In analysis, we are sometimes interested in *contraction mappings*, that is, maps that “shrink” a set in a sense to be defined below. The contraction mapping theorem says that all contraction mappings on a complete metric space have a unique fixed point, that is, a point in the domain which is not moved by the map. This theorem will be used below in a proof of the *existence and uniqueness theorem* for differential equations.

The proof of the contraction mapping theorem considers the sequence defined by repeated application of a contraction mapping. By definition of a contraction mapping, this sequence is Cauchy and thus converges in our complete metric space. The convergence point of this sequence must be fixed by the contraction mapping, and thus a fixed point must exist. The fixed point is unique because the distance between any two fixed points must be zero.

**Definition 1.** The map on the metric space is a *contraction mapping* if there exists a , such that

**Theorem 1 (Contraction Mapping).** *If is a contraction mapping on a complete metric space , then has a unique fixed point, i.e. a unique point such that .*

**Proof.** Consider the sequence in defined by

where is any point in . We would like to show that this sequence is Cauchy, so we fix an and go in search of an such that for all .

Now, our contraction mapping as an associated as in the definition above, . Consider the sequence of partial sums of the -series for this , that is, . We know this converges (for all -series converge), and thus is Cauchy. Therefore there exists an such that for ,

as in the definition of Cauchy.

Without loss of generality, assume . Then becomes

Therefore

But for each term in this sum,

So

and by the triangle inequality,

This proves that is Cauchy. Since is a complete metric space, this series converges in , say to a point . Since is a continuous map, then

But

so finally

It rests only to show that is unique. This is easily done because if is another fixed point, then

implies that and thus .

We note that in this theorem, it is necessary that be complete. As a counterexample, consider the incomplete metric space , where is the normal distance metric in . We will exhibit a without a fixed point. Say is multiplication by a , as before. Then

so satisfies . Assume has a fixed point . Since , will also be a fixed point for in . But it should be clear that is also a fixed point for in . These points are distinct (i.e. ), because and . Therefore has two distinct fixed points in and we arrive at a contradiction. This implies has no fixed point in . We conclude that the hypothesis that be complete cannot be removed from the theorem.

It is similarly necessary that our as defined in must be greater or equal to zero but strictly less than one. If then the contradiction is immediate. If we allow then consider the identity map on , which clearly satisfies . Every point in is a fixed point of the identity, therefore the fixed point of is not unique, which is a contradiction.

The reader should also note that this proof has shown not only existence, but also constructibility of the fixed point. Construction is achieved through repeated application of the contraction mapping.

We will use the contraction mapping theorem in the proof of our next theorem, the *existence and uniqueness theorem* for Cauchy problems, which are differential equations where an initial point is given. An exciting fact is that we will be using the contraction mapping theorem on a subset of the metric space of functions on an interval. We will require that the functions in our metric space satisfy an initial condition and have properties of continuity and boundedness within a specific bound. This metric space will supply candidates for the solutions to our Cauchy problem. To show that a solution exists, we will show how any Cauchy problem gives rise to a contraction mapping—for which we have demonstrated there exists a fixed point. This fixed point will be a solution to the original problem.

We formalize our definition of a Cauchy problem. Suppose is a continuous map and . We say that the Cauchy problem defined by and has a unique local solution at if there exists a and a unique differentiable curve satisfying

Here is as usual the derivative of with respect to .

We cannot always prove that a given Cauchy problem will have a solution. However, when is *Lipschitz* (a term to be defined below), we can use the contraction mapping theorem to show existence of a local solution in the metric space of functions defined below. Define a subset of the metric space of functions on as

Define the metric on as

Now we define the *Lipschitz* criterion which we will use. We will say is Lipschitz around if there exists an epsilon-ball such that

for any .

Now, armed with our complete metric space of functions and the contraction mapping principle, we can prove the *existence and uniqueness theorem* for Cauchy problems. The formal statement follows.

**Theorem 2 (Existence and Uniqueness).** *Any Cauchy problem defined by and in which satisfies the Lipschitz condition has a unique local solution.*

The idea of the proof is to consider the integral equation corresponding to our Cauchy problem , which is

This solution is clearly a fixed point for the map

which will be shown to be a contraction map.

**Proof.** We begin by finding the value of the where the solution is valid. We know that is continuous and Lipschitz in some . Therefore we can find an such that for . Then choose a such that

This done we know that having and will imply

Therefore will be in our , and thus . We also have chosen our less than , so that . As will become clear later, having less than one will allow us to create the aforementioned contraction mapping of functions.

Now we define a subset of the complete metric space of functions defined by

We know from before that the metric

makes complete. If we show that our is closed, then we have shown that it is complete, for it is a subset of a complete metric space.

To demonstrate that is closed, we assume the existence of a limit point of and show that it lies within . Assume is such a limit point, so every ball around it will intersect . Find a sequence of points in in this intersection, so that

Because

The converge uniformly to , so is continuous. Furthermore

and

As goes to infinity, we get and . These imply . Therefore contains all of its limit points, so is closed and a complete metric space.

Define as

Now we define the contraction mapping mentioned in . First we will show that maps to . Take any , define by

The following demonstrates that is continuous. Our method will be to show that

which implies that is continuous. First,

If we can show that then will follow. But remember from , if and . Both of these conditions are met in this case because and . Therefore is continuous.

To show we need only to show

and

Condition is obvious from the definition of . For , notice that

Therefore , and is .

Now we will show that is a contraction.

Since the function generated by the integral of an absolute value is monotonically increasing,

Which in turn is less than

Since is Lipschitz, this value is less than . We choose . By , . Finally we arrive at

and is a contraction. So by the contraction mapping theorem, will have a fixed point. This unique fixed point will be of the form

and we have found a unique solution to .