\[ \boxed { {\frac {\rm d}{{\rm d}x}}y \left ( x \right ) -a{x}^{n} \left ( \left ( y \left ( x \right ) \right ) ^{2}+1 \right ) =0} \]
Mathematica: cpu = 0.060008 (sec), leaf count = 21 \[ \left \{\left \{y(x)\to \tan \left (\frac {a x^{n+1}}{n+1}+c_1\right )\right \}\right \} \]
Maple: cpu = 0.031 (sec), leaf count = 26 \[ \left \{ y \left ( x \right ) =\tan \left ( {\frac {{\it \_C1}\,an+{x}^{n +1}a+{\it \_C1}\,a}{n+1}} \right ) \right \} \]
Sage: cpu = 0 (sec), leaf count = 0 \[ \text {Maxima was unable to solve this ODE} \]