The computation of the given integral involves several steps.
Step 1. In the first step we apply the substitution rule with . This implies and in particular . Hence,
We have to rewrite in terms of . This can be done by exponentiating the substitution equation: . We arrive at
Step 2. We apply integration by parts with and :
Integration by parts onto the integral in the right-hand side with and yields
Step 3. Step 1 and Step 2 together results in the equation
Step 4. We bring the integral on the right-hand side of the equation over to the left-hand side:
Finally, we divide the equation by 2:
where is an arbitrary constant
Step 5. The last step is to rewrite our results in terms of . Remember, that our very first step was the substitution . Therefore
where we used .