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# Measuring the Size of Quasar Broad-Line Clouds Through Time Delay Light-Curve Anomalies of Gravitational Lenses

## 1 Introduction

The use of time delays between the images produced by galaxy scale gravitational lenses to measure the Hubble constant was proposed almost four decades ago (Refsdal 1964). With approximately ten time delays now measured for different lenses (e.g. Kundic et al. 1997; Schechter et al. 1997; Burud et al. 2000), this method has recently become practical (see Kochanek 2002 for a recent summary and analysis). As part of the associated observational effort, Burud (2002) has presented light-curves with very well determined time delays for the systems RX J0911+05 and SBS 1520+530. In both systems Burud (2002) finds evidence for short-term variability which is unique to individual images. The variability is observed on time-scales of tens to hundreds of days, with an amplitude of up to a few percent, and appears to be associated with small intrinsic fluctuations. Similar rapid, low amplitude residual variability has previously been observed between the images of Q0957+561 (Schild 1996). If caused by microlensing within the lens galaxy, this short-term variability is puzzling because naively, the observed amplitudes require very small (non-stellar) microlens masses (Schild 1996) of $`m10^4M_{}`$ (see also Gould & Miralda-Escudé 1997). Having a dominant microlens population in the required mass range is ruled out by the work of Refsdal et al. (2000) and Wambsganss et al. (2000) on quasar microlensing in Q0957+561 and by Wyithe, Webster & Turner (2000a,b) in Q2237+0305, as well as by Galactic microlensing experiments (e.g. Alcock et al. 2001). Another explanation was suggested by Gould & Miralda-Escudé (1997); in their model rapidly moving hot spots (or cold spots) on the disk surface possess a high transverse velocity and lead to short time-scale variability as the spots move across the stellar microlensing caustics. Since only a small fraction of the source area is magnified, the variability amplitude is small. By postulating the existence of spots with appropriate properties, one might avoid the need to invoke a population of planetary mass microlenses.

In this paper we offer a natural explanation for the observed properties of the short-term variability involving quasar phenomena identified through separate lines of inquiry. We start our discussion with a description of the standard quasar (§2) and microlensing (§3) models. In §4, we explain how the rapid, low-amplitude microlensing observed by Burud (2002) is naturally produced without postulating hypothetical components for either the quasar disk or the lens population. Our model includes typical stellar-mass microlenses, and a featureless accretion disk surrounded by a shell of optically thick broad line clouds, which possess the high velocities and small source sizes necessary to explain the rapid, low amplitude variability. In §5.1 and §5.2 we compare this model against alternative explanations. Finally, we summarize our primary conclusions in § 6. Throughout the paper we assume a flat (filled–beam) cosmology having density parameters of $`\mathrm{\Omega }_m=0.3`$ in matter, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ in a cosmological constant, and a Hubble constant $`H_0=65\mathrm{km}\mathrm{sec}^1\mathrm{Mpc}^1`$.

## 2 Quasar Model

The UV-optical spectra of nearly all quasars show broad emission lines with Doppler widths of $`5000\mathrm{km}\mathrm{sec}^1`$. The emission is believed to originate from dense clouds having a small filling factor of $`10^6`$, which are illuminated by a central ionizing continuum source (see, e.g. Netzer 1990 and references therein). Two popular models were proposed for the origin of the broad line emitters: (i) cool clouds confined within a hot medium (Krolik, McKee & Tarter 1981); and (ii) winds from giant stars which are bloated due their exposure to the intense quasar radiation (Alexander & Netzer 1997 and references therein). The equivalent width of the lines indicates that $`10\%`$ of the continuum emission of the quasar is absorbed and reprocessed by the clouds. Hence, the fraction of sky covered by clouds when viewed from the central continuum source, is $`F_\mathrm{c}0.1`$.

The number of clouds, which is important for our analysis is the subject of some controversy. An upper limit for the largest number of individual clouds can be obtained from photo-ionization arguments, yielding $`N_{\mathrm{cl}}10^{78}`$ (Arav et al. 1998). In addition, a lower limit on the number of clouds $`N_{\mathrm{cl}}10^{78}`$, has been derived based on the smoothness of the emission lines of NGC 4151 (Arav et al. 1998) and 3C273 (Dietrich et al. 1999), under the assumption that the clouds are confined with a thermal internal velocity dispersion of $`10`$$`20\mathrm{km}\mathrm{s}^1`$. However the estimated number of clouds is expected to go down dramatically if this assumption is relaxed, bringing the required number to be as small as few times $`10^5`$ for a velocity spread of $`100\mathrm{km}\mathrm{s}^1`$ per cloud (H. Netzer, private communication), as expected for the cometary tails of bloated stars. Hence, the observed smoothness of the emission lines does not rule out the bloated star model, which predicts the existence of $`10^{45}`$ clouds per quasar. It was also suggested that the low excitation lines on which the above analysis was based, originate from the outer parts of the accretion disk while the high excitation lines are dominated by discrete emitters (see Dietrich et al. 1999 and references therein). We note that the number of disk-transiting clouds on which we focus in this paper could in principle be significantly smaller than the total number of broad line clouds. First, individual clouds on randomly oriented Keplarian orbits filling a spherical volume might have a distribution preferentially in the plane of the disk (Osterbrock 1993 cited in Dietrich et al. 1999). Second, if the cloud velocity distribution is dominated by an inflow or an outflow bulk velocity, then the number of transiting clouds would also be much smaller than the total (because the radial component of the velocity is much larger than the tangential component). The velocity dispersion of the clouds can be inferred from the line widths, assuming a particular geometry. In this paper we adopt the simplest model, assuming that the velocity distribution of the occulting clouds is randomly oriented in a spherical shell and is induced by the gravitational force of the central black hole. The characteristic distance of the shell from the central source ($`10^4`$ Schwarzschild radii) is then larger by three orders of magnitude than the scale of the continuum emission region (see, e.g. Peterson 1997).

We model the lensed optical source as an accretion disk surrounded by a large number of optically thick, identical spherical clouds. We adopt the radial surface brightness profile for a thermal accretion disk as computed by Agol & Krolik (1999). The broad line clouds are assumed to be located in a spherical shell of radius $`R`$ and have orbits with random inclinations around a black hole of mass $`M_{\mathrm{bh}}`$. Based on the virial theorem for the cloud distribution, we get

$$R=\frac{r_{\mathrm{sch}}}{2f_\mathrm{g}}\left(\frac{c}{\sigma _{\mathrm{cl}}}\right)^2,$$
(1)
where $`\sigma _{\mathrm{cl}}`$ is the 1-D velocity dispersion of the broad lines in $`\mathrm{km}\mathrm{sec}^1`$, $`r_{\mathrm{sch}}=2GM_{\mathrm{bh}}/c^2`$ is the Schwarzschild radius of the black hole, $`G`$ is the gravitational constant, and $`c`$ the speed of light. The constant $`f_\mathrm{g}`$ depends the geometry of the cloud velocity distribution; in our spherical shell (2-D) geometry $`f_\mathrm{g}=2`$ (an isothermal sphere would be described by $`f_\mathrm{g}=3`$). Given a total number of clouds $`N_{\mathrm{cl}}`$, the covering fraction is $`F_\mathrm{c}=N_{\mathrm{cl}}\pi r_{\mathrm{cl}}^2/4\pi R^2`$, where $`r_{\mathrm{cl}}`$ is the physical radius of each cloud. Therefore

$$r_{\mathrm{cl}}=R\sqrt{\frac{4F_\mathrm{c}}{N_{\mathrm{cl}}}}$$
(2)
Throughout this paper we show numerical examples with typical parameter values of $`M_{\mathrm{bh}}=5\times 10^8M_{}`$, $`\sigma _{\mathrm{cl}}=5\times 10^3\mathrm{km}\mathrm{sec}^1`$ and $`F_\mathrm{c}=0.1`$, and assume a face-on disk profile observed in the $`R`$-band. We show results as a function of the number of clouds, $`N_{\mathrm{cl}}`$, which is the free parameter that is least constrained by existing observations of quasars.

## 3 Microlensing Model

Throughout most of this paper we consider a fiducial lensing scenario, comprising a lens galaxy at a redshift $`z_\mathrm{d}=0.5`$ and a source at $`z_\mathrm{s}=1.5`$. We assume typical microlensing parameters encountered just inside the Einstein radius of the lens galaxy, which is modeled as a spherical singular isothermal sphere. In particular, we adopt the likely values of $`\kappa _{}=0.08`$ and $`\kappa _\mathrm{c}=0.46`$ for the convergence in stars and smoothly distributed mass, respectively, and a value of $`\gamma =0.54`$ for the shear (see Wyithe & Turner 2002). The average magnification of the corresponding macro-image is 12.5. The magnification maps111The average number of rays per pixel in our magnification maps is greater than $`N_{\mathrm{rays}}=100`$. Thus, the maps are computed to an accuracy better than $`N_{\mathrm{rays}}^{0.25}/N_{\mathrm{rays}}3\%`$ per pixel, and a significantly higher accuracy for high magnification pixels. Note that the scaling is with $`N_{\mathrm{rays}}^{0.25}`$ rather than the Poisson scaling of $`N_{\mathrm{rays}}^{0.5}`$ because rays are placed on a regular grid in the image plane rather than being randomly distributed. Careful examination of “light-curves” for individual clouds clearly demonstrates that the variability seen in Figure 2 is not caused by simulation noise. for the simulations in this paper were computed with the microlens program kindly provided to us by Joachim Wambsganss.

## 4 Variability due to Obscuration of the Disk by Broad Line Clouds

Monitoring data of the the systems RX J0911+05 and SBS 1520+530 by Burud (2002) shows evidence for short-term variability which is unique to individual images. The variability is observed on time-scales of tens to hundreds of days, with an amplitude of up to a few percent. Furthermore, the microlensing features appear to be associated with small intrinsic fluctuations. In this section we present a microlensing model that accounts for all three of these features.

