I read that it makes a difference whether you calculate $\frac{dE(\lambda) }{d \lambda}=0$ or $\frac{dE(\omega)}{d \omega}=0$ in the sense that the maximum energy density with respect to the wavelength does not coincide with the frequency maximum that one would assume to be at $\omega_{max} = \frac{c}{\lambda_{max}}$. Actually, I do not understand why this is so ( Now, I am only interested in a pure physical explanation, mathematically this is clear and due to the chain rule). Does anybody know how to explain this odd thing?

Somehow I feel that the core of the question has not been completely answered. Although I can easily look up wikipedia, where the need for the chain rule is explained, I am rather interested in understanding where the following argument breaks down, which seems to be why this question has caused some confusion in the past(as you can see by googling this question):

So we have $E(\omega)$ the energy radiated at a given frequency. Now this function has a maximum somewhere, so there is a frequency where a maximal amount of energy is emitted. In other words: If you add the sum of the photon's energies at each frequency that are emitted, you will notice that the maximum is reached at this frquency. Now $E(\lambda)$ tells you basically the same for the wavelength, but again: We know where at which frequency the maximal amount of energy is radiated, so we know the corresponding wavelength.

I think there is a need to explain this.

If anything is unclear, please let me know.