By the chain rule, the operation becomes: $\dfrac{\partial ~~}{\partial\theta}=\dfrac{\partial x}{\partial\theta}{\cdot}\dfrac{\partial ~~}{\partial x}+\dfrac{\partial y}{\partial\theta}{\cdot}\dfrac{\partial ~~}{\partial y}$
So applying this operation to $\dfrac{\partial z}{\partial x}$, we have
$$\dfrac{\partial~~}{\partial\theta}\left[\dfrac{\partial z}{\partial x}\right]=\dfrac{\partial x}{\partial\theta}{\cdot}\dfrac{\partial^2 z}{\partial x~^2}+\dfrac{\partial y}{\partial\theta}{\cdot}\dfrac{\partial^2 z}{\partial y~\partial x}$$
So we use chain rule, product rule, chain rule, and some algebra:
$$\begin{align}\dfrac{\partial^2 z}{\partial\theta~^2} &=\dfrac{\partial~~}{\partial\theta}\left[\dfrac{\partial x}{\partial\theta}{\cdot}\dfrac{\partial z}{\partial x}+\dfrac{\partial y}{\partial\theta}{\cdot}\dfrac{\partial z}{\partial y}\right]\\&=\dfrac{\partial^2 x}{\partial\theta~^2}{\cdot}\dfrac{\partial z}{\partial x}+\dfrac{\partial x}{\partial \theta}{\cdot}\dfrac{\partial~~}{\partial\theta}\left[\dfrac{\partial z}{\partial x}\right]+\dfrac{\partial y}{\partial \theta}{\cdot}\dfrac{\partial~~}{\partial\theta}\left[\dfrac{\partial z}{\partial y}\right]+
\dfrac{\partial^2 y}{\partial\theta~^2}{\cdot}\dfrac{\partial z}{\partial y}\\&=\dfrac{\partial^2 x}{\partial\theta~^2}{\cdot}\dfrac{\partial z}{\partial x}+\dfrac{\partial x}{\partial \theta}{\cdot}\left(\dfrac{\partial x}{\partial\theta}{\cdot}\dfrac{\partial^2 z}{\partial x~^2}+\dfrac{\partial y}{\partial\theta}{\cdot}\dfrac{\partial^2 z}{\partial y~\partial x}\right)+\dfrac{\partial y}{\partial \theta}{\cdot}\left(\dfrac{\partial x}{\partial\theta}{\cdot}\dfrac{\partial^2 z}{\partial x~\partial y}+\dfrac{\partial y}{\partial\theta}{\cdot}\dfrac{\partial^2 z}{\partial y~^2}\right)+
\dfrac{\partial^2 y}{\partial\theta~^2}{\cdot}\dfrac{\partial z}{\partial y}\\&=\dfrac{\partial^2 x}{\partial\theta~^2}{\cdot}\dfrac{\partial z}{\partial x}+{\left(\dfrac{\partial x}{\partial \theta}\right)}^2{\cdot}\dfrac{\partial^2 z}{\partial x~^2}+2{\cdot}\dfrac{\partial x}{\partial \theta}{\cdot}\dfrac{\partial y}{\partial\theta}{\cdot}\dfrac{\partial^2 z}{\partial y~\partial x}+{\left(\dfrac{\partial y}{\partial \theta}\right)}^2{\cdot}\dfrac{\partial^2 z}{\partial y~^2}+
\dfrac{\partial^2 y}{\partial\theta~^2}{\cdot}\dfrac{\partial z}{\partial y}\end{align}$$
http://imgur.com/1DLYoMT
– ConfusedGuest Mar 29 '15 at 05:40