### 4.1 Intrinsic and Microlensing Lightcurves

Figure 1 shows the geometry of the system. The left panel shows a portion of a magnification map computed for the aforementioned parameter values. Superimposed on this map is a contour enclosing 95% of the flux from the accretion disk source. This contour is displayed again on the right hand panel of Figure 1, together with a random distribution of broad line clouds, whose sizes were computed for $`N_{\mathrm{cl}}=10^5`$ \[see Eq. (2)\]. Since the velocities of the broad line clouds are an order of magnitude larger than the projected transverse velocity expected for the lens galaxy, we assume the accretion disk to be stationary relative to the caustic network. The clouds obscure a fraction $`F_\mathrm{c}=0.1`$ of the disk surface. Since the disk surface brightness is a function of radius, the motion of the clouds across regions of varying surface brightness causes low level variability of the total flux. Variability also results from the Poisson noise associated with the variance in the number of obscuring clouds. In the absence of microlensing, and assuming a stationary disk the intrinsic observed flux as a function of time, $`t`$, is

$$f_{\mathrm{int}}(t)=_0^{\mathrm{}}r𝑑rs_\nu (r)\underset{i=1}{\overset{N_{\mathrm{cl}}}{}}_0^{r_{\mathrm{cl}}}r𝑑r_0^{2\pi }𝑑\theta s_\nu \left(\left|\stackrel{}{r_i}(\frac{t}{1+z_\mathrm{s}})+\stackrel{}{r}\right|\right),$$
(3)
where $`s_\nu (r)`$ is the surface brightness of the disk at frequency $`\nu `$ and radius $`r=|\stackrel{}{r}|`$, and $`\stackrel{}{r_i}=(r_i,\theta _i)`$ are the time dependent coordinates of the $`N_{\mathrm{cl}}`$ broad line clouds. If the accretion disk is also subject to microlensing, then the microlensed surface brightness profile is the product of the position-dependent magnification $`\mu (\stackrel{}{r})`$ with the intrinsic accretion disk brightness $`s_\nu (|\stackrel{}{r}|)`$. Thus, in the presence of microlensing the light-curve is

$`f_{\mathrm{ml}}(t)={\displaystyle _0^{\mathrm{}}}r𝑑r{\displaystyle _0^{2\pi }}𝑑\theta \mu (\stackrel{}{r})s_\nu (|\stackrel{}{r}|)`$
$`{\displaystyle \underset{i=1}{\overset{N_{\mathrm{cl}}}{}}}{\displaystyle _0^{r_{\mathrm{cl}}}}r𝑑r{\displaystyle _0^{2\pi }}𝑑\theta \mu \left(\stackrel{}{r_i}({\displaystyle \frac{t}{1+z_\mathrm{s}}})+\stackrel{}{r}\right)s_\nu \left(\left|\stackrel{}{r_i}({\displaystyle \frac{t}{1+z_\mathrm{s}}})+\stackrel{}{r}\right|\right).`$ (4)
The first term on the right-hand-side of this equation (the magnified flux from the disk) is not a function of time since we have assumed a stationary disk. The variability in the continuum emission due to obscuration by broad line clouds is very different from the variability in the line profiles due to microlensing of the broad line emission itself (Schneider & Wambsganss 1990).

In Figure 2 we show four sample light-curves corresponding to $`N_{\mathrm{cl}}=10^4`$, $`10^5`$, $`10^6`$ and $`10^7`$, all with a duration of two years. The light line shows the level of intrinsic variability $`f_{\mathrm{int}}(t)`$, while the dark line shows variability including microlensing $`f_{\mathrm{ml}}(t)`$. It is apparent that larger clouds produce variability of longer duration and larger amplitude. The amplitudes range from a few percent for the largest clouds under consideration down to hundredths of a percent for the smallest clouds (note that the scaling of the $`y`$-axis is different in each panel of Figure 2). Similarly, the time-scales for the variability range between tens and hundreds of days. The two curves show similar overall trends, however the peaks and troughs in the microlensed light-curve are more pronounced. The difference between the microlensed and intrinsic variability arise because the variation in effective surface brightness over the accretion disk surface is more extreme in the microlensed case. Keeping in mind the simplicity of our model, the light-curves computed using $`N_{\mathrm{cl}}10^5`$ in Figure 2 show a striking qualitative resemblance to the light-curves presented by Burud (2002), with anomalous microlensing variability superimposed on, and concurrent with, intrinsic light-curve features.

The variability shown in Figure 2 (both $`f_{\mathrm{int}}`$ and $`f_{\mathrm{ml}}`$) is superimposed upon additional longer time-scale intrinsic source variability (common to all of its images), which is observed in unlensed quasars (e.g. Webb & Malkan 2000). We have assumed a population of identical clouds. However for a real quasar we expect a spectrum of cloud sizes with a distribution $`\varphi (r_{\mathrm{cl}})`$, representing the number of clouds with radii between $`r_{\mathrm{cl}}`$ and $`r_{\mathrm{cl}}+\mathrm{\Delta }r_{\mathrm{cl}}`$. Hence, the light-curves reflect a superposition of the corresponding amplitudes and time-scales due to this distribution. The total number of clouds is $`N_{\mathrm{cl}}^{\mathrm{tot}}=_0^{\mathrm{}}𝑑r_{\mathrm{cl}}\varphi (r_{\mathrm{cl}})`$. However, the effective number of clouds that contribute to the microlensing signal ($`N_{\mathrm{eff}}`$) corresponds to an effective cloud radius $`r_{\mathrm{cl}}^{\mathrm{eff}}`$ calculated from the mean of the obscuration area weighted cloud-size distribution. For spherical clouds

$$N_{\mathrm{eff}}4F_\mathrm{c}\left(\frac{R}{r_{\mathrm{cl}}^{\mathrm{eff}}}\right)^2\mathrm{where}(r_{\mathrm{cl}}^{\mathrm{eff}})^2=\frac{_0^{\mathrm{}}𝑑r_{\mathrm{cl}}r_{\mathrm{cl}}^4\varphi (r_{\mathrm{cl}})}{_0^{\mathrm{}}𝑑r_{\mathrm{cl}}r_{\mathrm{cl}}^2\varphi (r_{\mathrm{cl}})}.$$
(5)
The values of $`N_{\mathrm{cl}}`$ quoted in this paper should be identified with $`N_{\mathrm{eff}}`$.

### 4.2 Variability Statistics

The light-curves of Figure 2 demonstrate that bigger clouds produce variability of a longer duration and a larger amplitude. As can be seen from Figure 1, these light-curves were computed (for the purpose of demonstration) using a favorable source location on the magnification map close to several caustics. In this section we present the characteristic time-scales and variability amplitudes for 100 random accretion disk positions across the network of microlensing caustics. Since intrinsic variability will be present in all images of a multiply imaged quasar and only microlensing can produce the anomalous light-curve variability, we calculate variability statistics for the ratio, $`f(t)=f_{\mathrm{int}}(t)/f_{\mathrm{ml}}(t)`$ between the intrinsic and microlensed light-curves at each source position. We calculate the autocorrelation function, $`f_{\mathrm{AC}}(\mathrm{\Delta }t)=\mathrm{sign}(f_{\mathrm{AC}}^{})\sqrt{|f_{\mathrm{AC}}^{}|}`$, where $`f_{\mathrm{AC}}^{}(f(t)f)\times (f(t+\mathrm{\Delta }t)f)`$. Here, angular brackets denote averaging over long times. The characteristic variability amplitude is taken to be $`\sigma =f_{\mathrm{AC}}(0)`$ (the light-curve variance), and the correlation time-scale $`\mathrm{\Delta }t_{\mathrm{corr}}`$ is defined by the condition $`f_{\mathrm{AC}}(\mathrm{\Delta }t_{\mathrm{corr}})/f_{\mathrm{AC}}(0)=0.5`$ for each source position. Figure 3 shows scatter plots of $`\mathrm{\Delta }t_{\mathrm{corr}}`$ versus $`\sigma `$ for $`N_{\mathrm{cl}}=10^4`$, $`10^5`$, $`10^6`$ and $`10^7`$. The aforementioned dependence of the time-scale and variability amplitudes on $`N_{\mathrm{cl}}`$ are readily apparent in this plot. The upper panels of Figure 4 show one minus the single variable cumulative probabilities for $`\sigma `$ and $`\mathrm{\Delta }t_{\mathrm{corr}}`$. Characteristic time-scales of 50–100 days are consistent with all cloud sizes, while time-scales below $`50`$ days are not consistent with $`N_{\mathrm{cl}}10^4`$ and time-scales above $`100`$ days are only consistent with $`N_{\mathrm{cl}}10^6`$. Inspection of the top-right-hand panel of Figure 4 shows an even stronger dependence on $`N_{\mathrm{cl}}`$. In particular if $`N_{\mathrm{cl}}10^410^5`$, the variability amplitude is a few tenths of a percent to a few percent, while the variability amplitude is always below $`\sigma 0.2\%`$ if $`N_{\mathrm{cl}}10^6`$.

Another heavily monitored gravitational lens is Q2237+0305 at an unusually low lens redshift of $`z_\mathrm{d}=0.0394`$ (Irwin et al. 1989; Corrigan et al 1991; $`Ø`$stensen et al. 1995; Wozniak et al. 2000a; Wozniak et al. 2000b). The lens was monitored not for the purpose of measuring time delays (for which its geometry is unsuited), but of observing quasar microlensing (for which it is the most favorable lens known). The variability record shows long-term, large amplitude variation, but no variation at the percent level over time-scales of tens of days. Thus if the model proposed in this paper is correct, it must not predict rapid, low amplitude variability in Q2237+0305. To demonstrate the required consistency, we have repeated the calculation described above for a lens galaxy at $`z_\mathrm{d}=0.05`$ rather than $`z_\mathrm{d}=0.5`$ which closely mimics the Q2237+0305 geometry. The lower panel of Figure 4 shows one minus the single variable cumulative probabilities for $`\sigma `$ and $`\mathrm{\Delta }t_{\mathrm{corr}}`$ as before for $`N_{\mathrm{cl}}=10^4`$, $`10^5`$, and $`10^6`$. The median variability for $`N_{\mathrm{cl}}=10^4`$ is around $`\sigma 1\%`$ with a range of $`0.1\%\sigma 5\%`$. On the other hand, if $`N10^5`$ the range is $`0.01\%\sigma 0.5\%`$, with a median of $`\sigma 0.1\%`$. Thus we would not expect a previous detection of short-term anomalous variability in Q2237+0305 if $`N_{\mathrm{cl}}10^5`$. The time-scales are comparable to those for the generic lens case, which is expected since the timescale depends on velocities generated in the source plane rather than the lens plane.

The difference in the statistics of rapid, low amplitude microlensing variability (due to obscuration of the continuum by broad line clouds) between the typical lens geometry ($`z_\mathrm{d}0.5`$) and the special case of a lens at very low redshift ($`z_\mathrm{d}0.05`$) follows from the different size of the projected microlens Einstein radius. The broad-line-cloud induced variability requires that a caustic lie across the accretion disk. In the typical lensing case ($`z_d=0.5`$), the source is relatively large with respect to the caustic network, so that one or more caustics generally cross the source (see Fig. 1). In the low redshift lens case ($`z_d=0.05`$), caustic crossings are rare, and so are the broad line microlensing events. Note that the value of $`N_{cl}10^5`$ bracketed by the non-detection at $`z_d=0.05`$ and the detection at $`z_d=0.5`$ corresponds to the expected number of broad line clouds in the bloated star model (Alexander & Netzer 1997).

## 5 Viability of Alternative Explanations

Two alternative explanations for rapid, low amplitude variability appear in the literature. We discuss these in turn, and demonstrate their shortcomings in explaining the observations of RX J0911+05 and SBS 1520+530 by Burud (2002).

### 5.1 Variability Due to Disk Hot Spots

Gould & Miralda-Escudé (1997) suggested that the observed rapid, low-amplitude variability might result from hot spots on the surface of the disk. This scenario is similar to ours in so far as the short time-scale results from the large orbital velocities in the source plane, while the low amplitude results from the fact that only a small fraction of the total flux is subjected to large amplitude magnification by microlensing. The main differences from our model are that the hot spot velocities ($`0.2c`$) are larger than the cloud velocities due to their closer proximity to the black-hole; and the amplitude of fluctuations is governed by the contrast between the surface brightness of the hot spots and the disk, rather than between the opaque clouds and the disk.

We make the simple assumption of circular Keplarian rotation for the hot spots, and distribute a number $`N_{\mathrm{sp}}`$ of them at random within the contour containing 99% of the flux from the disk surface. We assume that the hot spots are long lived for the purpose of the light-curve computation. This is equivalent to the computation of the statistics for the time averaged number of spots. We denote the radius of each spot by $`r_{\mathrm{sp}}`$, and the ratio between the surface brightness of the spot and the disk (locally) by the contrast $`C`$. Hence, $`C=1`$ if the spots have the same temperature as the disk, $`C=0`$ if the spots have zero temperature and contribute no flux (equivalent to the obscuration case presented in the previous section), and $`C>1`$ for spots that are hotter than the disk. The microlensing light-curve for a stationary disk with hot spots is

$`f_{\mathrm{ml}}(t)={\displaystyle _0^{\mathrm{}}}r𝑑r{\displaystyle _0^{2\pi }}𝑑\theta \mu (\stackrel{}{r})s_\nu (|\stackrel{}{r}|)`$
$`+(C1){\displaystyle \underset{i=1}{\overset{N_{\mathrm{sp}}}{}}}{\displaystyle _0^{r_{\mathrm{sp}}}}r𝑑r{\displaystyle _0^{2\pi }}𝑑\theta \mu \left(\stackrel{}{r_i}({\displaystyle \frac{t}{1+z_\mathrm{s}}})+\stackrel{}{r}\right)s_\nu \left(\left|\stackrel{}{r_i}({\displaystyle \frac{t}{1+z_\mathrm{s}}})+\stackrel{}{r}\right|\right),`$ (6)
where $`\stackrel{}{r_i}=(r_i,\theta _i)`$ are the time dependent coordinates of the $`N_{\mathrm{sp}}`$ hot spots. This formulation does not result in intrinsic variability.

The parameters for this model are not constrained by observations and we have computed statistics for six representative cases. We assume values for $`r_{\mathrm{sp}}`$ of $`10^{14}`$cm and $`5\times 10^{14}\mathrm{cm}`$, with contrasts of $`C=50`$ and $`C=2`$ respectively, resulting in fluctuation amplitudes of $`0.11\%`$. For each case we compute light-curves for $`N_{\mathrm{sp}}=1`$, 10 and 100. The corresponding fractions of disk covered by the spots are $`F_{\mathrm{sp}}=0.0001`$, 0.001 and 0.01 if $`r_{\mathrm{sp}}=10^{14}`$cm and $`F_{\mathrm{sp}}=0.0025`$, 0.025 and 0.25 if $`r_{\mathrm{sp}}=5\times 10^{14}`$cm. The amplitude of the light-curve scales with $`|1+(C1)F_{\mathrm{sp}}|`$ and so the results in this section for the amplitude of the fluctuations can be easily generalized to other values of $`C`$.

Figure 5 shows sample light-curves for these six cases. The signature of periodicity noted by Gould & Miralda-Escudé (1997) is apparent in the light-curves with a single spot, although for $`N_{\mathrm{sp}}>1`$ the variability is due to the sum of many periodic light-curves with a random phase and the periodicity is diluted. Figure 5 implies that the variability time-scale is shorter than that generated by broad line clouds. Furthermore, if only a few spots are present then the light-curve resembles a classical microlensing light-curve with M-shaped events, but with a reduced amplitude and time-scale. Thus, small numbers of hot spots produce microlensing peaks which look qualitatively different from the troughs produced in the light-curves by the broad line clouds. Moreover, in our formulation, hot spots do not produce intrinsic variability, so that we do not expect microlensing peaks to be concurrent with intrinsic peaks as predicted by the broad line cloud model and observed by Burud (2002).

Figure 6 quantifies the variability statistics by showing scatter plots of $`\mathrm{\Delta }t_{\mathrm{corr}}`$ versus $`\sigma `$ for the six cases mentioned above. The variability amplitudes cannot be directly used to constrain $`N_{\mathrm{sp}}`$ or $`r_{\mathrm{sp}}`$ since it is governed by the contrast $`C`$. However, the time-scales are much shorter than those due to the broad line cloud absorption, with medians below 10–20 days in all cases except for a single large spot ($`r_{\mathrm{sp}}15r_{\mathrm{sch}}`$). Note that this time-scale is nearly independent of the black-hole mass; although a smaller $`M_{\mathrm{bh}}`$ lowers the orbital velocity at a fixed radius, the radius corresponding to a fixed level of disk emission is roughly proportional to $`M_{\mathrm{bh}}`$. Overall, the predicted variability time-scales are shorter than those observed in RX J0911+05 and SBS 1520+530.

### 5.2 Microlensing by Very Small Masses

We also consider rapid low amplitude microlensing variability due to a population of very low mass compact objects. In this scenario, small amplitude variability results from the source being large compared to the characteristic scale of the caustic network (or equivalently the microlens Einstein radius), while the rapid time-scale results from the short crossing time of this network. We assume a featureless accretion disk without hot spots around a $`5\times 10^8M_{}`$ black hole that moves relative to the caustic network. The transverse velocity $`\stackrel{}{v}_{\mathrm{gal}}`$ of the lens galaxy with respect to the observer–source line-of sight is assumed to have a magnitude of $`400\mathrm{km}\mathrm{sec}^1`$. The light-curve $`f_{\mathrm{ml}}(t)`$ is

$$f_{\mathrm{ml}}(t)=_0^{\mathrm{}}r𝑑r_0^{2\pi }𝑑\theta \mu \left(\stackrel{}{r}_0+\stackrel{}{r}+(tt_0)\frac{\stackrel{}{v}_{\mathrm{gal}}}{1+z_\mathrm{d}}\frac{D_\mathrm{s}}{D_\mathrm{d}}\right)s_\nu \left(\left|\stackrel{}{r}\right|\right),$$
(7)
where $`\stackrel{}{r}_0`$ is the quasar position at time $`t_0`$. $`D_d`$ and $`D_s`$ are the angular diameter distances to the lens and source, which we again take to have redshifts $`z_\mathrm{d}=0.5`$ and $`z_\mathrm{s}=1.5`$. A sample magnification map for very low mass microlenses is shown in Figure 7. Superimposed on this map are the contours enclosing 95% of the flux from a face-on thermal accretion disk assuming three different cases of microlens masses, namely $`m=10^2M_{},10^3M_{}`$ and $`10^4M_{}`$. The pair of circles in each case demonstrates how far the disk moves during 10 years. Sample light-curves are shown as the dark lines in the top panel of Figure 8. The light-curves show two characteristic time-scales: a long time-scale governed by the caustic clustering length (see Figure 7) as well as a shorter time-scale.

In order to isolate the characteristic amplitude and time-scales of the rapid variability, we performed the following procedure. For each light-curve we find the correlation time as before, and then smooth the light-curve using the correlation time as the standard deviation of a Gaussian smoothing function. The resulting curves are shown by the light lines in the upper panels of Figure 8. The ratio between the two curves yields the rapid, low amplitude variability. These are shown in the lower panels of Figure 8. We constructed autocorrelation functions for a hundred light-curves in each case and extracted the characteristic variability and amplitude as before. The results are shown in Figure 9. We find that the smallest masses under consideration can produce the required variability amplitudes of $`1\%`$. However the time-scales are around 400 days, longer than those seen in RX J0911+05 and SBS 1520+530. Note that $`\mathrm{\Delta }t_{\mathrm{corr}}`$ is proportional to the inverse of the transverse velocity assumed. The time-scale is also dependent on the direction of the transverse velocity with respect to the microlensing shear. We have conservatively assumed that the direction to be parallel to the shear which results in the most rapid time-scales. However a transverse velocity parallel to the shear can significantly increase $`\mathrm{\Delta }t_{\mathrm{corr}}`$ (Wambsganss, Paczynski & Katz 1990; Lewis & Irwin 1996) and make it even less compatible with the data. In addition to the relatively large time-scale for the rapid component of variability, we note that the simulated light-curves differ qualitatively from those observed. The observed light-curves do not show long term microlensing variability over the duration of the monitoring period, as is predicted by this model. Furthermore, since the microlensing variability must be uncorrelated between macro-images, there is no mechanism to explain the correlation between the intrinsic variability and the microlensing variability observed in the light-curves of RX J0911+05 and SBS 1520+530.

To save this model, one might suppose that hot spots are present in addition to the very low mass microlenses. In this way, one might shorten the time-scale predicted by the low mass-microlensing light-curves using the large source plane velocities of the hot-spots, while retaining the low amplitudes for the reasons discussed in § 5.1. However we argue that this scenario will also be inconsistent with the observations. As can be seen from Figure 7, the short ($`400`$ day) variability is superimposed on longer term variability that was removed in the above calculations of variability statistics. This long term variability, which is due to the clustering of caustics on scales many Einstein Radii in extent will still be present following the addition of hot spots, but is not seen in the light-curves of RX J0911+05 and SBS 1520+530, which have durations of $`10001500`$ days. Thus predictions of microlensing variability due to very low mass microlenses differ qualitatively from observations, whether or not the disk has spots.

## 6 Discussion

We have identified a simple explanation for the anomalous microlensing variability reported by Burud (2002) in the systems RX J0911+05 and SBS 1520+530. We find that the obscuration of a differentially magnified (microlensed) accretion disk by optically-thick broad-line clouds results in rapid variability due to the high cloud velocities and in fluctuations with a low amplitude due to the large number of clouds (and hence small level of Poisson fluctuations). The model predicts fluctuations with an amplitudes (a few percent) and time-scales (50-100 days), comparable to those observed. In addition, the model naturally explains the observed correlation between the intrinsic and microlensing features. The model does not require the inclusion of any hypothetical components.

It is in principle also possible to generate rapid, low amplitude variability through microlensing of hot spots on the surface of an accretion disk (Gould & Miralda-Escudé 1997) or through very low mass microlenses. In the first case, our simulations show that the variability time-scales are substantially shorter than those observed in RX J0911+05 and SBS 1520+530. Of the cases considered, the longer time-scales are produced by a small number of relatively large spots ($`r_{\mathrm{sp}}10r_{\mathrm{sch}}`$). However, a small number of spots produces light-curve shapes that differ qualitatively from those identified in the observations. In the second alternative model of planetary-mass micolenses, we find that the time-scales are governed by the caustic clustering length and source crossing time, rather than the crossing time of the microlens Einstein radius. As a result, the predicted time-scales are longer than those observed.

If our explanation for the nature of this unexpected microlensing signal is correct, it will be of great significance in constraining the properties of the broad line region. Although the dimension of the broad line region is measured by reverberation mapping and the covering factor is known to be $`10\%`$, there is currently little information regarding the number and hence the size, of individual broad line clouds (see discussion in §2). Our simple model suggests that to explain the anomalous light-curve features observed by Burud (2002) in RX J0911+05 and SBS 1520+530, the number of broad line clouds that contribute the bulk of the covering factor should be $`N_{\mathrm{cl}}<10^6`$. In addition, the lack of these features in Q2237+0305 suggests that $`N_{\mathrm{cl}}>10^4`$. Interestingly, these constraints bracket the predicted range for the number of clouds in the bloated star model (Alexander & Netzer 1997).

Our results provide a qualitative explanation for the rapid, low amplitude microlensing variability recently observed in several gravitational lens systems. As more measurements of variability become available in the future for these and other lens system, it will become possible to refine our analysis by detailed modeling of individual systems. The sub-microarcsecond resolution provided by the sensitivity of the rapid microlensing fluctuations to the number of broad line clouds, has the potential to place important constraints on models of the broad line region.

