“…At this step, we may take a closed ballB( p j 2 , r 2 ) that containsB( p j 2 , r 1 ), and in turn f (x 2 ), with a radius r 2 that is larger than r 1 by a value that depends only on the choice of the initial mesh step δ . Since the total number of steps is fixed by N , setting δ sufficiently small ensures that all ψ(X 0 ) are within 1 lN from the respective f (X 0 ) while preserving the Lipschitz constant. Now, we need to extend ψ to the whole X .…”