bluuebunny/crossref_metadata_2025 huggingface dataset:
The relationship between wetland hydroperiod and nestedness patterns in assemblages of larval amphibians and predatory macroinvertebrates
Authors: J. Baber Matthew , Fleishman Erica , J. Babbitt Kimberly , L. Tarr Tracy
Published: September 2004

Assemblages exhibit nested distributional patterns if the species found in species‐poor locations also occur in progressively richer locations. We investigated patterns of nestedness in assemblages of larval amphibians and predatory macroinvertebrates in 42 isolated freshwater wetlands in southern New Hampshire, USA. These wetlands varied markedly in hydroperiod and we predicted that nestedness would be relatively weak because changes in disturbance processes (the relative threat of desiccation and predation) along the hydroperiod gradient often generate distinct assemblages. Contrary to expectations we found that both amphibian and macroinvertebrate assemblages were strongly nested not only with respect to species richness but also with respect to hydroperiod and wetland size, which were positively correlated. We attribute our results to the increased colonization rates and decreased extinction rates associated with increasing hydroperiod, and to concomitant increases in wetland size, habitat heterogeneity/complexity, and possibly water temperature. Moreover, the impact of predatory fishes on species richness and composition of amphibians and macroinvertebrates was relatively minor. We found that amphibians had a significantly lower degree of nestedness than macroinvertebrates, suggesting that a higher proportion of amphibian species found in species‐poor assemblages was unlikely to occur in species‐rich assemblages of amphibians (e.g. wood frogs and spotted salamanders). The degree of nestedness appeared to be influenced primarily by hydroperiod and wetland size for amphibians, whereas nestedness of macroinvertebrates was influenced by unknown factors (possibly water temperature) in addition to hydroperiod and wetland size. The high degrees of nestedness observed in amphibian and macroinvertebrate assemblages imply that protection of larger, more permanent wetlands may be more important for conserving native biological diversity than protection of smaller, non‐permanent wetlands. However, non‐permanent wetlands are used by several species of conservation concern that often do not occur in larger and more permanent wetlands.
Defensive traits of savanna trees – the role of shoot exposure to browsers
Authors: Rooke Tuulikki , Danell Kjell , Bergström Roger , Skarpe Christina , Hjältén Joakim
Published: September 2004

To investigate patterns of plant defence, a study was conducted on 13 tree species in Botswana. We tested the hypotheses that (1) shoots on small, young trees are more defended than shoots at the same height on tall, mature individuals and (2) shoots within browsing height are more defended than shoots above the reach of browsers, on mature trees. Plant traits studied were total phenolics, tannin activity, nitrogen (N), acid‐detergent fibre (ADF), and degree of spinescence (in three species). We found some support for the first hypothesis. Overall young trees had a significantly higher concentration of total phenolics than mature trees and on species level these differences were significant for three of the 13 species. However, we found no differences in tannin activity, spinescence or ADF concentration between young and mature trees, and four species had higher levels of N in young trees, suggesting higher overall palatability. Contrary to our second hypothesis, shoots within browsing height were less chemically defended (total phenolics and tannin activity) than shoots above browsing height in six of 13 species. Two species had less ADF in lower shoots, and no significant differences were found in N or spinescence for any species. This study included a broad range of tree species at two sites and the results indicate that general theories of plant defence, originating from boreal and northern temperate forests, cannot be simply applied to savanna ecosystems.
Foraging costs of vigilance in large mammalian herbivores
Authors: Fortin Daniel , Boyce Mark S. , Merrill Evelyn H. , Fryxell John M.
Published: September 2004

Vigilance has been assumed to reduce food intake by taking away time from food processing. Such foraging costs of vigilance have been predicted to have profound effects on the structure of communities. Recently, however, it has been argued that mammalian herbivores might be capable of maintaining their rate of food intake despite being vigilant, because of their ability to scan the environment while chewing vegetation. We conducted behavioral observations to evaluate whether vigilance decreases the bite rate of free‐ranging female bison (Bison bison) in Prince Albert National Park and elk (Cervus canadensis) in Yellowstone National Park. Modeling of foraging processes indicated that chewing time exceeded the time that bison and elk spent searching for food, interacting with conspecifics, and scanning. Consequently, bison and elk might have been capable of maintaining their rate of food intake despite vigilance. The maintenance of intake rate would have required bison and elk to match scanning events closely with chewing bouts, but we did not detect a positive correlation between the duration of scanning bouts and the number of consecutive bites taken just before vigilance events. As a result, vigilance was costly, and as it increased, bite rate declined for both herbivore species. Scanning still overlapped partially with food handling. Indeed, we estimated that 31% of feeding time being vigilant decreased bite rate by 20% for bison and 26% for elk, whereas total absence of overlap between chewing and scanning should have reduced bite rate by 31%. While we observed that vigilance induced foraging costs, these costs were less important than traditionally assumed.
Variability in population and community biomass in a grassland community affected by environmental productivity and diversity
Authors: Lepš Jan
Published: September 2004

