I really need some specific processes on how to solve the equation.
How to relate the equation $\frac{dy}{dx}=x^2+y^2$ to the Bessel function?
I have already had some clues that a Riccati equation $y^{'}=y^2+g(x)y+h(x)$ can be converted into a new equation :$u^{''}-g(x)u^{'}+h(x)u=0$ by doing the transformation: $u(x)=e^{\int y(x) dx}$.