We greatfully acknowledge the use of the model accretion disk calculated by Eric Agol and the microlens program written by Joachim Wambsganss, as well as helpful comments from Josh Winn, Rachel Webster and Hagai Netzer. This work was supported in part by NASA grants NAG 5-7039, 5-7768, and NSF grants AST-9900877, AST-0071019 for AL. JSBW is supported by a Hubble Fellowship grant from the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., under NASA contract NAS 5-26555.


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# Quasar Microlensing at High Magnification and the Role of Dark Matter: Enhanced Fluctuations and Suppressed Saddlepoints

## 1 INTRODUCTION

Simple gravitational lens models have proven remarkably successful at reproducing the observed positions of multiply imaged objects. But the agreement between the flux ratios predicted by these models and the flux ratios actually observed is mediocre at best. At the level of several tenths of a magnitude, far worse than the observational accuracy, the models begin to fail.

These shortcomings have variously been attributed to the effects of intervening dust (Lawrence et al. 1995), microlensing by the stars which comprise the lens (Witt, Mao and Schechter 1995, hereafter WMS) or millilensing by galactic substructure (Mao and Schneider 1998; Metcalf and Madau 2001; Chiba 2002; Dalal and Kochanek 2002).

The discrepancies are especially obvious in a number of quadruply imaged systems that have a close pair of highly magnified images straddling a critical curve. On fairly general grounds (e.g. Gaudi and Petters 2002), these pairs of images are expected to be roughly equal in brightness, with model dependent uncertainties of order 10% (Metcalf and Zhao 2001). The best known discrepancy is that of MG0414+0534 (Hewitt et al. 1992; Schechter and Moore 1993) for which the observed optical $`A_2/A_1`$ flux ratio is a factor of two smaller than the 1:1 ratio that is both theoretically expected and observed at radio wavelengths (Trotter et al. 2000). Taking the lensing potential to be isothermal, and assuming that the lensing mass was comprised entirely of stars, it was argued by Witt, Mao and Schechter that microlensing might, on rare occasions, produce so dramatic a flux ratio discrepancy. They also noted that the expected fluctuations are larger for images that are saddlepoints (as opposed to minima) of the arrival time surface.

Our interest in anomalous flux ratios was reawakened by four recent discoveries (Reimers et al. 2002; Inada et al., in preparation; Burles et al., in preparation; Schechter et al., in preparation) of quadruple systems with similarly anomalous pairs of images. In three cases (and possibly in the fourth), the fainter image is a saddlepoint and the brighter image is again a minimum, as was the case in MG0414+0534. While there has been, as yet, no systematic survey, the present paper proceeds on the working hypothesis that this phenomenon may be fairly general.

As in WMS, we start with the assumption that the lensing potential is isothermal, which requires a variable mass to light ratio if not “dark” matter. We find that the expected brightness fluctuations for highly magnified macro-images of quasars are enhanced as one relaxes the assumption that the lensing galaxy is comprised entirely of stars and admits a substantial, smoothly distributed “dark” component.111For economy of hypothesis we take our smoothly distributed component to be identical with the “dark” matter, the presence of which is inferred from multiple lines of reasoning. This would be on firmer ground if more than 50% of the matter along the line of sight can be shown to be both “dark” and smoothly distributed. While the fluctuations for minima are only somewhat larger, those for saddlepoints are very much larger. In both cases the magnification distributions become asymmetric, with a substantial probability that saddlepoints will be very much fainter than predicted by macro-models.

The idea of using microlensing to set limits on the smoothly distributed matter content of galaxies has been explored before by Webster et al. (1991) and Lewis and Irwin (1996). The present argument builds on findings by Deguchi and Watson (1987, 1988) and Seitz, Wambsganss and Schneider (1994) that as one increases the surface density of microlenses – at fixed shear – the microlensing fluctuations at first increase and then decrease as one approaches infinite magnification. The same holds true for increasing the dimensionless surface density and setting the shear approximately equal to it (WMS).

Here we focus on the fluctuations resulting from a different slice through the plane spanned by surface density and shear. This locus traces the values of the “effective” surface density $`\kappa ^{\mathrm{eff}}`$ and “effective” shear $`\gamma ^{\mathrm{eff}}`$ (Paczyński 1986) obtained as one gradually substitutes a smoothly distributed surface mass density $`\kappa _\mathrm{c}`$ for the clumpy, stellar mass density $`\kappa _{}`$.

With the benefit of hindsight, both effects described below can be reconstructed from previously published results. Our finding that adding smoothly distributed matter enhances fluctuations follows immediately from Pacyński’s (1986) scaling and the demonstration that fluctuations go to zero at infinite magnification. Our finding that saddlepoints and minima behave very differently has antecedents in the microlensing simulations of Wambsganss (1992), Witt, Mao and Schechter (1995) and Lewis and Irwin (1995, 1996), and leads ultimately back to the work of Chang and Refsdal (1979).

In §2 we review some basics of macro- and microlensing. In §3 we consider a toy model for the two effects we seek to explain. In §4 we examine microlensing simulations for parameters appropriate to quadruple systems. In §5 we compare results of these simulations to the specific case of MG0414+0534. In §6 we discuss how ensembles of systems might be used to estimate the smoothly distributed matter fraction in galaxies. In §7 we consider the consequences of our findings for millilensing by sub-halos and fitting lens models, and we examine the effects of relaxing our assumption of isothermality.

## 2 MACRO- AND MICROLENSING BASICS

### 2.1 Macro-models

Following Witt et al. (1995), we restrict ourselves to modelling macro-lenses as singular isothermal spheres (SIS) with an external tidal field. Images form at minima and saddlepoints of the Fermat travel-time surface (Blandford and Narayan 1986). Formally there is also an image at or near the central maximum, but for the SIS model this maximum is infinitely demagnified. An approximate relation is derived in WMS between the dimensionless surface density (the convergence), $`\kappa _{\mathrm{tot}}`$, and the combined effect of all tides – the shear, $`\gamma `$ – at the positions at which images form in such a model,

$$\gamma 3\kappa _{\mathrm{tot}}1.$$
(1)
The magnification $`\mu _{\mathrm{macro}}`$ of a macro-image is given by the inverse of the product of the eigenvectors of the curvature matrix,

$$\mu _{\mathrm{macro}}=\frac{1}{[(1\kappa _{\mathrm{tot}})+\gamma ][(1\kappa _{\mathrm{tot}})\gamma ]}.$$
(2)
An image is a minimum of the travel-time surface if $`1\kappa _{\mathrm{tot}}\gamma >0`$, a saddlepoint if $`1\kappa _{\mathrm{tot}}\gamma <0`$, and a maximum if $`1\kappa _{\mathrm{tot}}+\gamma <0`$. While maxima and saddlepoints may have $`|\mu _{\mathrm{macro}}|<1`$, indicating demagnification, minima must always be magnified.

For parameters typical of quadruple systems, the brighter images are magnified by factors $`\mu _{\mathrm{macro}}520`$. The typical close pair of macro-images in a quad might have $`(\kappa _{\mathrm{tot}},\gamma )=(0.475,0.425)`$ for the minimum and $`(0.525,0.575)`$ for the saddlepoint, giving them magnifications of $`\mu _{\mathrm{minimum}}=10.5`$ and $`\mu _{\mathrm{saddle}}=9.5`$, respectively, with the negative magnification indicating the parity flip associated with a saddlepoint. We shall use these values for simulations presented in §4.

### 2.2 Micro-images

Introducing small scale perturbations in the lens potential produces new hills, valleys and ridges that are stationary points of the Fermat surface, thereby producing micro-images. For a point source, what we think of as a coherent macro-image will then be comprised of many such micro-images. Paczyński’s (1986) Figure 1 illustrates this especially well. For point mass perturbers the micro-images are either minima or saddlepoints.

For both macro-saddles and macro-minima, there is a nearly infinite number of faint micro-saddlepoints, one for every star. In general there are extra negative/positive parity pairs of micro-images, with the mean number increasing with increasing macro-magnification. Wambsganss, Witt and Schneider (1992) give an expression for the dependence of the mean number of extra image pairs on the density of microlenses in the absence of external shear. Depending upon the accidental distribution of microlenses, a macro-saddlepoint may or may not have micro-minima. By contrast, a macro-minimum must have at least one. As with macro-images, micro-saddlepoints may be highly demagnified but micro-minima must have magnifications greater than unity.

## 3 SUPPRESSION OF SADDLEPOINTS: EXPLANATIONS

Witt et al. (1995) noticed that the fluctuations in their simulations of microlensing were larger for saddlepoints (standard deviation $`\sigma _{\mathrm{saddle}}0.9`$ mag) than for minima ($`\sigma _{\mathrm{minimum}}0.6`$ mag). They offered the following explanation:

> The macro-images of positive parity have smaller fluctuation because their magnifications must be larger than unity whereas the macro-images of negative parity have no lower limit in magnification.

This sounds plausible but for the simulations presented in the next section we find that the fluctuations are much larger for the saddlepoints even though the magnifications rarely, if ever, dip below unity. Here we offer a toy model which we believe captures the elements of the effect. Readers who prefer not to be toyed with may wish to skip to §4 and then return to it.

### 3.1 A Toy Model

We consider the extreme case of a lens in which all but an infinitesimal fraction of the mass is in a smoothly distributed component. We then introduce a single point mass perturber and examine its effects on the total magnification of macro-saddlepoints and macro-minima. Our treatment is essentially that of Chang and Refsdal (1979; 1984), though with different emphasis and notation.

A macro-image is characterized by a local value of the convergence $`\kappa _{\mathrm{tot}}`$ and the shear, $`\gamma `$. In the absence of the perturber, the magnification is given by equation (2) above. For the highly magnified images typical of quadruple systems, the curvature matrix for a saddlepoint (or minimum) has a deep minimum directed approximately radially outward from the lens center and a broad maximum (or minimum) in the tangential direction. In the absence of microlenses each macro-image is comprised of exactly one micro-image with the exact properties expected for the macro-image.