Temporal variability of the biomass of individual populations and total community biomass were studied in a species rich meadow (35–40 species 0.25 m−2plot). Communities were experimentally subjected to fertilization and removal of the dominantMolinia caeruleain a factorial design. The typical dominance structure, with few dominants and many subordinate species, developed in all the treatments. Variability was measured by the coefficient of variation between years, from the fifth to the eighth year of the experiment (to avoid the initial response to the manipulations). Dominant removal increased the diversity measured by the reciprocal of the Simpson index, while fertilization decreased both species number and diversity and also caused a shift in community composition. The variability of both the total community and of individual species was higher in the fertilized plots. The coefficient of variation decreased with species mean biomass in all the plots. In non‐fertilized plots, the dominant species had lower variability than total biomass. The biomass values of individual species fluctuated in a concordant manner over the years (i.e. were positively correlated). All of these factors will decrease the strength of the expected portfolio effect. It is argued that the effect of environmental productivity on variability is more pronounced than the effect of diversity.
Spatio‐temporal development of forests – current trends in field methods and models
Authors: Gratzer Georg , Canham Charles , Dieckmann Ulf , Fischer Anton , Iwasa Yoh , Law Richard , Lexer Manfred J. , Sandmann Holger , Spies Thomas A. , Splechtna Bernhard E. , Szwagrzyk Jerzy
Published: September 2004

We present a critical review of current trends in research of spatio‐temporal development of forests. The paper addresses (1) field methods for the development of spatially‐explicit models of forest dynamics and their integration in models of forest dynamics, (2) strengths and limitations of traditional patch models versus spatially‐explicit, individual‐based models, and (3) the potential for moment‐based methods in the analysis of forest dynamics. These topics are discussed with reference to their potential for solving open questions in the studies of forest dynamics. The study of spatio‐temporal processes provides a link between pattern and process in plant communities, and plays a crucial role in understanding ecosystem dynamics. In the last decade, the development of spatially‐explicit, individual‐based models shifted the focus of forest dynamics modelling from the dynamics of discrete patches to the interactions among individual organisms, thus encapsulating the theory of “neighbourhood” dynamics. In turn, the stochastic properties and the complexity of spatially‐explicit, individual‐based models gave rise to the development of a new suite of so‐called moment‐based models. These new models describe the dynamics of individuals and of pairs of individuals in terms of their densities, thus directly capturing second‐order information on spatial structure. So far, this approach has not been applied to forests; we indicate extensions needed for such applications. Moment‐based models may be an important complement to spatially explicit individual‐based models in developing a general spatial theory of forest dynamics. However, both kinds of models currently focus on fine scales, whereas a critical issue in forest dynamics is to understand the interaction of fine‐scale processes with coarser‐scale disturbances. To obtain a more complete picture of forest dynamics, the relevant links and interactions between fine‐, intermediate‐, and coarse‐scale processes ought to be identified. Intensive links between modelling work and field studies designed across different scales are a promising means to create a new perspective on forest dynamics.
Species evenness and productivity in experimental plant communities
Authors: Mulder C. P. H. , Bazeley‐White E. , Dimitrakopoulos P. G. , Hector A. , Scherer‐Lorenzen M. , Schmid B.
Published: September 2004

In nature, plant biomass is not evenly distributed across species, and naturally uncommon species may differ from common species in the probability of loss from the community. Understanding relationships between evenness and productivity is therefore critical to understanding changes in ecosystem functioning as species are lost from communities. We examined data from a large multi‐site grassland experiment (BIODEPTH) for relationships between evenness of species composition (proportional abundance of biomass) and total biomass of communities. For plots which started with the same and even species composition, but which diverged in evenness over time, those with lower evenness had a significantly greater biomass. The relationship between evenness and biomass across all plots was also negative. However, for communities where the most common species represented one of the three largest species in monoculture at that site (inclusion of a large dominant species), the relationship was neutral. Path analyses indicated that three paths contributed to this negative relationship. First, higher species richness decreased evenness, but increased biomass (primarily through an increase in maximum plant size). Contrary to predictions, maximum plant size had either no effect on evenness, or a positive effect (in year 3 plots with a large dominant species), thereby reducing this relationship. In year 2, large variation among species in plant size (as measured in monoculture) both decreased evenness and increased biomass, thus increasing the strength of the negative relationship between evenness and biomass. However, the former effect was only found in plots with a large dominant species, the latter only in plots without a large dominant species. When species richness, maximum plant size, and variation in size were accounted for, in year 2 evenness positively affected biomass in plots that included a large dominant species. Our results are consistent with the view that naturally uncommon species may be unaffected by (or even benefit from) the presence of a large naturally common species, and that uncommon plants may have little ability to increase productivity in the absence of such a species. We conclude that the observed negative relationship between evenness and biomass resulted from multiple direct and indirect effects, the relative strength of which depended in part on the presence of large dominant species.
Sprouting by semi‐arid plants: testing a dichotomy and predictive traits
Authors: Vesk Peter A. , Warton David I. , Westoby Mark
Published: September 2004

