# A Complete Set of Solutions For Caustic-Crossing Binary Microlensing Events

## 1 Introduction

Binary-lens microlensing events, especially those with caustic crossings, have a number of potentially important applications. First, if the caustic crossing is well sampled, the proper motion of the lens relative to the observer-source line of sight can be measured. Since different populations have different proper-motion distributions, such a measurement can help determine the nature of the lens. For example, five groups observed the event MACHO 98-SMC-1 found by the MACHO collaboration (Alcock et al. 1999) in observations toward the Small Magellanic Cloud (SMC) and all concluded that its proper motion is consistent with the lens being in the SMC rather than the Galactic halo (Afonso et al. 1998 \[EROS\]; Albrow et al. 1999a \[PLANET\]; Alcock et al. 1999 \[MACHO\]; Udalski et al. 1998 \[OGLE\]; Rhie et al. 1999 \[MPS\]). This provides an important clue regarding the controversy (e.g. Sahu 1994; Gould 1995) over the location and nature of the lenses currently being discovered toward the Magellanic Clouds (Aubourg et al. 1993; Alcock et al. 1997a). Second, caustic-crossing binaries are one of the few classes of microlensing events for which it is possible, at least in principle, to obtain a complete solution of the mass, distance, and velocity of the lens (Hardy & Walker 1995; Gould & Andronov 1999). Third, caustic-crossing events (both binary and points lens) can be used to measure the limb-darkened profile of the source star (Albrow et al. 1999b). Fourth, binary-lens events can potentially tell us about the distributions of binary mass ratios and separations. The light-curve solution directly yields the mass ratio and also gives the projected separation in units of the Einstein ring. By calibrating the binary-lens detection efficiency (Gaudi & Sackett 1999), the observed distribution can be compared with that predicted for various models. Finally, planet-star systems are, from a microlensing standpoint, extreme mass-ratio binaries and hence can be discovered by looking for binary-lens type events (Mao & Paczyński 1991). 

For most of these applications, one must correctly and uniquely measure the parameters that describe the observed binary lens and quantify the uncertainties in this solution. Or, if an unambiguous determination is not possible, one must at least find the entire set of degenerate solutions.

Nine parameters are required to specify the most basic caustic-crossing binary-lens event. These are usually taken to be $`t_0`$, $`u_0`$, $`t_\mathrm{E}`$, $`q`$, $`d`$, $`\alpha `$, $`\rho _{}`$, $`F_s`$, and $`F_b`$. Here $`t_0`$ is the time of closest approach to the origin of the binary, $`t_\mathrm{E}`$ is the Einstein crossing time, and $`u_0`$ is the angular impact parameter at time $`t_0`$ in units of the angular Einstein radius, $`\theta _\mathrm{E}`$,

$$\theta _\mathrm{E}=\left(\frac{4GMD_{\mathrm{LS}}}{D_\mathrm{L}D_\mathrm{S}c^2}\right)^{1/2},$$
(1)   
$`D_\mathrm{L}`$, $`D_\mathrm{S}`$, and $`D_{\mathrm{LS}}`$ are the observer-lens, observer-source, and lens-source distances, and the mass $`M`$ is the total mass of the binary. Note that $`\theta _\mathrm{E}=\mu t_\mathrm{E}`$, where $`\mu `$ is the proper motion. The three parameters specific to the binary character of the lens are the mass ratio $`q=M_2/M_1`$ of the secondary to the primary ($`0<q1`$), the projected angular binary separation $`d`$ in units of $`\theta _\mathrm{E}`$, and the angle $`\alpha `$ $`(0\alpha <2\pi )`$ between the binary-separation vector ($`M_2`$ to $`M_1`$) and the proper motion of the source relative to the origin of the binary. Our convention is that the center of the binary lies on the right hand side of the moving source, and we adopt the midpoint of the lenses as the origin of the binary. The angular size of the source in units of $`\theta _\mathrm{E}`$ is $`\rho _{}`$, the source flux is $`F_s`$, and $`F_b`$ is the light from any unlensed sources (including the lens) that enters the aperture. If the event is observed from more than one observatory, then two additional parameters are required for each additional observatory to account for the different fluxes and backgrounds registered by different telescopes. One may include more than these basic parameters to account for other higher-order effects, such as limb darkening of the source, orbital motion of the binary, and parallax effects due to the motion of the Earth, but we will ignore these effects in this paper. This means that we will be implicitly assuming that the source can be approximated as uniform.

Using the above parameterization, fitting binary-lens light curves poses a significant challenge for several reasons. First, $`\chi ^2`$ is very sensitive to small changes in most of the parameters, and furthermore responds in a complicated manner. The sheer size of parameter space combined with the sensitivity of $`\chi ^2`$ to subtle changes in the parameters make brute force searches practically impossible. Second, choosing suitable initial guesses for possible solutions is difficult because most of the parameters have no direct relationship to observable features in the light curve. Thus, even if one finds a trial solution, it is difficult to be sure that all possible solutions have been found. Finally, the magnification of a binary lens is nonanalytic. While this poses no significant challenge for calculating light curves for events that can be approximated as having a point source, such as binary-lens events with no caustic crossings, finite-source caustic crossing light curves are notoriously difficult to calculate. Although many efficient and robust methods have been proposed to do this (Kayser & Schramm 1988; Gould & Gaucherel 1997; Wambsganss 1997; Dominik 1998), they are invariably time consuming. This is a serious detriment to fitting a light curve because of the large number of models that must be calculated.

Mao & Di Stefano (1995) attacked the problem of fitting binary-lens light curves by developing a densely-sampled library of point-source binary microlensing events, each of which is characterized by catalogued “features” such as the number of maxima, heights of peaks, time between peaks, etc. They can then examine individual events, characterize their “features,” and search their library for events that are consistent with these features. This alleviates many of the problems discussed above, as it reduces the search to a relatively few regions of parameter space. Mao & Di Stefano (1995) report that their method is robust for caustic crossing events since these have well defined features. However, this method does have some shortcomings that make it difficult to apply to well-sampled caustic-crossing binary-lens events. First, the method relies on the approximate magnification of the observed peaks to reduce the possible space of solutions. However, the magnification of the observed peaks depends on the baseline magnitude, which can be unknown or poorly determined. Furthermore, even if the baseline is exactly measured, the magnification is not a direct observable, as it depends not only on the binary model and trajectory, but also on the amount of blended light, $`F_b`$. Finally, the peak magnification also depends on the unknown size of the source $`\rho _{}`$. While it may be possible to extend the method of Mao & Di Stefano (1995) to take into account these difficulties, the search space would increase by two dimensions and thus the efficiency would decrease. Di Stefano & Perna (1997) suggested that binary lenses could be fitted by decomposing the observed light curve into a linear combination of basis functions. The coefficients of these functions could then be compared to those fitted to a library of events in order to isolate viable regions of parameter space. This is essentially the same method as Mao & Di Stefano (1995), except that, rather than use gross features to identify similar light curves, one uses the coefficients of the polynomial expansion, which is more quantitative and presumably more robust. However, this method has the same shortcomings as that of Mao & Di Stefano (1995) for the same reasons. Also, the method of Di Stefano & Perna (1997) requires that, before the basis function fitting, one map the observed light curve onto the same temporal interval for which the event library light curves were fitted. This is impossible to do for only partially sampled events, or events where the fraction of blended light is unknown.

Here we propose an althernate method to systematically search for solutions in the specific case of a binary lens with one well-sampled caustic crossing. Initially, binary-lens events were monitored only by the primary search groups and so were observed only once or twice per night. Since caustic crossings generally take less than one day, this implied that the crossings were not well sampled. For example, the first binary-lens event with caustic crossings, OGLE-7, was observed by OGLE only once near the first caustic and not at all near the second (Udalski et al. 1994), although MACHO did serendipitously observe one point on the second crossing of this event thereby resolving the source (Mao et al. 1994). Dominik (1999a) showed that a large variety of binary-lens parameters are consistent with the photometric data for this event as well as for another caustic-crossing binary, DUO-2.

