text:
# The Bell Inequality: A measure of Entanglement?

## Abstract

Entanglement is a critical resource used in many current quantum information schemes. As such entanglement has been extensively studied in two qubit systems and its entanglement nature has been exhibited by violations of the Bell inequality. Can the amount of violation of the Bell inequality be used to quantify the degree of entanglement. What do Bell inequalities indicate about the nature of entanglement?

Entanglement was recognised early as one of the key features of quantum mechanicsEPR 35 ; Schrodinger 35 . Entanglement can be described as the correlation between distinct subsystems which cannot be created by local actions on each subsystem separately. The advantage offered by quantum entanglement relies on the crucial premise that it not be reproduced by any classical theoryBell 65 ; CHSH 69 ; Clauser and Shimony 78 . Despite the fact that the possibility of quantum entanglement was acknowledged almost as soon as quantum theory was discovered, it is only in recent years that consideration has been given to finding methods to quantify itBennett 96 ; Bennett 96a ; Bennett 96b ; Peres 96 ; Popescu 97 ; Horodecki 96 ; Horodecki 97 ; Hill 1997 ; Vedral 98 ; Wootters 1998 ; Rungta 2000 ; Deuar 2000 . Historically the Bell inequalities were seen as a means of determining whether a two qubit system is entangled. It was known that the larger the violation of the Bell inequality the more entanglement present in the systembellmeasure . This lead to the perception that to some degree the Bell inequalities were a measure of entanglement in such systems.

In 1994 it was discovered that not all entangled states violate a Bell inequalityPopescu 94 . It was shown that the Werner state, a mixture of the maximally entangled state and the maximally mixed state can be entangled (inseparable) and yet not violate the conventional Bell inequalityWerner 89 ; Horodecki 95 . It was found that multiple copiesPeres 96  of the Werner state could be distilled to a state that does violate the Bell inequality. Hence it is important to specify now that our interest lies in whether a single particular state violates such an inequality. It was shown that by Gisin et. alGisin 96  that there are states which do not violate this inequality, but can be distilled by local operations and classical communication to produce a state that does. Our interest is in whether the original state violates such inequalities. These observations are important experimentally because the Bell inequalities have been one of the few methods available to determine whether a two qubit state has quantum properties. There have been quite a number of experimental tests of the Bell inequalitygeneral Bell  using polarisation entangled photons from a spontaneous parametric down conversion source. Kwiat et al.Kwiat 99  have shown a $`242\sigma `$ violation of Bell’s inequality. Here maximally entangled pure Bell states were produced, however these sources are currently being used to synthesise two qubit polarisation quantum states, with a variable degree of entanglement and purityWhite 2000 . The question then becomes how do we characterise the entanglement in such systems. In the current work such states are being characterised by quantum state tomography which allows the reconstruction of the reduced density matrix for the polarization entangled photonsWhite99 ; White 2000 . Hence one can determine all the physically relevance properties such as the degree of entanglement and purity. The process to reconstruct the density matrices requires many more measurements than those required to violate a Bell inequality.

We will structure this article as follows. We will begin by defining how we will characterise our two qubit state in terms of its degree of entanglement and degree of mixture. We will then proceed to specify the particular Bell inequality we will consider here. At this point here we comment again that we are interested in tests that can be performed on a single entangled pair of qubit (primarily because this is physically currently). There are a number of possible measurements that can be performed but here we will restrict our attention to POVM’s. We will not consider generalised measurements. Given these tools we now examine the degree of violation versus the degree of entanglement for two classes of states; the Werner stateWerner 89  and the maximally entangled mixed stateMunro 2000 . We will attempt to answer the question as to “what the Bell inequality indicate about the nature of entanglement?”. Is it only weakly entangled states that do not violate such inequalities?

In examining the degree of entanglement there are currently a number of measures available. These include the entanglement of distillationBennett 96 , the relative entropy of entanglementVedral 97 , but the canonical measure of entanglement is called the entanglement of formation (EOF)Bennett 96  and for a pure state is simply given by the von Neumann entropyvonNeumann55  of that reduced density matrix. For a mixed state $`\widehat{\rho }`$ the entanglement of formation is defined as,

$`E_F(\widehat{\rho })=\mathrm{min}{\displaystyle \underset{i}{}}p_iE_F(\psi ),`$ (1)
where this minimum is taken over all the possible decompositions of $`\widehat{\rho }`$ into the pure states $`\widehat{\rho }=_ip_i|\psi _i\psi _i|`$. The entanglement of formation for an arbitrary two qubit system has been found by WoottersHill 1997  to be simply given by,

