Find all the prime numbers \(p\) such that the number \(2p^2+1\) is also prime.
Let \(\sigma(n)\) be the sum of the divisors of \(n\). For example, \(\sigma(12)=1+2+3+4+6+12=28\). We use \(\gamma\) to denote the Euler-Mascheroni constant - one way to define this is as \(\gamma:=\lim_{n\to\infty}(\sum_{k=1}^n\frac{1}{n}-\log n)\).
Prove that \(\sigma(n)<e^{\gamma}n\log\log n\) for all integers \(n>5040\).