\[ \left (4 x^2-1\right ) y(x)+y''(x)-4 x y'(x)-e^x=0 \] ✓ Mathematica : cpu = 0.0612415 (sec), leaf count = 109
DSolve[-E^x + (-1 + 4*x^2)*y[x] - 4*x*Derivative[1][y][x] + Derivative[2][y][x] == 0,y[x],x]
\[\left \{\left \{y(x)\to \frac {1}{4} \sqrt {\pi } e^{x (x-i)-\frac {i}{2}} \left (e^{2 i x} \text {erfi}\left (\left (\frac {1}{2}+\frac {i}{2}\right )-i x\right )-i e^i \text {erf}\left (-x+\left (\frac {1}{2}+\frac {i}{2}\right )\right )\right )+c_1 e^{x (x-i)}-\frac {1}{2} i c_2 e^{(x-i) x+2 i x}\right \}\right \}\] ✓ Maple : cpu = 0.194 (sec), leaf count = 66
dsolve(diff(diff(y(x),x),x)-4*x*diff(y(x),x)+(4*x^2-1)*y(x)-exp(x)=0,y(x))
\[y \left (x \right ) = \frac {{\mathrm e}^{x^{2}} \left (\left (i \cos \left (x \right )+\sin \left (x \right )\right ) {\mathrm e}^{\frac {i}{2}} \sqrt {\pi }\, \operatorname {erf}\left (x -\frac {1}{2}-\frac {i}{2}\right )-\left (i \cos \left (x \right )-\sin \left (x \right )\right ) {\mathrm e}^{-\frac {i}{2}} \sqrt {\pi }\, \operatorname {erf}\left (x -\frac {1}{2}+\frac {i}{2}\right )+4 \sin \left (x \right ) c_{1}+4 \cos \left (x \right ) c_{2}\right )}{4}\]