[step:Solve the local initial value problem in the structure group]
Fix $j\in\{1,\dots,N\}$. For $x\in M$, write $P_x:=\pi^{-1}(\{x\})$ for the fiber of $P$ over $x$. Let $q\in P_{\gamma(t_{j-1})}$ be an initial point. Since $q\in\pi^{-1}(U_j)$, there is a unique element $g_{j,0}\in G$ such that
\begin{align*}
q=s_j(\gamma(t_{j-1}))\cdot g_{j,0}.
\end{align*}
Define the smooth time-dependent vector field
\begin{align*}
V_j:I_j\times G\to TG
\end{align*}
by
\begin{align*}
V_j(t,g)=-(dR_g)_e(a_j(t)).
\end{align*}
For every $(t,g)\in I_j\times G$, the vector $V_j(t,g)$ lies in $T_gG$. Since $a_j:I_j\to\mathfrak{g}$ and the right action differential $(g,\xi)\mapsto(dR_g)_e(\xi)$ are smooth, $V_j$ is smooth.
We now justify existence on the whole interval $I_j$, using the special right-invariant form of $V_j$. Let
\begin{align*}
b_j:I_j\to\mathfrak{g}
\end{align*}
be the smooth curve $b_j(t)=-a_j(t)$, so that $V_j(t,g)=(dR_g)_e(b_j(t))$. By the local existence and uniqueness theorem for smooth ordinary differential equations, applied in a coordinate chart on the finite-dimensional manifold $G$ to the smooth time-dependent vector field $V_j$, there is a unique smooth maximal solution. We spell out why the maximal solution is defined on the whole compact interval $I_j$. Because $I_j$ is compact and $b_j:I_j\to\mathfrak{g}$ is smooth, the set $b_j(I_j)$ is compact in the finite-dimensional [vector space](/page/Vector%20Space) $\mathfrak{g}$. Choose a coordinate neighbourhood $W_e\subset G$ of the identity element $e\in G$ whose closure is compact and contained in a chart domain, and choose an open neighbourhood $W_e'\subset W_e$ of $e$ whose closure is compact and contained in $W_e$. In these coordinates, the representative of $V_j$ is smooth on the compact set $I_j\times\overline{W_e}$, hence its coordinate expression and first derivatives in the group variable are bounded there. The usual contraction-mapping proof of the local ODE theorem therefore gives a number $\varepsilon_j>0$ such that, for every initial time $\tau\in I_j$ and every initial value in $W_e'$, the solution remains in $W_e$ and exists at least on $I_j\cap(\tau-\varepsilon_j,\tau+\varepsilon_j)$. This is the required uniform local existence time on a fixed compact coordinate neighbourhood.
Right translation transfers this same lower bound to every initial point $g_0\in G$. Indeed, the vector field satisfies
\begin{align*}
V_j(t,hg_0)=(dR_{g_0})_h(V_j(t,h)).
\end{align*}
Thus the diffeomorphism $R_{g_0}:G\to G$ identifies the equation near $e$ with the equation near $g_0$, so the lower bound $\varepsilon_j$ is independent of the initial group element. If a maximal solution starting at $g_{j,0}$ stopped at a finite right endpoint $\beta<t_j$, choose $\tau<\beta$ with $\beta-\tau<\varepsilon_j$. The uniform local solution starting from the already defined value $g_j(\tau)$ extends the solution beyond $\beta$, contradicting maximality and uniqueness on the overlap. The same argument at a finite left endpoint proves extension to the left. Hence the initial value problem
\begin{align*}
\dot g_j(t)=V_j(t,g_j(t)),\qquad g_j(t_{j-1})=g_{j,0}
\end{align*}
has a unique smooth solution on all of $I_j$. Define
\begin{align*}
\widetilde{\gamma}_j:I_j\to P
\end{align*}
by
\begin{align*}
\widetilde{\gamma}_j(t)=s_j(\gamma(t))\cdot g_j(t).
\end{align*}
Then $\pi(\widetilde{\gamma}_j(t))=\gamma(t)$ because $\pi(s_j(\gamma(t))\cdot g_j(t))=\pi(s_j(\gamma(t)))=\gamma(t)$, and the previous step shows that $\widetilde{\gamma}_j$ is horizontal. Its initial value is $q$ by the choice of $g_{j,0}$.
[/step]