New differential equations governing the response cross-correlations of linear systems subjected to coloured loads

A procedure for evaluating the response cross-correlation of a linear structural system subjected to the action of stationary random multi-correlated processes is presented in this work. It is based on the definition of the fourth-order differential equation governing the modal response cross-correlation and of the corresponding solution. This is expressed in terms of the corresponding fundamental matrix, whose expression is related to the fundamental matrices of the differential equations governing the modal responses. The properties of this matrix allows to define a particular unconditionally stable numerical integration approach, which is composed of two independent step-by-step procedures, a progressive one and a regressive one. The applications have shown a level of accuracy comparable to that corresponding to the numerical solution of the double convolution integral, but the presented approach is characterised by a reduced computational effort.