Response theory for equilibrium and non-equilibrium statistical mechanics: causality and generalized Kramers-Kronig relations

We consider the general response theory recently proposed by Ruelle for describing the impact of small perturbations to the non-equilibrium steady states resulting from Axiom A dynamical systems. We show that the causality of the response functions entails the possibility of writing a set of Kramers-Kronig (K-K) relations for the corresponding susceptibilities at all orders of nonlinearity. Nonetheless, only a special class of directly observable susceptibilities obey K-K relations. Specific results are provided for the case of arbitrary order harmonic response, which allows for a very comprehensive K-K analysis and the establishment of sum rules connecting the asymptotic behavior of the harmonic generation susceptibility to the short-time response of the perturbed system. These results set in a more general theoretical framework previous findings obtained for optical systems and simple mechanical models, and shed light on the very general impact of considering the principle of causality for testing self-consistency: the described dispersion relations constitute unavoidable benchmarks that any experimental and model generated dataset must obey. The theory exposed in the present paper is dual to the time-dependent theory of perturbations to equilibrium states and to non-equilibrium steady states, and has in principle similar range of applicability and limitations. In order to connect the equilibrium and the non equilibrium steady state case, we show how to rewrite the classical response theory by Kubo so that response functions formally identical to those proposed by Ruelle, apart from the measure involved in the phase space integration, are obtained. These results, taking into account the chaotic hypothesis by Gallavotti and Cohen, might be relevant in several fields, including climate research. In particular, whereas the fluctuation-dissipation theorem does not work for non-equilibrium systems, because of the non-equivalence between internal and external fluctuations, K-K relations might be robust tools for the definition of a self-consistent theory of climate change.

Spin equilibrium and outflows in young stellar objects

We present N-body simulations of accretion discs about young stellar objects (YSOs). The simulation includes the presence of a magnetic loop structure on the central star which interacts with the particles by means of a magnetic drag force. We find that an equilibrium spin rate is achieved when the corotation radius coincides with the edge of the loop. This spin rate is consistent with observed values for TTauri stars, being an order of magnitude less than the breakup value. The material ejected from the system by the rotating loop has properties consistent with the observed molecular outflows, given the presence of a suitable containing cavity.

Breaking the double-edged sword of effort/trying hard: developmental equilibrium and Longitudinal relations among effort, achievement, and academic self-concept

Ever since the classic research of Nicholls (1976) and others, effort has been recognized as a double-edged sword: whilst it might enhance achievement, it undermines academic self-concept (ASC). However, there has not been a thorough evaluation of the longitudinal reciprocal effects of effort, ASC and achievement,in the context of modern self-concept theory and statistical methodology. Nor have there been developmental equilibrium tests of whether these effects are consistent across the potentially volatile early-to-middle adolescence. Hence, focusing on mathematics, we evaluate reciprocal effects models over the first four years of secondary school, relating effort, achievement (test scores and school grades), ASC, and ASCxEffort interactions for a representative sample of 3,421 German students (Mn age = 11.75 years at Wave 1). ASC, effort and achievement were positively correlated at each wave, and there was a clear pattern of positive reciprocal positive effects among ASC, test scores and school grades—each contributing to the other, after controlling for the prior effects of all others. There was an asymmetrical pattern of effects for effort that is consistent with the double-edged sword premise: prior school grades had positive effects on subsequent effort, but prior effort had non-significant or negative effects on subsequent grades and ASC. However, on the basis of a synergistic application of new theory and methodology, we predicted and found a significant ASC-by-effort interaction, such that prior effort had more positive effects on subsequent ASC and school grades when prior ASC was high—thus providing a key to breaking the double-edged sword.

An eclectic morphostratigraphic model for the sedimentary response to Holocene sea-level rise in northwest Europe