A widely‐used description of vegetation response to fire is that species can be clearly classified as sprouters or non‐sprouters. We aimed to assess: (1) how well this dichotomous classification (sprouter/non‐sprouter) described the responses of a semi‐arid flora to experimental disturbance; (2) how similar were sprouting responses to treatments mimicking intense herbivory and fire; (3) how well easily‐measured traits could predict sprouting. Sprouting was assessed for 45 species from a range of growth forms (grasses, forbs, sub‐shrubs, woody shrubs and trees) from semi‐arid south‐eastern Australia. We used two treatments: clipping at stem base, and clipping followed by burning with a blowtorch.

A dichotomy accounted for >60% of deviance explained by species identity. Models with three or four groups were not substantially better. The dichotomy was not between 0% and 100% sprouting, rather between ‘weak’ and ‘strong’ sprouters. Probabilities of sprouting for weak sprouters were 23% after clipping and 6% after burning, while strong sprouters had sprouting probabilities of 90% after clipping and 79% after burning. While sprouting varied in space and time, the dichotomy was robust to this variation. Sprouting ability increased with size in most of the species with variable sprouting.

Sprouting was partially related to growth form; grasses sprouted strongly, chenopods weakly, and forb and woody species covered the range of sprouting. Strong sprouters were likely to have more stems per plant, greater basal area, shorter potential height and deeper buds than weak sprouters. A hierarchical model that used growth form and then stems‐per‐plant provided a simple, robust predictor of sprouting.

Four‐fifths of species responded consistently to clipping and burning while one‐fifth of species were strong sprouters after clipping but weak sprouters after burning. Burning reduced sprouting most in intermediate sprouters. Differences between sprouting after clipping and burning reflected increased intensity and were related to the depth of buds below ground.
Temporal variation in predation risk: stage‐dependency, graded responses and fitness costs in tadpole antipredator defences
Authors: Laurila Anssi , Järvi‐Laturi Maria , Pakkasmaa Susanna , Merilä Juha
Published: September 2004

Temporal variation in predation risk may be an important determinant of prey antipredator behaviours. According to the risk allocation hypothesis, the strongest antipredator behaviours are expected when periods of high risk are short and infrequent. We tested this prediction in a laboratory experiment where common frog Rana temporaria tadpoles were raised form early larval stages until metamorphosis. We manipulated the time a predatory Aeshna dragonfly larva was present and recorded behavioural responses (activity) of the tadpoles at three different time points during the tadpoles’ development. We also investigated how tadpole shape, size and age at metamorphosis were affected by temporal variation in predation risk. We found that during the two first time points activity was always lowest in the constant high‐risk situation. However, antipredator response in the two treatments with brief high‐risk situation increased as tadpoles developed, and by the third time point, when the tadpoles were close to metamorphosis, activity was as low as in the constant high‐risk situation. Exposure to chemical cues of a predation event tended to reduce activity during the first time period, but caused no response later on. Induced morphological changes (deeper tail and shorter relative body length) were graded the response being stronger as the time spent in the proximity of predator increased. Tadpoles in the brief risk and chemical cue treatments showed intermediate responses. Modification of life history was only found in the constant high‐risk treatment in which tadpoles had longer larval period and larger metamorphic size. Our results indicate that both behavioural and morphological defences were sensitive to temporal variation in predation risk, but behaviour did not respond in the manner predicted by the risk allocation model. We discuss the roles of concentration of predator chemical cues and prey stage‐dependency in determining these responses.
Litter quality and nutrient cycling affected by grazing‐induced species replacements along a precipitation gradient
Authors: Semmartin María , Aguiar Martín R. , Distel Roberto A. , Moretto Alicia S. , Ghersa Claudio M.
Published: September 2004

