral: $$\int x\ln(\cos(x^2))\sin(x^2)\mathrm dx$$ I will derivate $\cos(x^2)$:
$$\frac{d}{dx}\cos(x^2) = -2x\sin(x^2)$$
Then I'll multiply and divide the integrand by this result:
$$ \begin{align} \int x\ln(\cos(x^2))\sin(x^2) \color{#F01C2C}{\frac{-2x\sin(x^2)}{-2x\sin(x^2)}}dx = \color{#F01C2C}{-\frac{1}{2}}&\int \ln(\cos(x^2))\cdot\color{#F01C2C}{-2x\sin(x^2)}dx \\ &\int\frac{df(g(x))}{dg(x)} \ \ \ \ \ \ \frac{dg(x)}{dx} \ \ \ \ \ \ \ dx \\=&f(g(x)) + C \end{align} $$ So to integrate this, we just have to find the antiderivative of $\ln$ and apply it to the 'point' $\cos(x^2)$. The antiderivative of $\ln$ is $x(\ln(x) - 1)$ by integration by parts. Applying it to $\cos(x^2)$ we have: $\cos(x^2)(\ln(\cos(x^2))-1)$ (this is the antiderivative at $\cos(x^2)$ or $g(x)$. Back in our integral:
$$\color{#F01C2C}{-\frac{1}{2}}\int \ln(\cos(x^2))\cdot\color{#F01C2C}{-2x\sin(x^2)}dx = \color{#F01C2C}{-\frac{1}{2}}\cos(x^2)(\ln(\cos(x^2))-1)$$