Step 1: Set up the integral.
The integral is a double integral. We first integrate with respect to \( y \), and then with respect to \( x \). The inner integral is:
\[
\int_0^1 y e^{x y^2} \, dy.
\]
Step 2: Perform the integration.
To integrate \( y e^{x y^2} \), we use the substitution \( u = y^2 \), so that \( du = 2y \, dy \). After performing the integration, we evaluate the result.
Step 3: Compute the final integral.
The outer integral is now straightforward to evaluate, yielding a final value of \( \boxed{1} \).