Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be an application continuous on $\mathbb{R}$ and $T$-periodic. We consider the differential system $$X'(t) = A(t) X(t) \tag{2}$$ Let $B \in \mathscr{M}_n(\mathbb{C})$ be the matrix such that $M(t+T) = M(t)\exp(TB)$ for all $t$. We assume in this question that there does not exist a vector subspace $V \subset \mathbb{C}^n$, different from $\{0\}$ and $\mathbb{C}^n$, such that, for all $t \in \mathbb{R}$, $V$ is invariant under $A(t)$. Give a necessary and sufficient condition on $A$ and on $B$ for (2) to have at least one non-zero periodic solution.
Let $T > 0$ be a real number and $n \in \mathbb{N}^*$ be a natural integer. Let $A : \mathbb{R} \rightarrow \mathscr{M}_n(\mathbb{C})$ be an application continuous on $\mathbb{R}$ and $T$-periodic. We consider the differential system
$$X'(t) = A(t) X(t) \tag{2}$$
Let $B \in \mathscr{M}_n(\mathbb{C})$ be the matrix such that $M(t+T) = M(t)\exp(TB)$ for all $t$.
We assume in this question that there does not exist a vector subspace $V \subset \mathbb{C}^n$, different from $\{0\}$ and $\mathbb{C}^n$, such that, for all $t \in \mathbb{R}$, $V$ is invariant under $A(t)$. Give a necessary and sufficient condition on $A$ and on $B$ for (2) to have at least one non-zero periodic solution.