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.