✓ Mathematica : cpu = 0.0360069 (sec), leaf count = 27
DSolve[y[x]^2 + 2*x*y[x]*Derivative[1][y][x] + (-a^2 + x^2)*Derivative[1][y][x]^2 == 0,y[x],x]
✓ Maple : cpu = 0.013 (sec), leaf count = 23
dsolve((-a^2+x^2)*diff(y(x),x)^2+2*x*y(x)*diff(y(x),x)+y(x)^2 = 0,y(x))