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Keywords:

  • N : P ratio;
  • nutrient enrichment;
  • organic nitrogen;
  • river;
  • temperate

Abstract

  1. Top of page
  2. Abstract
  3. Introduction
  4. Materials and methods
  5. Results
  6. Discussion
  7. Acknowledgements
  8. References

1. There is still some uncertainty about large-scale influences on nutrient budgets in rivers. In particular, reduced forms of nitrogen (N) in organic forms might represent a significant fraction of the soluble N present in headwater streams, but this is not well quantified. Nitrate increases in relative importance downstream within agriculturally dominated areas. Here we appraise variations in N dynamics for a representative temperate but upland river, the Dee.

2. In the Dee catchment, the source of organic N appears to vary seasonally. During summer under low flow conditions it originates primarily from in-stream biological production, while during the winter–spring period leaching from the plant–soil system would be the major contributor.

3. On any individual sampling day, a wide range of N : P ratios can occur in the catchment area. Generally the narrowest N : P ratios occur during the summer and early autumn, particularly for upland catchments dominated by semi-natural vegetation. It is possible that some of the tributaries and upper region of the main river may be limited by N during the summer. The interpretation of the N : P ratios depends greatly upon the potential biological availability of the organic N, which remains unknown.

4. Together, these data further illustrate that simple ideas about the relative limiting effects of N and P in temperate freshwaters may be misleading.


Introduction

  1. Top of page
  2. Abstract
  3. Introduction
  4. Materials and methods
  5. Results
  6. Discussion
  7. Acknowledgements
  8. References

Terrestrial ecosystems impart particular hydrological and hydrochemical attributes on drainage water that together can influence the ecology of freshwater ecosystems (Cresser et al. 2000). Aquatic systems are potentially sensitive to perturbations that modify either the volume or the chemical composition of drainage water. Phosphorus (P) is commonly regarded as the nutrient most likely to be limiting in freshwater, and nitrogen (N) in estuarine/marine waters. The effects of nutrient enrichment are primarily considered to be a problem of intensively managed agricultural lowlands or where inputs of industrial and domestic waste may be significant (Cooper 1993). There is increasing evidence to suggest that both these assertions are an oversimplification of the general situation. This is especially so if nutrient-poor upland ecosystems are included and where a possible N limitation or a co-limitation of both N and P are real possibilities (Elser, Marzolf & Goldman 1990; Wondzell & Swanson 1996; Interlandi & Kilham 1998).

Three sources of nutrient enrichment can be broadly defined at the catchment scale: the enhanced atmospheric deposition of N; direct inputs of P derived from industrial and domestic waste discharges; and the enhanced loss of N and P arising from intensification of agriculture. Strong geographical and temporal variation can occur within individual catchments in relation to nutrient source, transport and site of impact. Landscape-scale issues are therefore particularly important in the analysis and classification of aquatic ecosystems (Johnson & Gage 1997 and associated papers) with direct implications for ecosystem functioning (Caldow & Racey 2000). In a companion paper Cresser et al. (2000) describe the development and testing of a predictive relationship between key physical attributes of the landscape and river base cation, H+ and alkalinity concentrations; here we focus on the major nutrients N and P. Determining the likely biological impact of nutrient enrichment is especially complicated for flowing systems (van Nieuwenhuyse & Jones 1996). The recognized need to include the influence of processes that occur upstream has led to the development of the river continuum theory (Vannote et al. 1980). An improved understanding of the temporal aspects of nutrient loss with those of biological demand is necessary particularly in view of the possibility of a seasonal dependence of N limitation (Axler, Rose & Tikkanen 1994; Peterson, Bahr & Kling 1997). Relationships can be demonstrated between certain catchment properties and the magnitude of nutrient loss, an example being the total area of agricultural land that is often well correlated with river nitrate concentrations (Heathwaite, Johnes & Peters 1996). The possibility of a similar broad-scale relationship existing for P is less likely (Edwards, Twist & Codd 2000).

