Let $x = s + t$ and $y= s - t$. For any $f(x, y)$, let us define this function in terms of s and t in the usual fashion: $g(s, t): = f(x(s, t), y(s, t))$. Show that $$ \left(\frac {\partial f} {\partial x}\right)^2 - \left(\frac {\partial f}{\partial y} \right)^2 = \left(\frac {\partial g} {\partial s}\right) \left( \frac {\partial g} {\partial t}\right) $$
Having a little trouble figuring this problem out. I've tried a few things, like finding the partial derivatives $f_x$ and $f_y$ in terms of $g_s, g_t, s_x, s_y, t_x,$ and $t_y$, but nothing quite cancels out for me to prove the result on the right-hand side. Any thoughts/guidance on how to approach this?
Is actually not that difficult. Start from the right side, you will notice that $$ \frac{\partial g}{\partial s} = \frac{\partial f}{\partial x} +\frac{\partial f}{\partial y} $$ Do you know how to write the derivative of a composite function right? Then $$ \frac{\partial g}{\partial t} = \frac{\partial f}{\partial x} -\frac{\partial f}{\partial y} $$ Now multipliy the two and you will get the left term, remembering that $(a+b)(a-b)=a^2-b^2$.
EDIT: you write for any function... Of course it should be for any function for which you can calculate the derivatives...