Probabilistic Engineering Mechanics 68 (2022) 103246

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Probabilistic Engineering Mechanics

journal homepage: www.elsevier.com/locate/probengmech

A practical approach for sampling the Longuet–Higgins distribution for

engineering applications
Adrián-David García-Soto
Department of Civil and Environmental Engineering, Universidad de Guanajuato, Av. Juárez 77, Zona Centro, P.C. 36000, Guanajuato, Gto., Mexico

ARTICLE INFO ABSTRACT

Keywords: The Longuet–Higgins distribution is a classical joint probability distribution of wave periods and amplitudes
Longuet–Higgins still being used for comparison against current approaches in coastal engineering and other applications.
Engineering applications However, comparisons are carried out against the theoretical distribution rather than against jointly simulated
Joint distribution simulation
values. Some formulae to implement the generation of jointly distributed wave amplitudes and periods is
Marginal CDFs
unavailable. A practical approach is proposed in this study to cope with this issue. Expressions for the
Conditional CDFs
Error function
marginal and conditional cumulative distribution functions of the Longuet–Higgins distribution based on the
error function, not reported in the literature, are provided. Resulting simulations are in good agreement
with the theoretical distributions. It is concluded that the developed equations are formal distributions based
on probability theory, that the proposed method leads to adequate simulated values of jointly distributed
wave heights and periods and that it is easy to implement in current software and suitable for engineering
applications.

1. Introduction the Longuet–Higgins distribution are not readily available in the liter-
ature. Such expressions could be useful for generating jointly random
The Longuet–Higgins distribution [1] is a joint probability density distributed wave heights and periods.
function (PDF) of wave periods and amplitudes of sea waves commonly Therefore, the main objective of this study is to develop useful CDFs
used for coastal engineering applications. It was obtained based on the and propose a practical approach for sampling joint wave heights and
assumption of a Gaussian process of the wave amplitude and zero- periods from the Longuet–Higgins distribution, easy to implement in
crossing period and contrasted with observations [2]. Although it is current software, and which can be used for engineering and reliability
criticized because realistic ocean waves are neither linear nor Gaussian applications.
and because it differs from some empirical and experimental data [3,4],
it is often cited in past and recent literature on joint wave heights and
2. Cumulative distributions for sampling the joint Longuet–Higgins
periods. It could be deemed as a sort of classical canonic case under
distribution
a narrowband linear random process assumption [5], because most of
the posterior improved proposals until recent days [3–8] start from or
refer to the Longuet–Higgins distribution and carry out comparisons of The joint PDF developed by Longuet–Higgins [1] is given by
their results against this theoretical model. It is pointed out that com- ( 2) [ ( ) ]
2 𝑟 2 1 2/ 2
parisons against simulated values sampled from the Longuet–Higgins 𝑓𝑅,𝑇 (𝑟, 𝑡) = 𝐿(𝜈) 𝑒−𝑟 1 + 1 − 𝜈 (1)
1∕2
𝜋 𝜈 𝑡 2 𝑡
distribution are lacking.
The prediction of sea waves and periods is not only useful within where R and T are normalized random variables for wave heights and
ocean engineering applications but also to evaluate the reliability of periods (for instance, normalized with respect to a wave height and a
coastal and offshore structures [4,9,10]. García-Soto et al. [10] per- zero up-crossing mean period defining a given sea state [9]) that can
formed simulations to compute the overtopping reliability of a break- take uncertain values r and t, respectively; 𝜈 ≤ 0.6 is a parameter of
water reported in [9]. However, this was carried out only for a single the distribution and L( 𝜈) is a normalization factor expressed as
parameter value of the Longuet–Higgins distribution, for only one ( [ ])−1
1
ordering of the jointly distributed random variables and a general 𝐿 (𝜈) = 1 + (1 + 𝜈 2 )−1∕2 (2)
2
procedure was not established. Moreover, practical expressions of the
Properties reported in [1] for Eq. (1) include the marginal PDF of
marginal and conditional cumulative distribution functions (CDF) for
R (Eq. (3)), the PDF of T conditioned on R (Eq. (4)) and the marginal