One of the potential mechanisms for the impact of herbivores on nutrient cycling is the effect of selective grazing on litter quality through changes in species composition. However, the scarce evidence collected on this mechanism is controversial and seemingly influenced by site‐specific variables. In this paper, we explored the consequences of grazing‐induced changes in species composition on litter quality and nitrogen cycling with a regional perspective. Along a 900‐mm of mean annual rainfall gradient, we selected species promoted and diminished by grazing from three natural rangelands of Argentina, analyzed their litter quality, and determined their decomposition and nutrient release kinetics under common greenhouse conditions. Litter quality and decomposition rates were strongly associated with plant response to grazing. However, the magnitude and direction of these differences depended on the ecosystem considered. In the wettest site, the species promoted by grazing (forbs) had higher nitrogen and phosphorus contents, faster decomposition rates, and higher release of nitrogen to the soil than species diminished by grazing (C3and C4grasses). In the intermediate and dry sites, species promoted by grazing had lower nitrogen and phosphorus contents, and slower decomposition rates than those diminished by grazing (C3grasses in both cases). Decomposition of the entire group of species was not correlated with mean annual rainfall, but when litter of the species diminished by grazing was analyzed, it was negatively correlated with precipitation. Nitrogen was immobilized more often than mineralized, even after one year of incubation. Immobilization was negatively correlated with precipitation. All these results indicate that grazing may significantly alter nutrient cycling by affecting litter quality through changes in species composition. These effects seem to be larger when species replacements induced by grazing either involve functional groups, as it was the case in our wettest site, or change root to shoot ratios. Therefore, the functional groups involved in the replacement of species as well as shifts between belowground and aboveground allocation should play a key role in grazing‐induced changes on nitrogen cycling.
Plant feedbacks increase the temporal heterogeneity of soil moisture
Authors: McLaren Jennie R. , Wilson Scott D. , Peltzer Duane A.
Published: September 2004

Plant feedbacks on resource levels are well‐known, but feedbacks on resource variability have received little attention. Semi‐arid grasslands have greater temporal heterogeneity of rainfall than mesic forests, leading to the possibility that grasses further enhance this variability as a mechanism for excluding woody plants originating in habitats with less heterogeneity. Here we test the hypothesis that grasses create greater levels of temporal heterogeneity of soil resources than do woody plants. We used monocultures of five replicate species of both growth forms. Daily soil moisture measurements taken 10 and 30 cm beneath monocultures over a growing season showed that temporal heterogeneity was significantly greater under grasses than under woody plants. This occurred during a dry period when plants are most likely to compete for moisture. Differences in temporal heterogeneity between growth forms were related to differences in their abilities to reduce soil moisture: during the dry period, the net effect of vegetation on moisture 10 cm deep was greatest under grasses. Although the rate of change of soil moisture was higher under grasses, the growth forms exploited different depths of soil moisture: soils 10 cm deep were driest under grasses, but soils 30 cm deep were driest under woody species. In summary, grasses increased within‐season resource variability in a habitat already characterized by high among‐year variability.
Effects of trophic‐eggs on offspring performance and rivalry in a sub‐social bug
Authors: Kudo Shin‐ichi , Nakahira Taichi
Published: September 2004

Trophic eggs, which are inviable and usually function as a food supply for offspring, have been regarded as extended parental investment or the outcome of parent–offspring conflict in sibling oophagy.Adomerus triguttulus(Heteroptera: Cydnidae) is a sub‐social bug showing a complex pattern of maternal care, including progressive provisioning of host seeds and trophic‐egg production. To investigate the functions of trophic eggs, we removed trophic eggs from clutches under different resource conditions. The longevity of nymphs was greatly extended by feeding upon trophic eggs when seeds were excluded. When seeds were provided, trophic‐egg feeding by nymphs enhanced their development, but there were no significant effects on brood survival. Some viable eggs were also fed upon by sibling nymphs. However, there was no difference in the proportion of viable eggs consumed between clutches with and without trophic eggs. Females lay viable eggs within the first oviposition day. The synchronous hatching resulting from this oviposition mode seems to prevent sib‐cannibalism. The body size of females affected their relative investment in trophic eggs; larger females produced more viable eggs with relatively fewer trophic eggs. The functions and adaptive allocation of trophic eggs are discussed in light of the two hypotheses mentioned above.
Responses of temperate woody seedlings to shade and drought: do trade‐offs limit potential niche differentiation?
Authors: Sack Lawren
Published: September 2004

Diversity in seedling responses to combined shade and drought can drive species niche differences, and thus natural forest and scrub establishment dynamics and diversity. However, inherent trade‐offs between shade tolerance and drought tolerance, as hypothesized in the literature, would constrain potential niche differentiation. For thirteen species of European trees and shrubs the impacts were determined of moderate and extreme drought on the growth and survival of first‐year seedlings in a given soil volume, in irradiances in the range typical for temperate forest and scrub understories (3% daylight) and large gaps (30% daylight). Pots were watered differentially each second day to equalize soil water content across species and irradiances. Comparisons within and across species supported independent tolerances of shade and drought rather than trade‐offs. For all species, drought reduced relative growth rate in dry mass by the same proportion in 3% daylight and in 30% daylight. Consequently, drought generally reduced final dry mass significantly more strongly in 30% daylight than in 3% daylight. Extreme drought led to earlier mortality in 30% daylight than in 3% daylight for nine of the eleven species tested, to earlier mortality in 3% daylight for one species, and to equal mortality rate in both irradiances for one species. For each species, growth‐based shade tolerance was quantified as the ratio of absolute growth in low irradiance to that in high irradiance, and growth‐based drought tolerance as the ratio of absolute growth in low water supply to that in high water supply. Across species, growth‐based shade tolerance varied ≈9‐fold, and growth‐based drought tolerance ≈2‐fold; species’ tolerances correlated respectively with indices of field establishment in shade and drought. Growth‐based drought tolerance correlated with survival time in extreme drought. Experimentally quantified shade and drought tolerances varied independently for the 13 species tested, indicating the potential for extensive species niche differentiation in combinations of irradiance and water supply.
Is predation on waterfowl nests density dependent? – Tests at three spatial scales
Authors: T. Ackerman Joshua , L. Blackmer Alexis , M. Eadie John
Published: September 2004

