The problem statement is above.
I know via OEIS that this is true but don't know how to prove it.
So far, I have: $$\sum_{n \ge 1} a_n \frac{x^n}{n!} = \sum_{n \ge 1} n^2 a_{n-1} \frac{x^n}{n!} + \sum_{n \ge 1} n! \cdot x^n.$$
This rewrites itself as: $$A(x) - 1 = x\sum_{n \ge1} a_{n-1} \frac{x^{n-1}}{(n-1)!} \cdot n + \sum_{n \ge 1} n! \cdot x^n.$$
For the first sum, how do I work with that extra factor of $n$? For the second sum, is there a way for me to simplify that?
Thanks for any help.
One solution is to use a kind of generating function one step beyond ordinary or exponential because the sequence grows too fast. Define the double exponential (or Bessel) generating function of $\,a_n\,$ as
$$ A(x) := \sum_{n=0}^\infty a_n \frac{x^n}{n!^2}. \tag{1} $$
The recurrence equation to solve is
$$ a_0 = 1 \quad \text{ and } \quad a_n = n^2 a_{n-1} + n!^2. \tag{2} $$
This equation leads immediately to
$$ \sum_{n \ge 1} a_n \frac{x^n}{n!^2} = \sum_{n \ge 1} n^2 a_{n-1} \frac{x^n}{n!^2} + \sum_{n \ge 1} n!^2 \frac{x^n}{n!^2}. \tag{3} $$
Simplify the sums a bit to get
$$ \sum_{n \ge 1} a_n \frac{x^n}{n!^2} = \sum_{n \ge 1} a_{n-1} \frac{x^n}{(n\!-\!1)!^2} + \sum_{n \ge 1} {x^n}. \tag{4} $$
Now use the definition of $\,A(x)\,$ and sum the geometric series to get
$$ A(x)-1 = x A(x) + \frac{x}{1\!-\!x}. \tag{5} $$
Solve this algebraic equation for $\,A(x)\,$ and use the power series for $\,\dfrac1{(1\!-\!x)^2}\,$ to get
$$ A(x) = \frac1{(1\!-\!x)^2} = \sum_{n\ge 0} (n\!+\!1)\,x^n = \sum_{n\ge 0} (n\!+\!1)\,n!^2\frac{x^n}{n!^2} . \tag{6} $$
This implies that $\,a_n = (n\!+\!1)\,n!^2 = n!(n+1)!. \,$