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I would like to solve the following differential equation

$ y' = \alpha e^{-y^2} $

How should I proceed ?

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    To clarify, the ODE is separable.2012-06-08

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Solve the differential equation as x is a function in y. This gives the answer:

$ x={\frac {1/2\,i\sqrt {\pi }\,{{\rm erf}\left(iy\right)}}{\alpha}} + C $.