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Entropy Analysis of Multiple Scale Causality and Qualitative Causal Shifts in Spatial Systems

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Abstract

Spatial systems are typically characterized by multiple controlling factors and processes operating at different spatial and temporal scales (multiple scale causality [MSC]). An entropy decomposition-based approach to MSC is presented here in two contexts. First, given maps or distributions of an observed phenomenon at two or more scales, the contribution at more local or global (relative to the primary scale of observation) controls to the observed entropy can be estimated. Second, a theoretical treatment of the entropy decomposition equations shows that as the range of scale is increased by broadening or narrowing resolutions or by incorporating more controls, the influence of larger or smaller-scale influences not only changes, but may change qualitatively, e.g., in terms of having positive (entropy-increasing) or negative (information-increasing) effects. Such qualitative causal shifts have implications for efforts to use any single causal explanation across the molecular to planetary spatial and instantaneous to geological range of scales relevant to physical geography. The entropy decomposition method is illustrated with an application to soil landscapes in the Ouachita Mountains, Arkansas.*Dan Marion of the U.S. Forest Service, and other personnel of the USDA Forest Service, Southern Research Station, and Ouachita National Forest assisted in innumerable aspects of the Ouachita Mountains soil research. Linda Martin and Zach Musselman provided comments on an earlier draft of this paper. Two anonymous reviewers made insightful comments that improved the paper substantially. Mistakes and wild-eyed, arm-waving speculations are not their fault.

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... The Global land 1 km base elevation project (GLOBE) 1 km Variable by location Macromegarelief multiple scale causality (see Phillips (2005) for more details)). Future advancement of scale dependence will likely require further advancements in data structures that account for multiscale representation and analyses. ...
... This information can be derived at a variety of scales from the original data to provide information on important concepts in geomorphology. Examples include: (1) local and nonlocal variations in sediment flux (Gabet, 2003;Tucker and Bradley, 2010); (2) connectivity within the landscape (Brierley et al., 2006;Bracken and Croke, 2007); and (3) multiple-scale causality (Phillips, 2005). ...
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... Multilevel models are further differentiated by their focus on either a univariate statistic or a multiple regression context. The former focuses on decomposing a single variable or measure as a function of itself, such as spatial variability (Oliver and Webster 1986;Collins and Woodcock 2000), moving window averages (Pigozzi 2004), the statistical likelihood (Kolaczyk and Huang 2001), diversity and dissimilarity indices (Wong 2003;Manley et al. 2019), or entropy (Phillips 2005;Batty 2010;Leibovici and Birkin 2015). In contrast, the latter focuses on decomposing a variable as a function of other variables (e.g., Duncan and Jones 2000). ...
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... The arguments that follow are taken from Phillips (2005), who took a starting point from physics and generalized to the more complex systems of geography. ...
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... The first and most important application of S in landscape ecology may be the establishment of a linkage between landscape patterns/dynamics and ''the central organizing theories or principles of nature'' (Cushman 2015, p. 8). In addition, S can be used as an alternative to Shannon entropy in the entropic analysis of landscapes, as summarized by Vranken et al. (2015), to quantify landscape heterogeneity (e.g., Díaz-Varela et al. 2016;Huang et al. 2016), to describe the instability of landscape evolution (e.g., Newman 1999;Zaccarelli et al. 2013), and to study the effect of scale on landscape patterns (e.g., O'Neill et al. 1989;Johnson et al. 2001;Phillips 2005). ...
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... This type of information is not available from the point data. TMEM data may be, as noted by Inkpen et al. (2004), a good representation of average weathering across sites; but within sites, the change in the scale of focus may be sufficient to produce a qualitative causal shift such as outlined by Phillips (2005). At this more local scale, the same general variables may be of significance, but their mediation at this scale is not capable of the same generalization as the aggregate data. ...
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Sites with five periods of consecutive measurements from the Kaikoura Peninsula data were used to assess the influence of erosional history and surface topography upon subsequent erosion rates. Analysis of multilevel models suggests that initial erosion rates and initial surface topography have a significant, but decreasing influence upon subsequent erosion rates. Surface topography and erosion rates immediately prior to each measurement period have a consistent positive and negative relationship respectively to erosion rates in the subsequent measurement periods. These data suggest that there is a short-term memory influencing erosion rates at any specific measurement period. Use of traversing microerosion meter data may, however, not be the most appropriate means of analysing the causes of the variance of erosion at the intra-site scale.