The improved empirical understanding of silt facies in Holocene coastal sequences provided by such as diatom, foraminifera, ostracode and testate amoebae analysis, combined with insights from quantitative stratigraphic and hydraulic simulations, has led to an inclusive, integrated model for the palaeogeomorphology, stratigraphy, lithofacies and biofacies of northwest European Holocene coastal lowlands in relation to sea-level behaviour. The model covers two general circumstances and is empirically supported by a range of field studies in the Holocene deposits of a number of British estuaries, particularly, the Severn. Where deposition was continuous over periods of centuries to millennia, and sea level fluctuated about a rising trend, the succession consists of repeated cycles of silt and peat lithofacies and biofacies in which series of transgressive overlaps (submergence sequences) alternate with series of regressive overlaps (emergence sequences) in association with the waxing and waning of tidal creek networks. Environmental and sea-level change are closely coupled, and equilibrium and secular pattern is of the kind represented ideally by a closed limit cycle. In the second circumstance, characteristic of unstable wetland shores and generally affecting smaller areas, coastal erosion ensures that episodes of deposition in the high intertidal zone last no more than a few centuries. The typical response is a series of regressive overlaps (emergence sequence) in erosively based high mudflat and salt-marsh silts that record, commonly as annual banding, exceptionally high deposition rates and a state of strong disequilibrium. Environmental change, including creek development, and sea-level movement are uncoupled. Only if deposition proceeds for a sufficiently long period, so that marshes mature, are equilibrium and close coupling regained. (C) 2002 Elsevier Science B.V. All rights reserved.

Evaluation of cumulative externality: environmental economics, oligopoly and the private provision of public goods

This paper evaluates environmental externality when the structure of the externality is cumulative. The evaluation exercise is based on the assumption that the agents in question form conjectural variations. A number of environments are encompassed within this classification and have received due attention in the literature. Each of these heterogeneous environments, however, possesses considerable analytical homogeneity and permit subscription to a general model treatment. These environments include environmental externality, oligopoly and the analysis of the private provision of public goods. We highlight the general analytical approach by focusing on this latter context, in which debate centers around four issues: the existence of free-riding, the extent to which contributions are matched equally across individuals, the nature of conjectures consistent with equilibrium, and the allocative inefficiency of alternative regimes. This paper resolves each of these issues, with the following conclusions: A consistent-conjectures equilibrium exists in the private provision of public goods. It is the monopolistic-conjectures equilibrium. Agents act identically, contributing positive amounts of the public good in an efficient allocation of resources. There is complete matching of contributions among agents, no free-riding, and the allocation is independent of the number of members within the community. Thus the Olson conjecture—that inefficiency is exacerbated by community size—has no foundation in a consistent-conjectures, cumulative-externality, context (212 words).

Idealized model for changes in equilibrium temperature, mixed layer depth, and boundary layer cloud over land in a doubled CO2 climate

An idealized equilibrium model for the undisturbed partly cloudy boundary layer (BL) is used as a framework to explore the coupling of the energy, water, and carbon cycles over land in midlatitudes and show the sensitivity to the clear‐sky shortwave flux, the midtropospheric temperature, moisture, CO2, and subsidence. The changes in the surface fluxes, the BL equilibrium, and cloud cover are shown for a warmer, doubled CO2 climate. Reduced stomatal conductance in a simple vegetation model amplifies the background 2 K ocean temperature rise to an (unrealistically large) 6 K increase in near‐surface temperature over land, with a corresponding drop of near‐surface relative humidity of about 19%, and a rise of cloud base of about 70 hPa. Cloud changes depend strongly on changes of mean subsidence; but evaporative fraction (EF) decreases. EF is almost uniquely related to mixed layer (ML) depth, independent of background forcing climate. This suggests that it might be possible to infer EF for heterogeneous landscapes from ML depth. The asymmetry of increased evaporation over the oceans and reduced transpiration over land increases in a warmer doubled CO2 climate.

Annular variability and eddy-zonal flow interactions in a simplified atmospheric GCM. Part 1: Characterization of high and low frequency behaviour

Experiments have been performed using a simplified, Newtonian forced, global circulation model to investigate how variability of the tropospheric jet can be characterized by examining the combined fluctuations of the two leading modes of annular variability. Eddy forcing of this variability is analyzed in the phase space of the leading modes using the vertically integrated momentum budget. The nature of the annular variability and eddy forcing depends on the time scale. At low frequencies the zonal flow and baroclinic eddies are in quasi equilibrium and anomalies propagate poleward. The eddies are shown primarily to reinforce the anomalous state and are closely balanced by the linear damping, leaving slow evolution as a residual. At high frequencies the flow is strongly evolving and anomalies are initiated on the poleward side of the tropospheric jet and propagate equatorward. The eddies are shown to drive this evolution strongly: eddy location and amplitude reflect the past baroclinicity, while eddy feedback on the zonal flow may be interpreted in terms of wave breaking associated with baroclinic life cycles in lateral shear.

