[guided]We are given a non-trivial Jacobi field $J \not\equiv 0$ along $\gamma(t) = \exp_p(ta)$ with $J(0) = J(\beta) = 0$, and we want $(d\exp_p)_{\beta a}$ not surjective. Choose a parallel orthonormal frame $\{e_1, \dots, e_n\}$ along $\gamma$ and write $J(t) = \sum_i J_i(t) e_i(t)$. Since $\nabla_t e_i = 0$, the Jacobi equation becomes the linear second-order system
\begin{align*}
\ddot J_i(t) + \sum_j A_{ij}(t) J_j(t) = 0, \quad A_{ij}(t) := g(R(e_j, \dot\gamma)\dot\gamma, e_i),
\end{align*}
with smooth coefficient matrix $A(t)$.
By Picard–Lindelöf for linear ODE systems with smooth coefficients on $[0, \beta]$, the solution is uniquely determined by initial position and initial velocity. In particular, the linear map
\begin{align*}
T : T_pM \to T_{\gamma(\beta)}M, \quad w \mapsto J_w(\beta),
\end{align*}
where $J_w$ is the Jacobi field with $J_w(0) = 0$ and $\nabla_t J_w(0) = w$, is well-defined and linear between vector spaces of equal dimension $\dim M$.
Set $w := \nabla_t J(0)$. If $w = 0$, then $J$ has $J(0) = 0$ and $\nabla_t J(0) = 0$, forcing $J \equiv 0$ by ODE uniqueness — contradicting non-triviality. So $w \ne 0$. By uniqueness, $J = J_w$, so $T(w) = J_w(\beta) = J(\beta) = 0$. Thus $T$ has non-trivial kernel; by rank-nullity (equal dimensions), $T$ is non-surjective.
Finally, identify $T$ with the differential of the exponential map. By [Jacobi Fields via the Exponential Map](/theorems/2717), $J_w(\beta) = (d\exp_p)_{\beta a}(\beta w)$. Since $\beta \ne 0$, $w \mapsto \beta w$ is a linear isomorphism, so non-surjectivity of $T$ is equivalent to non-surjectivity of $(d\exp_p)_{\beta a}$.[/guided]