Let $w(x,y)$ be a function of class $C^2$ in the variables $x$ and $y$, and let $x=u+v$, $y=u-v$, show that: \begin{align} \frac{\partial^2 w}{\partial u \partial v} = \frac{\partial^2 f}{\partial x^2} - \frac{\partial^2 f}{\partial y^2}\end{align}
My attempt:
What we are looking for is $\frac{\partial}{\partial u}(\frac{\partial w}{\partial v})$, so, by the chain rule:
$$\frac{\partial w}{\partial v} = \frac{\partial f}{\partial x}\frac{\partial x}{\partial v} + \frac{\partial f}{\partial y}\frac{\partial y}{\partial v} = \frac{\partial f}{\partial x} - \frac{\partial f}{\partial y}$$ and similarly for $\frac{\partial w}{\partial u}$.
Now, what we need is: $$\frac{\partial}{\partial u}(\frac{\partial w}{\partial v}) = \frac{\partial}{\partial u}(\frac{\partial f}{\partial x} - \frac{\partial f}{\partial y}) = \frac{\partial}{\partial u}(\frac{\partial f}{\partial x}) - \frac{\partial}{\partial u}(\frac{\partial f}{\partial y})$$
But I can’t seem to grasp what $\frac{\partial}{\partial u}(\frac{\partial f}{\partial x})$ is or how am I supposed to apply the chain rule again in this case.
To elaborate on NDewolf's answer, apply the same trick in your first step to the term $\partial/\partial u$. That is, write $$ \frac{\partial}{\partial u} = \frac{\partial}{\partial x}\frac{\partial x}{\partial u} + \frac{\partial}{\partial y}\frac{\partial y}{\partial u}, $$ and use the fact that $$ \left(\frac{\partial}{\partial x} + \frac{\partial}{\partial y}\right)(g) = \frac{\partial}{\partial x}(g) + \frac{\partial}{\partial y}(g) $$ where $g$ is any function (ie, it could be the derivative of a function).