Let we have $$y(x) = x^n\int_0^{\pi}\cos(x \cos\varphi)\sin^{2n}\varphi d\varphi$$
How to check that $y(x)$ satisfies following differential equation : $$x^2y'' + xy' + (x^2 -n^2)y = 0$$
Let we have $$y(x) = x^n\int_0^{\pi}\cos(x \cos\varphi)\sin^{2n}\varphi d\varphi$$
How to check that $y(x)$ satisfies following differential equation : $$x^2y'' + xy' + (x^2 -n^2)y = 0$$
Context: It is the differential equation of a multiple of Bessel function $J_n$ (http://mathworld.wolfram.com/BesselDifferentialEquation.html) where this function is under a certain integral representation that can be found formula (10.9.4) here.
It suffices to check that you can differentiate under the integral sign, i.e., (not taking into account the first $x^n$) that you can write:
$$\dfrac{d}{dx}\int_0^{\pi}\cos(x \cos\varphi)\sin^{2n}(\varphi) d\varphi=\int_0^{\pi}\dfrac{d}{dx}\cos(x \cos\varphi)\sin^{2n}(\varphi) d\varphi$$
$$=-\int_0^{\pi}\sin(x \cos\varphi)\cos\varphi\sin^{2n}(\varphi) d\varphi$$
See theorem 11.3 in this document.
Can you proceed from that?
An advice: start with $n=1$.