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# Periodic and Quasi-Periodic Compensation Strategies of Extreme Outages caused by Polarization Mode Dispersion and Amplifier Noise

## Abstract

Effect of birefringent disorder on the Bit Error Rate (BER) in an optical fiber telecommunication system subject to amplifier noise may lead to extreme outages, related to anomalously large values of BER. We analyze the Probability Distribution Function (PDF) of BER for various strategies of Polarization Mode Dispersion (PMD) compensation. A compensation method is proposed that is capable of more efficient extreme outages suppression, which leads to substantial improvement of the fiber system performance.

###### Index Terms:

Optical Fiber Telecommunication systems, PMD-compensation, Polarization Mode Dispersion (PMD), Bit-Error-Rate (BER), Probability Distribution Function (PDF)

Polarization Mode Dispersion (PMD) is an essential impairment for modern optical fiber systems . Therefore, dynamical PMD compensation became an important subject in modern communication technology . Optical noise generated in optical amplifiers represents another impairment that may not be reduced/compensated and, therefore, should be also considered in any evaluation of a fiber system performance . BER calculated for a given realization of birefringent disorder by means of averaging over the amplifier noise statistics constitutes an appropriate object to characterize joint effect of the two impairments. In two preceding papers  we have demonstrated that the probability of extreme outages (values of BER much higher than typical) is substantially larger than one could expect from naive Gaussian estimates singling out effects of either of the two impairments. The natural object of interest is the PDF of BER and, specifically, the PDF tail corresponding to anomalously large BER. In  we have developed a consistent theoretical approach to calculating this tail. The case when no compensation is applied and also the effect of the simplest “setting the clock” compensation on the PDF tail suppression have been discussed in . Then our investigation was extended to study effects of the standard first- and higher- order compensations on extreme outages . In the present letter we propose a compensation scheme that appears to be more efficient in reducing the extreme outages compared to the traditional high-order compensation scheme with the same number of the compensating degrees of freedom.

We consider the return-to-zero (RZ) modulation format, when optical pulses are well separated in time $`t`$, and thus can be analyzed as individual objects. We represent the pulse intensity measured at the system output as

$$I=dtG(t)\left|𝒦𝚿(t)\right|^2,$$
(1)
where $`G(t)`$ is a convolution of the electrical (current) filter function with the sampling window function. The two-component complex field $`𝚿(t)`$ describes the output optical signal (the components correspond to two polarization states of the signal). The linear operator $`𝒦`$ in Eq. (1) represents optical filtering, it may also account for a compensating device. The compensating part of the linear operator, $`𝒦_c`$, is applied first, i.e. before filtering described by $`𝒦_f`$, resulting in $`𝒦=𝒦_f𝒦_c`$. Ideally, $`I`$ takes two distinct values depending on whether the information slot is vacant or filled. However, the impairments enforce deviations of $`I`$ from those fixed values. If the output signal intensity exceeds the decision level $`I_d`$, then “1” is associated with the slot, otherwise the slot is labeled by “0”. Sometimes the information is lost, i.e. the initial “1” is detected as “0” at the output or vise versa. The BER is the probability of such events that naturally depends on a specific realization of birefringent disorder in the fiber. BER must be extremely small to guarantee successful system performance. It has been demonstrated in  that anomalously high BER originates solely from the “$`10`$” events. We denote the probability of such events by $`B`$ and study its sensitivity with respect to disorder.

In this letter we restrict ourselves to the linear propagation regime. when the output signal $`𝚿(t)`$ can be represented as a sum of two contributions: $`𝝋`$, related to the noiseless evolution of the initial pulse, and the noise-induced part $`\mathit{\varphi }`$. We consider the cases of distributed or, alternatively, lumped amplification with the fiber length $`Z`$ essentially exceeding the inter-amplifier separation (span length) within the same framework. $`\mathit{\varphi }`$ becomes a zero-mean Gaussian variable, completely characterized by its two-point correlation function

$$\varphi _\alpha (t_1)\varphi _\beta ^{}(t_2)=D_\xi Z\delta _{\alpha \beta }\delta (t_1t_2),$$
(2)
insensitive to a particular realizations of birefriengent disorder and chromatic dispersion in the fiber. The product $`D_\xi Z`$ represents the amplified spontaneous emission (ASE) spectral density accumulated along the fiber. The coefficient $`D_\xi `$ is introduced into Eq. (2) to reveal the linear growth of the ASE factor with $`Z`$ . The noise-independent part of the signal is governed by

$`_z𝝋\widehat{m}(z)_t𝝋id(z)_t^2𝝋=0,`$ (3)
$`z`$ and $`d`$ being the coordinate along the fiber and chromatic dispersion. The birefringence matrix can be represented as $`\widehat{m}=h_j\widehat{\sigma }_j`$, where $`h_j`$ is a real three-component field and $`\widehat{\sigma }_j`$ are the Pauli matrices. Averaging over many states of the birefriengent disorder, any fiber is going through over time, or (alternatively) over the states of birefringence of different fibers, one finds that $`h_j(z)`$ is a zero-mean Gaussian field described by

$$h_i(z_1)h_j(z_2)=D_m\delta _{ij}\delta (z_1z_2).$$
(4)
If birefringent disorder is weak the integral $`𝑯=_0^Zdz𝒉(z)`$ coincides with the PMD vector. Thus, $`D_m=k^2/12`$, where $`k`$ is the so-called PMD coefficient.

