Representation numbers for sums of squares

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Prove that

(∑n=1∞xn2)2=∑n=1∞r(n)xn;∣x∣<1, \left(\sum _{n=1}^{\infty } x^{n^{2}}\right)^{2} = \sum _{n=1}^{\infty } r(n)x^{n}; \quad \left|x\right| < 1,

where r(n)r(n) is the number of distinct ways of writing nn as a sum of two integer squares.

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x1+x2+x21+x4+x31+x6+x41+x8+⋯=x1−x−x31−x3+x51−x5−x71−x7+⋯ . \frac{x}{1+x^2}+\frac{x^2}{1+x^4}+\frac{x^3}{1+x^6}+\frac{x^4}{1+x^8}+\cdots = \frac{x}{1-x}-\frac{x^3}{1-x^3}+\frac{x^5}{1-x^5}-\frac{x^7}{1-x^7}+\cdots .
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Draw the figure for some values of the variables, count the solutions in integers of the equation

x2+y2=n x^2+y^2=n

in all cases. Interesting cases are

4δ(25)=12,4δ(65)=16. 4\delta (25)=12 , \qquad 4\delta (65)=16 .
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Let nn be a positive integer,

n=2jp1k1p2k2⋯pμkμq1l1q2l2⋯qνlν, n = 2^j p_1^{k_1}p_2^{k_2}\cdots p_\mu ^{k_\mu }q_1^{l_1}q_2^{l_2}\cdots q_\nu ^{l_\nu } ,

where 2,p1,…,pμ,q1,…,qν2, p_1,\ldots ,p_\mu ,q_1,\ldots ,q_\nu are distinct primes, p1≡⋯≡pμ≡1p_1\equiv \cdots \equiv p_\mu \equiv 1, q1≡⋯≡qν≡3(mod4)q_1\equiv \cdots \equiv q_\nu \equiv 3 \pmod4. Set

δ(n)=(k1+1)(k2+1)⋯(kμ+1) \delta (n) = (k_1+1)(k_2+1)\cdots (k_\mu +1)

if l1,l2,…,lνl_1,l_2,\ldots ,l_\nu are all even, and δ(n)=0\delta (n)=0 otherwise. Show that δ(n)\delta (n) is, in fact, the difference between the numbers of two different kinds of divisors of nn:

δ(n)=∑t′∣n(−1)(t′−1)/2, \delta (n) = \sum _{t'\mid n} (-1)^{(t'-1)/2} ,

where the summation is extended over the odd divisors t′t' of nn.

(4δ(n)4\delta (n) is the number of lattice points on the circle x2+y2=nx^2+y^2=n. This fact was discovered by Gauss.)

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∑n=1∞δ(n)xn=x1−x−x31−x3+x51−x5−x71−x7+⋯ . \sum _{n=1}^\infty \delta (n)x^n = \frac{x}{1-x}-\frac{x^3}{1-x^3}+\frac{x^5}{1-x^5}-\frac{x^7}{1-x^7}+\cdots .
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Remark.
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Cf. Problem 58.7.

References

[ГюКу03] Гюнтер Н.М., Кузьмин Р.О. Сборник задач по высшей математике. 13-е изд., Издательство «Лань», 2003.
[PóSz98] Pólya G., Szegő G. Problems and Theorems in Analysis. Springer, 1998.
[Вин14] Винберг Э.Б. Курс алгебры. 2-е изд., МЦНМО, 2014.