First order linear differential equations

The standard method for solving first order linear differential equations actually implies Existence and Uniqueness for such equations. Consider the differential equation
$\displaystyle \frac{dx}{dt} = a(t)x + f(t), \qquad x(0) = x_0. $             (1)
Let \[ \mu(t)= e^{\int_0^t a(s) ds}. \]
Theorem A.  If the functions $a(t)$ and $f(t)$ are continuous, then the initial value problem (1) has exactly one solution, which is given by \begin{equation} x(t) = \mu(t) \Bigl\{x_0 + \int_0^t \frac{f(s)}{\mu(s)} ds\Bigr\}. \label{eq:solution} \end{equation}

Proof

You can either carefully follow the solution method for linear first order equations and thus arrive at the above formula, or you can not worry about where the formula came from and verify that Theorem A provides the right answer by substituting it in the equation.