However, at present the three primary search groups, OGLE, MACHO, and EROS, all have alert systems by which they can recognize microlensing events in real time. Three other groups, GMAN (Alcock et al. 1997b), PLANET, and MPS then monitor these alerted events much more frequently. Once a source crosses the first caustic, it is possible to predict the second crossing at least a day in advance on the basis of these frequent follow-up observations by observing the rise to the crossing (although it is not possible to predict the second caustic crossing from observations of the first alone, as we demonstrate in § 4.2). The second caustic crossing can then be observed very intensively. Indeed, one caustic crossing was even observed spectroscopically by making use of target-of-opportunity time (Lennon et al. 1996). Thus, well-sampled caustic crossings should become more common in the future.

We present our method for searching for binary-lens solutions in § 2. In § 3 and § 4, we illustrate the method using PLANET data for MACHO 98-SMC-1. We show that a broad range of parameter combinations are consistent with the PLANET data. In § 5, we therefore examine what sort of data are required to break these degeneracies.

We emphasize that our treatment of MACHO 98-SMC-1 is not intended to be definitive, but merely illustrative. A thorough investigation of this event will be made by Afonso et al. (1999) by combining data from all five groups.

## 2 The Method

We assume that the binary-lens light curve can be decomposed into two parts. The first part characterizes the caustic crossing itself, and is described by a five-parameter semi-analytic function. The five parameters are not directly related to any of the traditional parameters, but are more directly related to observables, so that $`\chi ^2`$ is less sensitive to small changes in these parameters. Furthermore, the function is semi-analytic, and thus very simple and quick to compute. We fit the data near the caustic crossing to this function. Four of the five parameters extracted from the fit, along with a measurement of the baseline, are then used to constrain the search of parameter space. We then search for fits to the non-caustic crossing light-curve data in this restricted space. We calculate the magnification of these images from the full binary-lens equation with the standard parameters. Since the magnification arising from the diverging images associated with the caustic is not being considered, $`\chi ^2`$ behaves much more sensibly. Furthermore, no finite-source effects need be considered when fitting to the non-caustic crossing data, greatly improving the computational efficiency of the search. The end result of this search is a complete set of trial solutions. We then perform refined searches begining with these trial solutions, incorporating all the data, and using a variant of the method just described.

In the next section, we describe in detail the method of fitting and extracting parameters from the five-parameter function that describes generic caustic crossings. The section following then describes how the parameters extracted from the caustic-crossing fit can be used to constrain the search for the global fit to the remaining data, and an effective method for performing this search. Figure 1 is a flow chart which illustrates the relations among the various steps of the method.

### 2.1 Parameterized Fit to the Caustic Crossing Data

Imagine a point at the center of a source as it crosses a caustic. While inside the caustic, the point source has five images. As it crosses the caustic, the magnifications of two of these images diverge toward a square-root singularity, until the images suddenly disappear. If we neglect any changes of the lens properties in the neighborhood of the caustic crossing, then the magnification of these two divergent images can be written (e.g. Schneider & Weiß1986a),

$$A_{\mathrm{div}}^0(𝐮)=\left(\frac{\mathrm{\Delta }u_{}}{u_r}\right)^{1/2}\mathrm{\Theta }(\mathrm{\Delta }u_{}),$$
(2)   
where

$$\mathrm{\Delta }u_{}\mathrm{\Delta }𝐮𝐧_{\mathrm{cc}},\mathrm{\Delta }𝐮𝐮𝐮_{\mathrm{cc}},$$
(3)   
$`𝐮_{\mathrm{cc}}`$ is the position of the caustic crossing, $`𝐧_{\mathrm{cc}}`$ is the unit vector at $`𝐮_{\mathrm{cc}}`$ pointing inward normal to the caustic, $`\mathrm{\Theta }`$ is a step function, and $`u_r`$ is the characteristic rise length of the caustic. The other three images are unaffected by the caustic crossing, so their total magnification can be Taylor expanded,

$$A_{\mathrm{non}\mathrm{div}}^0(𝐮)=A_{\mathrm{cc}}+𝐙\mathrm{\Delta }𝐮,$$
(4)   
where $`A_{\mathrm{cc}}`$ is the magnification of the three images at the caustic crossing, and $`𝐙`$ is the gradient of the magnification with respect to $`𝐮`$. Hence the full magnification in the neighborhood of the caustic crossing can be approximated as,

$$A^0(𝐮)=\left(\frac{\mathrm{\Delta }u_{}}{u_r}\right)^{1/2}\mathrm{\Theta }(\mathrm{\Delta }u_{})+A_{\mathrm{cc}}+𝐙\mathrm{\Delta }𝐮.$$
(5)   
For an extended source of angular radius $`\theta _{}\rho _{}\theta _\mathrm{E}`$, the magnification is given by the convolution of $`A^0`$ with the source surface brightness profile, which yields (e.g. Schneider et al. 1992, p. 215f),

$$A(𝐮)=\left(\frac{u_r}{\rho _{}}\right)^{1/2}G\left(\frac{\mathrm{\Delta }u_{}}{\rho _{}}\right)+A_{\mathrm{cc}}+𝐙\mathrm{\Delta }𝐮.$$
(6)   
Note that $`\mathrm{\Delta }u_{}`$ is positive and the argument of $`G`$ is negative when $`𝐮`$ is inside the caustic.

Here $`G`$ is a characteristic profile function which depends only on the shape of the stellar profile, and not on the size of the source. That is, the source size affects the width of the caustic crossing only through the argument $`\mathrm{\Delta }u_{}/\rho _{}`$ of $`G`$ and the magnification only through the factor $`\rho _{}^{1/2}`$. For uniform surface brightness, the profile function $`G`$ reads (Schneider & Weiß1986b),

$$G_0(\eta )\frac{2}{\pi }_{\mathrm{max}(\eta ,1)}^1\left(\frac{1x^2}{x\eta }\right)^{1/2}𝑑x\mathrm{\Theta }(1\eta ),$$
(7)   
which can be expressed in terms of elliptical integrals. The case of limb-darkened profiles has been discussed by Schneider & Wagoner (1987). Consider an extended source moving over the caustic with proper motion $`\mu =\theta _E/t_E`$, at an angle $`\varphi `$ relative to the caustic. The time required for the radius to cross the caustic is

$$\mathrm{\Delta }t=\frac{\theta _{}}{\mu \mathrm{sin}\varphi }=\rho _{}t_\mathrm{E}\mathrm{csc}\varphi .$$
(8)   
Note that the width of the caustic crossing $`\mathrm{\Delta }t`$ can be measured from the caustic-crossing data alone, while the three quantities whose product forms $`\mathrm{\Delta }t`$ ($`\rho _{}`$, $`t_\mathrm{E}`$, and $`\mathrm{csc}\varphi `$) can only be determined from an analysis of the complete light curve (see § 2.3). The angular separation (normalized to $`\theta _\mathrm{E}`$) of the source from the caustic crossing as a function of time is,

$$\mathrm{\Delta }𝐮=\frac{\mu \mu (tt_{\mathrm{cc}})}{\theta _\mathrm{E}},$$
(9)   
where $`\mu \mu `$ is the vector proper motion, and $`t_{\mathrm{cc}}`$ is the time of the caustic crossing. This implies,

$$\mathrm{\Delta }u_{}=\frac{\mu (tt_{\mathrm{cc}})\mathrm{sin}\varphi }{\theta _E}=\frac{tt_{\mathrm{cc}}}{t_\mathrm{E}}\mathrm{sin}\varphi .$$
(10)   
Hence the magnification as a function of time is given by,

$$A(t)=\left(\frac{t_\mathrm{r}}{\mathrm{\Delta }t}\right)^{1/2}G_0\left(\frac{tt_{\mathrm{cc}}}{\mathrm{\Delta }t}\right)+A_{\mathrm{cc}}+\omega (tt_{\mathrm{cc}}),$$
(11)   
where

$$t_r=u_rt_\mathrm{E}\mathrm{csc}\varphi ,$$
(12)   
is the characteristic rise time of the caustic crossing, and $`\omega \mu \mu 𝐙/\theta _\mathrm{E}`$.

