Navigation Link Active State With changing URL

Navigation Link Active State With changing URL

Actually what I am doing that when I click on the link so the active state of link goes to first element like my code is

<ul>
<li><a class="active" href="index.php">Home</a></li>
<li><a href="about.php">About</a></li>
</ul> 

when I clicked on about link the url changed as the page changed the class active stick with the first element. how to solve it I want when I click on about link the class add on the about link and remove from the first element