\[ \boxed { x \left ( {x}^{2}-1 \right ) {\frac {\rm d}{{\rm d}x}}y \left ( x \right ) - \left ( 2\,{x}^{2}-1 \right ) y \left ( x \right ) +a{x}^{3}=0} \]
Mathematica: cpu = 0.020002 (sec), leaf count = 24 \[ \left \{\left \{y(x)\to a x+c_1 \sqrt {1-x^2} x\right \}\right \} \]
Maple: cpu = 0.031 (sec), leaf count = 21 \[ \left \{ y \left ( x \right ) =x\sqrt {1+x}\sqrt {x-1}{\it \_C1}+ax \right \} \]