Here it is: $$\int \sqrt{16-x^2}dx$$ This is quite tricky to deal with and required ingenuity. But it's not impossible. I can let $x=4\cos{u}$, then we have $dx=-4\sin{u}du$.
In this way, $$\int\sqrt{16-x^2}dx$$ $$=\int \sqrt{16-16\cos^2{u}}(-4\sin{u})du$$ $$=-16\int \sqrt{1-\cos^2{u}}\sin{u}du$$ $$=-16\int \sqrt{\sin^2{u}}\sin{u}du$$
Here raises my question: in the next step, the solution just take $\sqrt{\sin^2{u}}\sin{u}=\sin^2{u}$ and continue. However, I don't think it's complete because $\sqrt{\sin^2{u}}\sin{u}=|\sin{u}|\sin{u}=±\sin^2{u}$
So, can anyone tell me what's the reason for only taking the plus (+) sign but not the minus (-) sign when doing this simplification?
Based on your suggested subsitution $x=4\cos u,$ indeed, $$\int\sqrt{16-x^2}\;\mathrm dx\\=-16\int \sqrt{\sin^2{u}}\sin{u}\;\mathrm du\\=-16\int |\sin{u}|\sin{u}\;\mathrm du.$$
Continuing: $$=-16\int (\sin{u})\sin{u}\;\mathrm du\\\text{(since $\sin u\geq0$ on the superset $[0,\pi]$ of the domain of integration)} \\=-16\int\sin^2{u}\;\mathrm du\\=\ldots.$$
Note that the (currently unspecified) limits of integration $[a,b]$ flip position on making this substitution; this explains the negative sign in front of the ‘$16$’.