If the flux of the source star is $`F_\mathrm{s}`$ and the flux of the blend is $`F_\mathrm{b}`$, the total flux is given by

$$F(t)=F_sA(t)+F_b=Q^{1/2}G_0\left(\frac{tt_{\mathrm{cc}}}{\mathrm{\Delta }t}\right)(\mathrm{\Delta }t)^{1/2}+F_{\mathrm{cc}}+\stackrel{~}{\omega }(tt_{\mathrm{cc}}),$$
(13)   
where $`Q=F_s^2t_r`$, $`F_{\mathrm{cc}}=F_sA_{\mathrm{cc}}+F_b`$, and $`\stackrel{~}{\omega }=F_s\omega `$. Thus, a caustic crossing can be fit to a five-parameter function of the form of equation (13), the parameters being $`Q,t_{\mathrm{cc}},F_{\mathrm{cc}},\mathrm{\Delta }t`$, and $`\stackrel{~}{\omega }`$. Below, we will use the three parameters $`Q`$, $`t_{\mathrm{cc}}`$, and $`F_{cc}`$ to constrain the search for fits to the non-caustic-crossing points on the light curve. The caustic-crossing time scale $`\mathrm{\Delta }t`$ summarizes information about the caustic crossing only, and does not affect the remainder of the light curve or its analysis. The slope $`\stackrel{~}{\omega }`$ was introduced only to allow a more accurate estimate of $`F_{cc}`$ and will be of no further interest.

It is also possible to parameterize the total flux by,

$$F(t)=F_{\mathrm{cc}}\left[\left(\frac{t_{\mathrm{r},\mathrm{eff}}}{\mathrm{\Delta }t}\right)^{1/2}G\left(\frac{tt_{\mathrm{cc}}}{\mathrm{\Delta }t}\right)+1+\omega _{\mathrm{eff}}(tt_{\mathrm{cc}})\right],$$
(14)   
where

$$t_{\mathrm{r},\mathrm{eff}}=\left(\frac{F_\mathrm{s}}{F_{\mathrm{cc}}}\right)^2t_\mathrm{r}=\frac{Q}{F_{\mathrm{cc}}^2},$$
(15)   
is an “effective” rise time, and $`\omega _{\mathrm{eff}}=\omega /F_{\mathrm{cc}}`$. This parameterization seems to be more appealing, as it replaces the unintuitive parameter $`Q`$ with $`t_{\mathrm{r},\mathrm{eff}}`$, the effective rise time of the caustic crossing. Unfortunately, in this parameterization, $`F_{\mathrm{cc}}`$ and $`t_{\mathrm{r},\mathrm{eff}}`$ are very highly correlated: we find below for a specific example that the fractional error in $`t_{\mathrm{r},\mathrm{eff}}`$ is about 7 times larger than the fractional error in $`Q`$ which makes $`t_{\mathrm{r},\mathrm{eff}}`$ substantially less suitable for numerical calculations. We will therefore use the parameterization in equation (13).

Note that in the neighborhood of the end of the caustic crossing,

$$G_0(\eta )2^{1/2}(1\eta )\mathrm{\Theta }(1\eta ),$$
(16)   
and thus an abrupt change of slope occurs at $`\eta =1`$. Hence, while for most points on the light curve it is appropriate to use simply the midpoint of the exposure for the time, this approximation breaks down when the time between the midpoint of the exposure and the end of the caustic crossing ($`\eta 1`$), $`\delta t=t\mathrm{\Delta }tt_{\mathrm{cc}}`$, is less than half the exposure time, $`t_{\mathrm{exp}}`$, i.e. $`|\delta t|<t_{\mathrm{exp}}/2`$. For this case we integrate equation (16) over the exposure time and find,

$$G_0\left(\frac{tt_{\mathrm{cc}}}{\mathrm{\Delta }t}\right)2^{1/2}\frac{(\delta tt_{\mathrm{exp}}/2)^2}{t_{\mathrm{exp}}\mathrm{\Delta }t},\left(|\delta t|<\frac{t_{\mathrm{exp}}}{2}\right).$$
(17)   
### 2.2 Relations Between Parameterizations

As shown in the previous subsection, the caustic-crossing fit yields the four parameters $`Q`$, $`t_{\mathrm{cc}},\mathrm{\Delta }t`$, and $`F_{\mathrm{cc}}`$. Three of the remaining parameters are the same as in the conventional parameterization: the Einstein time scale, $`t_\mathrm{E}`$, the normalized projected separation between the lenses, $`d`$, and the mass ratio, $`q`$. The eighth parameter is the baseline flux $`F_{\mathrm{base}}`$ which is often, but not always, well measured. For the final parameter, we adopt the path length $`\mathrm{}`$ along the caustic curve(s) for the configuration ($`d,q`$). This is a logical choice, since we know that the light curve contains a caustic crossing, and the trajectory must therefore cross a caustic at some value of $`\mathrm{}`$. Below we show how the local properties of the binary-lens at $`\mathrm{}`$ can be used to relate our non-standard parameters to the more familiar parameters. In our parameterization, the binary-lens event is described by the 9 parameters $`(Q,t_{cc},\mathrm{\Delta }t,F_{cc},d,q,\mathrm{},t_\mathrm{E},F_{\mathrm{base}})`$ rather than by the 9 “standard” parameters $`(t_E,t_0,u_0,d,q,\alpha ,\rho _{},F_s,F_b)`$. In order to use the caustic crossing parameters $`(Q,t_{cc},F_{cc})`$ to constrain the fit to the non-caustic crossing data, we must know the relation between the two parameter sets. This is trivial for $`t_\mathrm{E},d`$, and $`q`$. Given a binary configuration ($`d,q`$), one can determine at each $`\mathrm{}`$ the following five local properties of the binary lens. The first two are simply the x and y positions of the caustics at $`\mathrm{}`$, $`u_{\mathrm{cc},\mathrm{x}}(\mathrm{})`$ and $`u_{\mathrm{cc},\mathrm{y}}(\mathrm{})`$ with respect to the standard coordinate system (i.e. the origin located at the midpoint of the binary and the x-axis coincident with the binary axis). These values can be determined using the algorithm of Witt (1990). The third property is the angle of the caustic with respect to the binary axis at $`\mathrm{}`$, $`\gamma (\mathrm{})`$, which can be found by the same algorithm and by fitting a line to positions offset by $`\delta \mathrm{}`$ from $`\mathrm{}`$. The last two properties must be calculated by solving the full binary-lens equation. The near-caustic magnification $`A_{\mathrm{cc}}`$ is the sum of the magnifications of the three non-diverging images at the position of the caustic. The caustic divergence, $`u_r`$, is defined by equation (2) and can be determined by fitting an inverse square-root function to the sum of the magnifications of the two diverging images in the neighborhood of $`\mathrm{}`$. Note that all five quantities are functions of $`(\mathrm{},d,q)`$. Using these quantities, the relations between the standard parameters and those used in this paper are simple to determine and are given in Table 1. Figure 2 shows the relation between the two sets of parameters graphically for the parameters that do not involve the finite-size of the source. Figure 3 shows a detailed view of the finite source crossing the caustic. Note that several of the quantities shown in Figure 3 are not discussed in the text until equation (28) in § 4.1, below.

### 2.3 Fitting Non-Caustic-Crossing Data: Idealized Case

We now use our parameterization and the results of the fit to the caustic-crossing data to find corresponding binary-lens configurations that contain the observed caustic crossing. For illustrative purposes, let us initially assume that both the baseline flux of the event, $`F_{\mathrm{base}}`$, and the three caustic-crossing parameters $`Q`$, $`F_{\mathrm{cc}}`$, and $`t_{\mathrm{cc}}`$ have been measured with high precision. (Recall that the fourth caustic-crossing parameter, $`\mathrm{\Delta }t`$, is not used in the analysis of the non-caustic-crossing data.) The search for solutions would then be reduced to a four-dimensional space and could be conducted as follows. First, one begins with a binary configuration $`(d,q)`$, varying the parameter $`\mathrm{}`$ over the total length of the caustic. At each $`\mathrm{}`$ in geometry $`(d,q)`$, one has two equations relating the source and background fluxes: $`F_{\mathrm{base}}=F_s+F_b`$ and $`F_{\mathrm{cc}}=F_sA_{\mathrm{cc}}+F_b`$. Thus,

$$F_s=\frac{F_{\mathrm{cc}}F_{\mathrm{base}}}{A_{\mathrm{cc}}1}.$$
(18)   
If $`F_s>F_{\mathrm{base}}`$ (i.e., $`A_{\mathrm{cc}}<F_{\mathrm{cc}}/F_{\mathrm{base}}`$), then there would be negative background flux. Hence any position $`\mathrm{}`$ yileding $`F_s>F_{\mathrm{base}}`$ does not correspond to a physical solution, and one can move on to the next value of $`\mathrm{}`$. At each physical $`\mathrm{}`$, $`t_\mathrm{E}`$ is varied and for each $`t_\mathrm{E}`$, the angle $`\varphi `$ at which the source crosses the caustic is determined using equation (12) and the definition $`QF_s^2t_r`$,

