[step:Compare the Hessian with the product model in Fermi coordinates]
Let $U'\Subset U$ be a relatively compact tubular subneighbourhood. Choose a relatively compact coordinate patch $V\subset S$ and an orthonormal local frame
\begin{align*}
e_1,\dots,e_k
\end{align*}
for the normal bundle $\nu(S)$ over $V$. Define Fermi coordinates
\begin{align*}
\Phi: V\times B_{\mathbb{R}^k}(0,\delta)&\to M\\
(s,z)&\mapsto \exp_s\left(\sum_{a=1}^k z_a e_a(s)\right).
\end{align*}
After shrinking $\delta>0$, $\Phi$ is a diffeomorphism onto its image and
\begin{align*}
r(\Phi(s,z))^2=|z|^2.
\end{align*}
In these coordinates, the normal-fibre component of a tangent vector corresponds to its $z$-component.
We use the [Fermi-coordinate expansion](/page/Fermi%20Coordinates) near a totally geodesic submanifold. Along $z=0$, the metric coefficients agree with the product metric, the tangential first normal derivatives vanish because the second fundamental form of $S$ is zero, and the Christoffel symbols of the product model have no normal component. More precisely, writing $g_{AB}(s,z)$ for the coordinate coefficients of $g$ and $g^{\mathrm{prod}}_{AB}(s,z)$ for the product coefficients determined by $g|_S$ and the chosen orthonormal normal frame, there are constants $K_V>0$ and $\delta_V>0$ such that, for $|z|<\delta_V$,
\begin{align*}
|g_{AB}(s,z)-g^{\mathrm{prod}}_{AB}(s,z)|\leq K_V |z|^2,
\qquad
|\partial_C g_{AB}(s,z)-\partial_C g^{\mathrm{prod}}_{AB}(s,z)|\leq K_V |z|
\end{align*}
for all coordinate indices $A,B,C$. In addition, the normal Christoffel contraction satisfies
\begin{align*}
\left|\sum_{c=1}^k \Gamma_{AB}^{c}(s,z)z_c\right|\leq K_V |z|^2
\end{align*}
for all $A,B$. For tangential-tangential indices this follows from total geodesy, which gives $\Gamma_{ij}^{c}(s,0)=0$; for mixed and normal-normal indices it follows from the Fermi-coordinate normalisation along each normal fibre, which gives $\Gamma_{ia}^{c}(s,0)=0$ and $\Gamma_{ab}^{c}(s,z)=0$ along the fibre. The constant $K_V$ is finite because the patch is relatively compact and these estimates depend only on bounded curvature and bounded first covariant derivatives of the relevant coordinate coefficients on the patch.
Let $Y\in T_{\Phi(s,z)}M$, and write its coordinate representation as
\begin{align*}
Y=\sum_A Y^A\partial_A.
\end{align*}
For the function $f:V\times B_{\mathbb{R}^k}(0,\delta_V)\to\mathbb{R}$ given by $f(s,z)=|z|^2$, the coordinate Hessian formula gives
\begin{align*}
\operatorname{Hess}_g(f)(Y,Y)
&=
\sum_{A,B}Y^A Y^B\left(\partial_A\partial_B f-\sum_C\Gamma_{AB}^{C}\partial_C f\right)\\
&=
2\sum_{a=1}^k (Y^a)^2
-
2\sum_{A,B}Y^A Y^B\sum_{c=1}^k\Gamma_{AB}^{c}(s,z)z_c.
\end{align*}
The Christoffel contraction estimate gives
\begin{align*}
\left|
2\sum_{A,B}Y^A Y^B\sum_{c=1}^k\Gamma_{AB}^{c}(s,z)z_c
\right|
\leq C_{1,V}|z|^2|Y|_g^2,
\end{align*}
where $C_{1,V}>0$ also includes the uniform equivalence between coordinate component norms and the Riemannian norm on the relatively compact coordinate patch. The metric comparison with the product model gives another constant $C_{2,V}>0$ such that
\begin{align*}
\left|2\sum_{a=1}^k (Y^a)^2-2|Y^\perp|_g^2\right|
\leq C_{2,V}|z|^2|Y|_g^2.
\end{align*}
Defining
\begin{align*}
C_V:=C_{1,V}+C_{2,V},
\end{align*}
we obtain throughout $V\times B_{\mathbb{R}^k}(0,\delta_V)$
\begin{align*}
\left|
\operatorname{Hess}_g(|z|^2)(Y,Y)-2|Y^\perp|_g^2
\right|
\leq C_V |z|^2 |Y|_g^2.
\end{align*}
Since $r(\Phi(s,z))=|z|$, this gives
\begin{align*}
\operatorname{Hess}_g(r^2)(Y,Y)
\geq
2|Y^\perp|_g^2-C_V r(\Phi(s,z))^2|Y|_g^2.
\end{align*}
The set $\overline{U'}$ is compact. Hence its projection to $S$ is compact, and finitely many of the relatively compact Fermi-coordinate patches above cover $\overline{U'}$. Taking
\begin{align*}
C_{U'}:=\max_V C_V
\end{align*}
over this finite cover, with each $C_V$ already incorporating the coordinate-to-Riemannian norm comparison on its patch, gives
\begin{align*}
\operatorname{Hess}_x(r^2)(X,X)
\geq
2|X^\perp|_g^2-C_{U'}r(x)^2|X|_g^2
\end{align*}
for every $x\in U'$ and $X\in T_xM$.
In the exact product model $S\times\mathbb{R}^k$, the metric is the product metric and $r(s,z)^2=|z|^2$. Therefore the Hessian has no mixed or tangential contribution:
\begin{align*}
\operatorname{Hess}(r^2)(X,X)=2|X^\perp|^2.
\end{align*}
This proves both the local lower bound on relatively compact tubular subneighbourhoods and the equality in the product case.
[/step]