In an operable communication system, typical damage caused by disorder and noise must be small, i.e. typically both impairments can cause only a small distortion to a pulse, thus, the optical signal-to-noise ratio (OSNR) and the ratio of the squared pulse width to the mean squared value of the PMD vector are both large. OSRN can be estimated as $`I_0/(D_\xi Z)`$ where $`I_0=dt|\mathrm{\Psi }_0(t)|^2`$ is the initial pulse intensity, the integration being performed over a single slot populated by an ideal pulse, encoding “1”. Typically, $`B`$ fluctuates around $`B_0`$, the zero-disorder ($`h_j=0`$) value of $`B`$. A convenient auxiliary dimensionless object, $`\mathrm{\Gamma }=(D_\xi Z)\mathrm{ln}(B/B_0)/I_0`$, depends on the birefringent disorder, the the initial signal shape, as well as the details of the compensation and detection procedures, it is, however, insensitive to the noise. Since OSRN is large, even weak disorder can generate strong increase in the value of $`B`$. This is why a perturbative (with respect to $`𝒉`$) calculation of $`\mathrm{\Gamma }`$ gives the most essential part of the PDF $`𝒮(B)`$ of $`B`$. If no compensation is applied, one gets $`\mathrm{\Gamma }H_3/b`$, $`b`$ being the pulse width, and the initial signal is assumed to be linearly polarized. In the simplest case of the “setting the clock” compensation one arrives at $`\mathrm{\Gamma }(H_1^2+H_2^2)/b^2`$. This yields the power-like tail of the PDF of $`B`$ . Higher-order compensation leads to $`\mathrm{\Gamma }(H/b)^p`$, where $`p`$ is an integer exceeding by one the compensation degree provided no additional cancellations occur, and one gets the following asymptotic expression (tail) for the PDF $`𝒮(B)`$ of $`B`$ :

$$\mathrm{ln}𝒮=\mu _pb^2[D_\xi Z\mathrm{ln}(B/B_0)/I_0]^{2/p}/[D_mZ],$$
(5)
where $`\mu _p`$ is a dimensional coefficient. Therefore, as anticipated, compensation suppresses the PDF tail. However, applying high-order compensation is not too efficient, since the decrease of $`𝒮`$ is mild as $`p`$ grows.

The main purpose of this letter is introducing more efficient compensation strategies with the same number of compensating degrees of freedom. As a first example consider the following “periodic” scheme. One divides the optical line into $`N`$ segments, each of the length $`l=Z/N`$, and apply the first-order compensation at the end of each segment (as schematically shown in the upper panel of Fig. 1, with “c” denoting the compensating elements). The noise-independent part of the compensated signal for the “periodic compensation” strategy is determined by

$`𝒦_c𝝋=\mathrm{exp}(i\eta _t^2)𝒦_{1N}\widehat{U}_N\mathrm{}𝒦_{11}\widehat{U}_1𝚿_0(t),`$ (6)
$`\widehat{U}_n=T\mathrm{exp}\left[{\displaystyle _{(n1)l}^{nl}}dzh_j(z)\widehat{\sigma }_j_t\right],`$ (7)
$`𝒦_{1n}=\mathrm{exp}\left[{\displaystyle _{(n1)l}^{nl}}dzh_j(z)\widehat{\sigma }_j_t\right],`$ (8)
where $`𝚿_0(t)`$ is the input signal profile, $`\eta =_0^Zdzd(z)`$ is the integral chromatic dispersion, and the ordered product on the rhs of Eq. (6) is taken over all the $`N`$ segments ($`T\mathrm{exp}`$ is the standard notation for the so-called ordered exponential). The exponential factor $`𝒦_{1n}`$ represents the first-order compensation at the end of the $`n`$-th segment.

This “periodic” compensation is not too convenient since it requires installation of compensating elements at multiple places along the fiber. However, one can naturally modify this scheme and have the same compensating elements inserted subsequently but all at once at the fiber output as it is shown in the lower panel of Fig. 1. If the disorder profile $`h_j`$ is known (technically such end-point measurements are possible through the anti-Stokes refraction technique ) one can have an end-point, but multiple, compensation as $`𝒦_c=𝒦_{1n}`$, leading to the following “quasi-periodic” modification of Eq. (6):

$$𝒦_c𝝋=\mathrm{exp}(i\eta _t^2)𝒦_{11}\mathrm{}𝒦_{1N}\widehat{U}_N\mathrm{}\widehat{U}_1𝚿_0(t).$$
(9)
The natural idea behind this “quasi-periodic” compensation is obvious: to construct (in the compensating part) the best possible approximation (with the given number of the compensating degrees of freedom) for the inverse of the ordered exponential $`\widehat{U}_N\mathrm{}\widehat{U}_1`$.

Note that the (quasi) periodic compensation does not influence the noise-dependent part of the signal, i.e. $`𝒦_c\mathit{\varphi }`$ has the same correlation function (2) as $`\mathit{\varphi }`$. Therefore, one arrives at the same expression $`\mathrm{ln}(B/B_0)=\mathrm{\Gamma }I_0/(D_\xi Z)`$, with a new $`𝒉`$-dependent factor $`\mathrm{\Gamma }`$. Furthermore, in the region of our main interest $`\mathrm{\Gamma }`$ can be analyzed perturbatively, just as in . Expanding the factors in Eq. (6) up to the second order and making use of Eqs. (1,2) one derives:

$`\mathrm{\Gamma }{\displaystyle \frac{\mu _2^{}}{b^2}}{\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle _{a_n}^{nl}}dz{\displaystyle _{a_n}^z}dz^{}[h_1(z)h_2(z^{})h_2(z)h_1(z^{})],`$ (10)
where $`a_n=(n1)l`$. Here, the dimensionless coefficient $`\mu _2^{}`$ is related to the output signal chirp produced by an initial chirp and the nonzero integral chromatic dispersion $`\eta `$. As follows from Eq. (9), the same expression (10) is obtained in the second order for the quasi-periodic case. Substituting Eq. (10) into the expression for $`B`$ and evaluating the PDF of $`B`$, with the Gaussian statistics of $`𝒉`$ described by Eq. (4), leads to the following expression for the tail of the PDF of $`B`$:

$$𝒮(B)\mathrm{d}B\frac{B_0^\alpha \mathrm{d}B}{B^{1+\alpha }},\alpha =\frac{N\pi D_\xi b^2}{2|\mu _2^{}|D_mI_0}.$$
(11)
Eq. (11) holds for $`\mathrm{ln}(B/B_0)\mu _2^{}D_mI_0/[D_\xi b^2]`$. The exponent $`\alpha `$ in Eq. (11) contains an additional factor $`N`$ compared to the expression for the first order end-point compensation, i.e. the (quasi) periodic compensation makes the tail of $`𝒮(B)`$ steeper. It is instructive to compare the outage probability for the periodic case with the case of higher-order end-point compensation described by Eq. (5). One finds that for higher-order compensation, i.e. when $`N\mu _2^{}\mathrm{ln}(B_{}/B_0)I_0/(D_\xi Z)`$, the (quasi) periodic scheme becomes more efficient compared to the straight $`N`$-th order compensation scheme. If the output signal is not chirped, $`\mu _2^{}=0`$ and the leading term in the expansion of $`\mathrm{\Gamma }`$ in $`𝒉/b`$ is of the third order. Additional filtering efforts can be made to enforce the output pulse symmetry under the $`tt`$ transformation, thus removing the third-order term. Then the leading term in $`\mathrm{\Gamma }`$ will be of the fourth order in $`𝒉/b`$. Finally, even better compensation can be achieved if the standard high-order compensation approach and the (quasi) periodic ones are combined, i.e. if in the (quasi) periodic setting, considered above, one uses higher-order compensation instead of the first order one. Formally, this hybrid case means that the first-order compensation operators $`𝒦_{1n}`$ in Eqs. (6,9) should be substituted by higher-order compensation operators $`𝒦_{cn}`$. In the hybrid periodic case $`\mathrm{\Gamma }`$ can be written as a sum of $`\mathrm{\Gamma }_n(_{a_n}^{ln}dz𝒉/b)^p`$, and, since $`𝒉`$ is short-correlated, $`\mathrm{\Gamma }_n`$ related to different segments are statistically independent. This leads to the following expression for the PDF tail

$$\mathrm{ln}𝒮(B)\mu _pN^{2(p1)/p}\frac{[D_\xi Z\mathrm{ln}(B/B_0)b^p/I_0]^{2/p}}{D_mZ}.$$
(12)
valid at $`D_\xi Z/I_0\mathrm{ln}(B/B_0)N^{1p/2}(D_mZ/[\mu _pb^2])^{p/2}`$.

Note, that an important computational step, leading to our major results in Eqs. (11,12), was evaluation of $`\mathrm{\Gamma }`$ pertubatively in $`𝒉`$. Besides, in the periodic case $`\mathrm{\Gamma }`$ is a direct sum of each segment contribution $`\mathrm{\Gamma }_n`$, and the perturbative treatment applies separately to each $`\mathrm{\Gamma }_n`$, requiring the weakness of the PMD effect at each segment only, i.e. $`D_mZ/Nb^2`$. Therefore, one concludes that even an optical line with not really operable (without compensation) characteristics ($`D_mZ`$ which is of the order or larger than $`b^2`$) can still be used for transmission if $`N`$ is sufficiently large. Moreover, this observation on the applicability of Eqs. (11,12) also extends to the quasi-periodic case, in the sense that Eqs. (11,12) provide an upper bound for the PDF of BER. This is due to an additional, oscillatory with $`𝒉`$, suppression of $`\mathrm{\Gamma }_n`$ in the quasi-periodic case vs periodic. This suppression is especially important for segments strongly separated from their compensating counter-segments.

For illustration purposes let us briefly discuss an example of a fiber line with typical bit error probability, $`B_0=10^{12}`$, and $`\mu _2^{}=0.14`$. Assume also that the PMD coefficient, $`k=\sqrt{12D_m}`$, is $`1.5`$ $`ps/\sqrt{km}`$, the pulse width, $`b=25`$ $`ps`$, and fiber length $`Z=2,500`$ $`km`$. Then the dimensionless parameter, $`D_mZ/b^2`$ measuring the relevant strength of the PMD effect is $`O(1)`$, i.e. without compensation PMD effect is large, pulses are destroyed and no successful transmission is possible: $`S(B)=0(1)`$ for any $`B>B_0`$. If, however, the (quasi) periodic compensation with $`N=10`$ compensation units is utilitized the relevant strength of the PMD effect is essentially reduced, so that $`D_mZ/[b^2N]0.1`$, and $`S(B)`$ starts to decay with $`B`$ at $`B>B_0`$. The system performance can be evaluated in terms of the outage probability $`𝒪`$,the probability for $`B`$ to be larger than $`B_{}`$: $`𝒪=_B_{}^1dB𝒮(B)`$. One derives from Eq. (11) that in the (quasi) periodic case, $`𝒪0.06`$ for $`B_{}=10^8`$ and $`𝒪0.02`$ for $`B_{}=10^6`$, i.e. the system performance is essentially improved (to become not yet perfect but already satisfactory).

To conclude, in this letter we have proposed a (quasi) periodic compensation scheme which appears to be a strong alternative to the standard higher-order compensations. The efficiency of the scheme has been demonstrated. Even though technical implementation of this procedure needs an expensive equipment, we anticipate that if this compensation technique is implemented the reduction in the probability of extreme outages will guarantee an essential overall benefit.

The authors thank I. Gabitov for numerous valuable discussions.


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# DIRECT Distances to Nearby Galaxies Using Detached Eclipsing Binaries and Cepheids. IX. Variables in the Field M31Y Discovered with Image Subtraction

## 1 Introduction

Starting in 1996 we undertook a long term project, DIRECT (i.e. “direct distances”), to obtain the distances to two important galaxies in the cosmological distance ladder, M31 and M33. These “direct” distances will be obtained by determining the distance to Cepheids using the Baade-Wesselink method and by measuring the absolute distance to detached eclipsing binaries (DEBs).

