1. The problem is to evaluate the third integral using substitution with $u$. 2. Substitution is a method where we set $u$ equal to a part of the integral to simplify it. 3. Identify the inner function or expression to substitute as $u$. 4. Compute $du$, the differential of $u$, to replace $dx$ or other variables. 5. Rewrite the integral entirely in terms of $u$ and $du$. 6. Integrate with respect to $u$. 7. Substitute back the original expression for $u$ to get the final answer. This method helps simplify complex integrals by changing variables.