For both cases, macro-minimum and macro-saddlepoint, we introduce a point mass perturber which, for simplicity, we place directly along the line of sight to the macro-image. The macro-minimum is split into 4 micro-images: two micro-minima along the tangential direction and two micro-saddlepoints along the radial direction, with magnifications

$$\mu _{\mathrm{micro}}=\{\begin{array}{cc}\frac{1}{4\gamma [(1\kappa _{\mathrm{tot}})\gamma ]}\hfill & (\mathrm{minimum})\hfill \\ \frac{1}{4\gamma [(1\kappa _{\mathrm{tot}})+\gamma ]}\hfill & (\mathrm{saddle})\hfill \end{array}.$$
(3)
The same perturber along the line of sight to the macro-saddlepoint produces only the two micro-saddlepoints along the radial direction, with identical magnifications to those in the case of the macro-minimum. Summing over the micro-images we have

$$\mu _{\mathrm{toy}}=\{\begin{array}{cc}\frac{(1\kappa _{\mathrm{tot}})}{\gamma }\mu _{\mathrm{macro}}\hfill & (\mathrm{minimum})\hfill \\ \frac{[(1\kappa _{\mathrm{tot}})\gamma ]}{2\gamma }\mu _{\mathrm{macro}}\hfill & (\mathrm{saddle})\hfill \end{array}.$$
(4)
Taking $`\gamma \kappa _{\mathrm{tot}}`$, typical of the SIS, and we have

$$\mu _{\mathrm{toy}}^{\mathrm{SIS}}\{\begin{array}{cc}\frac{(1\kappa _{\mathrm{tot}})}{\kappa _{\mathrm{tot}}}\mu _{\mathrm{macro}}\hfill & (\mathrm{minimum})\hfill \\ \frac{1}{2\kappa _{\mathrm{tot}}}\hfill & (\mathrm{saddle})\hfill \end{array}.$$
(5)
For highly magnified SIS images, $`\kappa _{\mathrm{tot}}1/2`$. The perturbed and unperturbed macro-minima then have nearly the same magnification. By contrast the perturbation undoes the macro-magnification of the saddlepoint, returning it to roughly its brightness without any macro-magnification. This is the essence of our explanation for the different behavior of macro-saddlepoints and macro-minima.

### 3.2 Variations

The probability of a such direct hit is vanishingly small. Moving the perturber away from the macro-minimum, the total magnification increases, slowly at first but then rapidly. A pair of micro-images merge and the magnification drops to something close to the predicted macro-magnification. As the perturber moves off to infinity, a single micro-minimum is left that asympotically approaches the predicted macro-magnification.

Moving the perturber away from the macro-saddlepoint along the radial direction, one saddlepoint decreases in brightness while the other increases, asymptotically approaching the macro-magnification. Moving it away along the tangential direction, the total magnification increases at first slowly but then dramatically with the creation of a new pair of micro-images. It then falls dramatically after the newly created micro-minimum merges with one of the original micro-saddlepoints. One of the two remaining micro-saddlepoints asymptotically approaches the macro-magnification.

In both cases, moving the perturber off the line of sight introduces some additional fluctuations in the sum of the micro-images, but it does not change the fundamental behavior. Most of the time the perturbed macro-minimum is slightly brighter than it otherwise would have been, while for much of the time the macro-saddlepoint is very much fainter than it would have been.

What happens as we increase the mass fraction in microlenses? As long as the microlenses are sparsely distributed, they don’t interfere with each other. The average number of extra micro-minima is less than unity and their magnification distribution looks much as it did for the single perturber. But as the microlens density increases, higher order caustics begin to form, the average number of extra micro-minima grows, and their magnifications are influenced by local density fluctuations rather than the global parameters. The total magnification is proportional to the number of micro-minima (Wambsganss et al. 1992), with fractional fluctuations decreasing as $`1/\sqrt{N}`$. The fractional fluctuations therefore have a maximum somewhere between 100% smoothly distributed matter and 100% clumpy (microlensing) matter.

Though macro-maxima are only rarely seen in lensed systems (and not in the systems considered here) our toy model helps in their interpretation as well. A perturber directly along the line of sight to a macro-maximum makes the curvature of the maximum infinite, reducing the magnification to zero. Moving the perturber away from the macro-maxium at first produces no change – no flux. At some point a new micro-maximum/micro-saddlepoint pair is created. The micro-maximum moves toward the macro-maximum and the micro-saddlepoint moves closer to the perturber.

## 4 MICROLENSING SIMULATIONS

The handwaving of the preceding section can be tested by numerical simulations of microlensing, as pioneered by Paczyński (1986), Schneider & Weiss (1987), Kayser, Refsdal, Stabell (1987), and elaborated by Wambsganss (1990), Witt(1993) and Lewis et al. (1993).

### 4.1 Choice of Parameters

At first it might seem that the space of simulations should be three dimensional, as parameterized by the shear, $`\gamma `$, the convergence provided by smoothly distributed matter, $`\kappa _\mathrm{c}`$, and the convergence contributed by a clumpy stellar component, $`\kappa _{}`$, with $`\kappa _\mathrm{c}+\kappa _{}=\kappa _{\mathrm{tot}}`$. Paczyński (1986) has shown that there is a scaling such that for any choice of these there is an equivalent model with an effective shear

$$\gamma ^{\mathrm{eff}}=\frac{\gamma }{(1\kappa _\mathrm{c})}$$
(6)
and an effective convergence,

$$\kappa _{}^{\mathrm{eff}}=\frac{\kappa _{}}{(1\kappa _\mathrm{c})}.$$
(7)
but no smooth component. One must also scale each dimension of the source plane by a factor $`(1\kappa _\mathrm{c})^1`$ and the resulting magnifications by a factor $`(1\kappa _\mathrm{c})^2`$. To investigate the effect of substituting continuous matter for stellar matter, one starts with a microlensing simulation in which $`\kappa _{}=\kappa _{\mathrm{tot}}`$ and $`\gamma `$ are given by the macro-model, then gradually increases $`\kappa _\mathrm{c}`$ and decreases $`\kappa _{}`$ keeping $`\kappa _{\mathrm{tot}}`$ constant.

In Figure 1 we show the $`\kappa _{}^{\mathrm{eff}}\gamma ^{\mathrm{eff}}`$ plane. Macro-minima lie in the shaded region in the lower left; macro-maxima lie in the cross-hatched region to the lower right; macro-saddlepoints lie in the remaining triangular region. The dotted line shows the $`\gamma ^{\mathrm{eff}}=\kappa ^{\mathrm{eff}}`$ locus, which is appropriate to the unperturbed SIS model in the absence of smoothly distributed matter. The hyperbolae mark lines of constant $`\mu ^{\mathrm{eff}}`$, defined by

$$\mu ^{\mathrm{eff}}=\frac{1}{[(1\kappa _{}^{\mathrm{eff}})+\gamma ^{\mathrm{eff}}][(1\kappa _{}^{\mathrm{eff}})\gamma ^{\mathrm{eff}}]}.$$
(8)
Note that $`\mu ^{\mathrm{eff}}=(1\kappa _\mathrm{c})^2\mu _{\mathrm{tot}}`$ and is equal to the total magnification only in the absence of smoothly distributed matter. The symbols show the effect of increasing the smoothly distributed matter fraction in a pair of models. They terminate on the $`\kappa _{}^{\mathrm{eff}}=0`$ axis for 100% smooth matter.

We have carried out two pairs of microlensing simulations. The first of these follows a minimum and a saddlepoint with total magnifications $`10`$ as we add increasing proportions of smoothly distributed matter, with $`\kappa ^{\mathrm{eff}}`$ and $`\gamma ^{\mathrm{eff}}`$ given by the symbols in Figure 1. The second was chosen to permit direct comparison with the WMS models for MG0414+0534, which have total magnifications $`25`$, and are also carried out with increasing proportions of smoothly distributed matter. The relevant parameters are given in Table 1.

### 4.2 Image Magnification $`|\mu _{\mathrm{tot}}|10`$

The character of the brightness fluctuations is revealed by mapping the magnification of the source as a function of its position in the source plane (Wambsganss, Paczyński & Schneider 1990). In Figure 2 we show the magnification maps for the “typical” macro-minimum (on the left) and macro-saddlepoint (on the right) with smooth matter fractions of 0%, $`85`$% and $`98`$%, from top to bottom.

Figure 3 presents magnification histograms computed for each of these. These are the top, middle and bottom panels. In the second and fourth panels we include intermediate histograms for smooth matter fractions $`75`$% and $`95`$%. For the sake of comparison with our toy model, we discuss the 98% smooth matter model first and proceed to higher densities of microlenses.

Both the magnification maps and the histograms for the 98% smooth matter cases confirm the qualitative results of our toy model. For the macro-minimum, the magnification is mostly just that given by the smooth macro-model. There are isolated diamond shaped caustics that surround “plateaus” of slightly higher magnification which correspond to the 4 micro-image regions described in the toy model. They have one extra micro-minimum. The sharp transitions between the typical magnification and the plateaus are the caustics, marking the points at which a new micro-saddlepoint/micro-minimum pair is created or annihilated. Students of stellar and planetary microlensing will recognize these configurations as the magnification map of a planet lying just outside the Einstein ring of its parent star (Chang and Refsdal 1979, 1984; Mao & Paczyński 1991; Wambsganss 1997).

For the macro-saddlepoint, the magnification is again mostly just that given by the smooth macro-model. But there are occasional “lagoons” of very low magnification, bracketted by small triangular “calderas” of high magnification. The lagoons appear whenever a microlens lies directly along the line of sight. The calderas mark the 4 micro-image regions described in the toy model, and have one extra micro-minimum. The lagoons have no micro-minima. This lagoon/twin-triangle configuration corresponds to the magnification map of a planet inside the Einstein ring of its parent star (Chang and Refsdal 1979, 1984; Wambsganss 1997).

For the 98% (and 95%) cases the histograms for macro-minima and macro-saddlepoints are quite different. Though both are narrow, the saddlepoint histogram is broader and shifted toward high magnifications rather than low magnifications. Moreover it has a very long tail, over the length of which it is quite flat, extending faintward toward unit magnification. It will therefore not be surprising if, with more microlenses, the magnification histogram for the macro-saddlepoint is broader than that for the macro-minimum.

The magnification maps for the 85% cases bear some resemblance to the 98% smooth matter maps, but are far more complex. For the macro-minimum the diamond caustics now begin to overlap, sometimes multiple times, producing successively higher plateaus. The area completely outside the caustics, regions that produce only one micro-minimum, now have clearly lower than average magnification. The corresponding magnification histogram shows two distinct peaks associated with regions of one and two micro-minima (cf. Rauch et al. 1992). In the 75% smooth matter histogram this bifurcation is even more pronounced.

For the macro-saddlepoint the lagoons, regions with no micro-minima, have now grown to the point at which they dominate the magnification map. The triangular calderas have also grown, to the point at which their caustics sometimes cross, producing regions with two, three and four micro-minima. The magnification histogram shows two distinct peaks, corresponding to regions with zero and one micro-minima, respectively, and perhaps a plateau corresponding to regions with two micro-minima. The histogram has a long tail toward high magnifications and drops abruptly very near the minimum magnification allowed by our toy model, $`\mu _{\mathrm{tot}}=1`$. Again, the 75% smooth matter histogram shows a yet more pronounced bifurcation.

In the 0% smooth simulations the macro-minimum and macro-saddlepoint have begun to resemble each other. For the macro-saddlepoint, the low magnification lagoons, still with no micro-minima, have been crowded out by the expanding web of caustics. Most of the magnification map is covered by regions with large numbers of micro-minima. The web of caustics has also expanded for the macro-minimum. The region outside all caustics looks much the same as for the macro-saddlepoint, though these regions still produce one micro-minimum.

We get the general impression that the diamond and lagoon/twin-triangle configurations are the building blocks from which the higher density configurations are constructed. We start out with relatively isolated features. As the surface density of perturbers increases, the fluctuations increase as the building blocks begin to cover the source plane. Increasing the density of perturbers yet further, the building blocks overlap and begin to average out, decreasing the fractional amplitude of the fluctuations.

