Prove that the family of curves $$\frac{x^{2}}{a^{2} + \lambda} + \frac{y^{2}}{b^{2} + \lambda} = 1$$ satisfies $$\frac{dy}{dx}\left(a^{2} - b^{2}\right) = \left(x + y\frac{dy}{dx}\right)\left(x\frac{dy}{dx} - y\right).$$