E-mail address: adgarcia@ugto.mx.

https://doi.org/10.1016/j.probengmech.2022.103246
Received 13 February 2022; Accepted 15 February 2022
Available online 22 February 2022
0266-8920/© 2022 Elsevier Ltd. All rights reserved.
A.-D. García-Soto Probabilistic Engineering Mechanics 68 (2022) 103246

PDF of T (Eq. (5)). They are given below. Using Eq. (11), the chain rule and other basic rules from differential
2 [ ] calculus, the terms involved in Eq. (10) can be derived leading (after
𝑓𝑅 (𝑟) = 𝑟𝐿(𝜈)𝑒−𝑟 1 + 𝑒𝑟𝑓 (𝑟∕𝜈) (3) algebraic manipulations) to
(√ [ ( )
])−1 𝑟 2 2 2 [ ]
𝑓𝑇 |𝑅 (𝑡|𝑟) = 2 𝜋𝜈 1 + 𝑒𝑟𝑓 (𝑟∕𝜈) 𝑒−𝑟 (1−1∕𝑡) ∕𝜈 (4) 𝑑 2 2 2 2 2
𝑡2 −𝑒−𝑟 (1 + 𝑒𝑟𝑓 (𝑟∕𝜈 )) = 2𝑟𝑒−𝑟 𝑒𝑟𝑓 (𝑟∕𝜈 ) − √ 𝑒−𝑟 (1+1∕𝜈 ) (14)
𝑑𝑟 𝜈 𝜋
[ ]−3∕2
(1 − 1∕𝑡)2 ( )
𝐿(𝜈) ⎡ ⎤
𝑓𝑇 (𝑡) = 1+ (5) ⎢ 𝑒𝑟𝑓 𝑟 (1∕𝜈 2 + 1)1∕2 ⎥
2𝜈𝑡2 𝜈2 𝑑 2 −𝑟2 (1+1∕𝜈 2 )
𝑑𝑟 ⎢⎢ 1∕2 ⎥= √ 𝑒 (15)
2
𝜈 ( ∕𝜈 + 1)
1 ⎥ 𝜈 𝜋
It is noted that Eqs. (3) and (4) correspond to the equivalent versions ⎣ ⎦
reported in [8,10], respectively, where the error function is defined as Adding Eqs. (14) and (15), multiplying by the constant 0.5L( 𝜈) and
carrying out some more algebraic manipulations, it can be proved that
𝑥
2 2 Eq. (3) is obtained and, consequently, that Eq. (9) holds and Eq. (8) is
𝑒𝑟𝑓 (𝑥) = √ 𝑒−𝑡 𝑑𝑡 (6)
𝜋 ∫0 a formal CDF.
Moreover, it is known from [1], Eq. (3) and probability theory
Eqs. (3) and (4) (and others developed later) given in terms of the that the lower limit of Eq. (8) must be zero. By Recognizing this,
error function as per Eq. (6) (rather that in terms of the error function evaluating Eq. (8) at r = 0 (i.e., 𝐹𝑅 (0)) and using Eq. (12), an alternative
given in [1]) are preferred, because Eq. (6) is used in recent literature closed-form expression for 𝐶𝑙𝑜𝑤 can be determined as
and it is often available as a built-in function in current software. ( 2 )1∕2
Since the CDFs related to Eqs. (3) to (5) are neither given in [1] nor 𝜈 +1 1
𝐶𝑎𝑙𝑡 = − ( )1∕2 = − 2 𝐿(𝜈) (16)
anywhere else in the literature (as far as the author knows), and they 2
1+ 𝜈 +1
are required for the method described below, they are derived in the
If for instance 𝜈 = 0.25 is considered as before, 𝐶𝑎𝑙𝑡 leads to
following. Note that for the PDF given by Eq. (3), the CDF is defined practically the same value obtained earlier for 𝐶𝑙𝑜𝑤 . Any alternative
as (i.e., 𝐶𝑎𝑙𝑡 or 𝐶𝑙𝑜𝑤 ) can be used in Eq. (10) to establish the null lower
𝑟
bound and, as it will be shown by plotting the function later for
𝐹𝑅 (𝑟) = 𝑓𝑅 (𝑞) 𝑑𝑞 (7)
∫0 different 𝜈 values, the function is always zero in this lower limit.
Eqs. (9) to (16), and the related discussion, show that Eq. (8) is a
where q is used as a dummy variable for the integration. The solution
proper CDF, in rigorous probability and mathematical terms. The same
of Eq. (7) can be partially obtained with the aid of software, and after
reasoning applies to the other derived CDFs in this study.
algebraic manipulations, the following expression is obtained
Likewise, to obtain the conditional CDF of wave periods given a
( 1∕2
)
2 𝑒𝑟𝑓 𝑟(1∕𝜈 2 +1) wave height, we proceed analogously to the previous case, but using
−𝑒−𝑟 (1 + 𝑒𝑟𝑓 (𝑟∕𝜈 )) + 1∕2 Eq. (4) and integrating with respect to t. This yields the following
𝜈 (1∕𝜈 2 +1)
𝐹𝑅 (𝑟) = − 𝐶𝑙𝑜𝑤 (8) expression
1
1 +1 √
(𝜈 2 +1) ∕2 ⎛ (𝑡−1) −𝑟2 ⎞
𝐶𝑙𝑜𝑤 is related to the lower limit in Eq. (7); it can be determined 𝑒𝑟𝑓 𝑖 ⎜ 𝜈2 ⎟
𝑟
⎜ 𝑡 ⎟
with Eq. (8) itself, by excluding 𝐶𝑙𝑜𝑤 and solving for r practically ⎝ ⎠
𝐹𝑇 |𝑅 (𝑡|𝑟) = ( ( ( ))) √ 2 − 𝐷𝑙𝑜𝑤 (17)
equal to zero; the same applies for other constants indicated later. For 𝜈 + 𝜈 𝑒𝑟𝑓 𝜈𝑟 −𝑟
𝜈2
instance, 𝐶𝑙𝑜𝑤 = −0.5075775 is computed for 𝜈 = 0.25.
It is pointed out that the approach followed to determine Eq. (8) where erfi(x) is the imaginary error function defined before and 𝐷𝑙𝑜𝑤
and its lower limit (related to 𝐶𝑙𝑜𝑤 ) does not imply that the obtained is a constant obtained in an analog way to 𝐶𝑙𝑜𝑤 but using a t value
function is not a proper CDF within formal probability theory. To prove very close to zero (e.g., 𝐷𝑙𝑜𝑤 = −0.5 for 𝑟 = 1 and 𝜈 = 0.25). Although
this, a well-known concept from probability theory [11] is applied to complex numbers are involved in Eq. (17), the final result is in the real
Eq. (8); based on this, Eq. (9) below must hold domain. As for Eq. (8), the concept in Eq. (9) also applies to Eq. (17) (or
any CDF for that matter), i.e., it can be shown that by deriving Eq. (17)
𝑑 with respect to t (with the aid of Eq. (13) and differential calculus rules)
𝐹 (𝑟) = 𝑓𝑅 (𝑟) (9)
𝑑𝑟 𝑅 Eq. (4) is obtained. This is not shown for brevity.
This is shown by first rewriting Eq. (8) in terms of Eq. (2) as With regard to Eq. (5), the same approach is followed, i.e.,
( ) 𝑡
⎡ 1∕𝜈 2 + 1)1∕2 ⎤
⎢ 𝑒𝑟𝑓 𝑟 ( ⎥ 𝐹𝑇 (𝑡) = 𝑓𝑇 (𝑞) 𝑑𝑞 (18)
1 2 ∫0
𝐹𝑅 (𝑟) = 𝐿(𝜈) ⎢−𝑒−𝑟 (1 + 𝑒𝑟𝑓 (𝑟∕𝜈 )) + ⎥ − 𝐶𝑙𝑜𝑤 (10)
2 ⎢ 𝜈 (1∕𝜈 2 + 1)1∕2 ⎥ resulting in the following CDF
⎣ ⎦ ( )( )
1 ( )
2 − 𝜈 2 + 1 1∕2 + 1
To derive Eq. (10), properties of the Eq. (6) are required. These 𝑡
− 1 𝜈
𝐹𝑇 (𝑡) = − (( ) )1 − 𝐸𝑙𝑜𝑤 (19)
properties are summarized in [12,13]; the function is also approxi- 1 2 ∕2
−1
mated and discussed in [14–18] and references therein. Among the 𝜈3 𝑡
+1
𝜈2
properties of the error function, the expressions below are particularly
useful in the following where for instance 𝐸𝑙𝑜𝑤 = −0.5075775 is obtained for 𝜈 = 0.25
𝑑 2 2 (as before, by first disregarding the constant and evaluating t at a
𝑒𝑟𝑓 (𝑥) = √ 𝑒−𝑥 (11) practically zero value in Eq. (19)); for 𝑡 = 0, 𝐹𝑇 (t)=0 is set.
𝑑𝑥 𝜋
Additionally, if Eq. (1) is divided by Eq. (5), the conditional PDF of
𝑒𝑟𝑓 (0) = 0 (12) R given T is obtained and results in
𝑑 2 2 ( )2
𝑒𝑟𝑓 𝑖 (𝑥) = √ 𝑒𝑥 (13) ⎛ 1− 1𝑡 ⎞
𝑑𝑥 𝜋 −𝑟2 ⎜1+ ⎟
⎜ 𝜈 2 ⎟
4𝑟2 𝑒 ⎝ ⎠
where erfi(x), the imaginary error function, is defined by Eq. (6), except 𝑓𝑅|𝑇 (𝑟|𝑡) = ( ( )2 )−3∕2
(20)
that the argument of the exponential is non-negative (i.e., 𝑡2 instead of 1− 1𝑡
1∕2
𝜋 1+
-t 2 is used in Eq. (6)). 𝜈2