### 4.3 Image Magnification $`|\mu _{tot}|25`$

Witt et al. (WMS) considered the specific case of MG0414+0534, a quadruple system for which the flux ratio of the close bright pair of images, $`A_2/A_1`$, was 0.9 in the radio (Katz and Hewitt 1993) and $`0.45\pm 0.06`$ in the optical (Schechter and Moore 1993). By contrast their predicted flux ratio was 1.1.

They investigated whether the difference in flux ratios might be due to microlensing, assuming no smoothly distributed matter. Their a posteriori assessment was that the flux difference between the observed optical flux ratio and the predicted ratio is “unlikely, but not ridiculously so.”

We carried out a second suite of simulations, M25 and S25 in Table 1, using the WMS macro-parameters, but adding increasing proportions of smoothly distributed matter, up to 97.5%.

The magnification maps and histograms are similar in broad outline but different in detail from the M10 and S10 models. For the 0% smooth matter case, the caustic networks are very much denser. The histograms for the 0% case are narrower than for models M10 and S10. They are more nearly symmetric and are more similar to each other.

As the smooth matter percentage is increased both histograms widen. The low magnification tail for the macro-saddlepoint drops sharply at $`\mu _{\mathrm{tot}}1`$, consistent with our toy model. The saddlepoint histogram bifurcates, with the bifurcation most prominent and the distribution broadest for the 93% smooth matter model.

### 4.4 Lower Limits to the Magnification Histograms

The magnification histograms in Figure 3 show sharp cutoffs at faint magnification. For saddlepoints this corresponds to the minimum magnification in our toy model, equation (5), which approaches unit magnification as $`\kappa _{\mathrm{tot}}\gamma `$ approaches $`\frac{1}{2}`$. For macro-minima the minimum magnification is given by the magnification in the absence of the clumpy component,

$$\mu _{\mathrm{min}}=\frac{1}{[(1\kappa _c)^2\gamma ^2]}(\mathrm{minima})$$
(9)
(cf. Webster et al. 1991). For minima, adding microlenses can only increase the magnification above this value.

### 4.5 Microlensing in the $`\kappa ^{\mathrm{eff}}\gamma ^{\mathrm{eff}}`$ Plane

The simulations presented in the preceding subsections trace locii in the $`\kappa ^{\mathrm{eff}}\gamma ^{\mathrm{eff}}`$ plane appropriate to images with a constant observed magnification and varying proportions of smoothly distributed and microlensing matter. It is worthwhile to consider the results of previous investigations in this framework. Watson and Deguchi (1987, 1988) obtained analytic results along the $`\gamma =0`$ axis, as did Seitz, Wambsganss and Schneider (1994). Witt, Mao and Schechter (1995) did simulations along the $`\gamma =3\kappa 1`$ locus. Wambsganss (1992) carried out simulations for several different values of $`\gamma `$ at $`\kappa =0.2`$, $`0.5`$ and $`1.5`$. Lewis and Irwin (1995) performed simulations on an uneven $`5\times 5`$ grid covering $`0<\kappa <1`$, $`0<\gamma <1`$. They organized their histograms so as to show their coverage of the $`\kappa \gamma `$ plane.

Generalizing from the above results, it seems clear that microlensing fluctuations go to zero along the locus of infinite magnification, $`\gamma =1\kappa `$, separating minima from saddlepoints. Since they also go to zero along the $`\kappa =0`$ axis there must be a ridge of maximum fluctuation amplitude (for minima) somewhere in between. There would also appear to be a ridge for saddlepoints which has been crossed by the WMS simulations and also by those in the preceding section. While the presently available coverage of the $`\kappa \gamma `$ plane is too sparse to accurately map out this locus, it would seem to coincide, at least roughly, with the $`\mu =4`$ hyperbola for minima and the $`\mu =3`$ hyperbola for saddlepoints. If so then the phenomenon of increasing fluctuations with the addition of smoothly distributed matter is restricted to more highly magnified images.

As is clear from Figures 3 and 4, the rms fluctuation in magnitude is only one of several statistics needed to describe microlensing magnification histograms in anything like their full detail. Their asymmetries vary considerably, and they often bifurcate. We would assign no special physical significance to the locus of maximum rms fluctuation, taking it only to be a convenient measure of variability.

## 5 MICROLENSING AND MG0414+0534

### 5.1 The $`A_2/A_1`$ Flux Ratio

Witt, Mao and Schechter (1995) present histograms of magnitude differences,

$$\mathrm{\Delta }m_{A_1/A_2}2.5\mathrm{log}\frac{A_1}{A_2}$$
(10)
for three values of the ratio of the Gaussian source radius, $`r_s`$ to the Einstein ring radius $`\xi _E`$. They estimate that the effect of letting $`r_s/\xi _E0`$ would broaden the histogram for $`r_s/\xi _E=0.04`$, their smallest value, by an additional 10%.

For the sake of comparison with WMS, we carried out our M25 and S25 simulations using the same convergence and shear, and the same value for the source radius, $`r_s/\xi _E=0.04`$. Figure 4 shows $`\mathrm{\Delta }m_{A_1/A_2}`$ histograms computed for four of our simulations (cases M25 and S25). The first of these, with no smoothly distributed matter, satisfactorily reproduces the WMS histogram, with small differences consistent with differences in the simulation technique. The second, with 87.5% smooth matter, is considerably broader. Moreover, it is asymmetric, with $`A_2`$ more likely to be fainter than $`A_1`$.

The third, for 92.5% smooth matter, shows the broadest distribution. With still increasing fraction of smooth matter, the distributions quickly get narrower again, as the fourth column for 97.5% smooth matter illustrates, though it does show a small plateau.

For the case of 0% smooth matter, the probability that $`A_2`$ will be more than 0.87 magnitudes fainter than $`A_1`$ is 0.068 (cf. WMS). For the 87.5% smooth matter case, that probability has grown to 0.28, and to 0.35 for the 93% smooth matter case, an increase of more than a factor of five. We conclude that if the smoothly distributed matter surface mass density along the line of sight were 87.5% or 92.5% of the total, flux ratios as extreme as that seen in MG0414+0534 would not be uncommon, as long as the saddlepoint image is the fainter of the two images.

### 5.2 Photometric Dark Matter Fraction

On the assumption that the lensing galaxy in MG0414+0534 is like nearby elliptical galaxies, a dark matter fraction can be derived as follows. Kochanek et al. (2000) measure a deVaucouleurs effective radius for the lensing galaxy of 0$`\stackrel{}{\mathrm{.}}`$78. The Kormendy relation (Kormendy 1977) presented by Bernardi et al. (2001) in their Figure 49 can be used to obtain an expected zero redshift surface brightness. To take advantage of the mass to light ratios presented by Kauffmann et al. (2002) we use the $`g^{}`$ surface brightness, for which the M/L for a present day elliptical is roughly 4 if $`H_0`$ = 70 km/s/Mpc. The stellar surface mass density is then 386 $`M_{\mathrm{}}`$/pc2 at the observed effective radius of the lens, assuming no evolution in the mass profiles of elliptical galaxies.

For an Einstein ring radius of $`1\stackrel{}{\mathrm{.}}15`$ (Trotter et al. 2000) and a deVaucoulers profile, the stellar surface density is smaller on the ring by a factor of 0.46, giving 177 $`M_{\mathrm{}}`$/pc2. For a lens redshift $`z_L=0.96`$ and a source redshift $`z_S=2.64`$ we find a critical surface density of $`\mathrm{\Sigma }_c=2189M_{\mathrm{}}`$/pc2 for $`(\mathrm{\Omega }_m,\mathrm{\Lambda })=(0.3,0.7)`$. For an isothermal sphere the surface density on the Einstein ring is one half the critical surface density. We therefore have $`\kappa _{}/\kappa _{\mathrm{tot}}=0.16`$ on the Einstein ring, which is the approximate location of the $`A_1`$ and $`A_2`$ images. It is interesting to note that the “best” models of Trotter et al. (2000) give magnifications for the $`A_1`$ and $`A_2`$ images of order $`15`$, smaller by $`3/5`$ than the WMS values. Had Witt et al. adopted a model in which the quadrupole moment was due to flattening of the galaxy rather than an external tide, they would have found magnifications smaller by $`1/2`$, making our S10 and M10 models more appropriate.

### 5.3 Smoothly Distributed Matter and Source Size

Witt Mao and Schechter (1995) obtained a 95% confidence upper limit on the source size for MG0414+0534 of $`10^{16}`$ cm $`\times (<M>/0.1M_{\mathrm{}})^{1/2}`$ for the case of no smoothly distributed matter. As increasing the smooth matter content increases the fluctuation amplitude, that upper limit on the source size is relaxed.

Most simulations of microlensing use a finite source size, parameterized by $`r_s/\xi _E`$. This adds a third dimension to one’s model space. A rough idea of the effect of source size can be had by taking the source to be composed of two components – one very compact, so that point source simulations suffice, and one very extended, so that the macro-magnification holds. The resulting magnification map is then just a luminosity weighted average of a point source map and a uniform map.

The effect of increasing the extended fraction of a source is to compress the magnification histograms of Figure 3 horizontally, preserving their shapes. Thus while increasing the extended fraction of the source would, for bright images, mimic decreasing the smoothly distributed fraction of the lens, details of the magnification histograms will be different and residuals from an ensemble of identical systems would in principal permit further tighter constraints on both the smoothly distributed mass fraction and the extended source fraction. The source and lens in MG0414+0534 are surely moving with respect to each other. If we wait long enough, we will get a new, statistically independent set of flux ratios.

### 5.4 Alternative Interpretations

Many gravitationally lensed systems have images with different observed colors. This could be a natural consequence of microlensing under the assumption that the optical emission arises from an accretion disk whose size is roughly that of the microlenses. Blue flux coming from the inner part of the accretion disk would therefore be more vulnerable to microlensing than red flux coming from further out. This would result in larger fluctuations (i.e. flux ratios) at shorter wavelengths (Wambsganss and Paczyński 1991). In the case of MG0414+0534, one might expect the blue flux to be more heavily suppressed than the red flux. In fact the $`A_2/A_1`$ flux ratio observed at 2.05 µm is considerably closer to unity than that observed at 0.8 µm.

But dust in the intervening galaxy might also give rise to such an effect. Assuming that the color differences are due to dust in the intervening galaxy, Falco et al. (1999) have used them to derive corrected flux ratios, reducing all images to a common residual extinction. Adopting a standard extinction curve they derive an extinction corrected $`A_2/A_1=1.05`$. But Falco et al. call the lensing galaxy an elliptical galaxy, and elsewhere the same authors treat the lensing galaxy as elliptical (as most lenses are) including it in their study of the fundamental plane of lensing galaxies (Kochanek et al. 2000). It seems unlikely to the present authors that an E3 elliptical galaxy would have a single spot of dust with 1 magnitude of extinction at $`1.5r_e`$, but as we are extrapolating from our experience at $`z=0`$ to $`z=0.96`$, we cannot be absolutely certain that we are seeing the effects of microlensing and not dust.

## 6 THE SMOOTH MATTER FRACTION AS DETERMINED FROM ENSEMBLES

One could in principal measure the smoothly distributed matter content of a single lens by sampling the magnification histograms many times, waiting for the source and lens to move with respect to each other, given a macro-model with accurate values of the shear and convergence. As this could be inconvenient, an alternative would be to assemble an ensemble of lenses and to look at the distribution of intensity ratio residuals from best fitting models. Several surveys for lenses are underway that might produce such samples. In particular the Hamburg-ESO survey (Wisotzki et al. 1996) and the Sloan Digital Sky Survey (Schneider et al. 2002) will ultimately yield large number of lenses.