We tested whether predation on duck nests (Anasspp.) was density dependent at three spatial scales using artificial and natural nests in the Suisun Marsh, California, USA. At the largest spatial scale, we used 5 years (1998–2002) of data to examine the natural variation in duck nest success and nest densities among 8–16 fields per year, each 5–33 ha in size (n=62 fields). At an intermediate spatial scale, we deployed artificial nests (2000, n=280) within 1‐ha plots at three experimental densities (5, 10, and 20 nests ha−1) in a complete randomized block design and examined differences in nest predation. At the smallest spatial scale, we examined nest success in relation to nearest‐neighbor fates and distances for artificial (2000, n=280) and natural nests (2000, n=507). We detected no relationship between nest success and the density of natural nests among fields in any year, nor when we pooled data for all years after controlling for year effects. The proportion of artificial nests that survived also did not depend on experimental nest densities within 1‐ha plots. Overall, 15.0±12.4%, 15.0±11.0%, and 6.2±4.3% of artificial nests survived the 32‐day exposure period in the low, intermediate, and high nest densities, respectively. Additionally, we detected no consistent effect of nearest‐neighbor fate or distance on the success of artificial or natural nests. Thus, our results provide no evidence of density‐dependent predation on duck nests at any scale of analysis, in contrast to a number of previous studies. Variation among geographical locations in the degree to which predation is density‐dependent may reflect the composition of the predator community and the availability of alternate prey.
A model for the evolution of pathogen‐induced leaf shedding
Authors: Van Den Berg F. , Van Den Bosch F.
Published: September 2004

A size‐structured plant population model is developed to study the evolution of pathogen‐induced leaf shedding under various environmental conditions. The evolutionary stable strategy (ESS) of the leaf shedding rate is determined for two scenarios: i) a constant leaf shedding strategy and ii) an infection load driven leaf shedding strategy.

The model predicts that ESS leaf shedding rates increase with nutrient availability. No effect of plant density on the ESS leaf shedding rate is found even though disease severity increases with plant density.

When auto‐infection, that is increased infection due to spores produced on the plant itself, plays a key role in further disease increase on the plant, shedding leaves removes disease that would otherwise contribute to disease increase on the plant itself. Consequently leaf shedding responses to infections may evolve. When external infection, that is infection due to immigrant spores, is the key determinant, shedding a leaf does not reduce the force of infection on the leaf shedding plant. In this case leaf shedding will not evolve.

Under a low external disease pressure adopting an infection driven leaf shedding strategy is more efficient than adopting a constant leaf shedding strategy, since a plant adopting an infection driven leaf shedding strategy does not shed any leaves in the absence of infection, even when leaf shedding rates are high. A plant adopting a constant leaf shedding rate sheds the same amount of leaves regardless of the presence of infection.

Based on the results we develop two hypotheses that can be tested if the appropriate plant material is available.
Assembly rules for functional groups of North American shrews: effects of geographic range and habitat partitioning
Authors: McCay Timothy S. , Lovallo Matthew J. , Mark Ford W. , Menzel Michael A.
Published: September 2004

We examined the representation of shrew species within assemblages at 197 sites in the southern Appalachian Mountains, USA. Assemblages were classified according to representation of functional groups, including fossorial, small epigeal, and large epigeal. Average (±SD) species richness was 2.9±1.0 and assemblages averaged 0.8 species in the fossorial and large epigeal groups and 1.3 species in the small epigeal group. Compliance with Fox's assembly rule (Fox 1987, Evol. Ecol. 1:201–213) was evaluated by dividing sites into those likely under the rule (favored) and those unlikely under the rule. The number of favored sites was compared to expected numbers of favored sites under three null models of community development, which variously incorporated observed characteristics of species in the regional pool. Number of favored sites (175 [89%]) exceeded the number found in each of 25,000 sets of assemblages simulated (P<0.00004) using algorithms that incorporated the observed species richness of each site and the observed incidences of each species. However, the number of favored sites did not differ (P=0.1054) from the number expected when patterns of allopatry and sympatry were preserved in the null model. Thus, the tendency for the equitable representation of functional groups in shrew assemblages was primarily due to the pattern of allopatry among similar species, and we believe that the striking compliance of these sites with Fox's assembly rule is largely due to structure within the regional species pool, rather than extant competitive interactions.
Spatial patterns of herbivory by gall‐forming insects: a test of the soil fertility hypothesis in a Mexican tropical dry forest
Authors: Cuevas‐Reyes Pablo , Quesada Mauricio , Siebe Christina , Oyama Ken
Published: September 2004

