Smoothness of scale functions for spectrally negative Lévy processes

Scale functions play a central role in the fluctuation theory of spectrally negative Lévy processes and often appear in the context of martingale relations. These relations are often require excursion theory rather than Itô calculus. The reason for the latter is that standard Itô calculus is only applicable to functions with a sufficient degree of smoothness and knowledge of the precise degree of smoothness of scale functions is seemingly incomplete. The aim of this article is to offer new results concerning properties of scale functions in relation to the smoothness of the underlying Lévy measure. We place particular emphasis on spectrally negative Lévy processes with a Gaussian component and processes of bounded variation. An additional motivation is the very intimate relation of scale functions to renewal functions of subordinators. The results obtained for scale functions have direct implications offering new results concerning the smoothness of such renewal functions for which there seems to be very little existing literature on this topic.

Effect of ENSO phase on large-scale snow water equivalent distribution in a GCM

Understanding links between the El Nino-Southern Oscillation (ENSO) and snow would be useful for seasonal forecasting, but also for understanding natural variability and interpreting climate change predictions. Here, a 545-year run of the general circulation model HadCM3, with prescribed external forcings and fixed greenhouse gas concentrations, is used to explore the impact of ENSO on snow water equivalent (SWE) anomalies. In North America, positive ENSO events reduce the mean SWE and skew the distribution towards lower values, and vice versa during negative ENSO events. This is associated with a dipole SWE anomaly structure, with anomalies of opposite sign centered in western Canada and the central United States. In Eurasia, warm episodes lead to a more positively skewed distribution and the mean SWE is raised. Again, the opposite effect is seen during cold episodes. In Eurasia the largest anomalies are concentrated in the Himalayas. These correlations with February SWE distribution are seen to exist from the previous June-July-August (JJA) ENSO index onwards, and are weakly detected in 50-year subsections of the control run, but only a shifted North American response can be detected in the anaylsis of 40 years of ERA40 reanalysis data. The ENSO signal in SWE from the long run could still contribute to regional predictions although it would be a weak indicator only

Illustration of micro-scale advection using grid-pattern mini-lysimeters

Twenty-five small soil-filled perspex boxes arranged in a square, with dwarf sunflowers growing in them, were used to study micro-scale advection. Hydrological heterogeneity was introduced by applying two different amounts of irrigation water (low-irrigation, L, versus high-irrigation, H). The nine central boxes (4 H, 4 L and I bare box) were precision weighing lysimeters, yielding diurnal measurements of evaporation. After the onset of soil water stress, a large difference in latent heat flux (up to 4-fold) was observed between the lysimeters of the H and L treatments, mainly caused by large differences between H and L stomatal conductance values. This resulted in micro-advection, causing H soil-sunflower systems to evaporate well above equilibrium latent heat flux. The occurrence of micro-advective enhancement was reflected in large values of the Priestley-Taylor constant (often larger than 2.0) and generally negative values of sensible heat flux for the H treatment. (c) 2005 Elsevier B.V. All rights reserved.

A link between low-frequency mesoscale eddy variability around Madagascar and the large-scale Indian Ocean variability

A connection is shown to exist between the mesoscale eddy activity around Madagascar and the large-scale interannual variability in the Indian Ocean. We use the combined TOPEX/Poseidon-ERS sea surface height (SSH) data for the period 1993–2003. The SSH-fields in the Mozambique Channel and east of Madagascar exhibit a significant interannual oscillation. This is related to the arrival of large-scale anomalies that propagate westward along 10°–15°S in response to the Indian Ocean dipole (IOD) events. Positive (negative) SSH anomalies associated to a positive (negative) IOD phase induce a shift in the intensity and position of the tropical and subtropical gyres. A weakening (strengthening) results in the intensity of the South Equatorial Current and its branches along east Madagascar. In addition, the flow through the narrows of the Mozambique Channel around 17°S increases (decreases) during periods of a stronger and northward (southward) extension of the subtropical (tropical) gyre. Interaction between the currents in the narrows and southward propagating eddies from the northern Channel leads to interannual variability in the eddy kinetic energy of the central Channel in phase with the one in the SSH-field.

