I'm trying to find the second derivative $d^2y/dx^2$. In my problem, $y = y(x)$ and we are supposed to use the substitution of $\alpha x + \beta = e^t$ for some independent $t$.
(This pertains to solving Legendre's linear differential equation)
So, let $\alpha x + \beta = e^t$. Implicitly differentiating this with respect to $y$: $$\frac{d}{dy} (\alpha x + \beta) = \frac{d}{dy}(e^t)$$ $$\alpha \frac{dx}{dy} = e^t \frac{dt}{dy} = (\alpha x + \beta) \frac{dt}{dy}$$ Rearranging to express for $dy / dx$ $$\boxed{\frac{dy}{dx} = \frac{\alpha}{\alpha x + \beta} \frac{dy}{dt}}$$
Now, I need to find the $d^2 y / dx^2$. I can differentiate the LHS easy enough, but the RHS seems strange. I know that $x = x(t)$ and $y = y(x)$ but I'm unsure how to apply the chain rule here.
First apply the Product Rule.
$\def\d{\operatorname d}\qquad\begin{align}\dfrac{\d^2y}{\d x^2}&=\dfrac{\d~~}{\d x}\left[\dfrac{\alpha}{\alpha x+\beta}\cdot\dfrac{\d y}{\d t}\right]\\[1ex]&=\dfrac{\d~~}{\d x}\left[\dfrac{\alpha}{\alpha x+\beta}\right]\cdot\dfrac{\d y}{\d t}+\dfrac{\alpha}{\alpha x+\beta}\cdot\dfrac{\d~~}{\d x}\left[\dfrac{\d y}{\d t}\right]\end{align}$
Now apply the Chain Rule: