Abstract
This paper presents a general method of time-domain analysis for linear vibrating systems subjected to Gaussian white noise excitation. Our main concern is in the solution procedure for a class of stochastic differential equations which is equivalent to equations of linear dynamical systems with Gaussian white noise excitation. The solution procedure together with the evaluation of several types of statistical quantities is described by using the equation of single-degree-of-freedom (SDOF) systems. The application to multi-degree-of-freedom (MDOF) systems is quite straightforward, which will be studied in the forthcoming Part II.
