Observation: I changed a little the statement of the problem, as I noticed I had additional constraints.
Now to the problem: I have found the equation (which I didn't remember...)
[itex]dU =C_{V}dT +\left[T\left(\frac{\partial p}{\partial T}\right)_{V} - p\right]dV[/itex]
So with the equation of state it gives:
[itex]\dfrac{\partial p}{\partial T} = \dfrac{\partial}{\partial T}\left(\dfrac{R}{V-b}T\right) = \dfrac{R}{V-b}[/itex]
And including it in the previous equation:
[itex]dU = C_{V}dT +\left[T\dfrac{R}{V-b} - p\right]dV = C_{V}dT +\left[T\dfrac{R}{V-b} - \dfrac{R}{V-b}T \right]dV = C_{V}dT[/itex]
Now, to put [itex]C_{V}[/itex] in terms of [itex]C_{P}[/itex] we have the relation:
[itex]C_p - C_V = T \left(\frac{\partial p}{\partial T}\right)_{V} \left(\frac{\partial V}{\partial T}\right)_{p}[/itex]
The terms of which we can find with the equation of state:
[itex]\frac{\partial p}{\partial T} = \dfrac{R}{V-b} \qquad \frac{\partial V}{\partial T} = \dfrac{R}{p}[/itex]
So
[itex]C_p - C_V = \cdots = R \Rightarrow C_V = C_p - R = 2R[/itex]
And finally [itex]dU = C_{V}dT= 2R dT[/itex] so [itex]\Delta U = 2R \Delta T[/itex]
Is it alright? Any problem with not determining [itex]U[/itex] but [itex]\Delta U[/itex]?