M31 and M33 are the stepping stones to most of our current effort to understand the evolving universe at large scales. Walker (2003) stresses the importance of M31: as a spiral galaxy, it is a more suitable local galaxy for calibrating the distance scale than the LMC, even though it is not as easy to observe. The difficulties include the large angular extent of M31 on the sky, the variable (internal) reddening and crowding. M31 and M33 also constrain population synthesis models for early galaxy formation and evolution and provide ample data for the stellar luminosity calibration. There is one simple requirement for all this—accurate distances. These distances are now known to no better than 10-15%, as there are discrepancies of $`0.20.3\mathrm{mag}`$ between various distance indicators.

DEBs have the potential to establish distances to M31 and M33 with an unprecedented accuracy of 5%. Detached eclipsing binaries (for reviews see Andersen, 1991; Paczyński, 1997) offer a single step distance determination to nearby galaxies and may therefore provide an accurate zero point calibration of various distance indicators – a major step towards very accurate determination of the Hubble constant, presently an important but daunting problem for astrophysicists. In the last few years, DEBs have been used to obtain accurate distance estimates to the Large Magellanic Cloud (e.g. Guinan, 1998; Fitzpatrick et al., 2003) and the Small Magellanic Cloud (Harries, Hilditch & Howarth, 2003). Distances to individual DEBs in these papers are claimed to be accurate to 5-10%.

Detached eclipsing binaries have yet to be used as distance indicators to M31 and M33. The DIRECT project has begun a massive search for periodic variables, discovering so far 4 good DEBs, now that large-format CCD detectors are available and that CPUs are inexpensive. These DEBs will be spectroscopically followed-up with the powerful 6.5-10 meter telescopes.

The study of Cepheids in M31 began with Hubble (Hubble, 1929). Later Baade’s photographic plates of fields I-IV (Gaposchkin, 1962; Baade & Swope, 1963, 1965) and Magnier’s CCD survey (Magnier et al., 1997) led to the discovery of a few hundred Cepheids. Welch et al. (1986) obtained infrared photometry of several Cepheids in Baade’s fields. Freedman & Madore (1990) obtained CCD observations of known Cepheids in M31 to determine more accurate periods and study metallicity effects. Recently, Joshi et al. (2003) have obtained R and I band observations of a $`13^{}\times 13^{}`$ region in the disk of M31 galaxy and derived a Cepheid P-L distance. However, the existing photometry of M31 is sparse and does not provide a good basis for obtaining direct Baade-Wesselink distances (see, e.g. Krockenberger et al., 1997) to Cepheids—the need for new digital photometry has been long overdue.

As the first step of the DIRECT project we have searched for DEBs and new Cepheids in the M31 and M33 galaxies. We have analyzed five $`11\mathrm{}\times 11\mathrm{}`$ fields in M31, A-D and F (Kaluzny et al., 1998; Stanek et al., 1998a, 1999; Kaluzny et al., 1999; Mochejska et al., 1999, hereafter Papers I, II, III, IV, V). A total of 410 variables, mostly new, were found: 48 eclipsing binaries, 206 Cepheids and 156 other periodic, possible long-period or non-periodic variables. We have analyzed two fields in M33, A and B (Macri et al. 2001a; hereafter Paper VI) and found 544 variables: 47 eclipsing binaries, 251 Cepheids and 246 other variables. Follow up observations of fields M33A and M33B produced 280 and 612 new variables, respectively (Mochejska et al., 2001a, b, hereafter Papers VII, VIII). Variables from two more DIRECT fields, one in M31 and the other in M33, remain to be reported.

In this paper, ninth in the series, we present a catalog of variable stars found in field M31Y. The paper is organized as follows: Section 2 provides a description of the observations. The data reduction procedure, calibration and astrometry is outlined in Section 3. The catalog of variable stars is presented in Section 4, followed by a brief discussion in Section 5.

## 2 Observations

The data for M31 field Y was taken with the 1.2m telescope at the Fred Lawrence Whipple Observatory on Mount Hopkins, Arizona, between July 19th, 1999 and January 2nd, 2000, over 25 nights. We used the “4Shooter” camera (Szentgyorgyi et al., 2003), with 4 thinned and AR-coated Loral 20482 pixel CCDs. The pixels are 15 microns in size and map to $`0.33\mathrm{}`$ per pixel on the focal plane, making each image $`11\mathrm{}`$ on the side. The camera was centered at $`\alpha =10.\mathrm{°}97,\delta =41.\mathrm{°}69,\mathrm{J2000}.0`$, which is approximately $`0.\mathrm{°}48`$ or 6.6 kpc from the nucleus, assuming a distance to M31 of 784 Kpc (Stanek et al., 1998b). The data consists of 126 $`\times `$ 900 $`s`$ exposures in the $`V`$ filter, 21 $`\times `$ 1200 $`s`$ exposures in the $`B`$ filter and 36 $`\times `$ 600 $`s`$ exposures in the $`I`$ filter. The median value of the seeing in $`V`$ was $`1.7\mathrm{}`$. The field was observed through airmasses ranging from 1.02 to 2.11, with the median being 1.15. The completeness of our photometry starts to drop rapidly at about 20.5 in $`I`$, 22.5 in $`V`$ and 23.5 in $`B`$, as shown in the distribution of stars in Figure 1. On two photometric nights of the run, several images of standard Landolt (1992) fields were taken.

## 3 Data Reduction, Calibration and Astrometry

Preliminary processing of the data was performed with standard routines in the IRAF 111IRAF is distributed by the National Optical Astronomy Observatories, which are operated by the Association of Universities for Research in Astronomy, Inc., under cooperative agreement with the NSF. CCDPROC package. The photometry for the variable stars was extracted using the ISIS image subtraction package (Alard & Lupton, 1998; Alard, 2000) from the $`V`$-band data.