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... The concept of entropy has long been used in various geographical research (Medvedkov 1967, Marchand 1972, Batty 1976). Recent efforts of using entropy in spatial analysis include, for example, measuring spatial information in maps (Li and Huang 2002), comparing categorical maps (Remmel and Csillag 2006), and examining multi-scale causality in spatial systems (Phillips 2005). Most existing entropy-based approaches focus on (1) deriving a global measure of spatial information and/or (2) analyzing categorical data (e.g., soil types, map symbols, or classified data). ...
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A holon is any stable sub-whole in a hierarchy. It is a self-creating, open system, governed by a set of laws which regulate its coherence, stability, structure and functioning. It also possesses the potential of adaptation to the challenge of environmental change. It examines interactions between levels in the landscape 'holarchy'. These are evaluated in terms of scale, communication, stability and evolution in a fluctuating energy stream. -from Author
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In this paper a measure of the entropy associated with a channel network is defined, according to the Shannon informational definition, as the expectation of (-log Pj), where pj is the ratio of the existing paths at the bifurcation level j to the total number of paths. Here j and pj are respectively proportional to the arrival time of water to the network outlet and to the number of water parcels arriving from the distance j. Then, the expression for the channel network entropy proposed in this paper is well suited for hydrologic purposes. By analyzing a river network (and related sub-networks) of an Italian basin with surface area of 123 km2, it is shown that the network entropy is strictly related to basin characteristics such as average elevation, Horton order, and magnitude.
Article
Nonlinear dynamical systems models of soil systems suggest that soil evolution may be potentially chaotic, and thus sensitive to initial conditions and to small perturbations. This hypothesis was tested by comparing the diversity of soil types on either side of the Suffolk Scarp on the lower Coastal Plain of North Carolina, the Pamlico Terrace and the Talbot Terrace. A soil system model based on vertical clay distribution and textural differentiation is introduced to account for the major factors that lead to differentiation of soil series in the study area. Only one soil series was indentified on the Pamlico site, while the Talbot transect included at least seven distinct soil series. The dramatically higher variability of the soil cover on the older landscape is predicted by the model and provides field evidence for chaotic pedogenesis. -from Author
Article
The customary view of the landscape and of landscape processes emphasizes regularity. Macroscopic landforms are represented as contoured surfaces and mean values are held to provide a satisfactory knowledge of structures and processes at the micro level. However, it is known that geomorphic structures can exhibit a spatial variability that renders them unmappable and non-laminar flows are so complex as to defy regular analysis. Irregularity in the landscape may be probabalistic in origin or the outcome of non-linearity where, despite being completely determined, systems can exhibit stochasticity. Two examples of probabilistic irregularity are presented in this paper: (i) the soil-covered landscape as a sample function of a Gaussian field; (ii) variable thresholds as the subtraction of random variables. Non-linear stochasticity enters geomorphology mainly via dissipative structures in turbulent flow. For slightly perturbed, mildy non-linear, conservative systems, stability is provided for by KAM theory, while 'Hamiltonian chaos' guarantees ergodicity and the possibility of equilibrium.
