\[ \left (4 x^2-1\right ) y(x)+y''(x)-4 x y'(x)-e^x=0 \] ✓ Mathematica : cpu = 0.0596761 (sec), leaf count = 109
\[\left \{\left \{y(x)\to c_1 e^{x (x-i)}-\frac {1}{2} i c_2 e^{(x-i) x+2 i x}+\frac {1}{4} \sqrt {\pi } e^{x (x-i)-\frac {i}{2}} \left (e^{2 i x} \text {erfi}\left (\left (\frac {1}{2}+\frac {i}{2}\right )-i x\right )-i e^i \text {erf}\left (-x+\left (\frac {1}{2}+\frac {i}{2}\right )\right )\right )\right \}\right \}\]
✓ Maple : cpu = 0.157 (sec), leaf count = 70
\[ \left \{ y \left ( x \right ) ={{\rm e}^{{x}^{2}}}\cos \left ( x \right ) {\it \_C2}+{{\rm e}^{{x}^{2}}}\sin \left ( x \right ) {\it \_C1}-{\frac {{{\rm e}^{{x}^{2}}}\sqrt {\pi } \left ( - \left ( i\cos \left ( x \right ) +\sin \left ( x \right ) \right ) {{\rm e}^{{\frac {i}{2}}}}{\it Erf} \left ( x-{\frac {1}{2}}-{\frac {i}{2}} \right ) +{{\rm e}^{-{\frac {i}{2}}}} \left ( i\cos \left ( x \right ) -\sin \left ( x \right ) \right ) {\it Erf} \left ( x-{\frac {1}{2}}+{\frac {i}{2}} \right ) \right ) }{4}} \right \} \]