Glasser's master theorem

In integral calculus, Glasser's master theorem explains how a certain broad class of substitutions can simplify certain integrals over the whole interval from ${\displaystyle -\infty }$to ${\displaystyle +\infty .}$It is applicable in cases where the integrals must be construed as Cauchy principal values, and a fortiori it is applicable when the integral converges absolutely. It is named after M. L. Glasser, who introduced it in 1983.

A special case called the Cauchy–Schlömilch substitution or Cauchy–Schlömilch transformation was known to Cauchy in the early 19th century. It states that if

${\displaystyle u=x-{\frac {1}{x}}\,}$

then

${\displaystyle \operatorname {PV} \int _{-\infty }^{\infty }F(u)\,dx=\operatorname {PV} \int _{-\infty }^{\infty }F(x)\,dx\qquad ({\text{Note: }}F(u)\,dx,{\text{ not }}F(u)\,du)}$

where PV denotes the Cauchy principal value.

If ${\displaystyle a}$, ${\displaystyle a_{i}}$, and ${\displaystyle b_{i}}$are real numbers and

${\displaystyle u=x-a-\sum _{n=1}^{N}{\frac {|a_{n}|}{x-b_{n}}}}$

then

${\displaystyle \operatorname {PV} \int _{-\infty }^{\infty }F(u)\,dx=\operatorname {PV} \int _{-\infty }^{\infty }F(x)\,dx.}$

• ${\displaystyle \int _{-\infty }^{\infty }{\frac {x^{2}\,dx}{x^{4}+1}}=\int _{-\infty }^{\infty }{\frac {dx}{\left(x-{\frac {1}{x}}\right)^{2}+2}}=\int _{-\infty }^{\infty }{\frac {dx}{x^{2}+2}}={\frac {\pi }{\sqrt {2}}}.}$

• Weisstein, Eric W. "Glasser's Master Theorem". MathWorld.