Article
Real world ecosystems (as opposed to their mathematical counterparts) are often enormously complex associations of species which interact in diverse ways. As a matter of practical necessity, field ecologists can rarely specify, much less quantify, all of the interactions. Consequently, empirically derived equations purporting to describe the dynamics of such systems generally consider fewer than the total number of interacting species. The present paper calls attention to this reduction in dimensionality and explores some of its consequences. In particular, attention is called to what are termed the Abstracted Growth Equations, those of reduced dimensionality, and to the way that these expressions derive from the underlying n-variable equations. The degree to which the Abstracted Equations accurately describe the dynamics of the species of interest is shown to depend on the time scale of these species relative to that of the species which are omitted. A general result relating the product of the eigenvalues of the Abstracted Equations to the corresponding product for the n-variable equations is proved. It is further pointed out that the distinction between Abstracted and n-variable equations suggests experiments which at least in principle should enable the empiricist to estimate the importance of species and interactions which are omitted. The relationship between Abstracted and n-variable equations is also discussed with regard to measuring competition coefficients and related parameters, and also to the problem of determining whether or not higher order interactions are present in laboratory microcosms. The analysis concludes by comparing the stability properties of several simplified models of community interactions with those of the corresponding one-species Abstracted Equations. It is shown, for the case of difference equations, in particular, that analysis of the one-species models may often lead one to conclude that the system is stable, whereas in fact it is unstable due to overdamping. The final Discussion relates the results of the present paper to previous studies that anticipate the view presented here, and comments on the quarrel that has developed between those ecologists who believe in the existence of community-wide patterns of body size and the like and those who reject this view. It is suggested that the resolution of this dispute may depend on our ability to classify subsystems of species (i.e., guilds) with regard to the extent to which their internal organization is influenced by variation in the larger communities in which they are embedded. Finally, it is shown that Roughgarden's principal results for community coevolution can be deduced from the Abstracted Growth Equations of a particular subset of the entire community.
Article
The spatial structure of soil variability at the landscape scale was examined on adjacent geomorphic surfaces dating from 80 to 200 ka in eastern North Carolina. The purpose was to determine whether there is evidence at broader scales (distances of 102–104 m) for the divergent evolution observed in the field at very detailed scales (distances of 100–102 m). The state probability function (SPF), which measures spatial dependence for categorical environmental data along a transect, was applied to soil series mapped at a 1:24,000 scale. The older Talbot Terrace and younger Pamlico Terrace surfaces showed distinctly different patterns of spatial variability. The range of spatial dependence was shorter on the older surface (about 200 vs. 300 m), and the SPF was higher at any given distance, indicating more variability. The SPF for the Pamlico surface also indicates a periodicity related to fluvial dissection of the landscape, which is not readily detectable on the Talbot transect despite its greater degree of dissection. The results confirm earlier field studies which suggest that pedogenesis is marked by divergence, whereby differences in initial conditions or local perturbations persist and increase to produce a more variable soil cover.
Article
We postulate that a basic process in nature operates on a minimal time-scale, Δ0>0, and that on this time-scale the dynamics is governed by a deterministic, discrete-time nonlinear transformation τΔ0:X→X, which is manifested as a (chaotic) process τΔ=τΔ0N on a larger (observable) time-scale Δ=NΔ0. We assume that τΔ possesses an observable measure μΔ and define the average energy of the dynamical system (X,τΔ,μΔ) bym2∫XτΔ(x)−xΔ2dμ,where m denotes mass if the process represents the motion of a particle. With this definition, we prove a conservation of energy principle for each Δ. In the case where Δ can be made arbitrarily small, this definition reduces to the classical definition of average energy for a mechanical system governed by a differential equation. Let EΔ and IΔ denote the energy and information content of the dynamical system observed at the time-scale Δ. Using elementary concepts from dynamical systems, it is shown that energy and information are related by EΔ=KIΔ2, where K is a constant. This allows the estimation of the information content of matter.
Article
Cellular automaton models have enjoyed popularity in recent years as easily constructed models of many complex spatial processes, particularly in the natural sciences, and more recently in geography also. Most such models adopt a regular lattice (often a grid) as the basis for the spatial relations of adjacency that govern evolution of the model. A number of variations on the cellular automaton formalism have been introduced in geography but the impact of such variations on the likely behavior of the models has not been explored. This paper proposes a method for beginning to explore these issues and suggests that this is a new approach to the investigation of the relationships between spatial structure and dynamics of spatial processes. A framework for this exploration is suggested, and details of the required methods and measures are provided. In particular, a measure of spatial pattern—spatial information—based on entropy concepts is introduced. Initial results from investigation along the proposed lines are reported, which suggest that a distinction can he made between spatially robust and fragile processes. Some implications of this result and the methodology presented are briefly discussed.