$`E_F(\widehat{\rho })=h\left({\displaystyle \frac{1+\sqrt{1\tau }}{2}}\right),`$ (2)
where $`h(x)`$ is Shannon’s entropy function,

$`h(x)=x\mathrm{log}(x)(1x)\mathrm{log}(1x),`$ (3)
and $`\tau `$ is the tangleCoffman 99  (concurrence Wootters 1998  squared). The tangle $`\tau `$ is given by,

$`\tau =𝒞^2=\left[\mathrm{max}\{\lambda _1\lambda _2\lambda _3\lambda _4,0\}\right]^2.`$ (4)
where the $`\lambda `$’s are the square root of the eigenvalues in decreasing order of,

$`\widehat{\rho }\stackrel{~}{\rho }=\widehat{\rho }\sigma _y^A\sigma _y^B\widehat{\rho }^{}\sigma _y^A\sigma _y^B.`$ (5)
Here $`\widehat{\rho }^{}`$ denotes the complex conjugation of $`\widehat{\rho }`$ in the computational basis $`\{|00,|01,|10,|11\}`$. With the entanglement of formation $`E_F`$ being a strictly monotonic function of $`\tau `$, the maximum of $`\tau `$ corresponds to the maximum of $`E_F`$. Hence the tangle may also be considered a direct measure of the degree of entanglement and this is what we will consider in this article. In general the measure of entanglement to be used depends heavily on your the desired us of that information. The entanglement of distillation may be a much more useful practical measure but it is different to calculate in practice. In general the entanglement of distillation is smaller than entanglement of formation.

For a general two qubit density matrix the purity of the state provides complementary information about the state. The purity measure described here is the linearised entropyBose00  of $`\widehat{\rho }`$ given by

$`S_L={\displaystyle \frac{4}{3}}\left\{1\mathrm{Tr}\left[\rho ^2\right]\right\}`$ (6)
The $`4/3`$ normalisationWhite 2000  for $`S_L`$ ensures that for a general two qubit density matrix $`S_L`$ ranges between $`0`$ and $`1`$. The von Neumann entropyvonNeumann55  of the state could be used but $`S_L`$ is easier to calculate and provides the same degree of characterisation. With an explicit expression for the degree of entanglement and the degree of mixture let us now turn our attention to the Bell inequality and what a violation of it potentially indicates about the nature of entanglement for the two qubit system. There are a very number of Bell inequalities that could be investigated in this article but we will focus our attention on the original two qubit Bell inequalityBell 65 ; CHSH 69 ; Clauser and Shimony 78 ,

$`𝐁_\mathrm{S}`$ $`=`$ $`|E(\varphi _1,\varphi _2)+E\left(\varphi _1\varphi _2^{}\right)`$ (7)
$`+E(\varphi _1^{},\varphi _2)+E(\varphi _1^{},\varphi _2^{})|2,`$
where the correlation function $`E(\varphi _1,\varphi _2)`$ is given by,

$`E(\varphi _1,\varphi _2)`$ $`=`$ $`\mathrm{Tr}\left\{\widehat{S}_1(\varphi _1)\widehat{S}_2(\varphi _2)\widehat{\rho }\right\},`$ (8)
with,

$`\widehat{S}_i(\varphi _i)`$ $`=`$ $`\mathrm{cos}\varphi _i\left[|00||11|\right]`$ (9)
$`+\mathrm{sin}\varphi _i\left[e^{i\overline{\varphi }_i}|01|+e^{i\overline{\varphi }_i}|10|\right].`$
The inequality (7) is violated if $`𝐁_\mathrm{S}>2`$. In the above expression the $`\varphi _i`$’s are the analyser settings for the $`i^{th}`$ particle ($`i=1,2`$). In calculating whether the Bell inequality is violated, the choice of analyser settings is absolutely critical. In this article we will choose them to maximise the violation for the actual state under consideration.

It is now time to turn attention to the class of states we will consider in this article. The Hilbert space in which two qubit reside is large and hence in this article we will generally restrict our attention to two particular types of states. The first state is of the form,

$`\widehat{\rho }(\gamma ,\xi )={\displaystyle \frac{1\gamma }{4}}I_2I_2+\gamma |\mathrm{\Psi }_{\mathrm{non}}\mathrm{\Psi }_{\mathrm{non}}|,`$ (10)
where,

$`|\mathrm{\Psi }_{\mathrm{non}}=\mathrm{cos}\xi |0|0+e^{i\varphi }\mathrm{sin}\xi |1|1.`$ (11)
For $`\xi =\pi /4`$ eqn (10) is of the form normally attributed to the usual Werner stateWerner 89  which was the first state found to be entangled for certain $`\gamma `$ and yet not violate a Bell inequality for single states.

We will refer to the state (10) as a non-maximal Werner state as it is a mixture of a non maximally entangled state and the fully mixed state. In the limit of $`\gamma =1`$ eqn (10) represents a non maximally entangled pure state. It is straight forward to show that the mixture of the nonmaximally entangled state and the fully mixed state given by (10) is entangled only when,

$`\gamma >{\displaystyle \frac{1}{1+2|\mathrm{sin}\left(2\xi \right)|}}.`$ (12)
(for the Werner state it is entangled for $`\gamma >\frac{1}{3}`$ Bennett 96b ; Braunsteinetal 98 ). It is also possible to derive an explicit expression for the degree of entanglement for such states using the tangle measure. While it is quite complicated one can show that the tangle for the state (10) is given by,

$`\tau =\left[\mathrm{max}\{{\displaystyle \frac{\sqrt{\mathrm{\Lambda }_1}\sqrt{\mathrm{\Lambda }_2}}{4}}{\displaystyle \frac{1\gamma }{2}},0\}\right]^2,`$ (13)
where,

$`\mathrm{\Lambda }_{\genfrac{}{}{0pt}{}{1}{2}}`$ $`=`$ $`\pm 4\gamma \mathrm{sin}\left(2\xi \right)\sqrt{\left(1+\gamma \right)^24\gamma ^2\mathrm{cos}^2(2\xi )}`$ (14)
$`+\left(1+\gamma \right)^24\gamma ^2\mathrm{cos}(4\xi ).`$
The second state we will consider is the maximally entangled mixed states recently predicted by White et. alWhite 2000 . This states has the explicit form,

$`\widehat{\rho _{mems}}=\left(\begin{array}{cccc}g(\gamma )& 0& 0& \frac{\gamma }{2}\\ 0& 12g(\gamma )& 0& 0\\ 0& 0& 0& 0\\ \frac{\gamma }{2}& 0& 0& g(\gamma )\end{array}\right),`$ (19)
where,

$`g(\gamma )=\{\begin{array}{cccc}\gamma /2& & & \gamma 2/3\\ 1/3& & & \gamma <2/3\end{array},`$ (22)
and has been shown to have the maximal amount of entanglement for a certain degree of mixture (as measured by linear entropy) or vice versa. This state is entangled for all nonzero $`\gamma `$ and in fact it has been shown that the tangle simply given by

$`\tau =\gamma ^2`$ (23)
For a given degree of mixture, the maximally entangled mixed state is generally significantly more entangled that the Werner state at the same degree of mixture.

Let us now examine how well these two state violate a Bell inequality. The state (10) violates the Bell inequality (7) for quite a wide range of $`\gamma ,\xi `$ values. In Fig. (1) we plot the maximum value of $`𝐁_\mathrm{S}`$ (optimising the analyser settings to maximise the violation) versus the degree of entanglement (as measured by the tangle). We have plotted two specific parameter sets

* the nonmaximally entangled pure state $`\widehat{\rho }(1,\xi )`$
* and the Werner state given $`\widehat{\rho }(\gamma ,\pi /4)`$.

This results show very clearly that the Werner state (given by the density matrix $`\widehat{\rho }(\gamma ,\pi /4)`$) and the non-maximally entangled pure state (given by the density matrix $`\widehat{\rho }(1,\xi )`$) violate the Bell inequality by difference amounts for the same degree of entanglement. In fact for these two different classes of entangled states, there is a clear region where one of the states (the non-maximally entangled pure state) violates the Bell inequality but the Werner state does notPopescu 94 . This was a surprising result when it was first found by PopescuPopescu 94 .

It showed that non all entangled states violate a Bell inequality. All pure two qubit entangled states do violate a Bell inequalityGisin 91  and in fact the degree of violation is equal to $`2\sqrt{1+\tau ^2}`$Sanders 00 . However as a state becomes mixed it is harder to violate the Bell inequality. The Werner state does not violate our Bell inequality if it tangle is less than $`\tau 1/3`$ ($`EOF=0.44229`$). This is quite a small degree of entanglement and has lead to the perception that it is only certain weakly entangled mixed states that do not violate the two qubit Bell inequality. To investigate this point further less us consider the maximally entangled mixed state that we described in (19). This state has it degree of entanglement maximised for a given purity and vice versa.

