State and prove the Contraction Mapping Theorem.
Let (X,d) be a nonempty complete metric space and f:X→X a mapping such that, for some k>0, the k th iterate fk of f (that is, f composed with itself k times) is a contraction mapping. Show that f has a unique fixed point.
Now let X be the space of all continuous real-valued functions on [0,1], equipped with the uniform norm ∥h∥∞=sup{∣h(t)∣:t∈[0,1]}, and let ϕ:R×[0,1]→R be a continuous function satisfying the Lipschitz condition
∣ϕ(x,t)−ϕ(y,t)∣⩽M∣x−y∣
for all t∈[0,1] and all x,y∈R, where M is a constant. Let F:X→X be defined by
F(h)(t)=g(t)+∫0tϕ(h(s),s)ds
where g is a fixed continuous function on [0,1]. Show by induction on n that
∣Fn(h)(t)−Fn(k)(t)∣⩽n!Mntn∥h−k∥∞
for all h,k∈X and all t∈[0,1]. Deduce that the integral equation
f(t)=g(t)+∫0tϕ(f(s),s)ds
has a unique continuous solution f on [0,1].