Article
Scale issues are often addressed in contemporary geo-ecological studies and form one of the major challenges in the fields of physical geography, hydrology and ecology. In this paper the application of hierarchy theory and response units is proposed as an approach towards scale-transcending environmental studies on degradation and geomorphological development. Goals of the research were to establish which processes are important at what spatio-temporal scale, how hydro-geomorphological response is influenced by biological processes and whether hierarchy theory and the response unit approach can be used as an up-scaling methodology. Results from two climatologically and geomorphological different regions are discussed, one dominated by water shortage (SE Spain) and the other by water surplus (Luxembourg). In both cases detailed process research was carried out at scales ranging from the micro-plot to the catchment. Process research was concentrated on understanding and quantifying sediment and water transfer through the geo-ecosystems studied. Outcomes showed that in both cases the role of biological processes was important in the hydrological and degradation response of both areas. This was not only true for the finest scale levels but also had its impact on the emerging properties and response at the hillslope and catchment level. Connectivity of runoff-generating and runoff-absorbing areas was important on all scale levels. Connectivity is dominated by both the rainfall magnitude–frequency–duration characteristics and physically and biologically controlled thresholds, which range from initial soil moisture contents, vegetation patterns or soil biological activity, to the presence of water harvesting structures. The complex interrelationships of the processes involved showed that linear up-scaling from fine to broad scale is impossible, as many thresholds and non-linear processes are involved at specific scales. The identified response units are used to integrate these complex relationships in a relatively manageable way, and may provide a useful framework for up-scaling, and for understanding catchment hydro-geomorphological response and development. Copyright
Article
Soil variation has often been considered to be composed of‘functional’ or ‘systematic’ variation that can be explained, and random variation (‘noise’) that is unresolved. The distinction between systematic variation and noise is entirely scale dependent because increasing the scale of observation almost always reveals structure in the noise. The white noise concept of a normally distributed random function must be replaced to take into account the nested, autocorrelated and scale‐dependent nature of unresolved variations. Fractals are a means of studying these phenomena. The Hausdorff‐Besicovitch dimension D is introduced as a measure of the relative balance between long‐ and short‐range sources of variation; D can be estimated from the slope of a double logarithmic plot of the semivariogram. The family of Brownian linear fractals is introduced as the model of ideal stochastic fractals. Data from published and unpublished soil studies are examined and compared with other environmental data and simulated fractional Brownian series. The soil data are fractals because increasing the scale of observation continues to reveal more and more detail. But soil does not vary exactly as a Brownian fractal because its variation is controlled by many independent processes that can cause abrupt transitions or local second order stationarity. Estimates of D values show that soil data usually have a much higher proportion of short‐range variation than landform or ground water surfaces. The practical implication is that interpolation of soil property values based on observations from single 10 cm auger observations will be unsatisfactory and that some method of bulking or block kriging should be used whenever longrange variations need to be mapped.
Article
Some possible approaches to the aggregation and disaggregation of soil data and information are presented as an opener to the more detailed discussion. The concepts of hierarchy, grain, extent, scale and variability are discussed. Slight modifications to the Hoosbeek-Bryant scheme to deal with spatial and temporal scales and various types of quantitative models are suggested. Approaches to aggregation or upscaling are reviewed. The contributions of representative elementary volume (REV), variograms, fractal theory, multi-resolution analysis using wavelets, critical point phenomena, renormalisation groups and transfer functions are discussed followed by a brief presentation of some ecological approaches including extrapolation by lumping, extrapolation by increasing model extent and extrapolation by explicit integration. A clear distinction must be made between additive and non-additive variables. The scaling of the former is much less problematic than the latter. Corroboration of any approach by testing against the aggregated values seems problematic. Methods of disaggregation or downscaling including transfer functions, mass-preserving or pycnophylactic methods are also discussed. In order to make quantitative advances, nested sampling or reanalysis of data in land information systems to obtain variance information over a complete range of scales is required. Finally an appeal is made for work to begin on a quantitative scale-explicit theory of soil variation.