In Fig. (1), we have also plotted (curve c) the degree of violation of the Bell inequality versus the tangle for this maximally entangled mixed state. We observe in this Figure that significantly more entanglement is required to violate the Bell inequality to the same degree for the maximally entangled mixed state than for the Werner state. In fact our Bell inequality for the maximally entangled mixed state is only violated if $`\tau >0.5`$ ($`EOF=0.6`$). This is a significant degree of entanglement given that a Bell state has $`\tau =1.0`$ ($`EOF=1.0`$) and a separable state has $`\tau =0.0`$ ($`EOF=0.0`$). The maximally entangled mixed state we have considered here has a maximal degree of entanglement for a given linear entropy (the choice of degree of mixture in this case). There are other choices for the degree of mixture, not based on purity, and these may have a tangle value $`\tau >0.5`$ while still not violating Bell inequality. This is left for further investigation.

The result above also tentatively indicate that the more mixture contained in a state, the higher the degree of entanglement required for it to violate the two qubit Bell inequality. What these results indicate that if a state has a certain degree of entanglement (this may be large), it is not possible to infer whether that state will violate the Bell inequality or by how much. This is we believe the first instance where it has been explicitly demonstrated via quantifiable measures that the size of the violation of the Bell inequality for an unknown two qubit state is not absolutely related to the degree of entanglement in that state.

Let us now investigate in some detail the effect of mixture of our entanglement and Bell inequality question. Again we will examine two specific states, the first being our non-maximally entangled Werner state. We choose this state as it has the property that with the two parameters $`\gamma ,\xi `$ we can change the state from a non-maximally entangled pure state to the Werner state. We know that the non-maximally entangled pure state $`\gamma =1`$ violates the Bell inequality as soon as the state contains entanglement ($`\xi 0`$)Gisin 91 . However the Werner state (with $`\xi =\pi /4`$ only violates the Bell inequality when $`\tau >\frac{1}{3}`$. We will investigate what occurs between these two extremes. The second state we will examine is a modification of the maximally entangled mixed state,

$`\widehat{\rho }_m(\gamma ,\xi )=(1\gamma )|0|10|1|+\gamma |\mathrm{\Psi }_{\mathrm{non}}\mathrm{\Psi }_{\mathrm{non}}|.`$ (24)
and is a mixture of the non-maximally entangled pure state and the diagonal density matrix element $`|0|10|1|`$. As for the first state mentioned the two parameters in this state also make it possible to change its behaviour for a nonmaximally entangled pure state to the maximally entangled mixed state. Choosing the parameters $`\gamma `$ and $`\xi `$ such that both states (10) and (24) are a non-maximally entangled pure state that just satisfies the Bell inequality (that is $`𝐁_\mathrm{S}=2`$) we vary the parameters $`\gamma ,\xi `$ such that we increase the degree of mixture in the system while maintaining $`𝐁_\mathrm{S}=2`$. For these new $`\gamma `$ and $`\xi `$ values we then determine the degree of entanglement and mixture ensuring that $`𝐁_\mathrm{S}=2`$.

In Figure (2) we plot on the tangle-linear entropy plane, the boundary curve where $`𝐁_\mathrm{S}=2`$ for both states. The tangle axis (y-axis) represents the degree of entanglement while the x-axis displays the degree of mixture. Figure (2) confirms for these states our idea that as the state becomes more mixed, more entanglement is required to violate the Bell inequality. If we again examine the state (10) then points for this state that fall below the curve a) in Figure (2) are entangled (if $`\tau >0`$) but do not violate the inequality we have considered.

To summarise, in this article we have investigated the extent to which the Bell inequality may be considered a measure of entanglement. Our results indicate that the more mixed a system is made the more entanglement is generally required to violate the original Bell inequality to the same degree. We have specifically illustrated an example where a state (the maximally entangled mixed state) has a tangle of $`\tau =0.5`$ represents a significant degree of entanglement (an $`EOF=0.6`$) yet does not violate the Bell inequality considered here. This dispels the impression that it is only the weakly entangled states that do not violate the Bell inequality. For a specific class of state, for instance the Werner state, it is clear that as the degree of entanglement increases, so does $`𝐁_{\mathrm{𝐦𝐚𝐱}}`$ and hence the potential violation. However without full knowledge of the state being analysed and given that the two qubit state has a certain degree of entanglement it is impossible generally to determine the extent to which the Bell inequality is violated (or for a small degree of entanglement if it is violated). In terms of finding other more generalised Bell inequalities that are violated, the maximally entangled mixed state is a good test candidate. To finish however the knowledge that the Bell inequality is violated is strong evidence for the presence of entanglement in the two qubit system. The Bell inequality can always be seen as a marker for entanglement.

