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 .