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A.-D. García-Soto Probabilistic Engineering Mechanics 68 (2022) 103246

Fig. 1. Marginal CDFs of (a) R and (b) T as functions of 𝜈.

Although it is not the main purpose of this study, other properties Eqs. (17) and (23) are plotted in Figs. 2 and 3 using different 𝜈 and
for the equations developed so far could be explored. For instance, it selected conditional values of r and t, respectively.
is noted that when 𝑡 = 1, Eq. (20) becomes irrespective of 𝜈. Also, the Fig. 2 shows that, as for the case of 𝐹𝑇 (t), 𝐹𝑇 |𝑅 (t|r) exhibits a
mode of Eq. (20) can be obtained by setting similar, also noticeably different, behavior as a function of 𝜈, but also
𝜕𝑓𝑅|𝑇 (𝑟|𝑡) as a function of the conditional r value. Fig. 2 also shows that small r
=0 (21) generate longer tails before unity for this CDF is reached, especially for
𝜕𝑟
leading to Eq. (22) below after some algebraic manipulations. large 𝜈; in contrast, this feature becomes less significant for increasing
r and decreasing 𝜈.
1
𝑟∕𝑡𝑚𝑜𝑑𝑒 = √ (22) Fig. 3 shows that, unlike 𝐹𝑅 (𝑟), 𝐹𝑅|𝑇 (r|t) is very sensitive to 𝜈 (thus
( )2
1− 1𝑡 more values can be distinguished and are shown in the figure), unless
1+ 𝜈2 𝑡 = 1 is considered, in which case 𝜈 is totally inconsequential to the
shape of this conditional CDF. This is consistent with Eq. (24). In
One more equation is required for the simulation method reported
contrast to 𝐹𝑇 |𝑅 (t|r), where longer upper tails are associated to smaller
later. If Eq. (20) is integrated with respect to r, the conditional CDF can
also be determined after many algebraic manipulations, leading to conditional r values, this trend is reversed for 𝐹𝑅|𝑇 (r|t) for decreasing
√ conditional t values, as can be observed in Fig. 3. In general, 𝐹𝑅|𝑇 (r|t)
⎛ [ ( )2 ]⎞
1 1 attains unity for relatively small r, even for large 𝜈; this is not the case
⎜
𝐹𝑅|𝑇 (𝑟|𝑡) = 𝑒𝑟𝑓 𝑟 1 + −1 ⎟
⎜ 𝜈2 𝑡 ⎟ for 𝐹𝑇 |𝑅 (t|r) and small t, unless very large conditional r or very small
⎝ ⎠ 𝜈 values are considered, as can be inspected by comparing Figs. 2 and
[( ) ]√
−𝑟2 1 2
−1 +𝜈 2 ( )2 3.
2𝑟 2 𝑡 1
− √ 𝑒𝜈 − 1 + 𝜈2 (23) The set of Eqs. (8), (17), (19) and (23) are to be used in the sampling
𝜈 𝜋 𝑡
approach described in Section 3. Even tough they are not closed-form
where the integration constant is null for this case; erf(x) is defined by functions, they could be considered as a sort of semi-analytical solutions
Eq. (6). If 𝑡 = 1 in Eq. (23), the expression is reduced to Eq. (24) below. easy to implement in any software containing Eq. (6) and related
functions (i.e., the imaginary and complementary error functions) as
2𝑟 2
built-in functions. This is similar to the obtaining of the Normal CDF
𝐹𝑅|𝑇 (𝑟|𝑡 = 1) = 𝑒𝑟𝑓 (𝑟) − √ 𝑒−𝑟 (24)
𝜋 by means of Eq. (6), which is straightforward nowadays with available
This is consistent with the PDF (Eq. (20)), where independence with software. Indeed, Eqs. (8), (17), (19) and (23) do not differ very much
respect to 𝜈 is found. from the original marginal PDF of R reported in [1] (regarding the
Fig. 1 depicts the marginal CDFs of the Longuet–Higgins distri- inclusion of an error function). The sampling scheme given below
bution, i.e., Eqs. (8) and (19), for selected values of the parameter is based on numerically solving these CDFs for randomly generated
𝜈. probability levels.
It can be observed in Fig. 1 that while for the CDF of R not so
significant differences are found (thus only three 𝜈 values are plotted so 3. Sampling approach by numerically solving the CDFs
that differences are distinguished), for T the differences as a function
of 𝜈 are much more noticeable, requiring CDFs for large 𝜈 much longer Monte Carlo simulations can be used to generate pairs of values for
upper tails to attain a unity cumulative probability; conversely, when 𝜈 the jointly distributed random variables in Eq. (1). To do so, Eq. (1)
tends to zero 𝐹𝑇 (t) tends to a Heaviside-like function, reaching a value can be expressed as [11]
of one for much smaller t values. These findings are congruent with the
marginal PDFs of R and T shown in [1]. In Fig. 1 and other figures, 𝑓𝑅,𝑇 (𝑟, 𝑡) = 𝑓𝑅 (𝑟)𝑓𝑇 |𝑅 (𝑡|𝑟) (25)
curves for 𝜈 = 0.05 are shown for comparison, although Longuet– Likewise, the CDF can be expressed as
Higgins [1] considered only the range 0.1 ≤ 𝜈 ≤ 0.6 and in [7] 𝜈 ≤
0.1 is deemed unrealistic. 𝐹𝑅,𝑇 (𝑟, 𝑡) = 𝐹𝑅 (𝑟)𝐹𝑇 |𝑅 (𝑡|𝑟) (26)

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A.-D. García-Soto Probabilistic Engineering Mechanics 68 (2022) 103246

Fig. 2. Conditional CDF of T given (a) 𝑟 = 0.3, (b) 𝑟 = 0.5, (c) 𝑟 = 1 and (d) 𝑟 = 2 for different 𝜈 values.

Fig. 3. Conditional CDF of R given (a) 𝑡 = 0.3, (b) 𝑡 = 0.5, (c) 𝑡 = 1 and (d) 𝑡 = 2 for different 𝜈 values.

These concepts can be used together with sets of values termed as where 𝐹𝑅 (r 𝑖 ) is defined as per Eq. (8) and 𝑢𝑖 is a randomly generated
U , which are generated from two independent random variables char- standard uniformly distributed value.
acterized by standard uniform distributions (i.e., uniform distributions (2) Solve Eq. (29) for 𝑟𝑖 .
where 0 ≤ 𝑢𝑖 ≤1 and 0 ≤ 𝑢𝑗 ≤1). Therefore, pairs of dependent random (3) Use 𝑟𝑖 obtained in the previous point and set the equality
variables 𝑟𝑖 and 𝑡𝑗 can be computed as [19] ( )
𝐹𝑇 |𝑅 𝑡𝑗 |𝑟𝑖 − 𝑢𝑗 = 0 (30)
𝑟𝑖 = 𝐹𝑅−1 (𝑢𝑖 ) (27) where 𝐹𝑇 |𝑅 (t 𝑗 | r 𝑖 ) is defined as per Eq. (17) and 𝑢𝑗 is other randomly
( )
𝑡𝑗 = 𝐹𝑇−1 𝑢𝑗 |𝑟𝑖 (28) generated standard uniformly distributed value.
|𝑅
(4) Solve Eq. (30) for 𝑡𝑗 .
where 𝐹 −1 (•) denotes the inverse of the CDF. While solving the inverse (5) Repeat points (1) to (4) for n desired pairs of jointly randomly
of CDFs would be direct when an analytical solution is available, for distributed 𝑟𝑖 and 𝑡𝑗 values and use them for the engineering application
Eqs. (27) and (28) the solution must be determined numerically. of interest (e.g., to compute the reliability of coastal structures [10]).
In this study the numerical solutions to Eqs. (27) and (28) are In other words, the simulation of randomly distributed wave heights
established as: and periods can be essentially conceived as a root-search problem
(1) Set the equality (i.e., roots of Eqs. (8) and (17)), including numerical integration (be-
cause of the involved error functions), which can be solved with the
( )
𝐹𝑅 𝑟𝑖 − 𝑢𝑖 = 0 (29) aid of numerical methods [20,21], or directly with built-in functions

