Step 1: Express the function \( Z \).
We are given the function:
\[
Z = f(x + ay) + \phi(x - ay)
\]
To find the second partial derivatives of \( Z \), we will differentiate with respect to \( x \) and \( y \).
Step 2: Differentiate \( Z \) with respect to \( x \).
First, compute the partial derivative of \( Z \) with respect to \( x \):
\[
\frac{\partial Z}{\partial x} = f'(x + ay) + \phi'(x - ay)
\]
Now, take the second derivative with respect to \( x \):
\[
Z_{xx} = f''(x + ay) + \phi''(x - ay)
\]
Step 3: Differentiate \( Z \) with respect to \( y \).
Next, compute the partial derivative of \( Z \) with respect to \( y \):
\[
\frac{\partial Z}{\partial y} = a f'(x + ay) - a \phi'(x - ay)
\]
Now, take the second derivative with respect to \( y \):
\[
Z_{yy} = a^2 f''(x + ay) + a^2 \phi''(x - ay)
\]
Step 4: Compare \( Z_{xx} \) and \( Z_{yy} \).
From the expressions for \( Z_{xx} \) and \( Z_{yy} \), we observe:
\[
Z_{yy} = a^2 Z_{xx}
\]
Thus, the correct answer is \( Z_{yy} = a^2 Z_{xx} \), which corresponds to option (C).