The ISIS reduction procedure consists of several steps. Initially, all the frames are transformed to a common coordinate grid. Next, a reference image is created by stacking several frames with the best seeing. For each frame, the reference image is convolved with a kernel to match its PSF and then subtracted. On the subtracted images, the constant stars will cancel out, and only the signal from variable stars should remain. A median image is constructed of all the subtracted images, and the variable stars are identified as bright peaks on it. Finally, profile photometry is extracted from the subtracted images. Paper VII describes this procedure in more detail.

### 3.1 Photometric Calibration and Astrometry

During each of the photometric nights of October 11 and November 3, 1999, we observed 7 Landolt (1992) fields in the $`BVI`$ filters at air masses ranging from 1.12 to 1.97 in $`I`$, 1.12 to 2.00 in $`V`$ and 1.13 to 2.05 in $`B`$. The transformation from the instrumental to the standard system was derived for each chip in the following form:

$`b=B+\chi _\mathrm{b}+\xi _\mathrm{b}(\mathrm{B}\mathrm{V})+\kappa _\mathrm{b}\mathrm{X}`$
$`v=V+\chi _{\mathrm{v1}}+\xi _{\mathrm{v1}}(\mathrm{B}\mathrm{V})+\kappa _{\mathrm{v1}}\mathrm{X}`$
$`v=V+\chi _{\mathrm{v2}}+\xi _{\mathrm{v2}}(\mathrm{V}\mathrm{I})+\kappa _{\mathrm{v2}}\mathrm{X}`$
$`i=I+\chi _\mathrm{i}+\xi _\mathrm{i}(\mathrm{V}\mathrm{I})+\kappa _\mathrm{i}\mathrm{X}`$
where lowercase letters correspond to the instrumental magnitudes, uppercase letters to standard magnitudes and X is the airmass. The values of the zeropoint ($`\chi `$), color ($`\xi `$) and airmass coefficients ($`\kappa `$) are given in Table 1. The zeropoints for the two nights agree to 0.02 mag. Since the color coefficients are small, we took $`BV=VI=1`$ when transforming the magnitudes of our stars, which is approximately the color of a Cepheid.

We compared our photometry with overlapping DIRECT Field M31B and M31C photometry (Paper I and Paper III) and also with Magnier’s photometry (Magnier et al., 1997). The median magnitude offsets with DIRECT Field B and C photometry are 0.02 mag in $`V`$, 0.06 mag in $`I`$ and 0.03 mag in $`B`$, as shown in Figure 2. We compared 2299 stars in $`V`$, 2383 in $`I`$ and 320 in $`B`$. Our $`I`$-band photometry is slightly brighter (0.06 mag) than in Paper I, while the photometry of Joshi et al. (2003) is fainter by 0.13 magnitudes. We believe that the $`I`$ band magnitudes of Joshi et al. (2003) are off.

Figure 3 shows the comparison of our photometry with Magnier’s photometry for Chip 2, which is representative of the other chips as well. The average $`V`$ magnitude differences between Magnier’s photometry and ours, for stars brighter than 18th magnitude, for Chips 1 - 4 were: $``$0.06, 0.01, $``$0.03 and $``$0.14 mag, by comparing 1560, 3783, 747 and 206 matching stars, respectively. In $`I`$ the offset with Magnier is $`0.1`$ mag, while in $`B`$ the offset is $`0.2`$ mag. Since there is good agreement with Paper I in these bands, we believe that the Magnier $`B`$ and $`I`$ magnitudes are off and should be used with caution.

Equatorial coordinates were determined for the $`V`$ star list. The transformation from rectangular to equatorial coordinates was derived using for Chips 1-4: 135, 117, 191 and 221 transformation stars respectively with $`V<20`$ from the USNO-A2.0 (Monet, 1996) catalog. The average difference between the catalog and the computed coordinates for the transformation stars was less than $`0.\mathrm{}3`$ in RA and $`0.\mathrm{}3`$ in Dec. We also compared the astrometry to Magnier’s catalog and found 262, 313, 307 and 72 matches for Chips 1-4, having a median offset $`<0.\mathrm{}4`$. We use these derived equatorial coordinates to name the variables, adopting the convention after Macri et al. (2001) based on the J2000.0 equatorial coordinates, in the format: D31J$`hhmmss.s`$+$`ddmmss.s`$. The first three fields ($`hhmmss.s`$) correspond to RA expressed in hours, the last three ($`ddmmss.s`$) to Dec, expressed in degrees, separated by the declination sign.

## 4 Catalog of Variables

The preliminary classification process used, as described in Paper I, classified the variable stars as eclipsing, Cepheids, or miscellaneous. In order to obtain a clean Cepheid sample, we reclassified Cepheids with highly discrepant colors on a CMD (shown in Figure 8) as other periodic variables. Also, extreme outliers on the period-luminosity relation in $`V`$ and $`I`$ (see Figure 9) were reclassified as other periodic variables, as they most likely are Type II Cepheids. Next, we present the catalog of light curves and parameters of 264 variables.222The $`BVI`$ photometry and $`V`$ finding charts for all variables are available from the authors via the anonymous ftp on cfa-ftp.harvard.edu, in pub/kstanek/DIRECT directory and can be also accessed through the World Wide Web at http://cfa-www.harvard.edu/~kstanek/DIRECT/.

### 4.1 Eclipsing Binaries

We found 41 EBs in field M31Y which are presented in. In Table 2 we list their name, period P, magnitudes $`B_{max}`$, $`V_{max}`$ and $`I_{max}`$ of the system outside of the eclipse, and the radii $`R_1,R_2`$ in the units of the orbital separation. We also give the inclination angle $`i`$ of the binary orbit to the line of sight and the eccentricity $`e`$. These values are determined from a simple model of the eclipsing system, so they should be treated only as reasonable estimates of the “true” values. The table also includes the flux EBs, for which only the position and period are given. Figure 4 presents the phased light curves of 10 sample EBs. Table 3 presents all the EB light curves.

