Pure CSS.
HTML part:
<a data-toggle="collapse" href="#collapseExample" aria-expanded="false" aria-controls="collapseExample"> Open/Close collapse<i class="fa fa-chevron-right pull-right"></i><i class="fa fa-chevron-down pull-right"></i></a>
The key element here is aria-expanded="false" or "true"
CSS:
a[aria-expanded=true] .fa-chevron-right { display: none;}a[aria-expanded=false] .fa-chevron-down { display: none;}