✓ Mathematica : cpu = 0.0184684 (sec), leaf count = 31
DSolve[-2*a*y[x] + 2*b*Derivative[1][y][x] + (b*x + a*x^2)*Derivative[2][y][x] == 0,y[x],x]
✓ Maple : cpu = 0.026 (sec), leaf count = 19
dsolve((a*x^2+b*x)*diff(diff(y(x),x),x)+2*b*diff(y(x),x)-2*a*y(x)=0,y(x))