\[ \boxed { {a}^{2} \left ( {\frac {{\rm d}^{2}}{{\rm d}{x}^{2}}}y \left ( x \right ) \right ) ^{2}-2\,ax{\frac {{\rm d}^{2}}{{\rm d}{x}^{2}}}y \left ( x \right ) +{\frac {\rm d}{{\rm d}x}}y \left ( x \right ) =0} \]
Mathematica: cpu = 0.768097 (sec), leaf count = 29 \[ \text {DSolve}\left [a^2 y''(x)^2-2 a x y''(x)+y'(x)=0,y(x),x\right ] \]
Maple: cpu = 2.169 (sec), leaf count = 81 \[ \left \{ y \left ( x \right ) =\int \!{\it RootOf} \left ( -\int _{{\it \_g}}^{{\it \_Z}}\! \left ( x\sqrt {{x}^{2}-{\it \_f}}-{x}^{2}+2\,a{ \it \_f} \right ) ^{-1}\,{\rm d}{\it \_f}+{\it \_C1} \right ) \,{\rm d}x +{\it \_C2},y \left ( x \right ) =\int \!{\it RootOf} \left ( -\int _{{ \it \_g}}^{{\it \_Z}}\! \left ( x\sqrt {{x}^{2}-{\it \_f}}+{x}^{2}-2\,a {\it \_f} \right ) ^{-1}\,{\rm d}{\it \_f}+{\it \_C1} \right ) \,{\rm d} x+{\it \_C2} \right \} \]