Article
Individual trees may have significant impacts on soil morphology. If these impacts are non-random such that some microsites are repeatedly preferentially affected by trees, complex local spatial variability of soils would result. A model of self-reinforcing pedologic influences of trees (SRPIT) is proposed to explain patterns of soil variability in the Ouachita Mountains, Arkansas. SRPIT postulates that trees are preferentially established on patches that are nutrient-rich and rock fragment poor relative to adjacent sites. The biomechanical effects of trees on soil, and decomposition of roots then maintain and reinforce the rock fragment and nutrient differences relative to surrounding soils, increasing the likelihood of successful future tree establishment. The links hypothesized in the SRPIT model are dynamically unstable, which would be necessary for the self-reinforcing mechanisms to operate. Soil variability in 16 study plots is dominated by local, within-plot variability, pointing to highly localized biological effects and consistent with the SRPIT model. Within each 0.127 ha plot, 4–11 different series, and 4–9 different rock fragment classes were found. Of the 10 paired pits at each plot, 3–7 pairs had different series in pits typically less than 1 m apart. On average, each of the 16 plots had 6.3 different soil types, 6 different rock fragment classes, and 60% of the sample pairs differing in soil series. Richness–area analysis of soil series, and of rock fragment classes, both indicate that pedodiversity is dominated by within-plot rather than between-plot variability. The vertical variations in the concentration of rock fragments in 40 of 58 soil pits is consistent with redistribution of soil material by tree throw, and there is also evidence of rock fragment displacement by tree growth and deposition in stump holes. Overall, results suggest that soil morphological effects of individual trees are an important source of soil spatial variability in forests, and that such effects are non-random over time. Thus even relatively homogeneous areas may be characterized by tree-rich patches which support repeated generations of trees, and tree-poor patches which more rarely host trees.
Article
An updated review (corresponding to the inaugural talk delivered at the The International Workshop on Classical and Quantum Complexity and Nonextensive Thermodynamics, Denton, TX, April 3–6, 2000) of nonextensive statistical mechanics and thermodynamics is colloquially presented. Quite naturally the possibility emerges for using the value of q−1 (entropic nonextensivity) as a simple and efficient manner to provide, at least for some classes of systems, some characterization of the degree of what is currently referred to as complexity (M. Gell-Mann, The Quark and the Jaguar, Freeman, New York, 1994). A few historical digressions are included as well.
Article
Earth surface systems are controlled by a combination of global factors (laws, principles and relationships that apply everywhere and always) and local factors which are place- and time-contingent. Formal arguments, framed in the context of the state factor model of soils and ecosystems, show that where the scales of the global and local components are sufficiently different, global or local dynamics can be discovered without considering the other. However, the same arguments show that the total, aggregated system cannot be understood without accounting for both the local and global components. The system dynamics cannot be recovered from the global or local controls alone. Local forms of spatial analysis provide both the conceptual and operational means to frame global factors within the spatial and historical contingency expressed in local controls. Applications have been limited in environmental sciences, but the potential is high. Entropy-based approaches also hold promise and may allow estimates of the relative contributions of global and local controls. An example of application to forest succession in the southeastern US coastal plain is designed to examine the relative importance of laws governing successional pathways with or without regular fires and of the local spatial and temporal contingencies, which control fire regime. The analysis shows that global laws governing forest succession account for about 80% and local contingencies associated with fire frequency for about 20% of the system connectance entropy.
Article
Coastal dune systems are studied at time scales from seconds to millennia, and space scales from millimeters to kilometers. Present approaches to the study of coastal dunes make it difficult to integrate models and interpretations of these systems over these scale ranges and arrive at reasonable conclusions. It is argued that identification of key controls on dune development, measurement of those controls, and synthesis of data, describing past and present conditions and used as calibration points, will improve the viability of coastal dune models. Theoretical and empirical advances are necessary to improve the reliability of predictions across a range of geomorphological scales.Attempts at linking theoretical (systematic) models, process (synoptic) measurement, and historical or paleoenvironmental (synthetic) approaches make explicit the recognition that at time scales of more than a few hours, and space scales greater than a few hundred meters, deterministic models become unstable vis-à-vis prototype environments. Process “climatologies” provide one means to link process-based work with broader-scaled analysis. As scales increase, such climatologies will become less appropriate as the data become less reliable, or as the systems change, or as the scales become too large relative to the process record lengths. In these conditions, specific data (i.e. samples) representing points in time and space become check points for calibrating models. It should be possible, ideally, to integrate both up and down time and space scales. This is not yet possible.
