For , work on the closed subset
It is a nonempty complete metric space because it is closed in the Banach space of continuous functions with the supremum norm. Define the Picard iteration operator
Choose so that and , omitting a bound whose constant is zero. Such a positive exists. The first inequality makes a self-map, since . The Lipschitz condition gives
so the contraction mapping theorem yields a unique fixed point. The fundamental theorem of calculus makes it a differentiable solution of with ; conversely every solution staying in the rectangle satisfies the integral equation and is a fixed point. This is the local Picard-Lindelöf theorem construction. The interval-restricted space avoids treating functions defined on a shorter interval as elements of .

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