It has been proposed that fertile soils reduce the incidence of gall‐forming insect (GFI) species in plant communities. This is known as the soil fertility hypothesis. The main objective of this study was to analyze the spatial distribution of GFI species under different habitats in a tropical dry forest at the Chamela‐Cuixmala Biosphere Reserve, Mexico. Eight habitats which differ in soil type, topography, nutrient availability and vegetation were chosen. We found that 38 GFI species specialize on their host plant species. GFI species richness was negatively correlated with phosphorous and nitrogen availability. Using phosphorous as an indicator of soil fertility, we found low frequency and density of GFI on fertile soils. Our study indicates that soil fertility is one of the factors that negatively affects the patterns of spatial distribution of species richness, incidence and abundance of GFI at the community level in two different ways: i) indirectly affecting GFI species richness in plants adapted to infertile soils and ii) directly affecting GFI responses to plant traits of hosts found in a fertility gradient.
Owl winter irruptions as an indicator of small mammal population cycles in the boreal forest of eastern North America
Authors: Cheveau Marianne , Drapeau Pierre , Imbeau Louis , Bergeron Yves
Published: September 2004

Contrary to what is observed in Fennoscandia, it seems to be widely accepted that small mammals do not exhibit multi‐annual population cycles in the boreal forest of North America. However, in the last thirty years, irruptions of vole predators such as owls have been reported by ornithologists south of the North American boreal forest. While such southerly irruptions have been associated in Fennoscandia with periods of low abundance of small mammals within their usual distribution range, their possible cyclic nature and their relationships to fluctuations in vole densities at northern latitudes has not yet been demonstrated in North America. With information collected from existing data‐bases, we examined the presence of cycles in small mammals and their main avian predators by using temporal autocorrelation analyses. Winter invasions of boreal owls (Aegolius funereus) were periodic, with a 4‐yr cycle in Québec. Populations of one species of small mammal, the red‐backed vole (Clethrionomys gapperi), fluctuated periodically in boreal forests of Québec (north to 48°N). Boreal owls show invasion cycles which correspond to years of low density of red‐backed voles, the main food item for this owl species. In addition, winter observations of northern hawk owls (Surnia ulula) and great gray owls (Strix nebulosa) south of their usual range increased in years of low density of red‐backed voles. Our results suggest that a 4‐yr population cycle exists in the eastern boreal forest of North America for voles and owls, which is very similar to the one observed in Fennoscandia.
Interactions of ecosystem processes with spatial heterogeneity in the puzzle of nitrogen limitation
Authors: Jenerette G. Darrel , Wu Jianguo
Published: September 2004

We examined the potential effects of spatial heterogeneity and its development on the distribution, abundance, and functioning of nitrogen fixing and non‐fixing components of a model ecosystem. CAECO, a spatially explicit model individual based approach, simulated the interactions between nitrogen fluxes and plant species community dynamics. Self‐organized spatial patterns of nitrogen concentrations and plant occupancy were observed as the system approached an apparently meta‐stable state. Nitrogen limitation was tested using chronic and gradient nitrogen amendments to the landscape. The dynamic arrangement of ecosystem components was sufficient to maintain indefinite nitrogen limitation at a local scale. However, landscape scale productivity was not similarly increased with nitrogen amendments. Landscape productivity was independent of nitrogen additions while fixers were present in the ecosystem. The probability of fixer loss from the system responded non‐linearly to increasing nitrogen addition. The results of these model experiments suggest local and landscape constraints of primary productivity may be fundamentally distinct.
Long‐term decline in numbers of cyclic voles in boreal Sweden: analysis and presentation of hypotheses
Authors: Hörnfeldt Birger
Published: September 2004