Acknowledgments
The authors would like to thank D. T. Pope, P. G. Kwiat, N. Gisin and M. Wolf for useful discussions and acknowledge the support of the Australian Research Council. Correspondance can be addressed to Bill Munro, Hewlett-Packard Laboratories, Filton Road, Stoke Gifford, Bristol BS34 8QZ, U.K. Electronic address: billm@hplb.hpl.hp.com


format: text

text:
# Alternative to 𝑅_𝜆-scaling of Small-Scale Turbulence Statistics

## I INTRODUCTION

Reynolds sought, from the Navier-Stokes equation, “the dependence of the character of motion on a relation between the dimensional properties and the external circumstances of motion.” Assuming that the motion depends on a single velocity scale $`U`$ and length scale $`c`$, Reynolds found that the accelerations are of two distinct types and thereby deduced that the relevant solution of the Navier-Stokes equation “would show the birth of eddies to depend on some definite value of $`c\rho U/\mu `$,” where $`\rho `$ is the mass density of the fluid and $`\mu `$ is the coefficient of viscosity. Reynolds performed exhaustive experiments that demonstrated his deduction, as well as experiments on the stabilization of fluctuating flow. He discovered the sudden onset of flow instability. The Navier-Stokes equation is $`𝐚=𝐮/t+𝐮𝐮=p+\nu ^2𝐮`$, where $`p`$ is pressure divided by $`\rho `$, $`\nu =\mu /\rho `$ is kinematic viscosity, $`𝐮`$ is the velocity vector, and $`𝐚`$ is the acceleration. Batchelor  discussed (in his Sec. 4.7) the interpretation of the Reynolds number as a measure of $`𝐚`$ relative to the viscous term $`\nu ^2𝐮`$. He noted that the balance of the Navier-Stokes equation can also be parameterized in terms of the relative magnitudes of $`p`$ and $`\nu ^2𝐮`$. The latter parameterization does not technically lead to a Reynolds number, but it will be shown that the two parameterizations become equivalent at large Reynolds numbers. We therefore introduce the two ratios:

$$R_𝐚𝐚𝐚^{1/2}/\nu ^2\left(^2𝐮\right)\left(^2𝐮\right)^{1/2}\text{ and }R_ppp^{1/2}/\nu ^2\left(^2𝐮\right)\left(^2𝐮\right)^{1/2},$$
(1)
where $``$ denotes an average. $`R_𝐚`$ is a Reynolds number in Batchelor’s concept, and $`R_p`$ is a parameterization of the relative magnitudes of $`p`$ and $`\nu ^2𝐮`$.

To paraphrase Nelkin’s description of Reynolds number scaling: if two turbulent flows have the same geometry and the same Reynolds number, then their statistics, when appropriately scaled, should be equal. A statistic of the small scales of turbulence is an average of quantities that contain only products of differences, such as two-point velocity difference or derivatives of velocity. Universality of the small scales of turbulence is the hypothesis that statistics of the small scales, when appropriately scaled, should become equal as Reynolds number increases ; that is, the flow geometry becomes negligible in the limit that the Reynolds number is infinite. Discovering the appropriate scaling that results in universality is the topic of a vast amount of research and will not be pursued here. The relevance of universality to real turbulent flows is discussed by Nelkin and Sreenivasan and Antonia.

The Reynolds number based on the root-mean-square (rms) of the longitudinal-velocity component $`u_{rms}u_1^2^{1/2}`$ and Taylor’s length scale $`\lambda `$ is $`R_\lambda u_{rms}\lambda /\nu `$, where $`\nu `$ is kinematic viscosity, and $`\lambda u_{rms}/\left(u_1/x_1\right)^2^{1/2}`$. Here, $`u_1`$ and $`x_1`$ are the components of velocity and spatial coordinate in the direction of the $`1`$-axis. For decades,$`R_\lambda `$ has been used as the abscissa for presenting statistics that are believed to be universal aspects of small-scale turbulence (such as velocity derivative statistics normalized by powers of $`\left(u_1/x_1\right)^2`$). The observed trends as $`R_\lambda `$ increases are an often-sought quantification of scaling universality. $`R_\lambda `$ has the advantage of being easily measured because it requires only measurement of $`u_1`$ (which yields $`u_1/x_1`$ by means of Taylor’s hypothesis); that measurement can be obtained with a single hot-wire anemometer. Alternatively, flow similarity can be used to estimate the energy dissipation rate $`\epsilon `$, and by substituting the local-isotropy relationship that $`\epsilon =15\nu \left(u_1/x_1\right)^2`$, $`R_\lambda `$ can be obtained from $`R_\lambda =u_{rms}^2/\left(\epsilon \nu /15\right)^{1/2}`$. Because $`R_\lambda `$ depends on $`u_{rms}`$, it depends on large-scale geometry of the flow. Nelkin discussed the nonuniversal attributes of $`R_\lambda `$. As a result of the nonuniversality of $`R_\lambda `$, statistics of the small scales, e.g., normalized derivative moments, when graphed with $`R_\lambda `$ on the abscissa, can have different curves corresponding to dissimilar flows.

