Integrate. The problem may or may not require substitution.
If we only looked at the first guideline for how to choose u, we would take cos (lnx) as u since that's the most complicated thing that's still "inside" something else (it's the numerator of the fraction). However, the derivative of cos (lnx) is not a factor of the integrand, so that won't work. Let's try making u a little less complicated. Let