$$\mathrm{sin}\varphi =\frac{u_rt_\mathrm{E}F_s^2}{Q},.$$
(19)   
Of course, $`\varphi `$ must satisfy $`\mathrm{sin}\varphi 1`$, which means that only values of $`t_\mathrm{E}`$ in the range

$$t_\mathrm{E}\frac{Q}{u_rF_s^2},$$
(20)   
need to be searched. Note that $`\varphi `$ is restricted to lie in the range $`0\varphi \pi `$, and the orientation of $`\gamma `$ is set to enforce the relation in Table 1: $`\alpha =\varphi +\gamma `$. At this point all of the standard parameters needed to evaluate the magnifications at all the times of the observations have been determined. Since $`F_s`$ and $`F_b(=F_{\mathrm{base}}F_s)`$ are completely determined for this geometry, these magnifications can be used to predict the flux, $`F(t)=F_sA(t)+F_b`$, and these predictions can be compared to the data using $`\chi ^2`$. However, before doing the calculation for the entire (non-caustic-crossing) light curve, the following checks should be done. From inspection of the light curve, it is often clear which measurements are inside the caustic and which are outside the caustic. One could then evaluate the number of images at the most restrictive of these measurements (i.e., the last measurement before the first crossing and the first measurement after this crossing), and determine whether the model is consistent with these observational constraints. If it is not, no further evaluation need be done and one can continue to the next parameter combination. Thus one can calculate $`\chi ^2`$ for each combination $`(d,q,t_\mathrm{E},\mathrm{})`$ and find the best fit (or fits) to the data. The search is over a four-dimensional space, but under restricted circumstances.

### 2.4 Non-Caustic-Crossing Data: Realistic Case

In practice, $`Q`$, $`F_{\mathrm{cc}}`$, and $`F_{\mathrm{base}}`$ are not known with infinite precision, and so one must take account of the uncertainties in these parameters. For well-sampled caustic crossings, the time of caustic crossing $`t_{\mathrm{cc}}`$ is measured to much higher precision than is required, so for this purpose we assume that it is known perfectly. The parameter $`\mathrm{\Delta }t`$ has no effect on the non-caustic-crossing data, so uncertainties in this parameter are unimportant. The uncertainties in $`Q`$, $`F_{\mathrm{cc}}`$, and $`F_{\mathrm{base}}`$ introduce two major changes into the above procedure. First, one must consider a range of $`\mathrm{sin}\varphi `$ at each parameter combination $`(d,q,\mathrm{},t_\mathrm{E})`$ rather than a single value. That is, there is a fifth dimension to the search, albeit over a truncated domain. Second, once a parameter combination $`(d,q,\mathrm{},t_\mathrm{E})`$ is chosen, and the range in $`\varphi `$ to be explored is determined, one must fit for the two flux parameters $`F_s`$ and $`F_b`$ since these are no longer determined with infinite precision. This appears to add two dimensions to the search, but in fact this is a linear fit and can be computed much more quickly than the other steps required for each combination $`(d,q,\mathrm{},t_\mathrm{E},\varphi )`$ (see also Rhie et al. 1999). Thus, the search is effectively increased to 4.5 dimensions. Good constraints on the time of the first caustic crossing, restrict the search further as discussed following equation (20).

We now consider the realistic case more closely. Since $`F_{\mathrm{cc}}`$ and $`F_{\mathrm{base}}`$ have uncertainties, so will $`F_s`$ through equation (18). Then, the uncertainties in $`F_s`$ and $`Q`$ will propagate to the estimate of $`\mathrm{sin}\varphi `$ through equation (19). Since $`Q`$ and $`F_{\mathrm{cc}}`$ are highly anti-correlated, the error in $`\mathrm{sin}\varphi F_s^2/Q`$ will be higher than given by naive error propagation. One then needs to explore a range for $`\mathrm{sin}\varphi `$ (say 2 or 3 $`\sigma `$) rather than the single value derived in the previous section.

Usually, the uncertainty in $`F_{\mathrm{base}}`$ will lie at one of two extremes. Either the baseline is very well known from many observations before or after the event, or it is very poorly known because the event is not yet over. In the latter case, there will of course be baseline measurements made using the telescope from which the event was discovered, but these may not be generally available. Even if they are, they will usually be in a different filter with different seeing conditions and so not directly useful for establishing a baseline for the observations of the caustic crossing (but see § 5.3). In the first case, the error in $`F_s`$ is simply $`(A_{\mathrm{cc}}1)^1`$ times the error in $`F_{\mathrm{cc}}`$. In the second case, one has only an upper limit, $`F_{\mathrm{base}}<F_{\mathrm{lim}}`$. This leads to range of allowed values for $`F_s`$,

$$\frac{F_{\mathrm{cc}}F_{\mathrm{lim}}}{A_{\mathrm{cc}}1}F_s\frac{F_{\mathrm{cc}}}{A_{\mathrm{cc}}},$$
(21)   
with the second relation coming from $`A_{\mathrm{cc}}F_s=F_{\mathrm{cc}}F_bF_{\mathrm{cc}}`$. This range must then be expanded to allow for errors in $`F_{\mathrm{cc}}`$ before being combined with equation (19) and its associated uncertainties in $`Q`$.

Once the four trial parameters $`(d,q,\mathrm{},t_\mathrm{E})`$ are chosen, the allowed range in $`\varphi `$ can be determined. The standard parameters $`t_0,u_0`$, and $`\alpha `$, which completely specifying the trajectory can be found from the relations in Table 1, and using $`d`$, $`q`$, and $`t_\mathrm{E}`$, the magnification can be determined as a function of time. The best fit for the remaining two parameters needed for the non-crossing data, $`F_s`$ and $`F_b`$, can be determined by linear regression. That is, for each non-caustic-crossing observation (to be defined more precisely below) at time $`t_i`$, one predicts the flux,

$$F_{\mathrm{pred},i}=A^0(t_i)F_s+F_b,$$
(22)   
and then forms $`\chi ^2=_i(F_{\mathrm{pred},i}F_{\mathrm{obs},i})^2/\sigma _i^2`$, where $`F_{\mathrm{obs},i}`$ is the observed flux, and $`\sigma _i`$ is the error of the observation at $`t_i`$. This does not yet take into account the information about $`F_s`$ and $`F_b`$ contained in the caustic-crossing data. To include this information, we simply invert equation (19) and note that in the present context, $`\varphi `$ and $`t_\mathrm{E}`$ should both be regarded as constants. That is, $`F_s=[Q\mathrm{sin}\varphi /(u_rt_\mathrm{E})]^{1/2}`$ and $`\sigma _{F_s}=\sigma _Q[\mathrm{sin}\varphi /(4Qu_rt_\mathrm{E})]^{1/2}`$, where $`\sigma _Q`$ is the error in $`Q`$ taken from fit to the caustic-crossing data. Hence, $`\chi ^2`$ is given by,

$$\chi ^2=\underset{i}{}\frac{(A^0(t_i)F_s+F_bF_{\mathrm{obs},i})^2}{\sigma _i^2}+4\frac{[(Qu_rt_\mathrm{E}\mathrm{csc}\varphi )^{1/2}F_sQ]^2}{\sigma _Q^2},$$
(23)   
which can be solved for $`F_s`$ and $`F_b`$ by standard linear techniques.

Clearly all the points that were not used in the caustic-crossing fit can be incorporated into equation (23). In addition, one might also wish to use the points outside the caustic which were included in the caustic-crossing fit in order to determine $`F_{\mathrm{cc}}`$ and the slope $`\stackrel{~}{\omega }`$. Since $`F_{\mathrm{cc}}`$ does not directly enter equation (23), this may appear to be permissible. Actually, since $`F_{\mathrm{cc}}`$ is highly correlated with $`Q`$, inclusion of these points is not strictly permitted. Nevertheless, we advocate including them (and thus slightly overcounting the information they contain) because the method is being used to find allowed regions of parameter space, not to determine the errors of the best fit.

## 3 A Worked Example: PLANET data for MACHO 98-SMC-01

To illustrate how the method works, we apply it to the PLANET data for MACHO 98-SMC-1. These data differ from those analyzed by Albrow et al. (1999a) in two ways: the SAAO data have been re-reduced using a better template, and a few late times points that became available only later have been added. In addition, we now report the Heliocentric Julian Date (HJD) rather than Julian Date (JD) and uniformly report the midpoints of the exposures, rather than their beginnings as was previously done for some of the observatories. We choose this example because it has a well-covered caustic and the data are publically available (http://www.astro.rug.nl/$``$planet).

### 3.1 Choosing the Data Set for the Caustic-Crossing Fit

The first step is to fit the caustic crossing, and to do this we must choose which data points should be used for the fit. The entire data set is shown in Figure 4. Data within 1.5 days of the caustic crossing (HJD-2450000.0$`=982.6\pm 1.5`$) are shown as individual points while the rest are shown as daily averages. Figure 5 shows the immediate neighborhood of the crossing in more detail.

What should be the first point included in the caustic-crossing fit? When the source is too close to the caustic, it cannot be approximated as a point source, and so cannot be included in the non-caustic-crossing fit. Hence, these observations should be included in the caustic-crossing fit. This condition can be understood precisely because, from equation (7), $`G_0(\eta )`$ can be expanded in the limit $`\eta 1`$,

$$G_0(\eta )=(\eta )^{1/2}\left(1+\frac{3}{32}\eta ^2+\mathrm{}\right),(\eta <1).$$
(24)   
Hence, for typical daily-averaged photometry errors of $`1\%`$, this cut off should be about 3 source-radius crossing times before the time of the caustic crossing, i.e., at $`t=t_{\mathrm{cc}}3\mathrm{\Delta }t`$ where the fractional effect of the finite source is $`(3/32)\eta ^21\%`$. For well sampled crossings, one can estimate $`\mathrm{\Delta }t`$ and $`t_{\mathrm{cc}}`$ by eye, and use these estimates to determine which data should be included. As we show below, for this data set $`\mathrm{\Delta }t0.18`$ days, and $`t_{\mathrm{cc}}982.62`$ days, so data after $`t982.08`$ should be included. Another important consideration is that the magnifications too far before the crossing will not be well approximated by equation (7), primarily because the two divergent images will not be well approximated by equation (2). If the time that the source spends inside the caustic is not long compared to $`\mathrm{\Delta }t`$, then this condition cannot be satisfied simultaneously with the previous one, and the method breaks down. This might happen either because the caustic is very small (e.g., a planetary caustic) or because the crossing is close to a cusp. Other methods must then be used (e.g., Gaudi & Gould 1997; Albrow et al. 1999b). From Figure 4, however, the ratio of these two times is at least 50 in the present case, so this is not a major concern.

What should be the last point included? Sufficient data after the crossing are required to establish the slope $`\stackrel{~}{\omega }`$ well enough to extrapolate back “under” the high magnification peak ($`t_{\mathrm{cc}}\pm \mathrm{\Delta }t`$) and so establish the value of $`F_{\mathrm{cc}}`$. In the present case, the three Yale points near 982.8 days are too close to the end of the caustic crossing for this purpose. The next set of points are the SAAO data near 983.6 days. Fortunately, the cusp-approach “bump” centered near 988 days is sufficiently far from these SAAO observations that they can be used. In general, one might not be so lucky, and the choice of a final cut off for data to be included in the caustic-crossing fit should be made carefully.

Altogether, there are 74 data points in caustic crossing region, 71 from SAAO and 3 from Yale. Since these data come from two different telescopes, they could in principle have different values of $`F_s`$ and $`F_b`$. Since the caustic crossing itself does not possess sufficient information to determine the relative values of $`F_s`$ and $`F_b`$, either external information must be applied or data from one of the observatories must be ignored. The latter choice would be tolerable in the present case because there are only 3 Yale points and, as we will show, these reduce the error bars of the caustic-crossing parameters by only about 20%. In general, however, fitting the crossing may depend critically on data from several observatories. Even in the present case, using all the data would be preferable. To do so, we first make an initial educated guess as to the relative values, namely that $`F_s`$ and $`F_b`$ are both the same for the two observatories. (In the present case, $`F_s`$ is known a priori to be the same because the two observatories use similar filters and the photometric measurements are made relative to the same reference stars. However, the two $`F_b`$ could be different because the reductions are not carried out with the same template, and so different amounts of background light could enter the photometric apertures.) We then search for solutions using the non-caustic-crossing data. We find that all viable solutions have $`F_b^{\mathrm{SAAO}}F_b^{\mathrm{Yale}}+0.039F_{20}`$ where $`F_{20}`$ is the flux from an $`I=20`$ star. The scatter $`(0.04F_{20})`$ in these determinations is smaller than the $`0.08F_{20}`$ combined error for the three Yale measurements, so we simply employ the offset without incorporating an additional uncertainty.

### 3.2 Caustic-Crossing Parameters

We find fit parameters,

$$Q=(15.73\pm 0.35)F_{20}^2\mathrm{day},t_{\mathrm{cc}}=(982.62439\pm 0.00087)\mathrm{day},\mathrm{\Delta }t=(0.1760\pm 0.0015)\mathrm{day},$$
(25)   
$$F_{\mathrm{cc}}=(1.378\pm 0.096)F_{20}\stackrel{~}{\omega }=(0.02\pm 0.10)F_{20}\mathrm{day}^1,$$
(26)   
with a matrix of coefficients of local correlation

$$\left(\begin{array}{ccccc}1.00& 0.45& 0.64& 0.97& 0.91\\ 0.45& 1.00& 0.76& 0.39& 0.32\\ 0.64& 0.76& 1.00& 0.57& 0.52\\ 0.97& 0.39& 0.57& 1.00& 0.93\\ 0.91& 0.32& 0.52& 0.93& 1.00\end{array}\right),$$
(27)   
where the order of the rows and columns corresponds to the order of the parameters in equations (25) and (26). The effective rise time of the caustic crossing is $`t_{\mathrm{r},\mathrm{eff}}=(8.28\pm 1.34)\mathrm{day}`$. Note that the midpoint of the first Yale data point occurs 4 minutes before the best-fit time for the end of the crossing. Since the exposure time was $`t_{\mathrm{exp}}=20`$min, we use equation (17) for this point.

For completeness, we note that if we ignore the Yale data, we obtain $`Q=(15.73\pm 0.41)F_{20}^2\mathrm{day}`$, $`t_{\mathrm{cc}}=(982.62444\pm 0.00096)\mathrm{day}`$, $`\mathrm{\Delta }t=(0.1761\pm 0.0017)\mathrm{day}`$, $`F_{\mathrm{cc}}=(1.379\pm 0.115)F_{20}`$, and $`\stackrel{~}{\omega }=(0.02\pm 0.12)F_{20}\mathrm{day}^1`$.

Figure 5 shows the best-fit curve to the caustic crossing. It has $`\chi ^2=113`$ for 69 degrees of freedom. We therefore estimate that the formal DoPHOT errors should be multiplied by $`(113/69)^{1/2}=1.28`$, and we use these higher errors in all subsequent work. This ratio between formal errors and true uncertainties is typical of DoPHOT reduced PLANET data (Albrow et al. 1998).

We note in passing that the end of caustic crossing occurred at $`t=t_{\mathrm{cc}}+\mathrm{\Delta }t=982.8004\pm 0.0028`$. This may be compared to the values obtained by EROS from their detailed observations of the end of the caustic crossing, $`982.7987\pm 0.0012`$ and $`982.7997\pm 0.0021`$ for their blue and red filters respectively (Afonso et al. 1998), where we have converted the EROS numbers from JD to HJD.

### 3.3 Grid of Lens Parameters

In principle, the lens could have any geometry $`(d,q)`$, with $`0<d<\mathrm{}`$ and $`0<q1`$. We must therefore choose a grid of geometries that adequately samples this space. We initially choose arrays of values $`q=0.005`$, 0.01, 0.03, 0.05, 0.1, 0.3, 0.5, 0.75, 1.0 and $`d=0.3`$, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0, 1.2, 1.4, 1.7, 2.0, 2.5, 3.0, 3.5, 4.0, 4.5. We will see in § 4 that this is adequate. For the Einstein crossing times, we choose a range $`20\mathrm{day}t_\mathrm{E}200\mathrm{day}`$. Our observations display significant structure for at least 25 days beginning at about the minimum of the caustic region, so it is very unlikely that the event could be shorter than 20 days. In fact the event could be longer than 200 days if it were heavily blended, in which case only the inner, highly-magnified portions of the Einstein ring would give rise to significant structure. In this case, we would find that for each geometry near the geometry characterizing the actual event, the lowest $`\chi ^2`$ fit would have durations at or near our upper limit of $`t_\mathrm{E}=200`$days.

For each geometry, we first create a very densely-sampled representation of the caustic using the algorithm of Witt (1990), which is unevenly sampled with much wider spacing near the cusps than between them. We then resample each of the 1 to 3 closed caustic curves with about 800 roughly equally spaced points, $`\mathrm{}_i`$. At each point we evaluate $`A_{\mathrm{cc}}(\mathrm{}_i)`$ directly on the caustic and $`u_r(\mathrm{}_i)`$ by sampling the magnification at distances $`\mathrm{\Delta }u_{}=0.0001,0.00004,0.00002,`$ and $`0.00001`$ and applying equation (2). This procedure of course fails in the neighborhood of the cusps, but since the largest trial value of $`\mathrm{\Delta }u_{}`$ is more than 10 times smaller than the source, any caustic position where the procedure fails is not a viable candidate for a fold caustic crossing in any case.

The event was not yet at baseline at the last data point. We therefore can estimate only an upper limit $`F_{\mathrm{lim}}>F_{\mathrm{base}}`$ for the baseline flux. We choose $`F_{\mathrm{lim}}=0.55F_{20}`$ based on the upper limit from the last three measurements (see Fig. 4).

We find that stepping through the $`800`$ caustic points $`\mathrm{}_i`$ yields a $`\chi _{\mathrm{min}}^2(\mathrm{}_i)`$ as a function of position $`\mathrm{}_i`$ that is sufficiently well sampled to obtain at least one point with $`\chi _{\mathrm{min}}^2`$ that is within 1 or 2 of the true local minimum.

At each position we sample the range of time scales $`t_\mathrm{E}`$ in increments of 5%. This choice is dictated by the character of the cusp-approach structure seen in Figure 4 with a peak near $`t=988`$ days. The full width at half maximum and the time from the caustic crossing are about equal, approximately 6 days. The 14 daily-averaged measurement errors are typically $`\sigma 4\%`$. Hence a deviation of the trial $`t_\mathrm{E}`$ from the true value by $`\delta 2.5\%`$ would lead to a change in $`\chi ^2`$ of $`14(\sigma /2\delta )^21`$. For each $`t_\mathrm{E}`$, we explore the range of $`\mathrm{sin}\varphi `$ described by equations (19) and (21), and augmented by the $`3\sigma `$ errors for $`Q`$ (eq. 25), stepping in 5% increments. Other choices of increment size could be made. Empirically we find that with our adopted choice of 5% timescale increments, the search can miss a local minimum in $`\chi ^2`$ by $`\mathrm{\Delta }\chi ^210`$. This means that all local minima lying within $`\mathrm{\Delta }\chi ^215`$ of the global minimum must be checked (see § 4).

For each geometry $`(d,q)`$ we record the lowest value of $`\chi ^2`$ and examine the resulting map. We find three very broad areas of $`(d,q)`$ space with very similar values of $`\chi ^2130`$–135. These are roughly described by $`(0.4d0.7)\times (0.3q1)`$, $`(2.5d3.5)\times (0.1q1)`$, and $`(0.6d0.7)\times (0.05q0.1)`$. That is, we appear to have found an extremely broad class of solutions rather than a single unique minimum or even a few well-defined isolated minima.

For several individual $`(d,q)`$ pairs, we also examine the minimum $`\chi ^2`$ as a function of position $`\mathrm{}`$ around the caustics. Typically, we find two distinct minima with comparable $`\chi ^2`$, one with $`\alpha `$ close to 0 (or $`2\pi `$) and the other with $`\alpha \pi `$. These describe second caustic crossings on opposite sides of the caustic region. We therefore conduct two automated searches at each $`(d,q)`$, one with $`\pi /2\alpha <3\pi /2`$ and the other in the complementary region. We remark on the relation between these two solutions at the end of § 4.

## 4 Worked Example II: Refined Search for Minima

In order to investigate this preliminary result further, we search for local minima near the solutions with $`\chi ^2145`$, found at each $`(d,q)`$ encompassing a slightly larger region than the broad apparent plateau discussed at the end of the previous section. We adopt this somewhat looser criterion because, as we discussed above, the initial systematic search could miss the true minimum by $`\mathrm{\Delta }\chi ^210`$.

### 4.1 Basic Approach

Although the standard procedure in such a search would be to allow all parameters to vary simultaneously, we specifically do not follow this usual approach. Instead, we hold $`d`$ and $`q`$ fixed and allow only the remaining parameters to vary. This will permit a test of the hypothesis that there are a set of very broad minima in $`(d,q)`$ space. If the $`\chi ^2`$ minimum at each of these points is essentially the same, then $`d`$ and $`q`$ are indeed highly degenerate. On the other hand, if the minimum $`\chi ^2`$ is found to differ substantially for different fixed $`(d,q)`$, then it would be worthwhile to allow these parameters to vary simultaneously with the others.

For each set of trial parameters, we proceed as follows. For each observation (not binned by day as in the preliminary search), we evaluate the magnification by one of two methods, both semi-analytic. If the source lies entirely outside of the caustics or if its center lies at least 3.5 source radii from a caustic, we simply use the magnification at the source center. Otherwise, we use an approximation for the magnification that is similar in spirit to the approximation used to fit the caustic crossing that we introduced in § 2.1,

$$A(𝐮_p)=yA_3^0(𝐮_p)+A_2^0(𝐮_q)\left(\frac{\mathrm{\Delta }u_{q,}}{\rho _{}}\right)^{1/2}G_0\left(\frac{\mathrm{\Delta }u_{p,}}{\rho _{}}\right),$$
(28)   
where $`𝐮_p`$ is the position in the Einstein ring of the center of the source, $`𝐮_q`$ is another position in the Einstein ring to be described below, $`\mathrm{\Delta }u_{p,}`$ and $`\mathrm{\Delta }u_{q,}`$ are respectively the perpendicular distances from $`𝐮_p`$ and $`𝐮_q`$ to the nearest caustic, $`A_3^0(𝐮_p)`$ is the magnification of the 3 non-divergent images at the position $`𝐮_p`$, $`A_2^0(𝐮_q)`$ is the magnification of the 2 divergent images at the position $`𝐮_q`$, and $`\rho _{}`$ is the source size in units of the Einstein ring. If $`\mathrm{\Delta }u_{p,}>\rho _{}`$, then we assign $`𝐮_q=𝐮_p`$. Otherwise, we take $`𝐮_q`$ to lie along the perpendicular to the caustic through $`𝐮_p`$ and halfway from the caustic to the limb of the star that is inside the caustic. The argument of $`G_0`$ is negative if the center of the source lies inside the caustic and positive if it lies outside.

Note that for the second term in equation (28) to be well defined, the arguement of $`A_2^0`$ must be a point inside the caustic. This is the reason for choosing a $`𝐮_q`$ different from $`𝐮_p`$. If the approximation given by equation (2) (and so eq. 6) were exact, then equation (28) would be valid with any choice of $`𝐮_q`$ inside the caustic. Since equation (2) is not exact, we choose $`𝐮_q`$ at the middle of the part of the source inside the caustic in order to minimize the error.

As we discussed in § 2, this approximation should work well whenever the source is small compared to the distance between caustic crossings and to the distance from a caustic crossing to the nearest cusp. It will not work for small (e.g. planetary) caustics or cusp crossings.

The advantage of this approximation is that it allows one to evaluate the magnifications for the several hundred points on the light curve in less than one second, compared to several minutes required for a numerical integration over the source. This advantage will come into play when we discuss our minimization technique below.

Once the magnifications have been calculated we fit for the flux parameters. Recall that for a single observatory there are two parameters, $`F_s`$ and $`F_b`$. In this example, there are four observatories, Canopus 1m, CTIO 0.9m, SAAO 1m, and Yale 1m, which seems to imply 8 flux parameters. However, since all four observatories use very similar $`I`$ band filters and reduce the images relative to a common set of local standards, we take $`F_s`$ to be the same for all four. In addition, we take the $`F_b`$ for Canopus to be the same as SAAO because there is only one data point (and so no room for another parameter) and because it is a high magnification point so differences in $`F_b`$ are unlikely to be important. The linear fit to the remaining 4 parameters requires very little time to compute (see also Rhie et al. 1999).