There are three areas where discriminatory factors may operate to influence either the total quantity or relative timing of N and P loss to surface waters. (i) The first is source related and concerns the processes that control the amount and chemical form present in the soil nutrient pool. Soils under semi-natural vegetation tend to have lower rates of nitrification than agricultural soils, where conditions often favour this process and nitrate is common (Killham 1994). (ii) Transport mechanisms that link the terrestrial and aquatic components represent the second area where a degree of selectivity is introduced. While nitrate is soluble and readily transported in drainage water, a considerable proportion of P loss tends to be associated with eroded soil material. It is possible to envisage a situation where the whole catchment contributes nitrate to the drainage waters while the majority of P loss occurs from extremely localized regions adjacent to the river channel. It is also apparent that P loss will display a high degree of episodicity (Pionke et al. 1996). This difference in behaviour of N and P has fundamental implications for assessing their potential biological impact and in identifying appropriate management strategies for reducing nutrient loss at the catchment scale. (iii) The final area relates to processes that occur within the aquatic system. Transformations between organic and inorganic forms, together with selective retention mechanisms, can influence the rate of transportation downstream. The origin and general significance of organic forms of N in surface waters are not well understood (Chapman & Edwards 1999). Retention processes involving sediment can be significant for P during periods of reduced river flow with a subsequent resuspension of P enriched material during the first autumn storms (House et al. 1998).

Within this general context, Meyer et al. (1988) highlighted three reasons why a greater understanding of elemental cycling within streams would contribute to an improved understanding of ecosystem behaviour. These were: (i) nutrients regulate ecological processes in streams, especially when a nutrient is limiting; (ii) nutrients link terrestrial and aquatic ecosystems; and (iii) stream processes alter the timing, magnitude and form of elemental fluxes and thus nutrient availability to downstream communities.

The aim of the present study was to determine the variation in concentrations of N and P in samples of river water collected from a range of sites located throughout a mixed land-use temperate catchment area. The concentration, flux and chemical form of N and P are related to catchment attributes such as land use and soil type. Spatio-temporal variability in nutrient loss is discussed. The likelihood of nutrient-limiting conditions possibly involving N within the headwater regions are discussed. This work, with its explicitly hydrological focus, compliments the more ecologically oriented approaches to scale issues (e.g. Baillie et al. 2000; Gaston et al. 2000; Paradis et al. 2000).

Materials and methods

  1. Top of page
  2. Abstract
  3. Introduction
  4. Materials and methods
  5. Results
  6. Discussion
  7. Acknowledgements
  8. References

The dee catchment

The Dee (north-east Scotland) catchment is over 2000 km2, although for the present purposes only the area upstream of Park, the lowest gauged point (National Grid Reference NO 798983) was used (1834 km2). The headwaters rise in the Cairngorm Mountains at a maximum elevation of 1250 m above sea level and drain in an easterly direction towards Aberdeen. Mean annual precipitation in the catchment ranges from 1500 mm in the west to 800 mm in the east. The catchment comprises two geographically distinct regions of contrasting land use. The western uplands consist of areas of semi-natural montane and alpine heath at the highest elevation, whereas the upper to middle slopes consist of heather moorland. Blanket bog communities have developed on the majority of flatter areas, while the lower slopes are under forestry (Smart et al. 1998). This area, which is predominantly over 300 m in altitude, covers around 60% of the catchment (Langan et al. 1997). The lower eastern portion is used predominantly for mixed agricultural production. The river quality is generally very good throughout the River Dee. Podzolic soils are dominant, covering just over half of the area, with approximately 20% of the area having alpine or ranker soils and 15% classified as peat. A close relationship often exists between land cover categories and soil types. In particular the area classified as supporting montane vegetation is positively correlated with alpine and ranker soils while being inversely related to the area of podzols. Agricultural land is well correlated with podzolic soils.

Selection of subcatchments and sampling locations

For the purpose of this study, six sites on the main stem of the river together with 13 hydrologically independent subcatchments [which includes the Linn of Dee (NO 060897) on the main stem] were sampled fortnightly during the period May 1996 to May 1997 (Fig. 1a). A fuller description of the sampling strategy can be found in Smart et al. (1998). Additional sites (41) were sampled fortnightly over the initial 6-month period. Both data sets were combined to give a total of 59 sampling locations for calculating nutrient ratios (Fig. 1b).

imageimage

Figure 1. Location of (a) the 13 independent subcatchments in the Dee catchment (site abbreviations as in caption for Table 1) together with all 59 sampling locations including the six sites on the main river (b). Site abbreviations: Ld, Linn of Dee; V, Victoria Bridge; In, Invercauld Bridge; Po, Polhollick; Wo, Woodend; Pa, Park Bridge.

