Work with the L1 norm on . The scalar Lipschitz hypothesis impliesWe may take . The compact set and continuity give a finite bound . ChooseLet . The space of continuous maps is complete in the supremum norm: it is a closed subset of the Banach space . Define the Picard operator on a closed ball byFor any , the integral triangle inequality givesThe integrand is continuous, so the result is continuous and remains in the prescribed closed ball. Thus is a self-map of the complete space. Moreover,It is a contraction mapping. The contraction mapping theorem gives a unique fixed point . By the fundamental theorem of calculus, the fixed-point identity makes continuously differentiable and gives and . Its first component is twice continuously differentiable, because its derivative is the second component.
Conversely, integrating any solution that remains in the ball makes it a fixed point, so it equals . A solution starting at cannot first reach the boundary of this ball during : before such an exit the same estimate gives distance at most , contradicting distance at the first exit. This proves existence and uniqueness on , not merely formal convergence of an iteration. It is the local Picard-Lindelöf theorem construction.