 Solution

An integrating factor explains the second hint and the first-order inner calculation. Formultiplication by $e^{z^2}$ gives $(e^{z^2}{Y}^{\prime }{)}^{\prime }=e^{z^2}(2a_{1}z+a_2+a_3\mathrm{erf}z)$. The term $a_{1}z$ already produces $2a_{1}z$, and integrating the remaining terms twice gives $a_2{E}_0+a_3{E}_1$, in terms of the Gaussian drift primitives. The homogeneous solutions are a constant and the error function. HenceFor the piecewise forcing in the inner problem, $F$ replaces $a_{1}z$ and provides the continuously matched particular solution for $2zH(-z)$. The coefficients $2c$ and $2d$ then account for the $2Y_0$ forcing.