The 13 subcatchments represent a range of land cover types (Macaulay Land Use Research Institute (MLURI) 1993) and soil properties (Table 1). Considered together, these subcatchments represent 60% of the catchment area taken to Park. While their individual properties are diverse (Table 1), when summed together they reflect the average attributes of the whole catchment.

Table 1.  Land-use and soil-type attributes of the 13 independent subcatchments located within the main Dee catchment
Attribute Area (km2)Subcatchment*
Ld 157LQ 59·6Cl 103Fe 27·7Gi 29·6Ga 143Mu 102Tan 94·4Tar 71·0De 33·9Feu 233Sh 35·1Le 147
  • *

    Ld, Linn of Dee; LQ, Linn of Quoich; Cl, Clunie; Fe, Feardar; Gi, Girnock; Ga, Gairn; Mu, Muick; Tan, Tannar; Tar, Tarland; De, Dess; Feu, Feugh; Sh, Sheeoch; Le, Leuchar.

  • Blanket bog + peat.

  • Alluvium + brown earth.

  • §

    Classification based upon predominant land use: 1a, non- agricultural (> 10% montane); 1b, non-agricultural (< 10% montane); 2, intermediate (10–60% agricultural); 3, agricultural.

  • Stream order follows the system defined by Strahler (1957)

Land use (%)
Forest1·34·30·622·44·71·69·320·727·517·615·558·720·5
Agriculture1·14·61·32·51·12·153·261·511·332·068·3
Moorland45·954·255·966·867·264·355·567·48·62·846·43·04·8
Grass0·20·21·51·62·34·52·62·99·917·23·14·42·9
BB peat31·510·117·63·324·416·224·36·90·223·71·91·1
Montane21·031·122·81·40·110·84·9
Soil type(%)
Peat28·82·830·113·518·034·513·432·316·32·8
All/BE1·023·213·71·49·81·945·82·90·44·1
Alpine/ranker49·170·743·517·67·313·922·89·2
Podzol22·126·525·542·965·759·831·770·254·297·167·472·189·0
Gley2·813·37·01·25·211·64·1
Classification§1a1a1a1b1b1a1b1b23223
Stream order4343243433424

Collection and analysis of water samples

A series of analyses was carried out on the unfiltered water and a membrane-filtered (0·45 μm) subsample. Digestion of both unfiltered and filtered water samples using a persulphate oxidation procedure (Williams et al. 1995) enabled a distinction to be made between the total N and P (Ntot and Ptot) and total soluble N and P (Nsol and Psol), respectively. Particulate N (Npart) was calculated as the difference between Ntot and Nsol. Inorganic N was determined as nitrate plus nitrite and ammonium, colorimetrically on filtered samples using a Traacs autoanalyser (Bran + Luebbe, Northampton, UK) and industrial methods 330-86E and 333-86E, respectively. Organic N (Norg) was calculated as the difference between Nsol and the inorganic N.

Ptot and Psol were measured as orthophosphate in oxidized unfiltered and filtered samples, respectively, using the molybdenum blue procedure of Murphy & Riley (1962). Organically associated P was calculated as the difference between Psol and a molybdate reactive fraction (inorganic P) determined directly on a filtered sample. All analyses were performed in duplicate and completed within 2 days of collection. The reliability of N and P analysis was regularly checked as part of the UK Acid Waters Network quality control programme (co-ordinated through Water Research Centre, Medmenham). Limits of detection for nitrate plus nitrite were ± 0·05 mg N l−1 and phosphorus ± 0·005 mg P l−1.

Calculations of loads

Instantaneous loads of N and P were calculated by multiplying their concentration and river flow at the time of sampling.