Article
Distinctions between cause and effect in landform development depend on the span of time involved and the size of the geomorphic system under consideration. Depending upon the temporal and areal frame of reference, variables such as channel morphology may be either dependent or independent. In terms of geologic time, landforms represent a stage in an erosion cycle and are dependent on time. On a short-term basis, components of geomorphic systems may be regarded as systems in dynamic equilibrium or in a steady state and are independent of time.
Article
Some earth surface systems apparently exhibit deterministic chaos, where small differences in initial conditions produce increasingly divergent results. This casts doubt on the venerable concept of equifinality, whereby surface features converge to similar forms. However, chaotic systems exhibit a broader-scale order, and their complex patterns occur within well-defined limits. This broad-scale order arising from smaller-scale chaos produces simplexity, where simple rules and regularities emerge from underlying complexity, when the broad-scale structures are independent of the fine-scale details. Chaos precludes equifinality, sensu stricto, at certain scales, but simplexity produces equifinality at others. Simplexity is illustrated in a case study of soil-landform relationships.
Article
It is argued that the aggregation approach towards macroscale hydrological modelling, in which it is assumed that a model applicable at small scales can be applied at larger scales using ‘effective’ parameter values, is an inadequate approach to the scale problem. It is also unlikely that any general scaling theory can be developed due to the dependence of hydrological systems on historical and geological perturbations. Thus a disaggregation approach to developing scale-dependent models is advocated in which a representation of the distribution of hydrological responses is used to reflect hydrological heterogeneity. An appropriate form of distribution may vary with both scale and environment. Such an approach is dependent on the data available to define and calibrate the chosen subgrid parameterization. A parameterization based on a minimum patch representation is suggested and the problems of identification at the larger scale discussed.
Article
1. A view of river basins 2. Fractal characteristics of river basins 3. Multifractal characteristics of river basins 4. Optimal channel networks: minimum energy and fractal structures 5. Self-organized fractal river networks 6. On landscape self-organization 7. Geomorphological hydrologic response 8. References.
Article
The sensitivity of soil landscapes to climatic variability and hydroclimatic events can be expressed as a landscape change safety factor, the ratio of potential disturbance to resistance to change. The use of a geographic information system (GIS) enables the spatially-explicit modeling of landscape sensitivity, but also raises the risk of violating the characteristic scales of disturbance and resistance, because the GIS technically simplifies the extrapolation of models, and associated concepts, to landscapes and scales not represented by the digital data base. Embedding landscape sensitivity into hierarchy theory, the formal analysis of the hierarchical structure of complex systems, provides a conceptual framework for the transfer of models and variables among landscape scales. In the subhumid southern Canadian plains, major hydroclimatic events (strong winds, intense rain, rapid snow melt) cause much of the physical disturbance of soil landscapes and terrestrial ecosystems. Prolonged dry or wet weather influences the resistance of soil and vegetation to these events. The potential disturbance of soil landscapes therefore can be derived from the probabilities of extreme events and seasonal conditions, as recorded in instrumental and proxy climate records. This time series analysis can be linked to the modeling of landscape sensitivity by establishing the probabilities of hydroclimatic events and climatic conditions which may exceed or lower the resistance of individual soil landscapes.
The hierarchy theory framework is now widely used; some recent examples include Cammeraat A conceptually and operationally similar framework has devel-oped independently in pedology, based on Hoosbeek and Bryant (1992); see, for example
  • Phinn
The hierarchy theory framework is now widely used; some recent examples include Cammeraat (2002) and Phinn et al. (2003). A conceptually and operationally similar framework has devel-oped independently in pedology, based on Hoosbeek and Bryant (1992); see, for example, McBratney (1998).
  • M L Zdenkovic
  • A E Scheidegger
Zdenkovic, M. L., and A. E. Scheidegger. 1989. Entropy of landscapes. Zeitschrift fur Geomorphologie 33:361–71.
Annals of the Association of American Geographers
  • G P Malanson