## II Alternative

In addition to graphing such statistics with $`R_\lambda `$ on the abscissa, it would seem advantageous to use a quantity on the abscissa that is solely a property of the small scales of turbulence. That advantage has long been recognized. Here, we consider the alternative $`R_𝐚`$ defined in (1), and determine how it can be measured with an instrument no more complex than a single-wire hot-wire anemometer. Because the intended application is to statistical characteristics of the small scales, it is appropriate to simplify $`R_𝐚`$ and $`R_\lambda `$ on the basis of local isotropy. Indeed, local isotropy is a precondition for universality.  On this basis, $`𝐚𝐚=pp+\nu ^2\left(^2𝐮\right)\left(^2𝐮\right)`$; in which case

$$R_𝐚=\sqrt{1+R_p^2}\text{ and }R_p=\sqrt{R_𝐚^21}.$$
(2)
Because $`pp\nu ^2\left(^2𝐮\right)\left(^2𝐮\right)`$ at high Reynolds numbers, (2) becomes $`R_𝐚R_p`$.

### A Menu for the variance of viscous acceleration

The correlation of viscous acceleration is

$$V_{ij}\left(𝐫\right)\nu ^2_𝐱^2u_i_𝐱^{}^2u_i^{}=\frac{\nu ^2}{2}_𝐫^2_𝐫^2D_{ij}\left(𝐫\right),$$
(3)
where prime denotes evaluation at a point $`𝐱^{}`$; $`𝐱`$ and $`𝐱^{}`$ are independent variables; $`𝐫𝐱𝐱^{}`$; $`_𝐫^2`$ is the Laplacian operator in $`𝐫`$-space; the right-most expression in (3) is obtained on the basis of local homogeneity. Let $`\epsilon `$ denote the energy dissipation rate, and $`D_{ij}\left(𝐫\right)`$ and $`D_{ijk}\left(𝐫\right)`$ denote the second- and third-order velocity structure functions. The Navier-Stokes equation and local isotropy give $`_tD_{ij}\left(𝐫\right)+_{r_k}D_{ijk}\left(𝐫\right)+\left(4/3\right)\epsilon =2\nu _𝐫^2D_{ij}\left(𝐫\right)`$; applying the operator $`\left(\nu /4\right)_𝐫^2`$ to that equation and comparison with (3) gives,

$$V_{ij}\left(𝐫\right)=\left(\nu /4\right)_𝐫^2\left[_tD_{ij}\left(𝐫\right)+_{r_k}D_{ijk}\left(𝐫\right)\right].$$
(4)
Derivative operators are abbreviated; e.g., $`_t=/t`$, $`_r^2=^2/r^2`$, etc. Summation is implied by repeated indexes. Performing the contraction of (3) and (4) such that the terms become functions of $`r`$ and $`_𝐫^2_r^2+\left(2/r\right)_r`$, we have, on the basis of local isotropy,

$`V_{ii}\left(r\right)`$ $`=`$ $`\nu ^2\left(_r^4+{\displaystyle \frac{5}{r}}_r^3\right)D_{\beta \beta }\left(r\right)={\displaystyle \frac{\nu ^2}{2}}\left(r_r^5+11_r^4+{\displaystyle \frac{24}{r}}_r^3\right)D_{11}\left(r\right)`$ (5)
$`=`$ $`_t{\displaystyle \frac{\nu }{4}}\left[_r^2+{\displaystyle \frac{2}{r}}_r\right]D_{ii}\left(r\right)+{\displaystyle \frac{\nu }{2}}\left[{\displaystyle \frac{1}{r^3}}D_{111}\left(r\right)+\left(_r^3{\displaystyle \frac{7}{r}}_r^2{\displaystyle \frac{3}{r^2}}_r+{\displaystyle \frac{6}{r^3}}\right)D_{1\beta \beta }\left(r\right)\right].`$ (6)
Power-series expansion of the structure functions followed by differentiation and taking the limit $`r0`$ gives various formulas for the viscous acceleration variance:

$`V_{ii}\left(0\right)`$ $`=`$ $`\nu ^2\left(^2𝐮\right)\left(^2𝐮\right)=12\nu ^2\left(_{x_1}^2u_\beta \right)^2=35\nu ^2\left(_{x_1}^2u_1\right)^2`$ (7)
$`=`$ $`{\displaystyle \frac{1}{2}}_t\epsilon {\displaystyle \frac{105}{4}}\nu \left(_{x_1}u_\beta \right)^2_{x_1}u_1={\displaystyle \frac{1}{2}}_t\epsilon {\displaystyle \frac{35}{2}}\nu \left(_{x_1}u_1\right)^3,`$ (8)
where $`_{x_1}^2^2/x_1^2`$. The term $`\left(1/2\right)_t\epsilon `$, which vanishes for local stationarity, is included above, but was neglected by Ref.. The enstrophy generation rate can be written as: $`\left(35/2\right)\left(_{x_1}u_1\right)^3=\omega _i\omega _js_{ij}=\left(4/3\right)s_{ij}s_{jk}s_{ki}`$; comparing this with the right-most expression in (8) gives expressions that can be evaluated by DNS or multi-wire anemometers:

$$V_{ii}\left(0\right)=\nu ^2\left(^2𝐮\right)\left(^2𝐮\right)=\frac{1}{2}_t\epsilon +\nu \omega _i\omega _js_{ij}=\frac{1}{2}_t\epsilon \frac{4}{3}\nu s_{ij}s_{jk}s_{ki},$$
(9)
where $`\omega _i`$ is vorticity vector and $`s_{ij}`$ is rate-of-strain tensor. The velocity-derivative skewness is

$$S\left(_{x_1}u_1\right)^3/\left(_{x_1}u_1\right)^2^{3/2}=\left(_{x_1}u_1\right)^3/\epsilon /15\nu ^{3/2},$$
(10)
such that (8) gives

$$\nu ^2\left(^2𝐮\right)\left(^2𝐮\right)=\frac{1}{2}_t\epsilon +0.3\epsilon ^{3/2}\nu ^{1/2}\left|S\right|.$$
(11)
The variation of $`\left|S\right|`$ with $`R_\lambda `$ is known. Herring and Kerr show $`\left|S\right|`$ increasing from $`0.074`$ at $`R_\lambda =0.46`$ to become constant at $`0.5`$ for $`R_\lambda >20`$ (see Ref.), whereas at $`R_\lambda >400`$ Antonia et al.  show $`\left|S\right|`$ increasing from $`0.5`$ as $`\left|S\right|0.8R_\lambda ^{0.11}`$. If $`\epsilon `$ and $`u_{rms}`$ are known from measurements or from flow similarity, then $`R_\lambda =u_{rms}^2/\left(\epsilon \nu /15\right)^{1/2}`$ and hence $`\left|S\right|`$ is known such that (11) can determine $`\nu ^2\left(^2𝐮\right)\left(^2𝐮\right)`$. The term $`\left(1/2\right)_t\epsilon `$ can be neglected if it is not evaluated. The DNS data of Herring and Kerr suggest that $`\left|S\right|R_\lambda /5`$ for $`R_\lambda <1`$, then $`\nu ^2\left(^2𝐮\right)\left(^2𝐮\right)0.06\epsilon ^{3/2}\nu ^{1/2}R_\lambda `$ for $`R_\lambda <1`$.

### B Menu for the variance of pressure-gradient acceleration

Poison’s equation, local homogeneity and local isotropy, but no other approximations, result in

$$pp=4\stackrel{\mathrm{}}{\underset{0}{}}r^3\left[D_{1111}\left(r\right)+D_{\alpha \alpha \alpha \alpha }\left(r\right)6D_{11\beta \beta }\left(r\right)\right]dr,$$
(12)
where $`D_{1111}\left(r\right)`$, $`D_{\alpha \alpha \alpha \alpha }\left(r\right)`$, and $`D_{11\beta \beta }\left(r\right)`$ are components of the fourth-order velocity structure-function tensor, which is defined by $`𝐃_{ijkl}\left(𝐫\right)\left(u_iu_i^{}\right)\left(u_ju_j^{}\right)\left(u_ku_k^{}\right)\left(u_lu_l^{}\right)`$; the $`1`$-axis is parallel to the separation vector $`𝐫`$; $`\alpha `$ and $`\beta `$ denote the Cartesian axes perpendicular to the $`1`$-axis. Thus, $`\alpha `$ and $`\beta `$ are $`2`$ or $`3`$; equally valid options under local isotropy are $`\alpha =\beta `$ or $`\alpha \beta `$.