Results

  1. Top of page
  2. Abstract
  3. Introduction
  4. Materials and methods
  5. Results
  6. Discussion
  7. Acknowledgements
  8. References

Concentrations and loads of n and p along the main river

The proportion of major land cover types is shown in Fig. 2 for the six main sampling points located on the River Dee. Agricultural land only becomes significant towards the lower third of the catchment and over half the area is classified as being semi-natural heather moorland. The mean annual concentrations of Ntot increased over fourfold downstream (Table 2). Despite remaining small, Ptot also increased downstream, which could possibly be associated with direct inputs from sewage treatment works. The proportion of Npart and Ppart was small at most sites. Concentrations of nitrate and Norg were similar in the upper third of the catchment area, with ammonium contributing only a relatively small proportion of the soluble N fraction (Fig. 3a). Both nitrate and Norg increased downstream, although the rate of increase was greater for nitrate, coinciding with an increase in the proportion of agricultural land. The average concentration of inorganic P remained relatively constant downstream and displayed little variability over time (Fig. 3b). Organically associated P was small in the upper half of the catchment, increasing sharply downstream until at the lowest site it was the dominant form of soluble P.

image

Figure 2. Relative proportions of the broad land cover types for the catchment defined by each of six sampling locations on the main River Dee. Site abbreviations as in Fig. 1b.

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Table 2.  A comparison of the annual mean concentration (mg l−1) of total N and P and the relative contribution of particulate forms for the six main sampling locations on the River Dee. Standard errors are shown in parentheses
LocationArea (km2)Total N (mg l−1)Particulate N (%)Total P (mg l−1)Particulate P (%)
Linn of Dee (Ld)1570·152 (0·013)280·004 (0·0005)12
Victoria Br. (V)2930·154 (0·013)70·004 (0·0006)6
Invercauld Br (In)5120·189 (0·013)120·005 (0·001)16
Polhollick (Po)6980·290 (0·025)70·004 (0·0009)10
Woodend (Wo)13830·562 (0·044)20·008 (0·001)36
Park Br (Pa)18370·715 (0·045)20·013 (0·002)14
image

Figure 3. Averaged concentration (mg l−1) of various forms of (a) N (black circles, nitrate; white circles organic N; black squares ammonium) and (b) P (black circles, inorganic P; white circles organic P), sampled along the main River Dee fortnightly over a 1-year period (from May 1996). With standard errors shown.

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An indication of the seasonal variability in nitrate, Norg and Ptot along the main river is shown in Fig. 4. The increase in nitrate (Fig. 4a) and Norg (Fig. 4b) concentrations downstream occurred throughout the year, although it was especially apparent during the autumn–early winter and summer–autumn period, respectively. Concentrations of Ptot were generally small and only increased significantly during the reduced summer flow period and on a single occasion during the autumn (Fig. 4c). A change in trend was observed when the instantaneous nutrient loads were compared (Fig. 5). The degree of temporal variability was more apparent, indicating the overwhelming importance of river discharge (Fig. 6). The substantial summer concentrations of nitrate and Norg were associated with small loads. A large proportion of the annual N and P loss occurred during the late autumn–winter period at all sites.

image

Figure 4. Variation in concentration (mg l−1) of (a) nitrate N, (b) organic N, and (c) total P, for samples collected from the River Dee at six sampling locations (abbreviations as in Fig. 1b).

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image

Figure 5. Variation in instantaneous loads (g s−1) of (a) nitrate N, (b) organic N, and (c) total P for samples collected from the River Dee at six sampling locations (abbreviations as in Fig. 1b).

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image

Figure 6. River flow at the lowest gauged point (Park) of the River Dee for the time of sampling.

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Relationship between land cover/soil type and river n and p concentrations

In general the relationships between individual land cover and soil types for the 13 independent subcatchments were consistent for each of the chemical species of N and P that were determined (Table 3). These included a strong positive relationship with the proportion of agricultural land and permanent grassland, and an inverse relationship with the area of moorland and blanket bog/peat. Forested or montane areas showed little correlation with nutrient concentrations. Land cover displayed a stronger relationship with stream water composition than did soil type, where the only positive correlation was with podzols and an inverse relationship with alpine/rankers (Table 3). The importance of agriculturally managed soils as a source of nitrate is demonstrated in Fig. 7, showing the ratio of nitrate to Norg to the proportion of agricultural land. While there was some variability in this relationship the general trend was for a narrow ratio being typical of the subcatchments dominated by semi-natural vegetation. The ratio widened to between 4 and 7 for the subcatchments dominated by agriculture.

Table 3.  Relationships between land cover or soil type with river N and P concentrations for the 13 subcatchments described in Table 1. Abbreviations as for Table 1
 NO3-NNH4-NOrganic NPO4-POrganic-P
  1. Where *P < 0·05, **P < 0·01, ***P < 0·001, NS, not significant, and + indicates a positive or – indicates an inverse relationship.

