Statement

Use (q,X,η)(q,X,\eta) with parameter dd, and write τ=Tt\tau=T-t. For a smooth f(X,η)f(X,\eta) and a fixed bRb\in\mathbb R, derivatives at fixed physical spatial coordinates satisfy

t(qbf)=qb1L(bf+dηfη+XfX),\partial_t(q^bf)=\frac{q^{b-1}}{L} \left(-bf+d\eta f_\eta+Xf_X\right),
z(qbf)=qbdL(2bηf+(1η2)fη2ηXfX).\partial_z(q^bf)=\frac{q^{b-d}}{L} \left(2b\eta f+(1-\eta^2)f_\eta-2\eta Xf_X\right).
Derivation

Implicit differentiation gives qτ=1/Lq_\tau=1/L and qz=2ηq1d/Lq_z=2\eta q^{1-d}/L. Consequently ηt=dη/(qL)\eta_t=d\eta/(qL), Xt=X/(qL)X_t=X/(qL), ηz=qd(1η2)/L\eta_z=q^{-d}(1-\eta^2)/L, and Xz=2ηXqd/LX_z=-2\eta Xq^{-d}/L. Substitute these identities into the product and chain rules. The positive lower bound on LL prevents a denominator singularity away from q=0q=0.