While reading Feynman lectures on Physics, volume I, Chapter 13-4, I found following assumption, which I don't understand:
Then, since $r^2 = \rho^2 + a^2$, $\rho\,d\rho = r\,dr$. Therefore ...
leading to equation 13.17.
Could somebody please explain why is it correct? However I think that it relates to derivation, but I don´t know how.
$$r^2=\rho^2+a^2 \tag{1}$$
We know that $r$ and $\rho$ are variables while $a$ is a constant.
Differentiate both sides of $(1)$ wrt some arbitrary variable $u$ (because we knew that both $r$ and $\rho$ are variables,their change will depend on some other variables. Thus we can treat them as $r(u)$ and $\rho(u)$) and use the chain rule
$$2r\frac{\rm dr}{\rm du}=2\rho\frac{\rm d\rho}{\rm du}+0$$ $$r\;\frac{\rm dr}{\rm du}=\rho\;\frac{\rm d\rho}{\rm du}\tag{2}$$
Now recall the differential of a function $f(x,y)$ is defined as $$\rm df=\frac{\partial f}{\partial x}\;\rm dx+\frac{\partial f}{\partial y}\;\rm dy$$
Therefore for $r$ its differential is $$\rm dr=\frac{\rm dr}{\rm du}\;\rm du$$ Now multiply both sides by $r$ to get $$r\;\rm dr=r\frac{\rm dr}{\rm du}\;\rm du$$ Now substitute $(2)$ to obtain $$r\;\rm dr=\rho\frac{\rm d\rho}{du}\;\rm du$$ Now use the differential definition again to collapse the above into the required result $$r\rm \;dr=\rho \rm\; d\rho$$
The chain rule is the reason why in physics we can use the short-cut in $(2)$ by formally "cancelling the $\rm du$ both sides to obtain the result directly"