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Prove the validity of a given integral transform

Prove that

    \[ \int_x^1 \frac{dt}{1+t^2} = \int_1^{\frac{1}{x}} \frac{dt}{1+t^2} \qquad \text{for } x > 0. \]


Let

    \[ u = g(t) = \frac{1}{t}, \qquad du = -\frac{1}{t^2} \, dt. \]

These equations imply,

    \[ t = \frac{1}{u}, \qquad dt = -t^2 \,du = -\frac{1}{u^2} \, du. \]

Therefore, substituting for t we have,

    \begin{align*}  \int_x^1 \frac{dt}{1+t^2} &= -\int_{g(x)}^{g(1)} \frac{\frac{1}{u^2} \, du}{1+\frac{1}{u^2}} \\[10pt]  &= \int_{g(1)}^{g(x)} \frac{\frac{1}{u^2} \, du}{1 + \frac{1}{u^2}} \\[10pt]  &= \int_1^{\frac{1}{x}} \frac{du}{1+u^2} \\[10pt]  &= \int_1^{\frac{1}{x}} \frac{dt}{1+t^2}. \end{align*}

The final step follows since we can rename the variable of integration (since \int \frac{du}{1+u^2} = \int \frac{dt}{1+t^2} since all we’ve done is rename the variable). \qquad \blacksquare

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