The integral can then be rewritten as:
I'm sure you can take it from here.
Given this, I should clarify that my bounds were regards to X, so when you integrate, you should back substitute U so you are in respect to X before evaluation of the bounds.
You can change the bounds so that they are with respect to U and integrate.
Or, you can leave the bounds with regard to X, integrate with respect to U and then back substitute so that you end up with the original function (f(x), not not f'(x)) with respect to X.