### 4.2 Cepheids

A total of 126 Cepheids were found in field M31Y. In Table 4 we present their light curves and parameters, ordered by increasing period. Specifically, the table lists the Cepheid name, period $`P`$, $`V`$-band amplitude $`A_V`$ and flux-weighted average magnitudes $`V`$, $`I`$ and $`B`$. For Cepheids with flux light curves, only the name and period are given. There are 15 previously identified Cepheids, for which we reference their discovery name. Figure 5 presents the phased light curves of 10 sample Cepheids. Table 5 presents all the Cepheid light curves.

### 4.3 Other Periodic Variables

In Table 6 we present parameters of 48 periodic variables, ordered by increasing period. We list each variable’s name, period $`P`$ and flux-weighted average magnitudes $`V`$, $`I`$ and $`B`$. Figure 6 presents phased light curves of eight sample periodic variables. Several of these are Type II cepheids. Table 7 presents all the light curves of other periodic variables.

### 4.4 Miscellaneous Variables

In Table 8 we present parameters of 49 miscellaneous variables, ordered by increasing RA. We list the name of each variable and the average $`V`$, $`I`$ and $`B`$ magnitudes. Figure 7 presents $`V`$-band and $`I`$-band light curves for several miscellaneous variables. Table 9 presents all the light curves of miscellaneous variables.

There are several interesting variables in this category worth mentioning. D31J04439.3 +414433.1 is a possible nova, which dropped 3 magnitudes over 100 days in $`V`$. D31J04302.5 +414912.3 seems to be a luminous blue variable (LBV). Finally, D31J04306.4+413013.4 is probably a foreground cataclysmic variable, similar to Z Cam. Near both maxima it has $`BV=0.24`$ and $`VI=0.5`$.

## 5 Discussion

In Figure 8 we plot the location of the variables on the CMD. In the left panel, the positions of EBs (open circles) and Cepheids (filled triangles) are shown on a $`V/BV`$ CMD. In the right panel the location of other periodic (open squares) and miscellaneous variables (filled circles) are shown on a $`V/VI`$ CMD. Most of the EBs occupy the upper main sequence. Variable D31J04420.5+414955.9, with $`V=16.67`$ and $`BV=0.3`$, is most likely a foreground DEB, since it is bright and has a period of only 0.58390 days, even though it is projected onto the spiral arms. No extinction correction has been applied, resulting in a spread of the EBs and Cepheids on the CMD.

The Cepheid period-luminosity relation for the $`I`$, $`V`$ and $`B`$ bands is shown in Figure 9. The size of the circles representing Cepheids is proportional to their amplitude. The scatter in each plot is due to extinction and errors in the period determination and the photometry.

Figure 10 shows the distribution of Cepheids found in all the DIRECT M31 fields and Figure 11 shows Field Y separately. The period of a Cepheid depends on its age, since its mass determines the period of variability and the main sequence lifetime of the star. Therefore, the distribution of Cepheids should trace star formation and thus the spiral arms, which is the case. The longer period or younger Cepheids appear to lie along the spiral arms. The fact that the longest period of a Cepheid in M31Y is 25 days, while in other fields there are 50 day period Cepheids, might indicate more recent star formation on eastern side of the galaxy.

Table 10 shows the number of each kind of variable found in each DIRECT field. This paper thus almost doubles the DIRECT variables in M31. Comparatively, Field M31Y is not as rich in variables as Fields A, B and C which lie along the spiral arms, whereas it is richer than Fields D and F.

To summarize, the observations of Field M31Y with the 4Shooter camera on the FLWO 1.2 meter telescope resulted in the discovery of 41 EBs, 126 Cepheids, 48 other periodic variables and 49 miscellaneous variables, almost doubling the number of M31 variables found by DIRECT. Currently, there are 674 variables in M31 from the DIRECT project: 89 EBs, 332 Cepheids and 253 other variables. Of the 264 variables in M31Y, 4 EBs and 20 Cepheids had been previously discovered. We presented light curves and parameters for these variables in this paper. A catalog of $`BVI`$ photometry of stars in this field will be a subject of a future paper.

We thank the TAC of FLWO for the generous allocation of the observing time. We would like to thank Perry Berlind, Saurabh Jha, Jose Muñoz and Maria Contreras for obtaining observations for this project. JK was supported by with NSF grant AST-9819787 and KBN grant 5P03D004.21. Support for BJM and LMM was provided by NASA through Hubble Fellowship grants HST-HF-01155.01-A and HST-HF-01153.01-A, respectively, from the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Incorporated, under NASA contract NAS5-26555.


text:
# Monitoring the localization-delocalization transition within a 1D model with non-random long-range interaction

thanks: On leave from Ioffe Physiko-Technical Institute, 26 Politechnicheskaya str., 194021 Saint-Petersburg, Russiathanks: On leave from “S.I. Vavilov State Optical Institute”, 199034 Saint-Petersburg, Russia.

## Abstract

We consider a two-parameter one-dimensional Hamiltonian with uncorrelated diagonal disorder and non-random long-range inter-site interaction $`J_{mn}=J/|mn|^\mu `$. The model is critical at $`1<\mu <3/2`$ and reveals the localization-delocalization transition with respect to the disorder magnitude. To detect the transition we analyze level and wave function statistics. It is demonstrated also that in the marginal case ($`\mu =3/2`$) all states are localized.

