I am having trouble understanding this homework question:
$$\int \frac {dx}{cx+h} $$
So, what I thought I should do is... $$\int \frac {dx}{cx+h} $$ let $u$ be: $cx+h$
let $du$ be: $ 1\,dx $
$$\int \frac {du}{u} = \int u^{-1}\,du $$ $$\int u^{-1}\,du = \ln(u) + C = \ln(cx+h) + C $$ $$ \ln(cx+h) + C $$
But, I got it wrong, what am I doing wrong?
You are attempting integration by substitution, and make the correct substitution $u = cx + h$.
Now where you go wrong is when you say "let $du = dx$". The key here is that although two differentials, such as $du$ and $dx$ are both very "small", they are not necessarily equal; if they where equal then $\frac{du}{dx}$ would equal $1$ which would mean that $u$ changes by the same amount when you change $x$, but I'm sure you can differentiate $u$ and will find actually that $\frac{du}{dx} = c$. Now $\frac{du}{dx}$ is just a fraction, so it must be that $du$ is actually bigger than $dx$, $c$ times bigger in fact, which is is why you must use the substitution $dx = \frac{1}{c}dx$ when you substitute $u$ for $x$ in the original equation.
A word of warning: although you can think of $\frac{du}{dx}$ as a normal fraction, it only "works" because both $du$ and $dx$ are differentials and very small (although not equal!), you can't divide any old variable by a differential and get a valid result.