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Of the two sentences below, which one is correct and what is the related grammatical concept?

  1. I can't figure out where the above identity comes from.
  2. I can't figure out where does the above identity come from.
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    1. is correct. The expression "where the above identity comes from" is a subordinate interrogative clause (embedded question) functioning as complement of "out". Subordinate interrogative do not (normally) have subject-auxiliary inversion and hence 2., which does have inversion, is incorrect. The meaning is "I can't figure out the answer to the question 'Where does the above identity come from?"'.
    – BillJ
    Commented Jul 1, 2017 at 11:56
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    @BillJ Your comment contains every point that I need. Why don't you leave it as an answer so that I could mark it as an answer to the OP?
    – Beverlie
    Commented Jul 1, 2017 at 11:58

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[1] I can't figure out [where the above identity comes from].

[2] I can't figure out [where does the above identity come from].

[1] is correct. The expression "where the above identity comes from" is a subordinate interrogative clause (embedded question) functioning as complement of "figure out". Subordinate interrogatives do not (normally) have subject-auxiliary inversion and hence [2], which does contain inversion, is incorrect.

The meaning is "I can't figure out the answer to the question 'Where does the above identity come from?"'

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