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Exercice 27
   La solution de yt = ayt−1 + b avec comme valeur initiale y1 au lieu de
   y0 est :
                                           at−1 − 1
                        yt = at−1 · y1 + b
                                             a−1
   Ainsi :
                                      (1 + i)k−1 − 1
        Ck = (1 + i)k−1 · C − A
                                        (1 + i) − 1
                                     (1 + i)k−1 − 1
        Ck = (1 + i)k−1 · A · a n −
                                             i
                                  1 − (1 + i)−n        (1 + i)k−1 − 1
             = (1 + i)k−1 · A ·                  −A
                                        i                     i
Exercice 27 (suite..)
                    (1 + i)k−1 − (1 + i)k−1−n (1 + i)k−1 − 1
           Ck = A                            −
                                i                    i
                    (1 + i)k−1 − (1 + i)k−1−n − (1 + i)k−1 + 1
             =A
                                         i
                    1 − (1 + i)k−1−n
             =A
                            i
                    1 − (1 + i)−(n−k+1)
             =A                           = A · a n−k+1
                             i

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Ch21 27

  • 1. Exercice 27 La solution de yt = ayt−1 + b avec comme valeur initiale y1 au lieu de y0 est : at−1 − 1 yt = at−1 · y1 + b a−1 Ainsi : (1 + i)k−1 − 1 Ck = (1 + i)k−1 · C − A (1 + i) − 1 (1 + i)k−1 − 1 Ck = (1 + i)k−1 · A · a n − i 1 − (1 + i)−n (1 + i)k−1 − 1 = (1 + i)k−1 · A · −A i i
  • 2. Exercice 27 (suite..) (1 + i)k−1 − (1 + i)k−1−n (1 + i)k−1 − 1 Ck = A − i i (1 + i)k−1 − (1 + i)k−1−n − (1 + i)k−1 + 1 =A i 1 − (1 + i)k−1−n =A i 1 − (1 + i)−(n−k+1) =A = A · a n−k+1 i