4
A.-D. García-Soto
Fig. 4. Simulated values using 𝐹𝑅 (r) and 𝐹𝑇 |𝑅 (t| r) for 𝜈 = 0.3 and (a) n = 1 × 103 , (b) n = 2 × 103 , (c) n = 5 × 103 and (d) n = 1 × 104 .
implemented in current software, as it was carried out in the present
study.
It is noteworthy that Eqs. (19) and (23) can be employed instead of
Eqs. (8) and (17) for generating the jointly distributed wave heights and
periods. In such a case, the order of the random variables in Eqs. (25)
to (28) should be inverted, and the same procedure as before applies.
This different ordering of the random variables may have an effect
in the final result for an engineering application (e.g., for computing
reliabilities), but the difference may not be significant for practical
purposes [2].
Results for some examples solved with the formulation established
here are shown in the following.
4. Results
The method described in Section 3 is applied to the Longuet–Higgins
distribution with parameter 𝜈 = 0.3. Results are shown in Fig. 4 for
different number of simulated values, n (1 × 103 , 2 × 103 , 5 × 103 and
1 × 104 simulations) using 𝐹𝑅 (r) and 𝐹𝑇 |𝑅 (t|r) (i.e., using the random
variable ordering established in Eqs. (25) to (28)); theoretical contours
from Eq. (1) are also plotted for comparison. Results depicted in Fig. 4
indicate a good agreement between the theoretical and simulated val-
ues with respect to both, the shape of the distribution and the densities,
i.e., closer pairs of simulated values near the mode and sparser data
points for wider contours are observed, especially as n increases.
Fig. 5 is analog to Fig. 4, except by the fact that the ordering of
the random variables was inverted for the sampling (i.e., 𝐹𝑇 (t) and
𝐹𝑅|𝑇 (r|t) are used). An adequate agreement between the theoretical
model and the simulations is shown in Fig. 5 as well. Slight differences
depending on the ordering of the random variables are observed.
Naturally, slight differences exist also for each run of simulations.
The differences for each set of simulations are expected, since the
random numbers differ for each run. Differences regarding the ordering
of random variables are also expected [2]. The impact of choosing a
given ordering for engineering applications (e.g., reliability assessment)
could be further investigated in future studies.
Finally, last sets of simulations are carried out to inspect the ability
of the method to capture the shape of the Longuet–Higgins distribution
as the parameter 𝜈 varies. Only the ordering 𝐹𝑅 (r) and 𝐹𝑇 |𝑅 (t|r) and
n = 1 × 104 are used for brevity. This is shown in Fig. 6 for 𝜈 = 0.05,
0.15, 0.35 and 0.55.
5
Probabilistic Engineering Mechanics 68 (2022) 103246
Fig. 6 shows that the method can be employed for any desired 𝜈
value, that the results are consistent with [1] and that the distribution
tends to become symmetrical for small 𝜈 values. This observation is
pointed out in [7], where it is stated that for 𝜈 ≤ 0.1 the Longuet–
Higgins distribution becomes approximately symmetrical around the
mean wave period.
The results presented in Figs. 4–6 are deemed adequate, not only
because a good agreement with the Longuet–Higgins distribution is
shown but also because they are based in the theoretical background
described earlier and because a previous study based on simulated
waves heights and periods for a single case led to an adequate relia-
bility assessment [10]. For reliability evaluations usually hundreds of
thousands or millions of simulations are required. This is feasible for the
approach presented here withing the usage of common current software
and PCs; some guidance and CPU times are given in [10].
5. Discussion
As mentioned previously, for some engineering applications the
