[proofplan]
We prove the vector-field transformation by testing both sides on an arbitrary smooth function and applying the Euclidean chain rule to the transition map $\varphi \circ \psi^{-1}$. The coframe transformation is then proved by evaluating both sides on the coordinate basis vectors $\partial_{x_k}$ and using the defining duality relation $dx_i(\partial_{x_k})=\delta_{ik}$. The two formulas are compatible because the Jacobian matrices of the two transition maps are inverse matrices.
[/proofplan]
[step:Express the coordinate vector fields as derivations on smooth functions]
Let $p \in U$ and let $f:U \to \mathbb{R}$ be a smooth function. By definition of the coordinate vector fields,
\begin{align*}
(\partial_{y_j})_p(f)
&= \partial_{r_j}(f \circ \psi^{-1})(\psi(p)),\\
(\partial_{x_i})_p(f)
&= \partial_{s_i}(f \circ \varphi^{-1})(\varphi(p)).
\end{align*}
Define the transition map
\begin{align*}
\chi:\psi(U) &\to \varphi(U)\\
r &\mapsto \varphi(\psi^{-1}(r)).
\end{align*}
Then $\chi_i=x_i\circ \psi^{-1}$ for each component $\chi_i:\psi(U)\to\mathbb{R}$, and
\begin{align*}
f \circ \psi^{-1}
&= (f \circ \varphi^{-1}) \circ \chi.
\end{align*}
[/step]
[step:Apply the Euclidean chain rule to obtain the frame transformation]
Let
\begin{align*}
g:\varphi(U) &\to \mathbb{R}\\
s &\mapsto f(\varphi^{-1}(s)).
\end{align*}
Then $g=f\circ\varphi^{-1}$ and $f\circ\psi^{-1}=g\circ\chi$. Since $g$ and $\chi$ are smooth maps between open subsets of Euclidean space, the ordinary Euclidean chain rule applies (citing a result not yet in the wiki: Chain Rule for Smooth Maps Between Euclidean Open Sets). At $r=\psi(p)$,
\begin{align*}
(\partial_{y_j})_p(f)
&= \partial_{r_j}(g\circ\chi)(r)\\
&= \sum_{i=1}^n \partial_{s_i}g(\chi(r))\,\partial_{r_j}\chi_i(r)\\
&= \sum_{i=1}^n \partial_{s_i}(f\circ\varphi^{-1})(\varphi(p))\,\partial_{r_j}(x_i\circ\psi^{-1})(\psi(p))\\
&= \sum_{i=1}^n \frac{\partial x_i}{\partial y_j}(p)\,(\partial_{x_i})_p(f).
\end{align*}
Because this identity holds for every smooth function $f:U\to\mathbb{R}$, the tangent vectors agree:
\begin{align*}
(\partial_{y_j})_p
&= \sum_{i=1}^n \frac{\partial x_i}{\partial y_j}(p)\,(\partial_{x_i})_p.
\end{align*}
Since $p \in U$ was arbitrary, this proves
\begin{align*}
\partial_{y_j}
&= \sum_{i=1}^n \frac{\partial x_i}{\partial y_j}\,\partial_{x_i}
\end{align*}
as vector fields on $U$.
[guided]
We want to compare two tangent vectors, so we compare their actions as derivations on arbitrary smooth functions. Let $f:U\to\mathbb{R}$ be smooth and define
\begin{align*}
g:\varphi(U) &\to \mathbb{R}\\
s &\mapsto f(\varphi^{-1}(s)).
\end{align*}
Thus $g=f\circ\varphi^{-1}$ is the coordinate expression of $f$ in the $x$-coordinates.
The transition map from $y$-coordinates to $x$-coordinates is
\begin{align*}
\chi:\psi(U) &\to \varphi(U)\\
r &\mapsto \varphi(\psi^{-1}(r)).
\end{align*}
Its $i$-th component is
\begin{align*}
\chi_i(r)
&= x_i(\psi^{-1}(r)),
\end{align*}
so $\chi_i=x_i\circ\psi^{-1}$. The coordinate expression of $f$ in $y$-coordinates is therefore
\begin{align*}
f\circ\psi^{-1}
&= (f\circ\varphi^{-1})\circ(\varphi\circ\psi^{-1})\\
&= g\circ\chi.
\end{align*}
Now apply the ordinary Euclidean chain rule to the smooth maps $g:\varphi(U)\to\mathbb{R}$ and $\chi:\psi(U)\to\varphi(U)$ (citing a result not yet in the wiki: Chain Rule for Smooth Maps Between Euclidean Open Sets). At $r=\psi(p)$, the derivative in the $r_j$ direction is
\begin{align*}
(\partial_{y_j})_p(f)
&= \partial_{r_j}(f\circ\psi^{-1})(r)\\
&= \partial_{r_j}(g\circ\chi)(r)\\
&= \sum_{i=1}^n \partial_{s_i}g(\chi(r))\,\partial_{r_j}\chi_i(r).
\end{align*}
Substituting back the meanings of $g$, $\chi$, and $\chi_i$ gives
\begin{align*}
(\partial_{y_j})_p(f)
&= \sum_{i=1}^n
\partial_{s_i}(f\circ\varphi^{-1})(\varphi(p))\,
\partial_{r_j}(x_i\circ\psi^{-1})(\psi(p))\\
&= \sum_{i=1}^n
\frac{\partial x_i}{\partial y_j}(p)\,
(\partial_{x_i})_p(f).
\end{align*}
This equality holds for every smooth function $f:U\to\mathbb{R}$. Tangent vectors are equal exactly when they act equally on all smooth functions, so
\begin{align*}
(\partial_{y_j})_p
&= \sum_{i=1}^n \frac{\partial x_i}{\partial y_j}(p)\,(\partial_{x_i})_p.