Cyclic vole populations, defined as showing fairly regular 3–4 yr density fluctuations but with variable amplitudes, were monitored in boreal Sweden in spring and fall 1971–2002, starting in fall 1971. Voles were snap‐trapped on permanent sampling plots at the landscape level within a 100 by 100 km study area north of Umeå. The predominating species trapped were Clethrionomys glareolus, C. rufocanus and Microtus agrestis. In addition to the 3–4 yr cycles, there was a long‐term decrease in numbers and amplitude of the fluctuations, which was especially conspicuous in C. rufocanus. In this latter species there was a persistent decline of both spring and fall densities, apparently bringing the population close to extinction in the area. However, the decline of spring densities from the 1970s to the 1980s and onwards was also evident in C. glareolous and M. agrestis. The declines in numbers and amplitude were largely linked to an increased frequency and/or accentuation of winter declines, which more or less neutralized or even overrode the density increase during the reproductive season in the previous summer, especially so in the second year of the cycles. Thereby the gradual two‐large‐step build‐up of high spring densities, very much founding the base for the very large peak densities and amplitudes in the 1970s, was successively replaced by a one‐smaller‐step build‐up of more modest spring densities, leading to lower peak densities and amplitudes in the 1980s, 1990s and early 2000s. Understanding the causes of the increased frequency and/or severeness of winter declines appears critical to understanding the observed long‐term changes in numbers. However, the underlying causes of the increase of winter declines and the decrease of densities and amplitudes are unknown, but some hypotheses are presented and discussed here. Also, some implications from the decreased vole abundance for reproduction and densities of predators on the voles, and on predators’ alternative prey species, are briefly discussed.
THE SQUARED ORNSTEIN‐UHLENBECK MARKET
Authors: Aquilina J. , Rogers L. C. G.
Published: September 2004

We study a complete market containing J assets, each asset contributing to the production of a single commodity at a rate that is a solution to the squared Ornstein‐Uhlenbeck (Cox‐Ingersoll‐Ross) SDE. The assets are owned by K agents with CRRA utility functions, who follow feasible consumption/investment regimes so as to maximize their expected time‐additive utility from consumption. We compute the equilibrium for this economy and determine the state‐price density process from market clearing. Reducing to a single (representative) agent, and exploiting the relation between the squared‐OU and squared‐Bessel SDEs, we obtain closed‐form expressions for the values of bonds, assets, and options on the total asset value. Typical model parameters are estimated by fitting bond price data, and we use these parameters to price the assets and options numerically. Implications for the total asset price itself as a diffusion are discussed. We also estimate implied volatility surfaces for options and bond yields.
QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES
Authors: Chen Li , Filipović Damir , Poor H. Vincent
Published: September 2004

In this paper, quadratic term structure models (QTSMs) are analyzed and characterized in a general Markovian setting. The primary motivation for this work is to find a useful extension of the traditional QTSM, which is based on an Ornstein–Uhlenbeck (OU) state process, while maintaining the analytical tractability of the model. To accomplish this, the class of quadratic processes, consisting of those Markov state processes that yield QTSM, is introduced. The main result states that OU processes are the only conservative quadratic processes. In general, however, a quadratic potential can be added to allow QTSMs to model default risk. It is further shown that the exponent functions that are inherent in the definition of the quadratic property can be determined by a system of Riccati equations with a unique admissible parameter set. The implications of these results for modeling the term structure of risk‐free and defaultable rates are discussed.
STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE q‐OPTIMAL MEASURE
Authors: Hobson David
Published: September 2004

The aim of this paper is to study the minimal entropy and variance‐optimal martingale measures for stochastic volatility models. In particular, for a diffusion model where the asset price and volatility are correlated, we show that the problem of determining the q‐optimal measure can be reduced to finding a solution to a representation equation. The minimal entropy measure and variance‐optimal measure are seen as the special cases q= 1 and q= 2 respectively. In the case where the volatility is an autonomous diffusion we give a stochastic representation for the solution of this equation. If the correlation ρ between the traded asset and the autonomous volatility satisfies ρ2 < 1/q, and if certain smoothness and boundedness conditions on the parameters are satisfied, then the q‐optimal measure exists. If ρ2≥ 1/q, then the q‐optimal measure may cease to exist beyond a certain time horizon. As an example we calculate the q‐optimal measure explicitly for the Heston model.
MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS
Authors: Meinshausen N. , Hambly B. M.
Published: September 2004

We discuss Monte Carlo methods for valuing options with multiple‐exercise features in discrete time. By extending the recently developed duality ideas for American option pricing, we show how to obtain estimates on the prices of such options using Monte Carlo techniques. We prove convergence of our approach and estimate the error. The methods are applied to options in the energy and interest rate derivative markets.
VASIČEK BEYOND THE NORMAL
Authors: Norberg Ragnar
Published: September 2004

