i have an old mp3 device , by wrong i supplied a high volts to it through the battery place, Now it isn't work .
By guessing . Which part of it's board has affected by this high power, to replace it?
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It's impossible to say. It may be that the board has protection devices or it may be that it doesn't. Without inspecting the device you can't really draw any conclusions. The level of damage is also dependent on how high a voltage you applied - if you applied a few hundred volts, there's probably no hope at all.
Open the MP3 player up and look at the PCB and try and trace the path from where you applied the voltage to the components. A multimeter will be useful to check continuity. If you're lucky, there will be an obvious IC (perhaps a voltage regulator or battery management IC) which has been destroyed. If you're unlucky the damage could be incredibly widespread.