### 6.1 Point Sources

The treatment of an ensemble of lenses is most straightforward in the limit where $`r_s/\xi _E`$ is small. For every image in every quadruple in the sample, one would obtain a model (ideally not using the flux ratios as constraints) and compute magnification histograms for each of the four images for a range of values of $`\kappa _c/\kappa _{tot}`$. One would then construct a likelihood function from the product of the probabilities obtained from the histogram. There would be an additional free parameter for each system – a number which converts observed flux into magnification. Maximizing the likelihood would give a best value for the smoothly distributed mass fraction, $`\kappa _c/\kappa _{tot}`$.

The number of systems needed to establish the presence of smoothly distributed matter need not be large. From the histograms in Figure 3 we see that a single system with a saddlepoint 2 magnitudes fainter than predicted would rule out the 0% smooth case at the $`2\sigma `$ level.

A variant of this approach would be to assign a range of mass-to-light ratios to the observed surface brightness profile for each lensing galaxy, attributing the shortfall in surface density to smoothly distributed matter.

### 6.2 Finite Sources

There are both theoretical and observational reasons to think that $`r_s/\xi _E`$ is not vanishingly small, at least for some systems. The one-size-fits-all approach would be to assign a single value of $`r_s/\xi _E`$ to every system (or a fixed physical size $`r_s`$, scaled properly by the lens-dependent $`\xi _E`$), and then maximize the likelihood function with this additional variable. One might use a Gaussian surface brightness profile for the sources or, for the sake of computational speed, treat the quasar as a point source embedded in a very extended source. More realistically, but at the cost of considerable additional complexity, one could allow each system to have a different (e.g., luminosity-dependent) source size and profile.

### 6.3 Double Image Systems

We have emphasized quadruple systems rather than doubles because the effects of smoothly distributed matter would seem to be more important at high magnifications. The results of the previous sections would indicate that even doubles that are not highly magnified could still suffer substantial microlensing.

However, doubles suffer from another difficulty – a dearth of model constraints. One needs 5 constraints to obtain the simplest SIS with external shear model, and doubles have only four positional constraints – the two image positions relative to the lens. The flux ratio is often taken as the fifth constraint, but using it as a constraint will give a perfect fit to the model. Doubles are not beyond redemption, however; one might use radio flux ratios, emission line ratios (Wisotzki et al. 1993), or mid-IR flux ratios (Agol et al. 2000) to constrain the model on the hypothesis that the emission regions are large compared to the Einstein rings of the microlenses222Such observations might also be used as additional constraints in models for quadruple systems..

## 7 FURTHER CONSEQUENCES

### 7.1 Millilensing and Mini-halos

The present work is fundamentally similar to (though on the surface quite different from) that of Metcalf and Madau (2001), Chiba (2002) and Dalal and Kochanek (2002) who argue that the brightness ratio anomalies observed in quadruple systems are due to the presence of dark matter mini-halos.

The differences are obvious. They substitute increasing amounts of clumpy dark matter for smoothly distributed luminous matter. We substitute increasing amounts of smoothly distributed “dark” matter for clumpy luminous matter. But the phenomenon we seek to explain is the same.

We find, as they do, that a small micro- (or milli-) lensing fraction produces surprisingly large flux ratio anomalies. In our case we find this to be especially true for saddlepoints.

But the situation for extended micro- or millilenses is somewhat different than for point mass perturbers. If we follow the same line of reasoning as in our toy model, but taking the perturbers to be singular isothermal spheres directly along the line of sight to the macro-images, we find that both the micro-minima and micro-saddlepoints have twice the magnification that the corresponding point mass perturber would have had. In the limit as $`\gamma \kappa _{tot}\frac{1}{2}`$, the SIS perturber doubles the magnification of a macro-minimum and reduces the macro-saddlepoint but still leaves it a factor of two brighter than the unmagnified source. We therefore expect extended perturbers to produce larger fluctuations for macro-minima and smaller fluctuations for macro-saddlepoints than would point mass perturbers. The anomalies ought to be more uniformly distributed among the multiple images, and not so heavily weighted toward the saddlepoints. Perhaps this is why Dalal and Kochanek (2002) made no distinction among macro-minima and macro-saddlepoints in their discussion (though they appear to have treated these correctly in their simulations). Metcalf and Madau (2001) do note an asymmetry between the two, and their figures show it to be in the same sense, if not as exaggerated, as those we find for point perturbers.

Dalal and Kochanek (2002) argue that the anomalous flux ratios observed at radio wavelengths are due to millilensing by subhalos comprised entirely of dark matter. This rests on the fact that radio sources are larger than the Einstein rings of individual stars. Metcalf and Zhao (2001), building on the work of Metcalf & Madau (2001), argue for a similar effect including optical as well as radio fluctuations in their discussion.

If radio emission regions in quasars were small compared to the Einstein rings of the stars in the lensing galaxies, the results of the previous sections would undermine the conclusions regarding subhalos, since some fraction of the observed fluctuations would be due to micro- rather than millilensing.

### 7.2 Millilensing vs. Microlensing

In fact, there is a way to distinguish microlensing effects that we propose here as an explanation for the discrepant intensity ratios in close double images, from millilensing, as suggested by Mao & Schneider (1998), Metcalf & Madau (2001), Metcalf & Zhao (2001), or Dalal & Kochanek (2002). Since quasar, lensing galaxy and observer move relative to each other, the brightness of one particular quasar image will change with time due to the fact that the focussing matter in front of it changes position. The time scale of such fluctuations is of order a few years up to a decade for microlensing by solar-mass stars. Since this timescale is proportional to the Einstein radius of the lenses, it increases with the square root of the mass of the lensing objects. Typical masses of substructure clumps range from about $`10^2M_{}`$ to $`10^{69}M_{}`$ (Metcalf & Madau 2001, Dalal & Kochanek 2002). This means millilensing effects of such substructure clumps should not modify the intensity ratios of affected multiple-quasars over the professional lifetime of an astronomer, whereas microlensing should produce variable intensity ratios.

### 7.3 Modelling Lenses

The magnification histograms presented in Figures 3 and 4 show that flux ratios are reliable constraints only in the absence of micro- and millilensing. If either is suspected, one will want to take the expected fluctuations into account. Since the histograms can be quite broad and heavily skewed, proper treatment demands a full-blown maximum likelihood analysis rather than the assumption of Gaussian residuals. Fitting for fluxes should work better than fitting for magnitudes (i.e., log flux), since the mean magnitude residuals can be quite different from zero.

### 7.4 Non-isothermality: Is Smoothly Distributed Matter Necessary?

The singular isothermal sphere model discussed here is the “industry standard” for microlensing. External evidence from the dynamics of nearby elliptical galaxies (Romanowsky and Kochanek 1999) and internal evidence from lensed systems with multiple and extended sources (Kochanek 1995; Bernstein and Fischer 1999; Cohn et al. 2001; Rusin et al. 2002) consistently give potentials with logarithmic slopes very nearly that of an isothermal sphere.

It should be noted, however, that we can also obtain larger fluctuation amplitudes for the bright pairs of images without smoothly distributed matter, by going to models with stars alone that have $`\kappa _{}`$ and $`\gamma `$ equal to our effective convergences and shears. Witt, Mao and Schechter (1995) obtained macro-models for a more centrally concentrated potential midway between a singular isothermal sphere and a point mass (parameterized by setting their $`\beta =1/2`$). This comes close to what one might expect for a deVaucouleurs $`r^{1/4}`$ profile at constant mass to light ratio.

The magnifications are then smaller by roughly a factor of two than for their isothermal models. For MG0414+0534, the $`\beta =1/2`$ model gives convergences and shears for the bright pair of images of (0.229,0.710) and (0.239,0.814), respectively, for the $`A_1`$ minimum and $`A_2`$ sadddlepoint. The isothermal model, with $`\kappa _{}/\kappa _{\mathrm{tot}}=0.333`$, would give an effective convergence and shear of (0.230,0.712) and (0.239, 0.813), making the two fluctuation histograms virtually indistinguishable.

If a very long sequence of observations ruled out $`\kappa _{}/\kappa _{\mathrm{tot}}=0.333`$ for the isothermal model, it would also rule out the $`\beta =1/2`$ model. At least in principle, then, fluctuation observations might rule out constant mass to light ratios.

Taken alone, the qualitative aspects of anomalous flux ratios, and in particular suppressed saddlepoints, cannot establish the presence of a dark component. But to the extent that other techniques do demonstrate the presence of a dark component, anomalies can establish that this dark component must be smooth.

## 8 SUMMARY AND CONCLUSIONS

We have shown that the substitution of a smoothly distributed matter component for the clumpy stellar surface density increases rather than decreases the amplitude of microlensing brightness fluctuations for close pairs of images in quadruple gravitational lenses. We have also shown that in the presence of a smoothly distributed component, the magnification probabily distributions for saddlepoints and minima of the Fermat arrival time surface are quite different, making it likely that saddlepoints undergo substantial demagnification. Inclusion of a smoothly distributed matter component in models for MG0414+0534 makes the large optical flux ratio of the bright pair of images considerably more likely under the microlensing hypothesis.

In extreme cases a single flux ratio anomaly might serve to establish the relative proportions of smooth and microlensing mass. More generally the relative contribution of smoothly distributed matter may be established either by observing an ensemble of lensed systems or by carrying out a (long) time series for a single system.

We thank our colleagues who have graciously shared news of their discoveries in advance of publication. We thank the referee for a careful reading and helpful suggestions. We gratefully acknowledge generous support from the Institute for Advanced Study and Princeton University Observatory. PLS is grateful to the John Simon Guggenheim Foundation for the award of a Fellowship.


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# References and links

## 1 Introduction

Photonic crystal fibers (PCF) constitute a new class of optical fibers which has revealed many surprising phenomena and also has a big potential from an application point of view (for recent special issues on photonic crystal fibers, see e.g. Refs. ). Here we consider the type of PCF first studied in Ref.  which consists of pure silica with a cladding with air-holes of diameter $`d`$ arranged in a triangular lattice with pitch $`\mathrm{\Lambda }`$, see Fig. 1. For a review of the basic operation we refer to Ref. .

The effective area is a quantity of great importance. It was originally introduced as a measure of non-linearities; a low effective area gives a high density of power needed for non-linear effects to be significant . However, the effective area can of course also be related to the spot-size $`w`$ through $`A_{\mathrm{eff}}=\pi w^2`$, and thus it is also important in the context of confinement loss , micro-bending loss , macro-bending loss , splicing loss , and numerical aperture .

Strictly endlessly single-mode operation of PCFs  is possible for $`d<d^{}0.45\mathrm{\Lambda }`$ , but even for larger air holes single-mode operation is possible for wavelengths above a certain cut-off $`\lambda ^{}`$. We demonstrate that the effective area of the second-order mode is a useful concept in determining this cut-off for a given hole size $`d`$. For $`d<d^{}`$ we recover the endlessly single-mode regime with $`\lambda ^{}0`$.