Toward a combined seasonal weather and crop productivity forecasting system: Determination of the working spatial scale

A methodology is presented for the development of a combined seasonal weather and crop productivity forecasting system. The first stage of the methodology is the determination of the spatial scale(s) on which the system could operate; this determination has been made for the case of groundnut production in India. Rainfall is a dominant climatic determinant of groundnut yield in India. The relationship between yield and rainfall has been explored using data from 1966 to 1995. On the all-India scale, seasonal rainfall explains 52% of the variance in yield. On the subdivisional scale, correlations vary between variance r(2) = 0.62 (significance level p < 10(-4)) and a negative correlation with r(2) = 0.1 (p = 0.13). The spatial structure of the relationship between rainfall and groundnut yield has been explored using empirical orthogonal function (EOF) analysis. A coherent, large-scale pattern emerges for both rainfall and yield. On the subdivisional scale (similar to 300 km), the first principal component (PC) of rainfall is correlated well with the first PC of yield (r(2) = 0.53, p < 10(-4)), demonstrating that the large-scale patterns picked out by the EOFs are related. The physical significance of this result is demonstrated. Use of larger averaging areas for the EOF analysis resulted in lower and (over time) less robust correlations. Because of this loss of detail when using larger spatial scales, the subdivisional scale is suggested as an upper limit on the spatial scale for the proposed forecasting system. Further, district-level EOFs of the yield data demonstrate the validity of upscaling these data to the subdivisional scale. Similar patterns have been produced using data on both of these scales, and the first PCs are very highly correlated (r(2) = 0.96). Hence, a working spatial scale has been identified, typical of that used in seasonal weather forecasting, that can form the basis of crop modeling work for the case of groundnut production in India. Last, the change in correlation between yield and seasonal rainfall during the study period has been examined using seasonal totals and monthly EOFs. A further link between yield and subseasonal variability is demonstrated via analysis of dynamical data.

ALARM: Assessing large-scale environment risks for biodiversity with tested methods

The EU-funded research project ALARM will develop and test methods and protocols for the assessment of large-scale environmental risks in order to minimise negative human impacts. Research focuses on the assessment and forecast of changes in biodiversity and in the structure, function, and dynamics of ecosystems. This includes the relationships between society, the economy and biodiversity.

Are the spatial patterns of weeds scale-invariant?

In previous empirical and modelling studies of rare species and weeds, evidence of fractal behaviour has been found. We propose that weeds in modern agricultural systems may be managed close to critical population dynamic thresholds, below which their rates of increase will be negative and where scale-invariance may be expected as a consequence. We collected detailed spatial data on five contrasting species over a period of three years in a primarily arable field. Counts in 20×20 cm contiguous quadrats, 225,000 in 1998 and 84,375 thereafter, could be re-structured into a wide range of larger quadrat sizes. These were analysed using three methods based on correlation sum, incidence and conditional incidence. We found non-trivial scale invariance for species occurring at low mean densities and where they were strongly aggregated. The fact that the scale-invariance was not found for widespread species occurring at higher densities suggests that the scaling in agricultural weed populations may, indeed, be related to critical phenomena.

Clinical trial: the effects of a trans-galactooligosaccharide prebiotic on faecal microbiota and symptoms in irritable bowel syndrome

Gut microflora-mucosal interactions may be involved in the pathogenesis of irritable bowel syndrome (IBS). To investigate the efficacy of a novel prebiotic trans-galactooligosaccharide in changing the colonic microflora and improve the symptoms in IBS sufferers. In all, 44 patients with Rome II positive IBS completed a 12-week single centre parallel crossover controlled clinical trial. Patients were randomized to receive either 3.5 g/d prebiotic, 7 g/d prebiotic or 7 g/d placebo. IBS symptoms were monitored weekly and scored according to a 7-point Likert scale. Changes in faecal microflora, stool frequency and form (Bristol stool scale) subjective global assessment (SGA), anxiety and depression and QOL scores were also monitored. The prebiotic significantly enhanced faecal bifidobacteria (3.5 g/d P < 0.005; 7 g/d P < 0.001). Placebo was without effect on the clinical parameters monitored, while the prebiotic at 3.5 g/d significantly changed stool consistency (P < 0.05), improved flatulence (P < 0.05) bloating (P < 0.05), composite score of symptoms (P < 0.05) and SGA (P < 0.05). The prebiotic at 7 g/d significantly improved SGA (P < 0.05) and anxiety scores (P < 0.05). The galactooligosaccharide acted as a prebiotic in specifically stimulating gut bifidobacteria in IBS patients and is effective in alleviating symptoms. These findings suggest that the prebiotic has potential as a therapeutic agent in IBS.

Strategies and biases in location memory in Williams syndrome

Individuals with Williams syndrome (WS) demonstrate impaired visuo-spatial abilities in comparison to their level of verbal ability. In particular, visuo-spatial construction is an area of relative weakness. It has been hypothesised that poor or atypical location coding abilities contribute strongly to the impaired abilities observed on construction and drawing tasks [Farran, E. K., & Jarrold, C. (2005). Evidence for unusual spatial location coding in Williams syndrome: An explanation for the local bias in visuo-spatial construction tasks? Brain and Cognition, 59, 159-172; Hoffman, J. E., Landau, B., & Pagani, B. (2003). Spatial breakdown in spatial construction: Evidence from eye fixations in children with Williams syndrome. Cognitive Psychology, 46, 260-301]. The current experiment investigated location memory in WS. Specifically, the precision of remembered locations was measured as well as the biases and strategies that were involved in remembering those locations. A developmental trajectory approach was employed; WS performance was assessed relative to the performance of typically developing (TD) children ranging from 4- to 8-year-old. Results showed differential strategy use in the WS and TD groups. WS performance was most similar to the level of a TD 4-year-old and was additionally impaired by the addition of physical category boundaries. Despite their low level of ability, the WS group produced a pattern of biases in performance which pointed towards evidence of a subdivision effect, as observed in TD older children and adults. In contrast, the TD children showed a different pattern of biases, which appears to be explained by a normalisation strategy. In summary, individuals with WS do not process locations in a typical manner. This may have a negative impact on their visuo-spatial construction and drawing abilities. (c) 2007 Elsevier Ltd. All rights reserved.

Assessing the impact of nano- and micro-scale zerovalent iron particles on soil microbial activities: Particle reactivity interferes with assay conditions and interpretation of genuine microbial effects

The effects of nano-scale and micro-scale zerovalent iron (nZVI and mZVI) particles on general (dehydrogenase and hydrolase) and specific (ammonia oxidation potential, AOP) activities mediated by the microbial community in an uncontaminated soil were examined. nZVI (diameter 12.5 nm; 10 mg gÿ1 soil)apparently inhibited AOP and nZVI and mZVI apparently stimulated dehydrogenase activity but had minimal influence on hydrolase activity. Sterile experiments revealed that the apparent inhibition of AOP could not be interpreted as such due to the confounding action of the particles, whereas, the nZVIenhanced dehydrogenase activity could represent the genuine response of a stimulated microbial population or an artifact of ZVI reactivity. Overall, there was no evidence for negative effects of nZVI or mZVI on the processes studied. When examining the impact of redox active particles such as ZVI on microbial oxidation–reduction reactions, potential confounding effects of the test particles on assay conditions should be considered.

The detection of atmospheric rivers in atmospheric reanalyses and their links to British winter floods and the large-scale climatic circulation

Atmospheric Rivers (ARs), narrow plumes of enhanced moisture transport in the lower troposphere, are a key synoptic feature behind winter flooding in midlatitude regions. This article develops an algorithm which uses the spatial and temporal extent of the vertically integrated horizontal water vapor transport for the detection of persistent ARs (lasting 18 h or longer) in five atmospheric reanalysis products. Applying the algorithm to the different reanalyses in the vicinity of Great Britain during the winter half-years of 1980–2010 (31 years) demonstrates generally good agreement of AR occurrence between the products. The relationship between persistent AR occurrences and winter floods is demonstrated using winter peaks-over-threshold (POT) floods (with on average one flood peak per winter). In the nine study basins, the number of winter POT-1 floods associated with persistent ARs ranged from approximately 40 to 80%. A Poisson regression model was used to describe the relationship between the number of ARs in the winter half-years and the large-scale climate variability. A significant negative dependence was found between AR totals and the Scandinavian Pattern (SCP), with a greater frequency of ARs associated with lower SCP values.

Large-scale surface mass balance of ice sheets from a comprehensive atmospheric model

The surface mass balance for Greenland and Antarctica has been calculated using model data from an AMIP-type experiment for the period 1979–2001 using the ECHAM5 spectral transform model at different triangular truncations. There is a significant reduction in the calculated ablation for the highest model resolution, T319 with an equivalent grid distance of ca 40 km. As a consequence the T319 model has a positive surface mass balance for both ice sheets during the period. For Greenland, the models at lower resolution, T106 and T63, on the other hand, have a much stronger ablation leading to a negative surface mass balance. Calculations have also been undertaken for a climate change experiment using the IPCC scenario A1B, with a T213 resolution (corresponding to a grid distance of some 60 km) and comparing two 30-year periods from the end of the twentieth century and the end of the twenty-first century, respectively. For Greenland there is change of 495 km3/year, going from a positive to a negative surface mass balance corresponding to a sea level rise of 1.4 mm/year. For Antarctica there is an increase in the positive surface mass balance of 285 km3/year corresponding to a sea level fall by 0.8 mm/year. The surface mass balance changes of the two ice sheets lead to a sea level rise of 7 cm at the end of this century compared to end of the twentieth century. Other possible mass losses such as due to changes in the calving of icebergs are not considered. It appears that such changes must increase significantly, and several times more than the surface mass balance changes, if the ice sheets are to make a major contribution to sea level rise this century. The model calculations indicate large inter-annual variations in all relevant parameters making it impossible to identify robust trends from the examined periods at the end of the twentieth century. The calculated inter-annual variations are similar in magnitude to observations. The 30-year trend in SMB at the end of the twenty-first century is significant. The increase in precipitation on the ice sheets follows closely the Clausius-Clapeyron relation and is the main reason for the increase in the surface mass balance of Antarctica. On Greenland precipitation in the form of snow is gradually starting to decrease and cannot compensate for the increase in ablation. Another factor is the proportionally higher temperature increase on Greenland leading to a larger ablation. It follows that a modest increase in temperature will not be sufficient to compensate for the increase in accumulation, but this will change when temperature increases go beyond any critical limit. Calculations show that such a limit for Greenland might well be passed during this century. For Antarctica this will take much longer and probably well into following centuries.

