\[ \left (4 x^2-1\right ) y(x)+y''(x)-4 x y'(x)-e^x=0 \] ✓ Mathematica : cpu = 0.0728444 (sec), leaf count = 105
\[\left \{\left \{y(x)\to \frac {1}{4} e^{x (x-i)-\frac {i}{2}} \left (2 e^{\frac {i}{2}} \left (2 c_1-i c_2 e^{2 i x}\right )-i e^i \sqrt {\pi } \text {erf}\left (-x+\left (\frac {1}{2}+\frac {i}{2}\right )\right )+\sqrt {\pi } e^{2 i x} \text {erfi}\left (\left (\frac {1}{2}+\frac {i}{2}\right )-i x\right )\right )\right \}\right \}\]
✓ Maple : cpu = 0.193 (sec), leaf count = 66
\[ \left \{ y \left ( x \right ) ={\frac {{{\rm e}^{{x}^{2}}} \left ( \left ( i\cos \left ( x \right ) +\sin \left ( x \right ) \right ) {{\rm e}^{{\frac {i}{2}}}}\sqrt {\pi }{\it Erf} \left ( x-{\frac {1}{2}}-{\frac {i}{2}} \right ) - \left ( i\cos \left ( x \right ) -\sin \left ( x \right ) \right ) {{\rm e}^{-{\frac {i}{2}}}}\sqrt {\pi }{\it Erf} \left ( x-{\frac {1}{2}}+{\frac {i}{2}} \right ) +4\,\sin \left ( x \right ) {\it \_C1}+4\,\cos \left ( x \right ) {\it \_C2} \right ) }{4}} \right \} \]