\end{align*}
Because $p$ was arbitrary, the equality holds as an identity of vector fields on $U$.
[/guided]
[/step]
[step:Evaluate both sides on the $x$-coordinate frame to obtain the coframe transformation]
Fix $p \in U$ and $1 \leq k \leq n$. The one-form $(dy_j)_p:T_pM\to\mathbb{R}$ acts on $(\partial_{x_k})_p$ by differentiating the coordinate function $y_j:U\to\mathbb{R}$:
\begin{align*}
(dy_j)_p((\partial_{x_k})_p)
&= (\partial_{x_k})_p(y_j)\\
&= \partial_{s_k}(y_j\circ\varphi^{-1})(\varphi(p))\\
&= \frac{\partial y_j}{\partial x_k}(p).
\end{align*}
On the other hand, using the duality relation
\begin{align*}
(dx_i)_p((\partial_{x_k})_p)&=\delta_{ik},
\end{align*}
we get
\begin{align*}
\left(\sum_{i=1}^n \frac{\partial y_j}{\partial x_i}(p)\,(dx_i)_p\right)((\partial_{x_k})_p)
&= \sum_{i=1}^n \frac{\partial y_j}{\partial x_i}(p)\,(dx_i)_p((\partial_{x_k})_p)\\
&= \sum_{i=1}^n \frac{\partial y_j}{\partial x_i}(p)\,\delta_{ik}\\
&= \frac{\partial y_j}{\partial x_k}(p).
\end{align*}
Thus $(dy_j)_p$ and $\sum_{i=1}^n \frac{\partial y_j}{\partial x_i}(p)(dx_i)_p$ agree on every vector in the basis $((\partial_{x_1})_p,\dots,(\partial_{x_n})_p)$ of $T_pM$. Hence
\begin{align*}
(dy_j)_p
&= \sum_{i=1}^n \frac{\partial y_j}{\partial x_i}(p)\,(dx_i)_p.
\end{align*}
Since $p \in U$ was arbitrary, this proves
\begin{align*}
dy_j
&= \sum_{i=1}^n \frac{\partial y_j}{\partial x_i}\,dx_i
\end{align*}
as one-forms on $U$.
[guided]
To prove equality of one-forms at a point $p$, it is enough to evaluate them on a basis of $T_pM$. We use the basis supplied by the $x$-coordinate chart:
\begin{align*}
((\partial_{x_1})_p,\dots,(\partial_{x_n})_p).
\end{align*}
Fix $1\leq k\leq n$. By the definition of the differential of a smooth function and the definition of the coordinate vector field $(\partial_{x_k})_p$,
\begin{align*}
(dy_j)_p((\partial_{x_k})_p)
&= (\partial_{x_k})_p(y_j)\\
&= \partial_{s_k}(y_j\circ\varphi^{-1})(\varphi(p))\\
&= \frac{\partial y_j}{\partial x_k}(p).
\end{align*}
Now evaluate the proposed right-hand side on the same basis vector. The one-forms $(dx_1)_p,\dots,(dx_n)_p$ are dual to the basis vectors $(\partial_{x_1})_p,\dots,(\partial_{x_n})_p$, meaning
\begin{align*}
(dx_i)_p((\partial_{x_k})_p)
&= \delta_{ik}.
\end{align*}
Therefore
\begin{align*}
\left(\sum_{i=1}^n \frac{\partial y_j}{\partial x_i}(p)\,(dx_i)_p\right)((\partial_{x_k})_p)
&= \sum_{i=1}^n \frac{\partial y_j}{\partial x_i}(p)\,(dx_i)_p((\partial_{x_k})_p)\\
&= \sum_{i=1}^n \frac{\partial y_j}{\partial x_i}(p)\,\delta_{ik}\\
&= \frac{\partial y_j}{\partial x_k}(p).
\end{align*}
Both one-forms have the same value on each basis vector $(\partial_{x_k})_p$. Since a linear functional on $T_pM$ is determined by its values on a basis, the two one-forms are equal at $p$:
\begin{align*}
(dy_j)_p
&= \sum_{i=1}^n \frac{\partial y_j}{\partial x_i}(p)\,(dx_i)_p.
\end{align*}
Because $p$ was arbitrary, this is an identity of one-forms on all of $U$.
[/guided]
[/step]
[step:Identify the inverse-dual relation between the two transformation laws]
At each $p \in U$, define matrices $A(p),B(p)\in\mathbb{R}^{n\times n}$ by
\begin{align*}
A(p)_{ij}
&= \frac{\partial x_i}{\partial y_j}(p),&
B(p)_{ji}
&= \frac{\partial y_j}{\partial x_i}(p).
\end{align*}
The maps $\chi=\varphi\circ\psi^{-1}:\psi(U)\to\varphi(U)$ and $\chi^{-1}=\psi\circ\varphi^{-1}:\varphi(U)\to\psi(U)$ are inverse smooth maps. Applying the Euclidean chain rule to $\chi\circ\chi^{-1}=\operatorname{id}_{\varphi(U)}$ and $\chi^{-1}\circ\chi=\operatorname{id}_{\psi(U)}$ gives
\begin{align*}
A(p)B(p)&=I_n, & B(p)A(p)&=I_n.
\end{align*}
Thus the coordinate frame transforms by the Jacobian of the change from $y$-coordinates to $x$-coordinates, while the coframe transforms by the inverse transpose rule encoded by the [dual basis](/theorems/414) calculation above. This completes the proof of both displayed transformation laws.
[/step]