Notes for AKT-140117/0:21:24

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This is a more detailed derivation of the result from Lemma 3.4.

Let . This now becomes a single variable minimum/maximum problem. We set , and solve for . First, simplifying , we compute

+ higher order terms).

Thus,

Integrating by parts with , this is equal to

The first term is equal to 0 by boundary conditions of , so we obtain the equality

, exactly as stated in the conclusion of Lemma 3.4. Solving this ODE with initial conditions gives the desired result. Explicitly, the solution of this ODE (with ) is

Plugging in and , we have

and , implying that , as claimed.