Show that the time-independent Schrödinger equation for a simple harmonic oscillating potential $$-\frac{\hbar^2}{2m}\frac{d^2 u}{dx^2}+\frac12 m\,\omega_0^2 x^2u=E\,u$$ can be written as $$\frac{d^2u}{dy^2}+(\alpha - y^2)u=0\tag{1}$$
where $$y=\sqrt{\frac{m\,\omega_0}{\hbar}}x$$ and $$\alpha=\frac{2E}{\hbar\,\omega_0}$$
So by my logic $$\frac{dy}{dx}=\sqrt{\frac{m\,\omega_0}{\hbar}}$$ and $$\frac{d^2y}{dx^2}=0$$ clearly something has gone wrong or I am going about this the wrong way. My lecturer mentioned in the lecture that:
From $$y=\sqrt{\frac{m\,\omega_0}{\hbar}}x\tag{2}$$ it follows that $$\fbox{$\frac{d}{dx}=\sqrt{\frac{m\,\omega_0}{\hbar}}\frac{d}{dy}$}\tag{3}$$
But how does $(3)$ follow from $(2)$?
I know that the boxed equation $(3)$ is correct as I have checked the printed notes for that lecture (for which the relevant parts are shown below):
But that's just the first problem; even if I understood how obtain $(3)$, I still don't understand how to proceed to derive $(1)$.
The only thing I could think to do is take the second derivative of $(3)$ with respect to $x$ such that
$$\frac{d}{dx}\frac{d}{dx}=\frac{d^2}{dx^2}=\frac{d}{dx}\sqrt{\frac{m\,\omega_0}{\hbar}}\frac{d}{dy}$$ and once again I am left confused as this approach doesn't appear to be getting me any closer to deriving $(1)$.
I don't doubt that I am likely missing something very simple here, but at the moment I have no idea what that is.
Could someone please provide me with some hints or advice on how to derive $(1)$ and what operations where carried out to obtain $(3)$?
Kindest regards.