I have an ODE to which I want to introduce the new variable $\xi=ax$, where $a$ is a constant. How do I calculate the first and second derivatives of some function $f$? $$\frac{d}{d(ax)}f(x),~ \frac{d^2}{d(ax)^2}f(x)$$ In particular, I am dealing with Schrodinger eq for the harmonic oscillator $$-\frac{\hbar^2}{2m}\frac{d^2\psi}{dx^2}+\frac{1}{2}m\omega^2x^2 \psi=E\psi$$ to which things look a little cleaner if the dimensionless variable is used:$$\xi=\sqrt{\frac{m\omega}{\hbar}}x.$$ In terms of $\xi$ the equation reads $$\frac{d^2\psi}{d\xi^2}=(\xi^2-\frac{2E}{\hbar\omega})\psi$$ Is $\psi$ still a function of $x$ or is it a function of $\xi$? I can't follow the steps to the "nicer" equation.
Evaluating the chain rule I get $$\frac{df}{dx}=\frac{df}{d\xi}\cdot \frac{d\xi}{dx}=\frac{df}{dx}\cdot a$$ but, again, is $f$ a function of $x$ or $\xi$? And what about the second derivative?