Since $`d`$ and $`q`$ are held fixed, and $`F_b`$ and $`F_s`$ are determined by linear regression, there remain 5 parameters to fit. These are normally taken to be $`t_0`$, $`u_0`$, $`t_\mathrm{E}`$, $`\alpha `$, and $`\rho _{}`$. However, as discussed in § 2, the time of the caustic crossing, $`t_{\mathrm{cc}}`$, and the caustic-crossing time, $`\mathrm{\Delta }t`$, are much better determined than either $`t_0`$ or $`\rho _{}`$; we therefore use the former in place of the latter. While both $`t_{\mathrm{cc}}`$ and $`\mathrm{\Delta }t`$ are allowed to vary, both tend to move over very small ranges that are consistent with the results from the caustic-crossing fit in § 3.2. Nevertheless, despite the fact that two parameters are held fixed and two others are relatively well constrained, we find that it is not easy to locate local minima. We suspect that the $`\chi ^2`$ function is quite complicated. Moreover, in order to properly explore parameter space, it is necessary to repeat the minimization procedure for several dozen different $`(d,q)`$ pairs, and this will be multiplied several fold in the next section.

We therefore take advantage of the efficient method of magnification calculation summarized in equation (28), which makes possible a rather cumbersome, but fairly robust, method of minimization. For each parameter $`a_i`$ we establish a grid size, $`\delta _i`$, and for every new set of trial parameters evaluate $`\chi ^2`$ at the 51 positions $`(a_i+ϵ_i\delta _i)`$, where $`ϵ_i=1,0,+1`$ and $`_i|ϵ_i|2`$. At each step, the operator is allowed one of three options: move to the lowest value of the 51 positions, move to (or toward by a specified fraction) the predicted minimum of the best fit quadratic to the $`\chi ^2`$ surface, or adjust the grid size. In practice, the procedure is semi-automated so as not to bother the operator while the routine is making adequate progress.

We find that even with this extensive probing of the neighborhood of the trial solution, the path to lower $`\chi ^2`$ is not always apparent. For example, sometimes none of the 50 probes of parameter space has a lower $`\chi ^2`$ than the central position, even if the grid size is decreased by a factor 2 or 4. We then move toward the best estimate of the minimum that is derived from the quadratic fit and find that this also has higher $`\chi ^2`$. However, starting from this new central position, some of the 50 new probes have substantially lower $`\chi ^2`$. Moreover for the next iterations the path downward is clear, and $`\chi ^2`$ may drop by 2–10 over these next few steps. We do not understand the nature of these “hang-ups.” In principle, it is possible they are due to genuine local minima, but we suspect that the $`\chi ^2`$ surface is just extremely complicated and that the paths toward lower values are narrow and not well probed even by our 50 trial points. Although skepticism is warranted, we believe that the true local minimum is eventually reached, for two reasons. First, as we show in the next section, we find many different solutions with almost exactly the same $`\chi ^2`$. It would be a remarkable coincidence if the search process always stalled at the same value of $`\chi ^2`$. Second, if the first attempt does not approach this minimum, we try several other “paths” and we find that there are no significant improvements after the second or third try. Nevertheless, this experience counsels us to be cautious about the interpretation of apparent minima.

### 4.2 Solutions

We search for refined solutions (see § 4.1) near each of the rough solutions found in § 3 considering only those within $`2.5\sigma `$ (i.e., $`\mathrm{\Delta }\chi ^2<6.25`$) of the minimum value found for the entire grid. We find 41 such solutions including all combinations of $`d=(0.4,0.5,0.6,2.5,3.0,3.5)`$ and $`q=(0.3,0.5,0.75,1.0)`$, plus additional solutions at $`(d,q)=(0.6,0.1)`$, (0.7,0.05), (0.7,0.1), and (0.7,0.3). This appears to be only 28 solutions, but for many $`(d,q)`$ pairs we find two distinct solutions, one at $`\alpha 0`$ (or $`2\pi `$) and the other at $`\alpha \pi `$.

Table 2 shows the 41 solutions. The first seven columns are the parameters $`d,q,\alpha ,u_0,t_\mathrm{E},t_{\mathrm{cc}}`$, and $`\mathrm{\Delta }t`$. The next two are the $`x`$ and $`y`$ components of $`𝐮_{\mathrm{cc}}`$, the point of the caustic crossing. These are shown in order to allow easy transformation into other parameterizations of the geometry. Columns 10 and 11 show $`F_s`$ and $`F_b`$ (from SAAO), and column 12 is their sum, $`F_{\mathrm{base}}=F_s+F_b`$, expressed as a magnitude, $`I_{\mathrm{base}}=202.5\mathrm{log}F_{\mathrm{base}}`$. Column 13 is $`t_{}\mathrm{\Delta }t\mathrm{sin}\varphi `$. Recall that the proper motion is given by $`\mu =\theta _{}/t_{}`$. Finally, column 14 is $`\mathrm{\Delta }\chi ^2`$, defined by,

$$\mathrm{\Delta }\chi ^2\frac{\chi ^2\chi _{\mathrm{min}}^2}{\chi _{\mathrm{min}}^2/\mathrm{dof}},$$
(29)   
where $`\chi _{\mathrm{min}}^2=467.95`$ is the minimum value of $`\chi ^2`$ found in our search at $`(d,q)=(0.5,0.3)`$, and $`\mathrm{dof}=21211=201`$ is the number data points minus the number of parameters. (Note that the fluxes are calibrated to the Cousins system based on comparison to OGLE stars. See Albrow et al. 1999a.) 

The basic result illustrated by Table 2 is that a broad range of parameters are permitted by the data. Two very broad regions in ($`d,q`$) space, one with $`d<1`$ and the other with $`d>1`$ are permitted. Indeed, there is a rough symmetry $`dd^1`$ which was theoretically predicted by Dominik (1999b). There is also a third, smaller region centered at $`(d,q)(0.7,0.1)`$. As expected, $`t_{\mathrm{cc}}`$ and $`\mathrm{\Delta }t`$ lie in an extremely narrow range since they are primarily determined by the caustic structure and not the global parameters. The full solutions for both $`t_{\mathrm{cc}}`$ and $`\mathrm{\Delta }t`$ deviate by about $`0.0015`$ days ($`\mathrm{\hspace{0.17em}2}`$ minutes) from the caustic-crossing solution given in equation (25). This shows that the global parameters do have some influence on the determination of the caustic-crossing parameters, although it is quite small. More striking is the large variation in permitted Einstein crossing timescales $`t_\mathrm{E}`$, from 81 to 227 days. Also of note is the wide variation in allowed values of $`t_{}`$, from 0.70 to 3.42 hours.

Of course, the fact that there are 41 solutions rather than some other number is a result of our specific choice of grid. Since Table 2 shows very little structure in $`\mathrm{\Delta }\chi ^2`$ over broad ranges of $`(d,q)`$ space, we expect that a finer grid would not yield any additional information.

How different are the light curves associated with these various fits? Figures 68 show four representative examples, two from the $`d>1`$ region and two with $`d<1`$. Each figure contains a curve for $`(d,q)=(0.5,0.3)`$, the nominal “best fit,” and also one other, for $`(d,q)=(3.5,0.75)`$, $`(0.7,0.05)`$, and $`(0.6,0.75)`$, respectively. All four solutions have $`\alpha \pi `$ (see Table 2). In Figure 6, the caustic-crossing region is shown separately. This is not done for the other two figures because the caustic-crossing regions look identical for all four solutions. All light curves are normalized to the SAAO data by subtracting $`\mathrm{\Delta }F=F_{b,i}F_{b,\mathrm{SAAO}}`$, i.e. the difference in the fit values for the backgrounds as measured at the two observatories. In each case, the two light curves are barely distinguishable over the time period covered by the data. This shows that a wide variety of geometries can produce essentially identical light curves if one is restricted to data covering the “second half” of the event. On the other hand, in the regions that are not covered, the light curves can differ dramatically.

