\begin{align*}
\varphi_{X}(t)&=\int_{-\infty}^{\infty}\frac{e^{ixt}e^{-(x-\mu)^2/(2\sigma^2)}}{\sqrt{2\pi}\sigma}\,dx\\
&=\int_{-\infty}^{\infty}\frac{e^{i(u+\mu)t}e^{-u^2/(2\sigma^2)}}{\sqrt{2\pi}\sigma}\,du,\;\;\;\,u=x-\mu\\
&=\frac{e^{i\mu t}}{\sqrt{2\pi}\sigma}\int_{-\infty}^{\infty}e^{iut-u^2/(2\sigma^2)}\,du\\
&=\frac{e^{i\mu t}}{\sqrt{2\pi}\sigma}\int_{-\infty}^{\infty}e^{(2\sigma^2iut-u^2+(\sigma it)^2-(\sigma it)^2)/(2\sigma^2)}\,du\\
&=\frac{e^{i\mu t}e^{-(\sigma it)^2/(2\sigma^2)}}{\sqrt{2\pi}\sigma}\int_{-\infty}^{\infty}e^{-(u-\sigma it)^2/(2\sigma^2)}\,du\\