\[ \boxed { 4\,{\frac {{\rm d}^{2}}{{\rm d}{x}^{2}}}y \left ( x \right ) - \left ( {x}^{2}+a \right ) y \left ( x \right ) =0} \]
Mathematica: cpu = 0.008001 (sec), leaf count = 36 \[ \left \{\left \{y(x)\to c_1 D_{\frac {1}{4} (-a-2)}(x)+c_2 D_{\frac {a-2}{4}}(i x)\right \}\right \} \]
Maple: cpu = 0.062 (sec), leaf count = 35 \[ \left \{ y \left ( x \right ) ={{\it \_C1}{{\sl M}_{-{\frac {a}{8}},\,{ \frac {1}{4}}}\left ({\frac {{x}^{2}}{2}}\right )}{\frac {1}{\sqrt {x}}} }+{{\it \_C2}{{\sl W}_{-{\frac {a}{8}},\,{\frac {1}{4}}}\left ({\frac { {x}^{2}}{2}}\right )}{\frac {1}{\sqrt {x}}}} \right \} \]