The function is
.
Error function is
.
Consider
.
Differentiate on each side with respect to
.
.
Product rule of derivatives:
.

Substitute
in above expression.
.
Find the derivative of the error function.
\Consider
.
Fundamental theorem of calculus :
\If
is continuous on
, then the function
is defined by
is continuous on
and differentiable on
, then
.

Substitute
in above expression.


Therefore the function satisfies the differential equation
.
The function satisfies the differential equation
.