\[ \boxed { 2\,{x}^{2}{\frac {\rm d}{{\rm d}x}}y \left ( x \right ) -2\, \left ( y \left ( x \right ) \right ) ^{2}-xy \left ( x \right ) +2\,{a}^{2}x=0} \]
Mathematica: cpu = 0.011001 (sec), leaf count = 43 \[ \left \{\left \{y(x)\to -\sqrt {-a^2} \sqrt {x} \tan \left (\frac {2 \sqrt {-a^2}}{\sqrt {x}}-c_1\right )\right \}\right \} \]
Maple: cpu = 0.031 (sec), leaf count = 26 \[ \left \{ y \left ( x \right ) =i\tan \left ( {1 \left ( {\it \_C1}\,\sqrt {x}-2\,ia \right ) {\frac {1}{\sqrt {x}}}} \right ) \sqrt {x}a \right \} \]