Here's how I've approached the problem so far.
Without loss of generality, assume $n<m$. Now we assume there exists some diffeomorphism $f:\mathbb{R}^n\to\mathbb{R}^m$. A diffeomorphism satisfies the following:
- $f$ is bijective
- $f$ is differentiable
- $f^{-1}=g$ is differentiable
Now there exists a bijection from $\mathbb{R}^n$ to $\mathbb{R}^m$ so I don't believe showing a contradiction there is the way to go.
We have that $g$ is the inverse of $f$ so
- $g\circ f = \text{id}_{\mathbb{R}^n}$
- $f\circ g = \text{id}_{\mathbb{R}^m}$
I want to take the derivative of these with the chain rule and show a contradiction but can't find one. Is there one or is there another approach?
If you take the derivatives of these diffeomorphisms and apply the chain rule, then you will find that $d_0f$ is an isomorphism (of vector spaces) from the tangent space $T_0\mathbb{R}^n$ to the tangent space $T_{f(0)}\mathbb{R}^m$. But the tangent space $T_0\mathbb{R}^n$ is of dimension $n$, while the tangent space $T_{f(0)}\mathbb{R}^m$ is of dimension $m$, so they cannot possibly be isomorphic as vector spaces. This is the contradiction.