Localization-delocalization transition (LDT) in disordered systems, predicted by Anderson for three dimensions (3D) in 1958, Anderson58  (see also Ref. 2) still remains a fascinating problem (see Refs. Lee85, ; Kramer93, ; Mirlin00a,  for an overview). During the last two decades, a remarkable progress has been achieved in understanding the LDT, especially in discovering the nature of the wave function at transition. This progress became possible thanks to the fruitful idea of the multifractality of wave functions at criticality. Wegner80 ; Aoki83 ; Castellani86 ; Schreiber91 ; Janssen94  This conjecture was then analytically proven for an ensemble of power-law random banded matrices (PRMB), which revealed the LDT with respect to the interaction exponent Mirlin96 ; Levitov89  (see Ref. Mirlin00a,  for an overview). Within the framework of the latter, it was demonstrated, in particular, that (i) the distribution function of the inverse participation ratio (IPR) is scale invariant at transition and (ii) the relative IPR fluctuation (the ratio standard-deviation/mean) is of the order of unity at the critical point. Evers00 ; Mirlin00b  This finding confirmed the conjecture, that was put forward for the first time in Refs. Shapiro86, ; Cohen88, , that distributions of relevant physical magnitudes are universal at criticality (see also Refs. Shklovskii93, ; Fyodorov95, ; Prigodin98, ). This invariance is then a powerful tool to monitor the critical point.

In the present paper, we consider a two-parameter tight-binding Hamiltonian on a regular 1D lattice of size $`N`$ with non-random long-range inter-site interaction:

$$=\underset{n=1}{\overset{N}{}}\epsilon _n|nn|+\underset{m,n=1}{\overset{N}{}}J_{mn}|mn|,$$
(1)
where $`|n`$ is the ket vector of a state with on-site energy $`\epsilon _n`$. These energies are stochastic variables, uncorrelated for different sites and distributed uniformly around zero within the interval of width $`\mathrm{\Delta }`$. The hopping integrals are $`J_{mn}=J/|mn|^\mu `$, $`J_{nn}=0`$ with $`1<\mu 3/2`$. For definiteness we set $`J>0`$, then the LDT with respect to disorder magnitude occurs at the upper band edge, provided $`1<\mu <3/2`$Rodriguez00 ; Rodriguez03  The transition is analogous to that within the standard 3D Anderson model. $`\mu =3/2`$ represents the marginal case in which all states are expected to be weakly localized. Rodriguez03

To detect the transition we analyze level and wave function statistics. We perform a numerical analysis of size and disorder scaling of the relative fluctuation of both the nearest-level spacing (LS) and the participation number (PN). The latter is defined as:

$$P_\nu =\left[\underset{n=1}{\overset{N}{}}|\psi _{\nu n}|^4\right]^1,$$
(2)
where $`\psi _{\nu n}`$ denotes the $`n`$th component of the $`\nu `$th normalized eigenstate of the Hamiltonian (1).

The relative fluctuation of the nearest-level spacing is an invariant parameter at transition, as was conjectured in Ref. Shklovskii93,  for the 3D Anderson model and demonstrated later for a variety of other disordered models (see e.g. Refs. Mirlin00a,  and references therein). The invariance can be used to detect the critical point. We demonstrate that within the present model, the ratio of the standard deviation of the PN (SDPN) to its mean value (MPN) is also an invariant parameter at the critical disorder magnitude $`\mathrm{\Delta }_c`$. Therefore, the ratio SDPN/MPN can also be used to detect the transition. To the best of our knowledge, this quantity has never been used for this purpose.

As the LDT occurs at the top of the band within the considered two-parameter model, we calculate disorder and size scaling for uppermost states. Open chains are used in all calculations. We take advantage of the Lanczos method to calculate the scaling for large system sizes (up to about $`6\times 10^4`$ sites) and two particular values of the interaction exponent: $`\mu =4/3`$ (the LDT occurs) and $`\mu =3/2`$ (the marginal case; no transition is expected Rodriguez03 ).

First, we calculate the critical point by means of the level statistics analysis. In Fig. 1 we plotted the disorder scaling of the ratio of the standard deviation of the nearest-level spacing (SDLS) distribution to its mean (MLS) at the top of the band for $`\mu =4/3`$. The figure demonstrates that all disorder-scaling curves plotted for different system sizes intersect within a narrow range of $`\mathrm{\Delta }`$, between $`10.7J`$ and $`11.5J`$.

Calculations of the scaling of the relative PN fluctuation confirm the conjecture that the ratio SDPN/MPN is also a size invariant parameter at transition: Fig. 2 shows that all SDPN/MPN curves plotted versus disorder for different system sizes intersect in a narrow range of $`\mathrm{\Delta }`$, from $`10.0J`$ to $`10.6J`$. One can deduce from Fig. 2 that both the MPN and the SDPN are of the same order of magnitude at the intersection for any system size, as was shown for other models in Refs. Mirlin96, ; Evers00, ; Mirlin00b, ; Fyodorov95, ; Prigodin98, .

The regular size dependence of intersection points in Figs. 1 and 2 is a finite size effect; accounting for the latter by means of the finite size scaling analysis allows for obtaining the value of the critical disorder. Both figures demonstrate that finite size effects are unusually strong which, within the present model, results from the long-range nature of the inter-site interaction. Contrary to the standard Anderson model, the contribution of the long-range coupling terms to the spectrum of the Hamiltonian (1) converges very slowly as the system size increases. The latter results in a corresponding increase of the band width (mostly, the upper band edge, where the LDT takes place). For an open chain, the upper band edge $`E(N)`$ size-scales as follows:

$$E(N)=E_{\mathrm{}}(\mu )\frac{C(\mu )}{N^{\mu 1}}+O(N^\mu ).$$
(3)
For $`\mu =4/3`$, $`E_{\mathrm{}}(4/3)7.20J`$ and $`C(4/3)8.45J`$. The increase of the band width with the system size leads to the fact that disorder of the same magnitude is effectively weaker for larger systems. The latter effect introduces regular size dependence of the critical disorder that is obtained by numerical analyses of finite systems. The contribution of other finite size effects, MacKinnon94 ; Slevin99  such as influence of boundary regions, are expected to be weaker for large systems because of very slow convergence of the upper band edge ($`N^{1\mu }`$). Our calculations confirm this conjecture.

