I want to integrate
$$\int_{0}^{t}\exp\left\{{k_{1}\left ( 1-e^{-t/{k_{2}}} \right )}\right\}dt$$
First I substituted $u = 1-e^{-t/{k_{2}}}$
Thus I get $$k_{2}\int_{0}^{t}\frac{e^{k_{1}u}}{1-u}du$$
Now I chose $w(u) = \frac{1}{1-u}$ and $x(u) = {e^{k_{1}u}}$
[$w(u)$ is $u(x)$ and $x(u)$ is $v(x)$ in integration by parts formula.]
But the solution yields another integral with a $\frac{1}{(1-u)^2}$ term as I have to take differential of w(u) for integration by parts.
How can I proceed? If possible I want a solution that doesn't involve an integral.
Your second integral is an exponential integral -- there is no closed form integral in terms of elementary functions.