1. Definitions for this post:
- The second derivative of a parametric is $\frac{\frac{d}{dt}\left(\frac{dy}{dx}\right)}{\frac{dx}{dt}}$ (given by my textbook).
- Given a parametric of the form $y=f(t),\,x=g(t)$, the latter equation can be algebraically manipulated to yield a new equation $t=h(x)$ such that $y$ can be defined directly in terms of $x$ as $y=f(t)=f(h(x))$.
- Therefore, the first derivative of a parametric can be given by chain rule: $\frac{dy}{dx}=\frac{dy}{dt}\frac{dt}{dx}$.
2. Premise for the problem:
In trying to derive the second derivative, I start by applying the derivative function to the first derivative: $\frac{d}{dx}\left(\frac{dy}{dx}\right)=\frac{d}{dx}\left(\frac{dy}{dt}\right)\frac{dt}{dx}$ by chain rule, and this expression can be rewritten further as $\frac{\frac{d}{dx}\left(\frac{dy}{dt}\right)}{\frac{dx}{dt}}$. What I don't understand is why you can just switch the $dx$ and $dt$ in the numerator. If we treat $\frac{dy}{dt}$ and $\frac{d}{dx}$ as fractions, I have no problems with this. But given that $\frac{d}{dx}$ is an operator and shorthand for a limit fraction, it's only reasonable that one can prove that $\frac{d}{dx}\left(\frac{dy}{dt}\right)=\frac{d}{dt}\left(\frac{dy}{dx}\right)$ using the limit definition.
In theory, then, since $f''(x)=\lim_{h\rightarrow0}\frac{f'(x+h)-f'(x)}{h}=\lim_{h\rightarrow0}\frac{\frac{f(x+h+h)-f(x+h)}{h}-\frac{f(x+h)-f(x)}{h}}{h}=\lim_{h\rightarrow0}\frac{\frac{f(x+h+h)-f(x+h)-f(x+h)-f(x)}{h}}{h}=\frac{f(x+h+h)-f(x+h)-f(x+h)-f(x)}{h\cdot h}$, when the second derivative is with respect to a different variable, I should be able to replace the second $h$ with the second differential, right?
3. The problem:
It would follow, then, that if $\frac{d}{dx}\left(\frac{dy}{dt}\right)=\frac{d}{dt}\left(\frac{dy}{dx}\right)$,
$$\lim_{\Delta x\rightarrow0}\lim_{\Delta t\rightarrow0}\left[\frac{y(t+\Delta x+\Delta t)-y(t+\Delta x)-y(t+\Delta t)+y(t)}{\Delta x\Delta t}\right]=\lim_{\Delta x\rightarrow0}\lim_{\Delta t\rightarrow 0}\left[\frac{y(x+\Delta t+\Delta x)-y(x+\Delta t)-y(x+\Delta x)+y(x)}{\Delta t\Delta x}\right]$$
...And that's where I'm stuck. Obviously the denominators cancel out, but where do I go from there? If I directly apply the limits at this point I just end up with $0=0$ which isn't necessarily helpful; just because two functions' limits are equal doesn't mean that the functions are equal.
Your use of chain rule in the premise is still problematic. If you mean to be substituting for $\frac{dy}{dx}$ within the outer derivative, then everything needs to stay within the outer derivative, and you get what @nmasanta commented. If you mean to be using the chain rule on the outer derivative, then $\frac{dy}{dx}$ needs to remain intact, and you should get $\frac{d}{dt}\left(\frac{dy}{dx}\right)\cdot\frac{dt}{dx}$