If $w = f(x,y)$, $x = r\cos(\theta)$, and $y = r\sin(\theta)$, show that
$$\left(\frac{\mathrm{d}w}{\mathrm{d}\theta}\right)^2 + \left(r\frac{\mathrm{d}w}{\mathrm{d}r}\right)^2 = \left(\frac{\mathrm{d}w}{\mathrm{d}x}\right)^2 + \left(\frac{\mathrm{d}w}{\mathrm{d}y}\right)^2$$
Is this correct? I got
$$\left(\frac{\mathrm{d}w}{\mathrm{d}\theta}\right)^2 + \left(r\frac{\mathrm{d}w}{\mathrm{d}r}\right)^2 = r^2\left(\left(\frac{\mathrm{d}w}{\mathrm{d}x}\right)^2 + \left(\frac{\mathrm{d}w}{\mathrm{d}y}\right)^2\right)$$
What you have got is correct.
$$w_\theta = w_xx_\theta+w_yy_\theta = -r\sin\theta w_x+r\cos\theta w_y $$
$$w_r = \cos\theta w_x + \sin\theta w_y$$
$$w_\theta^2+(rw_r)^2 = r^2\big[(\sin^2\theta+\cos^2\theta)(w_x^2+w_y^2) +2\sin\theta\cos\theta w_x w_y-2\sin\theta\cos\theta w_x w_y\big]$$