[proofplan]
The proof is obtained by taking the trace of the matrix Riccati equation on the $(n-1)$-dimensional space orthogonal to the radial direction. The trace of the radial curvature endomorphism is exactly the Ricci curvature in the radial direction. The only estimate needed is the finite-dimensional inequality
\begin{align*}
\operatorname{tr}(A^2)\geq \frac{(\operatorname{tr}A)^2}{n-1}
\end{align*}
for a self-adjoint endomorphism $A$.
[/proofplan]
custom_env
admin
[step:Take the trace of the radial matrix Riccati equation]
Fix $t \in (0,a)$. Choose a $g_{\gamma(t)}$-[orthonormal basis](/page/Orthonormal%20Basis) $(e_1,\dots,e_{n-1})$ of $E_t$. Let $I \subset (0,a)$ be an open interval containing $t$ on which the basis is extended by parallel transport to a $g_{\gamma(s)}$-orthonormal frame of $E_s$ along $\gamma$. Thus, for each $1 \leq i \leq n-1$, we have a smooth vector field
\begin{align*}
E_i: I &\to TM \\
s &\mapsto E_i(s) \in E_s
\end{align*}
with $E_i(t)=e_i$ and $\nabla_{\dot\gamma}E_i=0$ on $I$. Taking the trace over $E_t$ in
\begin{align*}
A'(t)+A(t)^2+R_\gamma(t)=0
\end{align*}
gives
\begin{align*}
\operatorname{tr}_{E_t} A'(t)+\operatorname{tr}_{E_t}(A(t)^2)+\operatorname{tr}_{E_t} R_\gamma(t)=0.
\end{align*}
For $s \in I$, the trace of $A(s)$ in the parallel orthonormal frame is
\begin{align*}
m(s)=\operatorname{tr}_{E_s}A(s)=\sum_{i=1}^{n-1}g_{\gamma(s)}(A(s)E_i(s),E_i(s)).
\end{align*}
Differentiating at $s=t$, using metric compatibility of the Levi-Civita connection and $\nabla_{\dot\gamma}E_i=0$, gives
\begin{align*}
m'(t)
&=\sum_{i=1}^{n-1}g_{\gamma(t)}(A'(t)e_i,e_i)\\
&=\operatorname{tr}_{E_t}A'(t).
\end{align*}
Moreover, since $(e_1,\dots,e_{n-1},\dot{\gamma}(t))$ is a $g_{\gamma(t)}$-orthonormal basis of $T_{\gamma(t)}M$ and the curvature term in the $\dot{\gamma}(t)$ direction vanishes by the alternating symmetry of the curvature tensor, the trace of $R_\gamma(t)$ is
\begin{align*}
\operatorname{tr}_{E_t}R_\gamma(t)
&=\sum_{i=1}^{n-1} g_{\gamma(t)}(R(e_i,\dot{\gamma}(t))\dot{\gamma}(t),e_i)\\
&=\operatorname{Ric}_{\gamma(t)}(\dot{\gamma}(t),\dot{\gamma}(t)).
\end{align*}
Therefore
\begin{align*}
m'(t)+\operatorname{tr}_{E_t}(A(t)^2)+\operatorname{Ric}_{\gamma(t)}(\dot{\gamma}(t),\dot{\gamma}(t))=0.
\end{align*}
[/step]
custom_env
admin
[step:Bound the quadratic trace term by the square of the mean curvature]Let $(e_1,\dots,e_{n-1})$ be a $g_{\gamma(t)}$-orthonormal basis of $E_t$, and define the matrix coefficients
\begin{align*}
a_{ij}:=g_{\gamma(t)}(A(t)e_j,e_i)
\end{align*}
for $1 \leq i,j \leq n-1$. Since $A(t)$ is self-adjoint, the matrix $(a_{ij})$ is symmetric. Hence
\begin{align*}
\operatorname{tr}_{E_t}(A(t)^2)
&=\sum_{i=1}^{n-1} g_{\gamma(t)}(A(t)^2e_i,e_i)\\
&=\sum_{i=1}^{n-1}\sum_{j=1}^{n-1} a_{ij}a_{ji}\\
&=\sum_{i=1}^{n-1}\sum_{j=1}^{n-1} a_{ij}^2\\
&\geq \sum_{i=1}^{n-1} a_{ii}^2.
\end{align*}
Applying the [Cauchy-Schwarz Inequality](/page/Cauchy-Schwarz%20Inequality) in $\mathbb{R}^{n-1}$ to the vectors $(a_{11},\dots,a_{n-1,n-1})$ and $(1,\dots,1)$ gives
\begin{align*}
\left(\sum_{i=1}^{n-1}a_{ii}\right)^2
\leq
\left(\sum_{i=1}^{n-1}a_{ii}^2\right)(n-1).