Coronal mass ejections and magnetic flux buildup in the heliosphere

To test for magnetic flux buildup in the heliosphere from coronal mass ejections (CMEs), we simulate heliospheric flux as a constant background open flux with a time-varying interplanetary CME (ICME) contribution. As flux carried by ejecta can only contribute to the heliospheric flux budget while it remains closed, the ICME flux opening rate is an important factor. Two separate forms for the ICME flux opening rate are considered: (1) constant and (2) exponentially decaying with time. Coronagraph observations are used to determine the CME occurrence rates, while in situ observations are used to estimate the magnetic flux content of a typical ICME. Both static equilibrium and dynamic simulations, using the constant and exponential ICME flux opening models, require flux opening timescales of ∼50 days in order to match the observed doubling in the magnetic field intensity at 1 AU over the solar cycle. Such timescales are equivalent to a change in the ICME closed flux of only ∼7–12% between 1 and 5 AU, consistent with CSE signatures; no flux buildup results. The dynamic simulation yields a solar cycle flux variation with high variability that matches the overall variability of the observed magnetic field intensity remarkably well, including the double peak forming the Gnevyshev gap.

Modelling the interdependence between the stoichiometry of receptor oligomerization and ligand binding for a coexisting dimer/tetramer receptor system

Many G protein-coupled receptors have been shown to exist as oligomers, but the oligomerization state and the effects of this on receptor function are unclear. For some G protein-coupled receptors, in ligand binding assays, different radioligands provide different maximal binding capacities. Here we have developed mathematical models for co-expressed dimeric and tetrameric species of receptors. We have considered models where the dimers and tetramers are in equilibrium and where they do not interconvert and we have also considered the potential influence of the ligands on the degree of oligomerization. By analogy with agonist efficacy, we have considered ligands that promote, inhibit or have no effect on oligomerization. Cell surface receptor expression and the intrinsic capacity of receptors to oligomerize are quantitative parameters of the equations. The models can account for differences in the maximal binding capacities of radioligands in different preparations of receptors and provide a conceptual framework for simulation and data fitting in complex oligomeric receptor situations.

Interactions between shallow and deep convection under a finite departure from convective quasi–equilibrium

The present paper presents a simple theory for the transformation of non-precipitating, shallow convection into precipitating, deep convective clouds. In order to make the pertinent point a much idealized system is considered, consisting only of shallow and deep convection without large–scale forcing. The transformation is described by an explicit coupling between these two types of convection. Shallow convection moistens and cools the atmosphere, whereas deep convection dries and warms, leading to destabilization and stabilization respectively. Consequently, in their own stand–alone modes, shallow convection perpetually grows, whereas deep convection simply damps: the former never reaches equilibrium, and the latter is never spontaneously generated. Coupling the modes together is the only way to reconcile these undesirable separate tendencies so that the convective system as a whole can remain in a stable periodic state under this idealized setting. Such coupling is a key missing element in current global atmospheric models. The energy–cycle description as originally formulated by Arakawa and Schubert, and presented herein is suitable for direct implementation into models using a mass–flux parameterization, and would alleviate the current problems with the representation of these two types of convection in numerical models. The present theory also provides a pertinent framework for analyzing large–eddy simulations and cloud–resolving modelling.

The coupled δ13C-radiocarbon systematics of three Late Glacial/early Holocene speleothems: insights into soil and caveprocesses at climatic transitions

The coupled δ13C-radiocarbon systematics of threeEuropean stalagmites deposited during the Late Glacial and early Holocene were investigated to understand better how the carbon isotope systematics of speleothems respond to climate transitions. The emphasis is on understanding how speleothems may record climate-driven changes in the proportions of biogenic (soil carbon) and limestone bedrock derived carbon. At two of the three sites, the combined δ13C and 14C data argue against greater inputs of limestone carbon as the sole cause of the observed shift to higher δ13C during the cold Younger Dryas. In these stalagmites (GAR-01 from La Garma cave, N. Spain and So-1 from Sofular cave, Turkey), the combined changes in δ13C and initial 14C activities suggest enhanced decomposition of old stored, more recalcitrant, soil carbon at the onset of the warmer early Holocene. Alternative explanations involving gradual temporal changes between open- and closed-system behaviour during the Late Glacial are difficult to reconcile with observed changes in speleothem δ13C and the growth rates. In contrast, a stalagmite from Pindal cave (N. Spain) indicates an abrupt change in carbon inputs linked to local hydrological and disequilibrium isotope fractionation effects, rather than climate change. For the first time, it is shown that while the initial 14C activities of all three stalagmites broadly follow the contemporaneous atmospheric 14C trends (the Younger Dryas atmospheric 14C anomaly can be clearly discerned), subtle changes in speleothem initial 14C activities are linked to climate-driven changes in soil carbon turnover at a climate transition.