The intersection point, $`\mathrm{\Delta }(N_1,N_2)`$, of two disorder scaling curves plotted for different system sizes $`N_1`$ and $`N_2`$ depends on the sizes. To account for such dependencies we proceed as follows. First, set by definition:

$$\mathrm{\Delta }_c(N)=\mathrm{\Delta }(N1,N+1),N_r\mathrm{},$$
(4)
where $`\mathrm{\Delta }_c(N)`$ is the critical disorder that can be obtained by analyses of a finite system of size $`N`$ ($`N_r`$ is the number of disorder realizations over which the averaging is performed). Second, use the following anzats for the intersection point:

$$\mathrm{\Delta }(N_1,N_2)=w(N_1)\mathrm{\Delta }_c(N_1)+w(N_2)\mathrm{\Delta }_c(N_2),$$
(5)
where the weight function $`w(N)`$ is to be determined. Bearing in mind the slow convergence of the band edge ($`N^{1\mu }`$), we use the following anzats for $`\mathrm{\Delta }_c(N)`$:

$$\mathrm{\Delta }_c(N)\mathrm{\Delta }_c(\mathrm{})+bN^{1\mu }+cN^\gamma ,N1,$$
(6)
where the $`b`$, $`c`$, and $`\gamma >\mu 1`$ are fitting parameters. Using the anzats (6) together with Eqs. (5) and (6) and expanding $`\mathrm{\Delta }(N1,N+1)`$ in series about $`N`$ (at $`N1`$), we find the weight function: $`w(N)=1/2+O(1/N^{\mu +1})`$. Further, for any given pair $`N_1<N_2`$ ($`N_1,N_21`$) there exists the size $`N`$, such that $`\mathrm{\Delta }_c(N)=\mathrm{\Delta }(N_1,N_2)`$. Making use of the latter equation together with Eq. (6) and keeping the leading (non-zero) power of system size in all expansions, we find the sought $`N`$:

$$N=\frac{2^{1/p}N_1N_2}{(N_1^p+N_2^p)^{1/p}},p=\mu 1.$$
(7)
Thus, the intersection point of disorder-scaling curves plotted for two different system sizes $`N_1<N_2`$ ($`N_1,N_21`$) yields the critical disorder for an intermediate system size $`N`$ as defined by Eq. (7).

We further use Eq. (7) and intersection points of the curves in Fig. 1 (LS data) and Fig. 2 (PN data) to obtain $`\mathrm{\Delta }_c(N)`$. Figure 3 shows $`\mathrm{\Delta }_c(N)`$ together with best nonlinear fits of Eq. (6) to the whole data sets (dashed lines) and the best linear fit of $`E(N)`$ given by Eq. (3) to the three last PN-data points (solid line). The nonlinear fits give $`\mathrm{\Delta }_c(\mathrm{})=(10.97\pm 0.09)J`$ for the LS data, and $`\mathrm{\Delta }_c(\mathrm{})=(11.19\pm 0.10)J`$ for the whole PN data set, while the linear fit of $`E(N)`$ to the tail PN points gives $`\mathrm{\Delta }_c(\mathrm{})=(10.91\pm 0.17)J`$. The obtained values of $`\mathrm{\Delta }_c(\mathrm{})`$ agree well with each other. This confirms our conjecture that for large system sizes the band edge size dependence provides the dominant contribution to the finite size effects. Finally, the critical disorder is determined as $`\mathrm{\Delta }_c(\mathrm{})=(11.09\pm 0.21)J`$ for $`\mu =4/3`$.

It should be noticed that, despite that both methods to detect the LDT are in good agreement, finite size effects are more pronounced in the case of analysis of the level statistics. For these reasons, the proposed method which is based on the studies of the wave function statistics appears to be advantageous, at least for the considered model.

We applied the same technique to analyze the localization properties in the marginal case, $`\mu =3/2`$, where the states are expected to be localized weakly. Rodriguez03  Figure 4 shows the SDPN/MPN scaling curves in the vicinity of the only joint intersection point that appears to be trivial: $`\mathrm{\Delta }_c=0`$. Size scaling of the ratio MPN/N (see Fig. 5) reveals no transition too; all MPN/N size-scaling curves for non-zero magnitude of disorder decrease with system size, as they do for a localized (or critical) state. Thus, no signatures of the LDT can be observed in the marginal case, indicating that all states are localized.

In summary, we studied numerically the critical properties of the 1D two-parameter tight-binding model with diagonal disorder and non-random long-range interaction, $`J_{mn}=J/|mn|^\mu `$, $`J>0`$ and $`1<\mu 3/2`$. The transition point was detected by means of the level and wave function statistics. We used the conjecture on the scale invariance of the distribution function of the nearest-level spacing and the participation number at criticality. We find, in particular, that the critical point for $`\mu =4/3`$ is $`\mathrm{\Delta }_c=(11.09\pm 0.21)J`$. In the marginal case ($`\mu =3/2`$), that is analogous to the standard 2D Anderson model, Rodriguez03  the only joint intersection point is $`\mathrm{\Delta }_c=0`$, indicating that all states are localized for a finite disorder.

We demonstrated that finite size effects are very pronounced within the considered model. Level statistics appears to be more affected by these effects as compared to the participation number statistics. The dominant contribution to finite size effects is determined by the size dependence of the band width. To obtain the critial disorder, we use a reformulated finite size scaling procedure that is corrected for irrelevant size dependencies.

To conclude, we stress that the scale-invariance of the relative fluctuation of the participation number at transition is a consequence of critical wave function fluctuations. We conjecture, therefore, that the analysis of the relative fluctuation of the participation number provides a general tool to monitor the LDT. The proposed method proves to work well for the standard 3D Anderson model too. Schubert03  We believe also that this property holds at the mobility edge, allowing therefore to monitor the latter.

###### Acknowledgements.

The authors thank A. Rodríguez, M. A. Martín-Delgado and G. Sierra for discussions. This work was supported by DGI-MCyT (MAT2003-01533) and MECyD (SB2001-0146).