\end{align*}
Since
\begin{align*}
m(t)=\operatorname{tr}_{E_t}A(t)=\sum_{i=1}^{n-1}a_{ii},
\end{align*}
we obtain
\begin{align*}
\operatorname{tr}_{E_t}(A(t)^2)\geq \frac{m(t)^2}{n-1}.
\end{align*}[/step]
custom_env
admin
[guided]The goal of this step is to replace the full quadratic quantity $\operatorname{tr}_{E_t}(A(t)^2)$ by an expression involving only the scalar trace $m(t)$. This is possible because $A(t)$ is self-adjoint on the $(n-1)$-dimensional [inner product space](/page/Inner%20Product%20Space) $E_t$.
Choose a $g_{\gamma(t)}$-orthonormal basis $(e_1,\dots,e_{n-1})$ of $E_t$. Define the [real numbers](/page/Real%20Numbers)
\begin{align*}
a_{ij}:=g_{\gamma(t)}(A(t)e_j,e_i)
\end{align*}
for $1 \leq i,j \leq n-1$. These are the matrix coefficients of $A(t)$ in the chosen orthonormal basis. Since $A(t)$ is self-adjoint, we have $a_{ij}=a_{ji}$ for all $i,j$. Therefore
\begin{align*}
\operatorname{tr}_{E_t}(A(t)^2)
&=\sum_{i=1}^{n-1} g_{\gamma(t)}(A(t)^2e_i,e_i)\\
&=\sum_{i=1}^{n-1}\sum_{j=1}^{n-1} a_{ij}a_{ji}\\
&=\sum_{i=1}^{n-1}\sum_{j=1}^{n-1} a_{ij}^2.
\end{align*}
This expression is a sum of squares. Discarding the off-diagonal non-negative terms gives
\begin{align*}
\operatorname{tr}_{E_t}(A(t)^2)
\geq \sum_{i=1}^{n-1}a_{ii}^2.
\end{align*}
Now we compare the sum of diagonal squares with the square of the sum of diagonal entries. Apply the [Cauchy-Schwarz Inequality](/page/Cauchy-Schwarz%20Inequality) in the Euclidean space $\mathbb{R}^{n-1}$ to the vectors
\begin{align*}
(a_{11},\dots,a_{n-1,n-1})
\quad\text{and}\quad
(1,\dots,1).
\end{align*}
It gives
\begin{align*}
\left(\sum_{i=1}^{n-1}a_{ii}\right)^2
\leq
\left(\sum_{i=1}^{n-1}a_{ii}^2\right)
\left(\sum_{i=1}^{n-1}1^2\right)
=
(n-1)\sum_{i=1}^{n-1}a_{ii}^2.
\end{align*}
Rearranging,
\begin{align*}
\sum_{i=1}^{n-1}a_{ii}^2
\geq
\frac{1}{n-1}\left(\sum_{i=1}^{n-1}a_{ii}\right)^2.
\end{align*}
Since the trace of $A(t)$ is the sum of its diagonal entries in any orthonormal basis,
\begin{align*}
m(t)=\operatorname{tr}_{E_t}A(t)=\sum_{i=1}^{n-1}a_{ii}.
\end{align*}
Combining the preceding inequalities yields
\begin{align*}
\operatorname{tr}_{E_t}(A(t)^2)\geq \frac{m(t)^2}{n-1}.
\end{align*}[/guided]
custom_env
admin
[step:Substitute the trace bound into the traced Riccati equation]
From the traced Riccati equation,
\begin{align*}
m'(t)+\operatorname{tr}_{E_t}(A(t)^2)+\operatorname{Ric}_{\gamma(t)}(\dot{\gamma}(t),\dot{\gamma}(t))=0.
\end{align*}
Using
\begin{align*}
\operatorname{tr}_{E_t}(A(t)^2)\geq \frac{m(t)^2}{n-1},
\end{align*}
we obtain
\begin{align*}
m'(t)+\frac{m(t)^2}{n-1}+\operatorname{Ric}_{\gamma(t)}(\dot{\gamma}(t),\dot{\gamma}(t))
\leq
m'(t)+\operatorname{tr}_{E_t}(A(t)^2)+\operatorname{Ric}_{\gamma(t)}(\dot{\gamma}(t),\dot{\gamma}(t))
=0.
\end{align*}
Thus, for every $t \in (0,a)$,
\begin{align*}
m'(t)+\frac{m(t)^2}{n-1}+\operatorname{Ric}_{\gamma(t)}(\dot{\gamma}(t),\dot{\gamma}(t))\leq 0.
\end{align*}
This is the desired trace Riccati inequality.
[/step]