Abstract
An implicit direct integration scheme is proposed for the computation of response of multi-degree-of-freedom (MDOF) systems excited by stationary and nonstationary random disturbances. For linear MDOF systems the proposed scheme is regarded as unconditionally stable. Computed results for a simple linear MDOF system are compared with those obtained earlier by the stochastic central difference method (SCDM) and Ito's calculus approach (ICA). It is concluded that the presented implicit direct integration scheme is more accurate and its time-step size is larger than that for the SCDM. It is relatively easy to implement in a computer compared with the SCDM. It has potential to be applied to MDOF nonlinear systems subject to random excitations.
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