\[ \boxed { \left ( {\frac {\rm d}{{\rm d}x}}y \left ( x \right ) \right ) ^{2}-axy \left ( x \right ) {\frac {\rm d}{{\rm d}x}}y \left ( x \right ) +2\,a \left ( y \left ( x \right ) \right ) ^{2}=0} \]
Mathematica: cpu = 0.063008 (sec), leaf count = 135 \[ \left \{\left \{y(x)\to c_1 \exp \left (\frac {1}{2} \left (\frac {a x^2}{2}+\frac {1}{2} \sqrt {a} x \sqrt {a x^2-8}-4 \log \left (\sqrt {a} \sqrt {a x^2-8}+a x\right )\right )\right )\right \},\left \{y(x)\to c_1 \exp \left (\frac {1}{2} \left (\frac {a x^2}{2}-\frac {1}{2} \sqrt {a} x \sqrt {a x^2-8}+4 \log \left (\sqrt {a} \sqrt {a x^2-8}+a x\right )\right )\right )\right \}\right \} \]
Maple: cpu = 0.062 (sec), leaf count = 125 \[ \left \{ y \left ( x \right ) ={\it \_C1}\, \left ( {{a}^{2}x{\frac {1}{ \sqrt {{a}^{2}}}}}+\sqrt {{a}^{2}{x}^{2}-8\,a} \right ) ^{-2\,{\frac {a }{\sqrt {{a}^{2}}}}}{{\rm e}^{{\frac {a{x}^{2}}{4}}+{\frac {x}{4} \sqrt {{a}^{2}{x}^{2}-8\,a}}}},y \left ( x \right ) ={\it \_C1}\, \left ( {{a}^{2}x{\frac {1}{\sqrt {{a}^{2}}}}}+\sqrt {{a}^{2}{x}^{2}-8 \,a} \right ) ^{2\,{\frac {a}{\sqrt {{a}^{2}}}}}{{\rm e}^{{\frac {a{x}^ {2}}{4}}-{\frac {x}{4}\sqrt {{a}^{2}{x}^{2}-8\,a}}}} \right \} \]