$$\begin{align}&\text{Resolveré el ejercicio, para que compares y despejes tu duda :D}\\&\\&\int_0^3\int_0^12x\sqrt{x^2+y}\ \ dx\ dy\\&\\&\text{Resolamos primero:}\\&\\&\int_0^12x\sqrt{x^2+y}\ \ dx\\&\\&sea \ \ \ u=x^2+y\ \ \ entonces:\ \ \ dx=\frac{du}{2x}\ \ \, \text{, luego:}\\&\\&\int_0^12x*u^{1/2}\ \frac{du}{2x}=\int_0^1u^{1/2}\ du=\frac{u^{3/2}}{3/2}\Big ]_{0}^{1}=\frac{(x^2+y)^{3/2}}{3/2}\Big ]_{0}^{1}=\frac{(1+y)^{3/2}}{3/2}-\frac{y^{3/2}}{3/2}=\frac{2}{3}*((y+1)^{3/2}-y^{3/2})\\&\\&\text{Luego, sigamos con la segunda parte de la integral:}\\&\\&\\&\end{align}$$
$$\begin{align}&\int_0^3\frac{2}{3}*((y+1)^{3/2}-y^{3/2})\ dy=\frac{2}{3}\int_0^3(y+1)^{3/2}\ dy-\frac{2}{3}\int_0^3y^{3/2}\ dy\\&\\&\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ =\frac{2}{3}*\frac{u^{3/2+1}}{3/2+1}\Big ]_{0}^{3}-\frac{2}{3}*\frac{y^{3/2+1}}{3/2+1}\Big ]_{0}^{3}\\&\\&\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ =\frac{2}{3}*(\frac{4^{5/2}}{5/2}-\frac{1^{5/2}}{5/2})-\frac{2}{3}*(\frac{3^{5/2}}{5/2}-0)\\&\\&\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ =\frac{124}{15}-\frac{12\sqrt{3}}{5}\\&\\&\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ =4.10974\\&\\&\end{align}$$
y listo !
Si tienes duda, me preguntas :D