\[ \boxed { {\frac {{\rm d}^{2}}{{\rm d}{x}^{2}}}y \left ( x \right ) -4\,x{\frac {\rm d}{{\rm d}x}}y \left ( x \right ) + \left ( 4\,{x}^{2}-2 \right ) y \left ( x \right ) =0} \]
Mathematica: cpu = 0.012002 (sec), leaf count = 23 \[ \left \{\left \{y(x)\to c_1 e^{x^2}+c_2 e^{x^2} x\right \}\right \} \]
Maple: cpu = 0.016 (sec), leaf count = 18 \[ \left \{ y \left ( x \right ) ={{\rm e}^{{x}^{2}}}{\it \_C1}+{\it \_C2} \,{{\rm e}^{{x}^{2}}}x \right \} \]