\[ \boxed { {x}^{2}{\frac {{\rm d}^{2}}{{\rm d}{x}^{2}}}y \left ( x \right ) +a{\frac {\rm d}{{\rm d}x}}y \left ( x \right ) - \left ( {b}^{2}{x}^{2}+ab \right ) y \left ( x \right ) =0} \]
Mathematica: cpu = 8.381064 (sec), leaf count = 42 \[ \left \{\left \{y(x)\to c_2 e^{b x} \int _1^x e^{\frac {a}{K[1]}-2 b K[1]} \, dK[1]+c_1 e^{b x}\right \}\right \} \]
Maple: cpu = 0.172 (sec), leaf count = 180 \[ \left \{ y \left ( x \right ) ={\it \_C1}\,{{\rm e}^{{\frac {-b{x}^{2}+a }{x}}}}{\it HeunD} \left ( 4\,\sqrt {2}\sqrt {ab},-1-4\,\sqrt {2}\sqrt {ab},8\,\sqrt {2}\sqrt {ab},-4\,\sqrt {2}\sqrt {ab}+1,{1 \left ( \sqrt {2}\sqrt {ab}x-a \right ) \left ( \sqrt {2}\sqrt {ab}x+a \right ) ^{-1}} \right ) \sqrt {x}+{\it \_C2}\,{{\rm e}^{bx}}{\it HeunD} \left ( -4\, \sqrt {2}\sqrt {ab},-1-4\,\sqrt {2}\sqrt {ab},8\,\sqrt {2}\sqrt {ab},- 4\,\sqrt {2}\sqrt {ab}+1,{1 \left ( \sqrt {2}\sqrt {ab}x-a \right ) \left ( \sqrt {2}\sqrt {ab}x+a \right ) ^{-1}} \right ) \sqrt {x} \right \} \]