TITLE: When can a non-autonomous system NOT be re-written as an autonomous system?
QUESTION [10 upvotes]: Consider Duffing's equation
$\ddot x + \delta \dot x + \alpha x + \beta x^3 = \gamma \cos{\omega t},$
where $\delta, \alpha, \beta, \gamma$ and $\omega$ are real parameters, $t$ represents time and $\dot x := dx/dt$. 
Since there is an explicit dependence on time, this is classified as a non-autonomous system; however (following Guckenheimer and Holmes) the system can be rewritten as an autonomous system
$\dot u = v$,
$\dot v = \gamma \cos{\omega \theta}  - \delta v - \alpha u - \beta u^3$,
$\dot \theta = 1$,  
with $(u,v,\theta) \in \mathbb{R}^2 \times S^1$. My questions:

Are there examples of systems where the above procedure  doesn't work?
If so, what are the implications?

Please suggest edits if the question is to broad - I'm still a novice in this area!
Best regards, \T

REPLY [14 votes]: Given a non-autonomous system $x'=f(x,t)$, you can  introduce new vector function $u(t)=(x(t),t)$ which satisfies the autonomous system $u'=g(u)$ with $g(u)=(f(u),1)$. So the answer is yes, you can always turn a system into autonomous. 
The implication is that the dimension of the system goes up. And  while autonomous systems are often  easier to understand by analysis of   their equilibria, we do not get a free lunch here: the new system $u'=g(u)$ has no equilibria ($g$ never vanishes).