Proof.
Recall that the functor j_ U^{-1} of restriction to U is a right adjoint to the functor j_{U!} of extension by 0, see Modules on Sites, Section 18.19. Moreover, j_{U!} is exact. Hence (1) follows from Homology, Lemma 12.29.1.
By definition H^ p(U, \mathcal{F}) = H^ p(\mathcal{I}^\bullet (U)) where \mathcal{F} \to \mathcal{I}^\bullet is an injective resolution in \textit{Mod}(\mathcal{O}). By the above we see that \mathcal{F}|_ U \to \mathcal{I}^\bullet |_ U is an injective resolution in \textit{Mod}(\mathcal{O}_ U). Hence H^ p(U, \mathcal{F}|_ U) is equal to H^ p(\mathcal{I}^\bullet |_ U(U)). Of course \mathcal{F}(U) = \mathcal{F}|_ U(U) for any sheaf \mathcal{F} on \mathcal{C}. Hence the equality in (2).
\square
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