Since Legendre's differential equation starts "[itex](1- x^2)d^2y/dx^2[/itex]" an obvious first step would be to define a new variable, t= x/a. Then dy/dx= (dy/dt)(dt/dx)= 1/a dy/dt, [itex]d^2y/dx^2= 1/a^2 d^2y/dt^2[/itex], and [itex]a^2- x^2= a^2(1- (x/a)^2)= a^2(1- t^2)[/itex] so that [itex](a^2- x^2)d^2y/dx^2= (1- t^2)d^2y/dt^2[/itex].
2xy'= 2(at)((1/a)dy/dt)= 2t dy/dt.