## Problem Setup

Suppose we have the following scalar, linear time-varying (LTV) system with parameter $\mu \in [0,\pi[$:

\begin{cases} \dot{x_1}(t,\mu) = a(t,\mu)x_1(t,\mu) + b(t,\mu) \\ x_1(0,\mu) = 0 \end{cases}

where

- $a(t + \pi,\mu) = a(t,\mu)$ and $a(-t,\mu) = -a(t,\mu)$ $\forall (t,\mu)$
- $b(t + \pi,\mu) = b(t,\mu)$ and $b(-t,\mu) = b(t,\mu)$ $\forall (t,\mu)$
- $a(t,0) = b(t,0) = 0$ $\forall t$

Define $A(t,\mu) = \int \limits_0^t a(\sigma,\mu) \, d\sigma$. Then $A(t,\mu)$ is also odd and $\pi$-periodic in $t$, which means that $x_1(t,\mu)$ can be written as:

$$ x_1(t,\mu) = \exp\left\{ A(t,\mu)\right\} \int \limits_0^t \exp\left\{-A(\tau,\mu)\right\}b(\tau,\mu) \, d\tau$$

## Question

My conjecture is that $x_1(t,\mu)$ will NOT be $\pi$-periodic regardless of your choice of $\mu$. I have not been able to show this nor find any sources which support or reject this claim. I would appreciate any help in proving or disproving this conjecture.

## Context

I am trying to show that a particular system has no periodic solutions, but cannot solve for $a(t,\mu)$ nor $b(t,\mu)$ analytically - they depend on $\mu$ through the (unknown) solution to a nonlinear system $\dot{x}_0 = f(t,x_0)$ where $x_0(0) = \mu$.

I have tried doing a sensitivity analysis to show $\frac{\partial x_1}{\partial \mu} \neq 0$ $\forall \mu$, but this requires solving for $x_1(t)$ analytically (which cannot be done). I have also tried extending this to the cylindrical system $(\dot{x_1}, \dot{t} = 1)$ and finding a Dulac-Cherkas function to prove there are no closed orbits, with no success.

Finally, I can show numerically that $b(t,\mu)$ has zero-average for some $\mu$ and non-zero average for other $\mu$, so I cannot put any further assumptions on the average of $b$ in my conjecture.