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They are synonyms but I want to know which is used when.

Can they be interchanged in any sentence?

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Functionally, they are used interchangably in many contexts.

However, etymologically, 'castigate' is related to 'chasten', where 'upbraid' is likely derived from words implying quick movement.

This suggests that upbraid would be most correctly used in the context of a hasty, on-the-spot scolding, where castigate would be used more generally. Upbraid would typically be used in direct communications (face-to-face or on the phone, etc.), so one might be castigated in the newspaper, but not upbraided.

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