A general Ornstein‐Uhlenbeck (OU) process is obtained upon replacing the Brownian motion appearing in the defining stochastic differential equation with a general Lévy process. Certain properties of the Brownian ancestor are distribution‐free and carry over to the general OU process. Explicit expressions are obtainable for expected values of a number of functionals of interest also in the general case. Special attention is paid here to gamma‐ and Poisson‐driven OU processes. The Brownian, Poisson, and gamma versions of the OU process are compared in various respects; in particular, their aptitude to describe stochastic interest rates is discussed in view of some standard issues in financial and actuarial mathematics: prices of zero‐coupon bonds, moments of present values, and probability distributions of present values of perpetuities. The problem of possible negative interest rates finds its resolution in the general setup by taking the driving Lévy process to be nondecreasing.
Dynamic Minimization of Worst Conditional Expectation of Shortfall
Authors: Sekine Jun
Published: September 2004

In a complete financial market model, the shortfall‐risk minimization problem at the terminal date is treated for the seller of a derivative security F. The worst conditional expectation of the shortfall is adopted as the measure of this risk, ensuring that the minimized risk satisfies certain desirable properties as the dynamic measure of risk, as proposed by Cvitanić and Karatzas (1999). The terminal value of the optimized portfolio is a binary functional dependent on F and the Radon‐Nikodym density of the equivalent local martingale measure. In particular, it is observed that there exists a positive number x* that is less than the replicating cost xF of F, and that the strategy minimizing the expectation of the shortfall is optimal if the hedger's capital is in the range [x*, xF].
Experimental Helicobacter felis Infection in Transgenic Mice Expressing Human Group IIA Phospholipase A2
Authors: Huhtinen Heikki T. , Grönroos Juha M. , Uksila Jaakko , Grass David S. , Nevalainen Timo J. , Laine V. Jukka O.
Published: September 2004

Background.  Both various virulence factors of Helicobacter pylori and host factors influence the clinical outcome of H. pylori infection. In animal experiments with Helicobacter felis, large variations in the severity of disease have been observed between different mouse strains infected with a single isolate of H. felis. C57BL/6 J mouse strain that lacks the expression of group IIA phospholipase A2 has been shown to develop more severe gastric inflammation than other mouse strains. Thus, group IIA phospholipase A2 has been suggested to play a role in regulating inflammation in gastric mucosa. The aim of this study was to examine the possible role of group IIA phospholipase A2 in experimental Helicobacter infection.

Materials and Methods.  Transgenic mice expressing human group IIA phospholipase A2 and their group IIA phospholipase A2 deficient nontransgenic C57BL/6 J littermates were infected with H. felis. The mice were killed 3, 8, and 19 weeks after inoculation of bacteria to determine the histopathological changes in gastric mucosa.

Results.  The infected mice developed chronic inflammation in gastric mucosa. We found no differences in the colonization of bacteria between transgenic and nontransgenic mice. At 3 and 8 weeks, no difference was found in the severity of inflammation between the two groups. Nineteen weeks after the administration of bacteria the inflammation was more marked in nontransgenic than transgenic mice. Group IIA phospholipase A2 was expressed by in situ hybridization in the neck cells of the glandular stomach in transgenic mice.

Conclusions.  The results of the present study suggest that the endogenous expression of group IIA phospholipase A2 diminishes chronic inflammation in gastric mucosa in experimental H. felis infection in mice.
Molecular Epidemiology and Outcome of Helicobacter pylori Infection in Thailand: a Cultural Cross Roads
Authors: Vilaichone Ratha‐Korn , Mahachai Varocha , Tumwasorn Somying , Wu Jeng‐Yih , Graham David Y. , Yamaoka Yoshio
Published: September 2004

Background.  Thailand is at the cultural cross roads between East and South Asia. It has been suggested that this is also the region where the predominant Helicobacter pylori (H. pylori) genotype changes from East Asian to South Asian.

Methods.  We compared the molecular epidemiology and outcome of H. pylori infections among different ethnic groups in Thailand (Thai, Thai‐Chinese and Chinese). H. pylori isolates were genotyped by polymerase chain reaction based on cagA, cag right end junction and vacA genotypes.

Results.  Ninety‐eight isolates from 38 ethnic Thai, 20 ethnic Chinese and 40 Thai‐Chinese were categorized into East Asian (45%), South/Central Asian (26%), Western (1%) or mixed type (29%). The East Asian genotype was the most common among Chinese (85%) and Thai‐Chinese (55%) (p < .01 compared to ethnic Thai). The ethnicity of the mother among mixed Thai‐Chinese marriages predicted the genotype of the child's H. pylori (e.g. when the mother was Chinese, 84% had East Asian type vs. 29% when the mother was Thai) (p < .001). Gastric cancer was common among ethnic Chinese with East Asian genotype (e.g. all Chinese with gastric cancer or peptic ulcer disease had East Asian genotype, whereas only 40% of Chinese with gastritis had this genotype).

Conclusions.  Immigration, intermarriage and the variety of H. pylori genotypes in Thailand suggest that Thailand is an ideal site for epidemiological studies attempting to relate H. pylori genotypes and host factors to outcome. Our data also support the hypothesis that the primary caretaker of the children is most likely the source of the infection.