The paper is organized as follows: In Sec. II we introduce the concept of the effective area and In Sec. III we report numerical results for PCFs of the type shown in Fig. 1. Finally, discussion and conclusions are given.

## 2 Eigen-modes and effective areas

We consider PCFs realized in dielectric materials with no free charges or currents. From Maxwell’s equations it then follows that the $`𝑯`$-field is governed by the general wave equation (see e.g. Ref. )

$$\mathbf{}\times \left[\epsilon (𝒓)\mathbf{}\times 𝑯_\omega (𝒓)\right]=(\omega /c)^2𝑯_\omega (𝒓)$$
(1)
where $`\epsilon `$ is the dielectric function and $`\omega `$ is the frequency of the harmonic mode, $`𝑯_\omega (𝒓,t)=𝑯_\omega (𝒓)e^{\pm i\omega t}`$.

The PCF has translation symmetry along the fiber axis ($`z`$-axis) and for $`\epsilon (𝒓)=\epsilon (𝒓_{})`$ the solution is of the form

$$𝑯_\omega (𝒓)=\underset{n}{}\alpha _n𝒉_n(𝒓_{})e^{\pm i\beta _n(\omega )z}$$
(2)
where $`𝒉_n`$ is the transverse part of the $`n`$th eigen-mode and $`\beta _n`$ is the corresponding propagation constant at frequency $`\omega `$. Often one will specify the free-space wavelength $`\lambda `$ rather than the frequency $`\omega =c(2\pi /\lambda )`$.

The effective area associated with the $`n`$th eigen-mode is given by

$$A_{\mathrm{eff},\mathrm{n}}(\lambda )=\left[𝑑𝒓_{}I_n(𝒓_{})\right]^2/𝑑𝒓_{}I_n^2(𝒓_{}),$$
(3)
where $`I_n(𝒓_{})=|𝒉_n(𝒓_{})|^2`$ is the intensity distribution. It is easy to show that for a Gaussian mode $`𝒉(𝒓_{})e^{(r_{}/w)^2}`$ of width $`w`$ the effective area is $`A_{\mathrm{eff}}=\pi w^2`$. Applying Eq. (3) to close-to-Gaussian modes in some way corresponds to a Gaussian fit averaged over all angular directions. In Fig. 2 we illustrate this by an example. For $`d/\mathrm{\Lambda }=0.3`$ and $`\lambda /\mathrm{\Lambda }=0.48`$ we compare the intensity $`I`$ of the fundamental mode ($`n=1`$ or $`2`$) to the intensity $`I_G`$ of the corresponding Gaussian with the width calculated from $`A_{\mathrm{eff}}`$. As seen the over-all intensity distribution is reasonably described by the Gaussian with a width calculated from the effective area.

The low-intensity deviations from a Gaussian intensity distribution are coursed by the six-fold symmetry of the air hole lattice; the field extends slightly into the six silica bridges formed by the six holes nearest to the core. Similar modal properties have been found experimentally, see e.g. Refs. .

Below we mention a few examples of some of the different phenomena and quantities which can be at least partly quantified from knowledge of the effective area; the non-linearity coefficient, the numerical aperture, the macro-bending loss coefficient, and splicing loss. In Sec. III we also discuss how a second-order mode cut-off can be identified using the concept of the effective area.

### 2.1 Non-linearity coefficient

The non-linearity coefficient $`\gamma `$ is given by

$$\gamma =\frac{n_2\omega }{cA_{\mathrm{eff}}}=\frac{n_22\pi }{\lambda A_{\mathrm{eff}}}$$
(4)
where $`n_2`$ is the nonlinear-index coefficient in the nonlinear part of the refractive index, $`\delta n=n_2|𝑬|^2`$. Knowledge of $`A_{\mathrm{eff}}`$ is thus an important starting point in the understanding of non-linear phenomena in PCFs. Due to the high index contrast between silica and air the PCF technology offers the possibility of a much tighter mode confinement (over a wide wavelength range) and thereby a lower effective area compared to standard-fiber technology. Furthermore, the microstructured cladding of the PCFs also allows for zero-dispersion engineering. For a recent demonstration of a highly nonlinear PCF with a zero-dispersion at $`\lambda =1.55\mu \mathrm{m}`$ see Ref. .

### 2.2 Numerical aperture

Also the numerical aperture (NA) relates to the effective area. For a Gaussian field of width $`w`$ one has the standard approximate expression $`\mathrm{tan}\theta \lambda /\pi w`$ for the half-divergence angle $`\theta `$ of the light radiated from the end-facet of the fiber . The corresponding numerical aperture can then be expressed as

$$\mathrm{NA}=\mathrm{sin}\theta \left(1+\pi A_{\mathrm{eff}}/\lambda ^2\right)^{1/2}.$$
(5)
In Ref.  this was used in a study of the numerical aperture of PCFs.

### 2.3 Macro-bending loss

For estimation of the macro-bending loss coefficient $`\alpha `$ the Sakai–Kimura formula  can be applied to PCFs. This involves an evaluation of the ratio $`A_e^2/P`$, where $`A_e`$ is the amplitude coefficient of the field in the cladding and $`P`$ the power carried by the fundamental mode. The Gaussian approximation gives $`A_e^2/P=1/A_{\mathrm{eff}}`$  and in Ref.  this was used to calculate the macro-bending loss in PCFs based on fully-vectorial eigenmodes of Maxwell’s equations.

### 2.4 Splicing loss

Also splicing loss can be quantified in terms of the concepts of effective areas. The splicing of two aligned fibers with effective areas $`A_{\mathrm{eff},1}`$ and $`A_{\mathrm{eff},2}`$ will have a power transmission coefficient $`T<1`$ given approximately by

$$T\frac{4A_{\mathrm{eff},1}A_{\mathrm{eff},2}}{(A_{\mathrm{eff},1}+A_{\mathrm{eff},2})^2}$$
(6)
due to the mismatch of effective areas.

## 3 Numerical results

We solve Eq. (1) numerically and from the eigenmodes we calculate the corresponding effective area from Eq. (3). The fully-vectorial eigenmodes of Maxwell’s equations are computed with periodic boundary conditions in a planewave basis . This approach provides the eigenmodes on a discrete lattice and the integrals in Eq. (3) are then obtained by sums over lattice sites inside the super-cell. For the dielectric function we have used $`\epsilon =1`$ for the air holes and $`\epsilon =(1.444)^2=2.085`$ for the silica. Ignoring the frequency dependence of the latter the wave equation, Eq. (1) becomes scale-invariant  and all the results to be presented can thus be scaled to the desired value of $`\mathrm{\Lambda }`$.

### 3.1 Fundamental mode

In Fig. 3 we show the effective area of the fundamental mode as a function of wavelength for different hole sizes. As expected the mode becomes more confined – lower effective area – for increasing air hole size. In general we find that the effective area of the fundamental mode is of the order of $`\mathrm{\Lambda }^2`$ with a prefactor which depends slightly on the air hole size. In fact, scaling the results by a factor $`d/\mathrm{\Lambda }`$ we find numerical evidence that

$$A_{\mathrm{eff}}(\mathrm{\Lambda }/d)\times \mathrm{\Lambda }^2+𝒪(\lambda /d),$$
(7)
and as demonstrated in the lower panel of Fig. 3 the prefactor is of order $`0.5`$.

Fig. 3 is a general “map” of the effective area which can be used in calculating the different quantities discussed in Sec. II as well as for designing single-mode PCFs with specified modal properties. If for example the value of $`d/\mathrm{\Lambda }`$ is given (which is often the case during stack-and-pull production of PCFs) a given effective area can be obtained by scaling the fiber structure, i.e. the pitch $`\mathrm{\Lambda }`$. The Corning SMF28 standard fiber has an effective area $`A_{\mathrm{eff}}86\mu \mathrm{m}^2`$ at $`\lambda =1550\mathrm{nm}`$ and Fig. 3 suggests that a comparable effective area can be realized by the PCF technology using e.g. $`d/\mathrm{\Lambda }0.25`$ and $`\mathrm{\Lambda }6.5\mu m`$.

### 3.2 Second-order mode

In Fig. 4 we show a calculation of the effective area of the second-order mode ($`n=3`$) for a PCF with $`d/\mathrm{\Lambda }=0.5`$ air holes. For short wavelengths the effective area is of the order $`\mathrm{\Lambda }^2`$ with the mode confined to the core of the PCF. At long wavelengths the effective area diverges corresponding to a delocalized cladding mode. Even though the transition to a cladding mode is not abrupt the high slope of the effective area allows for a rather accurate introduction of a cut-off wavelength $`\lambda ^{}`$. This cut-off wavelength is indicated by the crossing of the dashed line with the horizontal axis.

### 3.3 Single-mode versus multi-mode operation

Conditions for single-mode operation of PCFs turn out to be very different from standard fiber technology and for not too big air holes, $`d<d^{}`$, they can even be endlessly single-mode . The reason is that the effective cladding index has a wavelength dependence which prevents the core from guidance of higher-order modes while still guiding a fundamental mode. In Ref.  $`d^{}0.45\mathrm{\Lambda }`$ was suggested from standard-fiber considerations.

For $`d>d^{}`$ a second-order mode is guided for wavelengths shorter than a certain cut-off and above this cut-off the PCF is single-mode. This cut-off of the second-order mode can be found from studies of the corresponding effective area; below the cut-off the effective area $`A_{\mathrm{eff},3}`$ is finite and comparable to $`\mathrm{\Lambda }^2`$ and above the cut-off the effective area diverges (in a super-cell calculation it approaches the area of the super-cell).

Comparing Fig. 4 to Fig. 3 for $`d/\mathrm{\Lambda }=0.5`$ it is seen how we for wavelengths shorter than $`\lambda ^{}0.35\mathrm{\Lambda }`$ have a multi-mode PCF whereas the PCF is in the single-mode regime for $`\lambda >\lambda ^{}`$. Carrying out the same analysis for different hole-sizes allows for constructing a “phase” diagram, see Fig. 5. The data points indicate calculated cut-off wavelengths and the solid line is a fit to the function

$$f(x)=\alpha (xx_0)^\beta ,x_0=0.45,$$
(8)
with the fitting coefficients $`\alpha 1.34`$ and $`\beta 0.45`$.

The solid line defines a “phase” boundary; above the line the PCF is single-mode and below it is multi-mode. Furthermore there is an endlessly single-mode regime for $`d<d^{}0.45\mathrm{\Lambda }`$ . In principle the effective area approach allows for an independent determination of $`d^{}`$ but it should be emphasized that the numerical efforts needed to resolve the cut-off increase dramatically when $`d`$ approaches $`d^{}`$.

## 4 Conclusion

We have considered the effective area $`A_{\mathrm{eff}}`$ of photonic crystal fibers (PCFs) with a triangular air-hole lattice in the cladding. Based on extensive numerical studies of PCFs with varying air hole size we have constructed a map of the effective area which can be scaled to a desired value of the pitch. We have also utilized the concept of effective area to calculate the “phase” boundary between the regimes with single-mode and multi-mode operation. In this work we have studied PCFs with a triangular air-hole lattice cladding, but we emphasize that the approach applies to microstructured fibers in general.

## Acknowledgement

The author has benefitted from useful discussions with J. R. Jensen, P. M. W. Skovgaard, M. D. Nielsen, J. Broeng, and K. P. Hansen.