A mathematical approach to chemical equilibrium theory for gaseous systems—I: theory

Equilibrium theory occupies an important position in chemistry and it is traditionally based on thermodynamics. A novel mathematical approach to chemical equilibrium theory for gaseous systems at constant temperature and pressure is developed. Six theorems are presented logically which illustrate the power of mathematics to explain chemical observations and these are combined logically to create a coherent system. This mathematical treatment provides more insight into chemical equilibrium and creates more tools that can be used to investigate complex situations. Although some of the issues covered have previously been given in the literature, new mathematical representations are provided. Compared to traditional treatments, the new approach relies on straightforward mathematics and less on thermodynamics, thus, giving a new and complementary perspective on equilibrium theory. It provides a new theoretical basis for a thorough and deep presentation of traditional chemical equilibrium. This work demonstrates that new research in a traditional field such as equilibrium theory, generally thought to have been completed many years ago, can still offer new insights and that more efficient ways to present the contents can be established. The work presented here can be considered appropriate as part of a mathematical chemistry course at University level.

Understanding and representing atmospheric convection across scales: recommendations from the meeting held at Dartington Hall, Devon, UK, 28–30 January 2013

As weather and climate models move toward higher resolution, there is growing excitement about potential future improvements in the understanding and prediction of atmospheric convection and its interaction with larger-scale phenomena. A meeting in January 2013 in Dartington, Devon was convened to address the best way to maximise these improvements, specifically in a UK context but with international relevance. Specific recommendations included increased convective-scale observations, high-resolution virtual laboratories, and a system of parameterization test beds with a range of complexities. The main recommendation was to facilitate the development of physically based convective parameterizations that are scale-aware, non-local, non-equilibrium, and stochastic.

The olive oil and cotton lint sectors in the European Union

This paper examines and analyses the impacts of the reformed CAP as well as the decisions of the new round of negotiations for the olive oil and cotton sectors in the European Union. The aim of this study is to estimate changes in supply (agricultural supply plus intermediate demand and final production), demand (consumption), price and stock formation (import, export, beginning and ending stocks, national price formation) for both the olive oil and cotton sectors. The model designed for this purpose is partial equilibrium and policy oriented. The objectives of this model are to estimate changes in the production and consumption of the two products concerned, to determine how the reformed CAP and the new round of negotiations of the WTO affect these two sectors to analyse the evolution of export and import volumes, and finally to determine how this evolution will influence the welfare situation of the olive and cotton sectors.

EISCAT observations of ion composition and temperature anisotropy in the high-latitude F-region

The papers by Winser et al. [(1990) J. atmos. terr. Phys.52, 501] and Häggström and Collis [(1990) J. atmos. terr. Phys.52, 519] used plasma flows and ion temperatures, as measured by the EISCAT tristatic incoherent scatter radar, to investigate changes in the ion composition of the ionospheric F-layer at high latitudes, in response to increases in the speed of plasma convection. These studies reported that the ion composition rapidly changed from mainly O+ to almost completely (>90%) molecular ions, following rapid increases in ion drift speed by >1 km s−1. These changes appeared inconsisent with theoretical considerations of the ion chemistry, which could not account for the large fractions of molecular ions inferred from the obsevations. In this paper, we discuss two causes of this discrepancy. First, we reevaluate the theoretical calculations for chemical equilibrium and show that, if we correct the derived temperatures for the effect of the molecular ions, and if we employ more realistic dependences of the reaction rates on the ion temperature, the composition changes derived for the faster convection speeds can be explained. For the Winser et al. observations with the radar beam at an aspect angle of ϕ = 54.7° to the geomagnetic field, we now compute a change to 89% molecular ions in < 2 min, in response to the 3 km s−1 drift. This is broadly consistent with the observations. But for the two cases considered by Häggström and Collis, looking along the field line (ϕ = 0°), we compute the proportion of molecular ions to be only 4 and 16% for the observed plasma drifts of 1.2 and 1.6 km s−1, respectively. These computed proportions are much smaller than those derived experimentally (70 and 90%). We attribute the differences to the effects of non-Maxwellian, anisotropic ion velocity distribution functions. We also discuss the effect of ion composition changes on the various radar observations that report anisotropies of ion temperature.