✓ Mathematica : cpu = 0.0123349 (sec), leaf count = 58
DSolve[(b + a*x^2)*y[x] + 2*x*Derivative[1][y][x] + x^2*Derivative[2][y][x] == 0,y[x],x]
✓ Maple : cpu = 0.059 (sec), leaf count = 43
dsolve(x^2*diff(diff(y(x),x),x)+2*x*diff(y(x),x)+(a*x^2+b)*y(x)=0,y(x))