Increases in prefrontal cortex activity when regulating negative emotion predicts symptom severity trajectory over six months in depression

Context: Emotion regulation is critically disrupted in depression and use of paradigms tapping these processes may uncover essential changes in neurobiology during treatment. In addition, as neuroimaging outcome studies of depression commonly utilize solely baseline and endpoint data – which is more prone to week-to week noise in symptomatology – we sought to use all data points over the course of a six month trial. Objective: To examine changes in neurobiology resulting from successful treatment. Design: Double-blind trial examining changes in the neural circuits involved in emotion regulation resulting from one of two antidepressant treatments over a six month trial. Participants were scanned pretreatment, at 2 months and 6 months posttreatment. Setting: University functional magnetic resonance imaging facility. Participants: 21 patients with Major Depressive Disorder and without other Axis I or Axis II diagnoses and 14 healthy controls. Interventions: Venlafaxine XR (doses up to 300mg) or Fluoxetine (doses up to 80mg). Main Outcome Measure: Neural activity, as measured using functional magnetic resonance imaging during performance of an emotion regulation paradigm as well as regular assessments of symptom severity by the Hamilton Rating Scale for Depression. To utilize all data points, slope trajectories were calculated for rate of change in depression severity as well as rate of change of neural engagement. Results: Those depressed individuals showing the steepest decrease in depression severity over the six months were those individuals showing the most rapid increases in BA10 and right DLPFC activity when regulating negative affect over the same time frame. This relationship was more robust than when using solely the baseline and endpoint data. Conclusions: Changes in PFC engagement when regulating negative affect correlate with changes in depression severity over six months. These results are buttressed by calculating these statistics which are more reliable and robust to week-to-week variation than difference scores.

Large-scale atmospheric dynamics of the wet winter 2009–2010 and its impact on hydrology in Portugal

The anomalously wet winter of 2010 had a very important impact on the Portuguese hydrological system. Owing to the detrimental effects of reduced precipitation in Portugal on the environmental and socio-economic systems, the 2010 winter was predominantly beneficial by reversing the accumulated precipitation deficits during the previous hydrological years. The recorded anomalously high precipitation amounts have contributed to an overall increase in river runoffs and dam recharges in the 4 major river basins. In synoptic terms, the winter 2010 was characterised by an anomalously strong westerly flow component over the North Atlantic that triggered high precipitation amounts. A dynamically coherent enhancement in the frequencies of mid-latitude cyclones close to Portugal, also accompanied by significant increases in the occurrence of cyclonic, south and south-westerly circulation weather types, are noteworthy. Furthermore, the prevalence of the strong negative phase of the North Atlantic Oscillation (NAO) also emphasises the main dynamical features of the 2010 winter. A comparison of the hydrological and atmospheric conditions between the 2010 winter and the previous 2 anomalously wet winters (1996 and 2001) was also carried out to isolate not only their similarities, but also their contrasting conditions, highlighting the limitations of estimating winter precipitation amounts in Portugal using solely the NAO phase as a predictor.

Beyond behaviour: is social anxiety low in Williams syndrome

Individuals with Williams syndrome (WS) exhibit striking social behaviour that may be indicative of abnormally low social anxiety. The present research aimed to determine whether social anxiety is unusually low in WS and to replicate previous findings of increased generalised anxiety in WS using both parent and self report. Fifteen individuals with WS aged 12-28 years completed the Spence Children’s Anxiety Scale (SCAS) and the Children’s Automatic Thoughts Scale (CATS). Their responses were compared to clinically anxious and community comparison groups matched on mental age. The findings suggest that WS is not associated with unusually low social anxiety but that generalised anxiety symptoms and physical threat thoughts are increased in WS, relative to typically developing children.