\[ \boxed { {\frac {{\rm d}^{2}}{{\rm d}{x}^{2}}}y \left ( x \right ) - \left ( {x}^{2}+a \right ) y \left ( x \right ) =0} \]
Mathematica: cpu = 0.007501 (sec), leaf count = 47 \[ \left \{\left \{y(x)\to c_1 D_{\frac {1}{2} (-a-1)}\left (\sqrt {2} x\right )+c_2 D_{\frac {a-1}{2}}\left (i \sqrt {2} x\right )\right \}\right \} \]
Maple: cpu = 0.062 (sec), leaf count = 31 \[ \left \{ y \left ( x \right ) ={{\it \_C1}{{\sl M}_{-{\frac {a}{4}},\,{ \frac {1}{4}}}\left ({x}^{2}\right )}{\frac {1}{\sqrt {x}}}}+{{\it \_C2} {{\sl W}_{-{\frac {a}{4}},\,{\frac {1}{4}}}\left ({x}^{2}\right )}{ \frac {1}{\sqrt {x}}}} \right \} \]