proposed approach may require millions of simulations to be generated.
Although this is feasible nowadays, rather than crude Monte Carlo
simulations, more efficient simulation schemes could be compatible
with the equations and procedure describe here. Likewise, since the
equations are expressed in general mathematical terms and the pro-
posed approach rely on standard numerical methods, they could also
be useful for other (more efficient) sampling schemes for randomly
distributed joint variables.
As far as reliability assessment is concerned, the equations devel-
oped in this study could be useful for other techniques not based
on simulations. For instance, when the so-called first-order-reliability-
method (FORM) is applied to dependent variables, evaluating the Ja-
cobian involves partial derivatives of the CDFs [2]. Consequently, the
equations developed here may be useful for such evaluation.
Other authors have recently developed modified alternatives [6] or
distributions of wider applicability [8] than the Longuet–Higgins [1]
distribution. Therefore, a similar approach as the one described here
could be attempted to derive CDFs for these cases, and to implement
them in the above-mentioned simulation procedure. This could even be
explored for other existent joint PDFs.
Since it is not known beforehand whether for a certain sea state (at
a specific site in the world), and for a certain engineering application
A.-D. García-Soto Probabilistic Engineering Mechanics 68 (2022) 103246

Fig. 5. Simulated values using 𝐹𝑇 (t) and 𝐹𝑅|𝑇 (r|t) for 𝜈 = 0.3 and (a) n = 1 × 103 , (b) n = 2 × 103 , (c) n = 5 × 103 and (d) n = 1 × 104 .

Fig. 6. Simulated values using 𝐹𝑅 (r) and 𝐹𝑇 |𝑅 (t|r) and n = 1 × 104 for (a) 𝜈 = 0.05, (b) 𝜈 = 0.15, (c) 𝜈 = 0.35 and (d) 𝜈 = 0.55.

(reliability or others), the use of the Longuet–Higgins distribution
would yield adequate results (as compared to recent models), it may
still be a feasible (simpler) model for certain applications. Furthermore,
it is very likely that research related to the joint distribution of ocean
wave heights and periods will include comparison versus this classical
model. Therefore, it is considered that the present study could be useful
for current research.
A couple of final issues are discussed. One is about the numerical
robustness of the proposed approach related to potential issues in
solving for the lower bound of the developed CDFs (e.g., Eq. (8)) and in
solving Eqs. (29) and (30). The other one is about the computational
efficiency of the method, since non-linear root-finding operations are
involved in each simulation.
Regarding the first aspect, the developed equations are proper
CDFs in terms of formal probability theory as proved above, and they
are practically closed-form expressions, except for the error functions
involved, but they are delimited between 0 and 1 (Figs. 1–3) and could
be easily tabulated if desired. Therefore, the method is as robust as
anyone involving CDFs that can be defined in terms of the error func-
tions (e.g., the normal distribution widely employed in engineering).
Furthermore, the lower bounds and other properties of the built-in error
functions in software, which determines the bounds of the developed
CDFs, are well established in the literature (e.g., [12–18]), but even
if some numerical issues could arise, there are easier alternatives
to approximate the error function ([14–18] and references therein).
Consequently, there are many alternatives to numerically solve the
equations developed in this study. It is noteworthy that there is a
continuous (and current) interest for investigating Eq. (6) [12–18].
Therefore, the development of CDFs and the use of methods, as the
ones described in the present work, could benefit from recent research

