Step 1 :First, we choose the correct change of variables. Looking at the integral, we see that the exponent of $e$ is $x^{22}$, so we choose $u=x^{22}$. This corresponds to option A.
Step 2 :Next, we need to express $dx$ in terms of $du$. We differentiate $u=x^{22}$ with respect to $x$ to get $du=22x^{21}dx$.
Step 3 :We solve this equation for $dx$ to get $dx=\frac{du}{22x^{21}}$.
Step 4 :Now we substitute $u$ and $dx$ into the integral. We get $\int x^{21} e^{u} \frac{du}{22x^{21}}$.
Step 5 :The $x^{21}$ terms cancel out, leaving us with $\frac{1}{22}\int e^{u} du$.
Step 6 :The integral of $e^{u}$ with respect to $u$ is $e^{u}$, so we get $\frac{1}{22}e^{u}+C$ where $C$ is the constant of integration.
Step 7 :Finally, we substitute $x^{22}$ back in for $u$ to get our final answer in terms of $x$. This gives us $\frac{1}{22}e^{x^{22}}+C$.
Step 8 :To check our answer, we differentiate $\frac{1}{22}e^{x^{22}}+C$ with respect to $x$. Using the chain rule, we get $x^{21}e^{x^{22}}$, which is the integrand, confirming that our answer is correct.
Step 9 :So, the solution to the integral $\int x^{21} e^{x^{22}} dx$ is $\boxed{\frac{1}{22}e^{x^{22}}+C}$.