YOu do hand calculation and get p(t)..on solving the equation becomes:
p(t+1) = p(t)+Ap*(I-A)*dt ; % I have used derivative formula for dp/dt
Using loop and initial conditions for p(1)
A = @(t) [t 1 ; 1 t] ;
Ap = @(t) [0 1 ; 2-t.^2 2*t] ;
t0 = 0. ; dt = 0.01; t1 = 10. ; % times
t = t0:dt:t1 ; % time step
% intial conditions
p = cell(1,length(t)) ;
p{1} = rand(2) ;
% time intergaration
for i = 2:length(t)
p{i} = p{i-1}+Ap(t(i))*(eye(2)-A(t(i)))*dt ;
end