6
A.-D. García-Soto
Fig. 7. CPU time as a function of the number of simulations 𝑛𝑠𝑖𝑚 .
and contribute to the practical applications in the engineering and
reliability fields.
In relation to the computational efficiency of the proposed ap-
proach, Fig. 7 shows the CPU time (s) as a function of the number of
simulations (𝑛𝑠𝑖𝑚 ; in logarithmic scale) for 𝜈 = 0.6. In Fig. 7, the case
𝐹𝑅 (r) and 𝐹𝑇 |𝑅 (t|r) is considered by including the CPU times for each
equation separately (dotted and dashed lines, respectively) and the
total time (i.e., by adding the times required for solving each equation;
solid line).
It can be observed from Fig. 7 that the computing time for 𝐹𝑅 (r)
and 𝐹𝑇 |𝑅 (t|r) is comparable, that from 1 × 101 to 1 × 103 trials
the computing is quite fast and that over 1 × 104 trials the time
becomes increasingly large (in an exponential-like fashion). Therefore,
simulation strategies involving 1 × 103 to 1 × 104 simulations in one
run (less than one hour) are recommended. If hundreds of thousands
or even millions of simulations are desired within days or at most few
weeks, the total simulated random numbers can be partitioned in sets
of 1 × 104 trials for the computing; also, several runs can be performed
simultaneously in computers with multiple cores (and/or in several
computers at the same time). The interested engineers or researchers
can use Fig. 7 as an aid. More details on the software and computer
used and the assessment of probabilities of failure with the simulations
are available in [10]. Times for other cases (e.g., other 𝜈 values) show
similar results.
6. Conclusions
A practical method for sampling the Longuet–Higgins distribution,
including the development of marginal and conditional cumulative
distribution functions for wave heights and periods, is presented. These
cumulative distributions are based on the so-called error function and
are not available in the literature. It is proved that the developed
expressions are proper cumulative distribution functions in agreement
with formal probability theory. Simulations of jointly distributed wave
heights and periods from the Longuet–Higgins distribution, which are
lacking in the literature, are performed. The simulation formulation is
stated as a root-search problem.
It is found that the results are in good agreement with the the-
oretical distributions for different number of simulations, different
ordering of the random variables and different values of the distribution
parameter. It is concluded that the developed formulae and proposed
approach are adequate to simulate joint wave heights and periods.
Moreover, they are easy to implement in current software. Therefore,
the approach is deemed suitable for engineering applications.
7
Probabilistic Engineering Mechanics 68 (2022) 103246
It is considered that the proposed method has the potential to be
applied in combination with more efficient sampling techniques and
could be useful for different reliability methods. The approach in this
study could be explored in connection with alternatives to the Longuet–
Higgins distribution reported in the literature, and even with other
joint probability distributions. These issues are recommended in future
studies. The classical Longuet–Higgins distribution is still being used
for comparison in most of the recent literature dealing with sea waves
and periods. Therefore, the findings in this study could be useful for
current research.
Finally, it is pointed out that the error function has been a sub-
ject of research for many decades, and it is still being investigated.
Many approximations are available, including some developed very
recently. Therefore, it is concluded that the computational efficiency
of the proposed method could benefit from recent studies, and that
the CDFs developed in the present work (based on this function) could
encourage the use of recent developments related to the error function
for practical applications in the engineering and reliability fields.
Declaration of competing interest
The authors declare that they have no known competing finan-
cial interests or personal relationships that could have appeared to
influence the work reported in this paper.
Acknowledgments
The author thanks Editors and anonymous Reviewers which com-
ments and suggestions helped to improve this article.
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