A simple proof for Glasser: $\int_{-\infty}^{\infty} f(x-a/x) dx=\int_{-\infty}^{\infty} f(x) dx, a>0$

definite integralsintegration

$$\int_{-\infty}^{\infty} f(x-a/x) dx=\int_{-\infty}^{\infty} f(x) dx~~~~(1)$$
Several difficult integral can be handled using (1) easily. For instance we know that $$\int_{-\infty}^{\infty} \text{sech}^2 x~dx=2~~~~~~~~~~~~(2)$$ but what is interesting is that one may verify numerically that $$\int_{-\infty}^{\infty} \text{sech}^2(x-a/x)~dx=2, a>0.~~~~~~~~~(3)$$ This interesting property (1) follows from Glasser's Master Theorem. See one more interesting integral and its solutions in MSE posts.

In (1) what is also interesting is that LHS is independent of $a(>0)$. I have tried proving (1) or even (3) by the ordinary rules of integration ( Real Analysis) without a success. Can someone help me?

EDIT: One more friendly (doable by hand) twin is
$$\int_{-\infty}^{\infty} \frac{dx}{1+x^2}=\pi=\int_{-\infty}^{\infty} \frac{dx}{1+(x-a/x)^2} dx , a >0$$

Best Answer

Since the integrand is even, we have $$\mathcal{I} \stackrel{def}{=}\int_{-\infty}^\infty \frac{dx}{\cosh^2(x-\frac{a}{x})} dx = 2\int_0^\infty \frac{dx}{\cosh^2(x-\frac{a}{x})}dx$$ In one copy of the integral on RHS, change variables to $y = \frac{a}{x}$, one get $$\int_0^\infty \frac{dx}{\cosh^2(x-\frac{a}{x})} = \int_0^\infty \frac{1}{\cosh^2(\frac{a}{y} - y)} \frac{a}{y^2}dy$$ Renaming $y$ back to $x$ and add back to another copy of integral on RHS, we get $$\mathcal{I} = \int_0^\infty \frac{1}{\cosh^2(x - \frac{a}{x})}\left(1 + \frac{a}{x^2}\right)dx = \int_0^\infty \frac{1}{\cosh^2(x - \frac{a}{x})}\frac{d}{dx}\left(x - \frac{a}{x}\right) dx$$ Change variable to $z = x - \frac{a}{x}$, this becomes $$\mathcal{I} = \int_{-\infty}^\infty \frac{dz}{\cosh^2(z)}$$ i.e. transform your integral $(3)$ to integral $(2)$, the one you already know.

Let's look at the more general identity $(1)$.

As you increases $x$ from $-\infty$ to $0$, $x - \frac{a}{x}$ increases from $-\infty$ to $\infty$ once. If one further increases $x$ from $0$ to $\infty$, $x - \frac{a}{x}$ increases from $-\infty$ to $\infty$ the second time. For any $t \in \mathbb{R}$, let $x_1(t) < 0$, $x_2(t) > 0$ be the two roots of $$x - \frac{a}{x} = t \equiv x^2 - tx - a = 0$$ This is a quadratic equation in $x$. By Vieta's formula, we have

$$x_1(t) + x_2(t) = t \implies x_1'(t) + x_2'(t) = 1$$

If you change variable to $t = x - \frac{a}{x}$ for both $(-\infty,0)$ and $(0,\infty)$, we obtain:

$$\begin{align} \int_{-\infty}^\infty f(x - \frac{a}{x}) dx &= \left(\int_{-\infty}^0 + \int_0^\infty\right) f(x - \frac{a}{x})dx\\ &= \int_{-\infty}^{\infty} f(t) x'_1(t) dt + \int_{-\infty}^{\infty} f(t) x'_2(t) dt\\ &= \int_{-\infty}^\infty f(t) (x'_1(t) + x'_2(t))dt\\ &= \int_{-\infty}^\infty f(t)dt \end{align}$$

This is the identity $(1)$ we seek.