To be honest I'm not sure how to explain this one. But I will try. Alone is an adjective, feelings of loneliness or being isolated from others "I all alone, I wish my family were by my side" "Stop it! Just leave me alone! I don't want anyone to talk to me" On my own, not receiving help or assistance from others "Dad, look! I've built this all on my own!" By myself, is very similar to both, the difference between "by myself" & "on my own" is that we use "by myself" when no one is WITH you, for example "I want to find out about this on my own" <---- no help from others, using your own resources "I went to the mall by myself" <---- No one came with me By myself & alone; alone is more emotional, about feelings that the physical companion. You can be with others, but still feel alone. "Look, I love sitting by myself, that doesn't mean I'm a lonely person" "I am surrounded by so many people, yet I always feel like I'm alone. I hope that answered your questions

They are very similar. I think "on my own" implies "without anyone's help", not just "without anyone's presence".

All three are very similar, I think you can use them interchangeably. The only difference I can think of is that sometimes, "on my own" sounds more positive while "alone" and "by myself" can sometimes sound more sad (if someone said "I live alone" or "I live by myself" I might wonder if they are lonely, but if they say "I live on my own" I might think that they are very independent and self-sufficient!). However, this is a very subtle difference. I think you can use all three to mean the same thing without worrying about this!