Land cover
ForestNS*NSNSNS
Agriculture***************
Moorland– ***– ***– ***– **– ***
Grass**********
BB/peat– **– *– **– *– **
MontaneNSNSNSNSNS
Soil type
Peat– *NSNSNSNS
All/BENSNSNSNSNS
Alpine/ranker– *– *– *– *– *
Podzol*********
GleyNSNSNSNSNS
image

Figure 7. Ratio of nitrate N to organic N for individual subcatchments plotted as a function of the proportion of agricultural land.

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Comparison of n to p ratios

The seasonal trend in Ntot : Ptot and inorganic N : inorganic P is shown in Fig. 8 for three separate locations on the River Dee. At each site the range in the calculated ratios over the year was wide and on any single sampling occasion it tended to be narrowest for the upper Linn of Dee site, increasing downstream. Seasonal patterns were particularly well developed at the upper Linn of Dee and Victoria Bridge sites (Fig. 8a,b), where summer values were always below 100 and in some cases approached a value of 10. At these two sites the Ntot : Ptot ratio was usually wider than the inorganic N : inorganic P ratio. This was not the situation at Park, the lowest site (Fig. 8c), where the inorganic N : inorganic P ratios are generally wider and approach 1000 during the winter period.

image

Figure 8. Ratios of total N : total P (black circles) and inorganic N (nitrate + ammonium) : inorganic P (white circles) for the sites (a) Linn of Dee, (b) Victoria Bridge and (c) Park on the River Dee.

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Further comparison of the Ntot : Ptot ratio is shown in Fig. 9, where data from all sampling sites (59) are included and plotted against the proportion of agricultural land present in each catchment. A wide range in this ratio was evident for the single summer sampling occasion selected, varying from < 10 to nearly 1000 between individual sampling sites. Some of the narrowest ratios occurred for the catchments dominated by semi-natural vegetation that typically had low N and P concentrations. A narrowing of the ratio occurred for the agriculturally dominated catchments, although these sites were also characterized by high concentrations of N and P.

image

Figure 9. Ratio of total N : total P for all 57 sites plotted against the proportion of agricultural land in each catchment for samples collected on the 19 August 1996.

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Discussion

  1. Top of page
  2. Abstract
  3. Introduction
  4. Materials and methods
  5. Results
  6. Discussion
  7. Acknowledgements
  8. References

The properties of the Dee catchment area are extremely diverse, with semi-natural and montane/moorland areas dominating the headwater regions and intensively managed agricultural areas dominating the lowlands. Individual subcatchments vary in their degree of landscape-scale heterogeneity. Eight of the 13 subcatchments, which together account for just less than half the catchment (860 km2), have little or no cultivated land. The water draining from these areas was typically nutrient poor, with average Nsol concentrations of < 0·2 mg l−1 and total P concentrations < 0·01 mg l−1. The two predominantly lowland agriculturally dominated subcatchments (Dess and Leuchar), with a total area of 180 km2, had much greater concentrations of Nsol (5·0 mg l−1) and Ptot (0·06 mg l−1). A group of three subcatchments was intermediate between these two.

Concentrations of N and P increased down the River Dee, although values always remained significantly below those measured in the agricultural subcatchments. This situation highlights the potential problems in understanding, quantifying and therefore managing large heterogeneous catchments having a mixed land cover. While the main river remains relatively unpolluted, even in its lower reaches, localized nutrient enrichment does occur in individual tributaries. The important diluting effect that large volumes of relatively nutrient-poor waters from upstream have on the maintenance of water quality in the lower reaches is significant.

Upland areas present an unusual situation: they act as a long-term sink for N (Miller & Hirst 1998) but the continuation of this is not guaranteed. Soils such as hill peat, which are typical of the Dee catchment, may contain upwards of 5 t N ha−1. There is increasing evidence that some temperate upland ecosystems already display the early signs of becoming N-saturated with an associated increase in the loss of N to drainage waters (Stoddard 1994; Hessen, Hindar & Holtan 1997). The precise mechanism for this is not clear but may well be induced by limitation of a second nutrient such as P.

