Consider the differential equation

$$x^{2} \frac{d^{2} y}{d x^{2}}+x \frac{d y}{d x}-\left(x^{2}+\alpha^{2}\right) y=0$$

What values of $x$ are ordinary points of the differential equation? What values of $x$ are singular points of the differential equation, and are they regular singular points or irregular singular points? Give clear definitions of these terms to support your answers.

For $\alpha$ not equal to an integer there are two linearly independent power series solutions about $x=0$. Give the forms of the two power series and the recurrence relations that specify the relation between successive coefficients. Give explicitly the first three terms in each power series.

For $\alpha$ equal to an integer explain carefully why the forms you have specified do not give two linearly independent power series solutions. Show that for such values of $\alpha$ there is (up to multiplication by a constant) one power series solution, and give the recurrence relation between coefficients. Give explicitly the first three terms.

If $y_{1}(x)$ is a solution of the above second-order differential equation then

$$y_{2}(x)=y_{1}(x) \int_{c}^{x} \frac{1}{s\left[y_{1}(s)\right]^{2}} d s$$

where $c$ is an arbitrarily chosen constant, is a second solution that is linearly independent of $y_{1}(x)$. For the case $\alpha=1$, taking $y_{1}(x)$ to be a power series, explain why the second solution $y_{2}(x)$ is not a power series.

[You may assume that any power series you use are convergent.]