I am having difficulty showing that the last case holds and I also just wanted to make sure I am proving this correctly.
Case (i): If $a=0$ then we have $|a|=0=\sqrt{0^2}$ so trivially this is true.
Case (ii): If $a>0$ then we have $|a|=a=\sqrt{a^2}$
Case (iii): This is where I get stuck since if $a<0$ then we have that $|a|=-a$, so if I start from $\sqrt{a^2}=\sqrt{(-a)^2}$ I'm not really sure what to do since I need this being equal to $|a|=-a$, I would like to say $\sqrt{(-a)^2}=-a$ but this seems to be a problem since it could also be written as $\sqrt{(-a)^2}=\sqrt{a^2}=a$