
How would I find the generating function in closed form of a non-linear recursion? Are there any standard tricks that can be applied to non-linear recursions to find their generating functions in closed form?
Any help would be much appreciated.

How would I find the generating function in closed form of a non-linear recursion? Are there any standard tricks that can be applied to non-linear recursions to find their generating functions in closed form?
Any help would be much appreciated.
The standard tricks are these:
These are adequate to rewrite this recurrence relation as a differential equation. Be careful: the given recurrence does not hold for $n=0$, so you will have to add or subtract $a_0$ at some point.