An important corollary to this observation is that, by time reversal, it is impossible to accurately predict the time of the second caustic crossing even from extremely good data covering the first. The second caustic crossing can only be predicted by frequent monitoring of the event and looking for the inverse square root behavior as the second caustic approaches. Indeed, this is how the second caustic crossing of MACHO 98-SMC-1 was predicted by PLANET; the predictions of MACHO close to the caustic crossing were made in this way as well.

It is interesting to examine the relation between the two solutions with the same $`(d,q)`$. From Table 2, one finds that these generally have similar times scales $`t_\mathrm{E}`$ and angles $`\alpha `$ that differ by approximately $`180^{}`$. However, the caustic crossing angles $`\varphi `$ can be quite different. (Since $`\mathrm{sin}\varphi =t_{}/\mathrm{\Delta }t`$, and $`\mathrm{\Delta }t`$ is essentially identical for all solutions, $`\mathrm{sin}\varphi t_{}.`$) For $`d<1`$, these differences are severe for small value of $`q`$ and diminish at $`q1`$. This behavior can be understood by examining Figure 2: since $`\alpha `$ changes by about $`180^{}`$ and $`u_0`$ remains similar for the two soutions, the trajectory followed in the second solution is roughly the reverse of the first. For $`q1`$, the caustic becomes symmetric, so the angles of the first and second caustic crossings become the same. For $`q`$ different from 1 (e.g. $`q=0.3`$ as in Fig. 2) the caustic is asymmetric, so the two angles are different. This reasoning does not apply to the $`d=3.5`$ solutions because the trajectories are not approximately time reversals of each other.

## 5 Additional Observations to Break Model Degeneracies

Since the PLANET data set covers only a portion of the light curve (albeit very well), one might well ask what additional observations would be required to break the degeneracies presented in Table 2. The light curves of the fits at each $`(d,q)`$ differ substantially in the regions not covered by the data, so it might appear that even data of modest quality in these regions would be adequate to distinguish among the various models. However, it is possible that for a given $`(d,q)`$ there are other models in which the first caustic is at a different time, or the baseline flux has a different value, and while not the absolute “best” fit to the PLANET data, are still compatible with it. If this is the case, then additional data may leave the degeneracies essentially intact.

We therefore explore three examples of additional data that typically might be available: a precise measurement of the baseline, moderately good coverage of the first caustic, and lower quality coverage of the full light curve (including the early part) but that misses the first caustic.

To investigate the role of additional data, we will assume that our “best fit” $`(d,q,\alpha )=(0.5,0.3,177^{})`$ is in fact the true geometry. We emphasize that our data cannot in fact distinguish between the various solutions shown in Table 2. We make this assumption solely for the purpose of exploring the value of additional data.

### 5.1 Baseline

A year (or certainly two) after the caustic crossing, the event will be over and a precise measurement of the baseline can be made. For definiteness, we will assume that this measurement is accurate to 1% and is taken when the event has ended. Inspection of Table 2 shows that $`I_{\mathrm{base}}`$ varies by more than 0.2 mag for the various allowed solutions.

If we add an additional baseline measurement and repeat the entire search procedure, many solutions are eliminated but 27 remain, including examples from all three regions. In particular, all combinations of $`d=(0.4,3.5)`$ and $`q=(0.3,0.5,0.75,1.0)`$ are allowed, as well as $`(d,q)=(0.6,0.1)`$, $`(0.7,0.1)`$, and $`(0.7,0.05)`$, and various combinations of $`d=(0.5,0.6,2.5,3.0)`$ with $`q=(0.3,0.5,0.75,1.0)`$. Among these solutions, $`t_\mathrm{E}`$ varies in the range 100 to 227 days, and $`t_{}`$ varies in the range 0.90 to 3.42 hours. A broad range of solutions survive partly because many of the original solutions had baselines close to that of the “best fit” and so were not affected by the addition of a baseline “measurement.” However, a number of $`(d,q)`$ pairs whose solutions shown in Table 2 would be ruled out at the $`7\sigma `$ level by a baseline measurement, have alternative solutions that nevertheless manage to meet the baseline constraint. This is not true of all solutions. For example, the solution $`(d,q)=(0.6,0.75)`$ which is shown in Figure 8, did not survive the addition of a baseline measurement.

The broad degeneracy in the space of solutions, even with the addition of a precise baseline measurement, confirms the conclusion drawn at the end of § 4, that it is impossible to predict the time of the second caustic crossing from detailed observations of the “first half” of the light curve.

### 5.2 First Caustic Crossing

If the event were alerted before the first caustic crossing, this caustic might be reasonably well covered as a result of routine monitoring by follow-up teams. In this case they might notice the crossing and begin monitoring more intensively. Nevertheless, it is instructive to ask how well simple follow-up monitoring (i.e., without the extra observations triggered by an anomaly alert) over the first caustic crossing would do at resolving the degeneracies seen in Table 2. To be specific, we assume that a total of 5 measurements are made at equal intervals between $`t_{\mathrm{cc},1}0.2`$days to $`t_{\mathrm{cc},1}+0.2`$days, and that these have precision similar to the SAAO data at similar magnitudes, i.e., errors of 7%, 7%, 1.0%, 1.5%, and 2%. Scaling from the error estimates in equation (25) derived from 74 data points, these data should be sufficient to fix the time of the first caustic crossing to $`1`$ hour. By contrast, the curves shown in Figures 68 differ in their times of first caustic crossing by several days. In addition these few measurements also strongly constrain the first-caustic crossing time (analogous to $`\mathrm{\Delta }t`$) and the scale of the first caustic (analogous to $`Q`$). We find that these few data points are sufficient to exclude all solutions found in § 4, except the assumed “true” solution $`(d,q)=(0.5,0.3)`$.

We argued in § 4.1 that the grid sampling was sufficiently fine because $`\chi ^2`$ was approximately flat over large contiguous regions of the grid. In the present case, one point on the grid has significantly lower $`\chi ^2`$ than all others, so this argument fails. However, at least for the region $`d<1`$, the sampling is still adequate to find an approximate local minimum which could then act as a starting point to find the the actual local minimum (as described in the first paragraph of § 4.1). On the other hand, because of the generic nature of the $`dd^1`$ degeneracy (Dominik 1999b), one should be cautious about claiming that there are no $`d>1`$ solutions simply because there are none on the grid. To truly rule this out, it would be necessary to search on a much finer grid where the grid spacing was set by the range of $`(d,q)`$ values around the minimum at $`(d,q)(0.5,0.3)`$ for which $`\mathrm{\Delta }\chi ^21`$. Since we have not conducted such a search, we cannot absolutely rule out the possibility that a $`d>1`$ solution survives the addition of data from the first caustic.

### 5.3 Constant Coverage

Next we assume that the event was covered by routine survey monitoring, once every other day (to allow for weather) for 1000 days before the second crossing and continuing until the end of the PLANET observations on day 1026. In order to complement the investigation in § 5.2, we assume that no observations were taken within two days of either caustic crossing. However, to take account of the fact that survey data are usually taken in non-standard bands, we add two extra parameters to the fit, $`F_s`$ and $`F_b`$ for the survey observations. We assume 20% errors at baseline and that the errors scale inversely as the square root of the flux.

Formally we find that only two solutions survive in addition to the “true solution” at $`(d,q)=(0.5,0.3)`$, both in its immediate neighborhood at (0.5,0.5) and (0.6,0.3). However we also find a cluster of spurious solutions centered at $`(d,q)=(3.5,1)`$ which has $`\mathrm{\Delta }\chi ^2=8.5`$. While it might be possible to formally rule out such a solution in this particular case, this low value of $`\mathrm{\Delta }\chi ^2`$ suggests that additional data of this type may often leave some degeneracies intact.

### 5.4 Summary

In brief, excellent coverage of a single fold caustic is not sufficient to uniquely determine the parameters of the binary lens, even with the addition of a good late-time baseline measurement. On the other hand, a few measurements over the other caustic can break the degeneracy completely. This degeneracy implies that observations of the first caustic crossing alone cannot be used to reliably predict the time of the second crossing. The addition of survey-type data (infrequent sampling with large errors but covering the whole light curve – even if the caustics are missed) can certainly lift some of the degeneracies, but may leave the $`dd^1`$ degeneracy intact.

This work was supported by grants AST 97-27520 and AST 95-30619 from the NSF, by grant NAG5-7589 from NASA, by a grant from the Dutch ASTRON foundation through ASTRON 781.76.018, and by a Marie Curie Fellowship from the European Union.