Knowledge of the various chemical forms of N and P present in drainage water improves the understanding of transport mechanisms and potential biological availability. While nitrate and Norg were both positively correlated with the proportion of agricultural land, the rate of increase was much greater for nitrate. Norg represented a significant fraction of the Nsol and in semi-natural areas may be present at concentrations greater than inorganic N. The Norg present in river water reflects a variable contribution from two sources. Considerable amounts of Norg can be present in soil solution (Williams & Edwards 1993) and therefore potentially can be leached. It is possible to identify two broad Norg fractions originating from terrestrial sources: a small, labile, rapidly cycled component (Jones 1999) and a second, more refractory, material derived from humification processes (Anderson et al. 1991). The second possible origin results from biological utilization of either inorganic or organic N within the stream (Kaushik et al. 1983). It is possible, therefore, that while total loads of N transported downstream may not alter, there could be a tendency for an increase in Norg (Tate 1990). It is likely that in the present study both sources contributed Norg. The largest concentrations of Norg (and some of the smallest nitrate concentrations) occurred over the ‘summer’ reduced flow period when conditions favoured algal growth and soil drainage was at a minimum (Mulholland 1992). It is likely, therefore, that the majority of the Norg present during this period derived from instream sources. Peaks in concentration and, particularly, load of Norg occurring during the early spring and late autumn periods are more likely to have a terrestrial origin. The availability of the Norg measured in the present study is unknown, however previous studies have suggested it to be poor (Axler, Rose & Tikkanen 1994). It is probable that material produced by biological activity within the aquatic system has a greater lability than much of the terrestrially derived Norg. It is important to establish the seasonal relationships between the timing of loss of N and its chemical form because of the clear preferences shown by bacteria and algae for reduced forms of N and ammonium in particular (Kroer, Jorgensen & Coffin 1994).

The potential availability of this Norg fraction is particularly important in the interpretation and usefulness of N : P ratios, especially in oligotrophic headwater regions where it can be the dominant form of N present. Various combinations of soluble and total forms have been used to calculate N : P ratios in order to distinguish nutrient-limiting conditions and produce guidelines for distinguishing boundary values where either N or P is limiting (Smith 1982; Downing & McCauley 1992). Most studies have been concerned with standing rather than flowing waters. Sakamoto (1966) suggested that at Ntot : Ptot ratios below 10, N would be limiting, while at a ratio greater than 17, P would be limiting, and at intermediate values either N and/or P would be limiting. This corresponds to the mean atomic ratio of N to P in phytoplankton cells of 15 : 1, quoted by Redfield (1958).

These values suggested that the occasions when P appeared to be limited fell outside the period of active algal growth. It is much more likely, however, that many waters draining upland areas that are dominated by semi-natural vegetation tend towards N limitation during the critical growth period. The usefulness of ratios in the lower, predominantly agricultural, subcatchments is probably misleading as neither nutrient would be expected to be present at a limiting concentration and other factors such as availability of light and carbon may be more influential. This highlights the need for caution when interpreting information of this kind. In many upland situations, physical factors, such as scouring of stream systems during spates, or chemical-induced inhibitions induced by high molecular weight organic matter (Freeman et al. 1990), would be expected to limit algal productivity at certain times of the year (Twist, Edwards & Codd 1998). A complicated pattern of algal growth response was found for stream water collected from the neighbouring River Don system (Davis 1997), where both N and P additions were effective, together with an additional response when N + P were both added, suggesting co-limitation in this case. When considered together these data suggest the need for a greater understanding of the spatio-temporal dynamics of N and P cycling within large heterogeneous river systems. For flowing waters it is important to have a greater understanding of whether it is the concentration of a particular nutrient or its load that relates best to defining nutrient-limiting situations. It is likely that this will be specific to a particular location, season and nutrient.

Acknowledgements

  1. Top of page
  2. Abstract
  3. Introduction
  4. Materials and methods
  5. Results
  6. Discussion
  7. Acknowledgements
  8. References

This work was funded by the Natural Environmental Research Council and Scottish Executive Rural Affairs Department as part of the Large-Scale Processes in Ecology and Hydrology Thematic Programme (grant number GST/02/1200). The authors would also like to thank the SEPA for collection of hydrological data, other members of the research consortium for useful discussion, and the referees for useful comments on the initial manuscript.

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  1. Top of page
  2. Abstract
  3. Introduction
  4. Materials and methods
  5. Results
  6. Discussion
  7. Acknowledgements
  8. References
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Received 20 January 1999; revision received 9 December 1999