[proofplan]
The proof uses only the explicit heat kernel representation and the separation between the observation point $x$ and the support of $f$. Since $f$ is supported in $\overline{B}(0,R)$ and $|x| \ge 2R$, every point $y$ contributing to the convolution satisfies $|x-y| \ge |x|/2$. This converts the Gaussian factor into a uniform tail factor, after which the remaining integral is exactly bounded by the $L^1$ norm of $f$.
[/proofplan]
[step:Use the support condition to separate $x$ from all contributing points]
Fix $t > 0$ and $x \in \mathbb{R}^n$ with $|x| \ge 2R$. Let $S := \operatorname{supp} f \subset \overline{B}(0,R)$ denote the closed support of $f$. For every $y \in S$, the triangle inequality gives
\begin{align*}
|x-y| \ge |x| - |y|.
\end{align*}
Since $y \in \overline{B}(0,R)$, we have $|y| \le R$. Since $|x| \ge 2R$, we also have $R \le |x|/2$. Therefore
\begin{align*}
|x-y| \ge |x| - R \ge \frac{|x|}{2}.
\end{align*}
Squaring this non-negative inequality gives
\begin{align*}
|x-y|^2 \ge \frac{|x|^2}{4}.
\end{align*}
[guided]
We fix $t > 0$ and $x \in \mathbb{R}^n$ satisfying $|x| \ge 2R$. The only points $y$ that can contribute to the convolution integral are points in the support of $f$, because $f(y)=0$ outside $\operatorname{supp} f$. Define
\begin{align*}
S := \operatorname{supp} f.
\end{align*}
By hypothesis, $S \subset \overline{B}(0,R)$, so every $y \in S$ satisfies $|y| \le R$.
The geometric estimate we need is a lower bound on the distance from $x$ to each such $y$. By the triangle inequality in $\mathbb{R}^n$,
\begin{align*}
|x| \le |x-y| + |y|.
\end{align*}
Rearranging gives
\begin{align*}
|x-y| \ge |x| - |y|.
\end{align*}
Since $|y| \le R$, this implies
\begin{align*}
|x-y| \ge |x| - R.
\end{align*}
The assumption $|x| \ge 2R$ is used exactly here: it gives $R \le |x|/2$, and hence
\begin{align*}
|x-y| \ge |x| - R \ge \frac{|x|}{2}.
\end{align*}
Both sides are non-negative, so squaring preserves the inequality:
\begin{align*}
|x-y|^2 \ge \frac{|x|^2}{4}.
\end{align*}
This is the point where compact support becomes a Gaussian tail estimate: the support condition converts spatial separation into a uniform lower bound inside the exponential.
[/guided]
[/step]
[step:Convert the distance lower bound into a Gaussian upper bound]
For every $y \in S$, the estimate from the previous step gives
\begin{align*}
-\frac{|x-y|^2}{4t} \le -\frac{|x|^2}{16t}.
\end{align*}
Since the exponential function is increasing on $\mathbb{R}$, it follows that
\begin{align*}
\exp\left(-\frac{|x-y|^2}{4t}\right) \le \exp\left(-\frac{|x|^2}{16t}\right).
\end{align*}
Because $f=0$ $\mathcal{L}^n$-a.e. on $\mathbb{R}^n \setminus S$, the same bound is sufficient for the full integral after multiplication by $|f(y)|$.
[/step]
[step:Estimate the heat convolution by the $L^1$ norm]
Using the defining convolution formula for $e^{t\Delta}f$, the triangle inequality for the [Lebesgue integral](/page/Lebesgue%20Integral), and the non-negativity of the heat kernel,
\begin{align*}
|e^{t\Delta}f(x)| \le (4\pi t)^{-n/2}\int_{\mathbb{R}^n} \exp\left(-\frac{|x-y|^2}{4t}\right)|f(y)|\,d\mathcal{L}^n(y).
\end{align*}
Since $f=0$ $\mathcal{L}^n$-a.e. outside $S$, we may restrict the integral to $S$:
\begin{align*}
|e^{t\Delta}f(x)| \le (4\pi t)^{-n/2}\int_S \exp\left(-\frac{|x-y|^2}{4t}\right)|f(y)|\,d\mathcal{L}^n(y).
\end{align*}
Applying the Gaussian bound from the previous step pointwise on $S$ gives
\begin{align*}
|e^{t\Delta}f(x)| \le (4\pi t)^{-n/2}\exp\left(-\frac{|x|^2}{16t}\right)\int_S |f(y)|\,d\mathcal{L}^n(y).
\end{align*}
Finally, since $S \subset \mathbb{R}^n$,
\begin{align*}
\int_S |f(y)|\,d\mathcal{L}^n(y) \le \int_{\mathbb{R}^n} |f(y)|\,d\mathcal{L}^n(y) = \|f\|_{L^1(\mathbb{R}^n)}.
\end{align*}
Combining the last two estimates yields
\begin{align*}
|e^{t\Delta}f(x)| \le (4\pi t)^{-n/2}\exp\left(-\frac{|x|^2}{16t}\right)\|f\|_{L^1(\mathbb{R}^n)}.
\end{align*}
This is the desired bound for the fixed $t > 0$ and $x \in \mathbb{R}^n$ with $|x| \ge 2R$, and hence the theorem follows.
[/step]