I am training my self in solving integrals by substitution and I have a doubt in applying a double substitution.
To solve the integral $\int \sin^4{(7x)}\cos{(7x)}\, dx$ I have thought to do the substitution $t\to u$, so: $u=7x$ and then $du=7dx$, and hence: $$\int \sin^4{(7x)}\cos{(7x)}\, dx=\frac{1}{7}\int \sin^4{(u)}\cos{(u)}\, du$$ Now if I want to write $w=\sin{u}\implies dw=\cos{u}\,du$, so the integral becomes: $$\frac{1}{7}\int w^4 \, dw$$ $\textbf{Question:}$ is it right to write $dw=\cos{u}\,du$ and so considering that the derivative of $w$ with respect $u$ is $\cos{u}$ or I have to apply the chain rule of derivation and taking into the account that $u$ is a function of $x$ ($dw=7\cos{7x}\,dx$)?
No, it is right.
Consider this: if you were given to solve $\int\sin^4u\cos u\,\text du$, then you would have done the same thing. It doesn't matter because now you are integrating something in $u$, not in $x$.
And even if you use chain rule, you will be getting $\text dx$, which you have to again change in order to make use of the $w$-substitution.
Hope this helps. Ask anything if not clear :)