Consider $x'=x^2-1-\cos t$. What can be said about the existence of periodic solutions for this equation?
I'm not sure if periodic solutions exist, but if they do, they must have period equal to $ 2\pi$ and $x(0)=x(2k\pi)$ for $\forall k\in\mathbb Z$.
New Edit:
I guess that may use the following lemma:
Lemma: Consider the differential equation $x' = f (t , x)$ where $f(t, x)$ is continuously differentiable in $t$ and $x$. Suppose that $f (t + T, x) = f (t , x)$ for all t . Suppose there are constants $p$, $q$ such that $f (t , p) > 0, f (t , q) < 0$ for all $t$ then there is a periodic solution $x(t )$ for this equation with $p < x(0) < q$.
Realy, I consider $p=2$ and $q=0$ but $f(t,q)=-1-\cos t\leq 0$ and this inequality is not strictly.
Given $z\in\mathbb R$, let $x(t;z)$ be the unique solution such that $x(0)=z$, defined on a maximal interval $[0,T_z)$.
Let $x_1(t)=-\sqrt2$; then $x_1'(t)=0\le(x_1(t))^2-1-\cos t=1-\cos t$, that is, $x_1$ is a subsolution. Let $x_2(t)=0$; then $x_2'(t)=0\ge(x_2(t))^2-1-\cos t=-1-\cos t$ and $x_2$ is a supersolution. If $-\sqrt2\le z\le 0$, then $x(t,z)$ is defined on $[0,\infty)$ and $-\sqrt2\le x(t,z)\le 0$ for all $t>0$. Define $\phi\colon[-\sqrt2,0]\to[-\sqrt2,0]$ by $$ \phi(z)=x(2\,\pi,z). $$ By the results on continuous dependence of initial data, $\phi$ is continuous. It has a fixed point $z_0$. Then $x(t,z_0)$ is a periodic solution.
Here is the graph of the solutions for $z=-1.4$ and $z=-0.1$.