There is enough cancellation between the positive and negative parts of the integrand, i.e., between $`r^3\left[D_{1111}\left(r\right)+D_{\alpha \alpha \alpha \alpha }\left(r\right)\right]`$ and $`r^36D_{11\beta \beta }\left(r\right)`$, to make evaluation of the integral $`\stackrel{\mathrm{}}{\underset{0}{}}r^3\left[D_{1111}\left(r\right)+D_{\alpha \alpha \alpha \alpha }\left(r\right)6D_{11\beta \beta }\left(r\right)\right]dr`$ difficult by means of experimental or DNS data. Hill and Wilczak argued that the ratio $`H_\chi \stackrel{\mathrm{}}{\underset{0}{}}r^3[D_{1111}\left(r\right)+D_{\alpha \alpha \alpha \alpha }\left(r\right)6D_{11\beta \beta }\left(r\right)]dr/\stackrel{\mathrm{}}{\underset{0}{}}r^3D_{1111}\left(r\right)dr=pp/4\stackrel{\mathrm{}}{\underset{0}{}}r^3D_{1111}\left(r\right)dr`$ is a universal constant at high Reynolds numbers. Universality of $`H_\chi `$ is equivalent to the assertion that $`pp`$ scales with $`\stackrel{\mathrm{}}{\underset{0}{}}r^3D_{1111}\left(r\right)dr`$ at high Reynolds numbers. Hill and Wilczak pointed out that the utility of determining $`H_\chi `$ is that the pressure-gradient variance can then be measured with a single-wire hot-wire anemometer by means of

$$pp=4H_\chi \stackrel{\mathrm{}}{\underset{0}{}}r^3D_{1111}\left(r\right)dr.$$
(13)
Asymptotic expressions for $`pp`$ derived from (13) are

$$pp3.1H_\chi \epsilon ^{3/2}\nu ^{1/2}F^{0.79}3.9H_\chi \epsilon ^{3/2}\nu ^{1/2}R_\lambda ^{0.25}\text{ for }R_\lambda 400,$$
(14)
where $`F\left(_{x_1}u_1\right)^4/\left(_{x_1}u_1\right)^2^2`$, and the right-most expression is obtained from the data for $`F`$ of Antonia et al., and, for low Reynolds numbers

$$pp0.11\epsilon ^{3/2}\nu ^{1/2}R_\lambda \text{ for }R_\lambda 20.$$
(15)
Using DNS data, the preferable evaluation of $`H_\chi `$ is via $`H_\chi =pp/\left[4\stackrel{\mathrm{}}{\underset{0}{}}r^3D_{1111}\left(r\right)dr\right]`$ so as to avoid the statistical uncertainty caused by the cancellations within the integrand of (12). Vedula and Yeung evaluated $`H_\chi `$ using DNS data with $`R_\lambda <230`$ and obtained the variation from $`H_\chi 0.55`$ at $`R_\lambda =20`$ to an approach to a constant value of $`H_\chi 0.65`$ in the range $`80<R_\lambda <230`$. For $`H_\chi =0.65`$, (14) agrees quantitatively with the DNS data in Table 1 of Gotoh and Fukayama for $`R_\lambda 387`$, and (14) is a good approximation for $`R_\lambda 200`$. Since the asymptotic formula (14) is thereby verified with $`H_\chi =0.65`$, the range of validity of $`H_\chi =0.65`$ seems to extend to the highest $`R_\lambda `$ for which Antonia et al. obtained $`F`$, namely $`R_\lambda 10^4`$, but it might extend to $`R_\lambda =\mathrm{}`$. On that basis, we have the increase from the low-Reynolds-number asymptote $`H_\chi =0.36`$ as $`R_\lambda 0`$, to $`H_\chi 0.55`$ at $`R_\lambda =20`$, to $`H_\chi 0.65`$ in the range $`R_\lambda >80`$.

Thus, the menu for calculating $`pp`$ is (12), or (13) with the empirically known values of $`H_\chi `$ as a function of $`R_\lambda `$, or (14)-(15) with the DNS data of Vedula and Yeung and Gotoh and Fukayama used in the range $`20R_\lambda 400`$.

## III ISOTROPIC TURBULENCE

For isotropic turbulence there is a one-to-one relationship between $`R_𝐚`$ and $`R_\lambda `$; it is shown in Fig. 1 with $`R_p`$ included. Fig. 1 was obtained from (2) by use of (14)-(15) and (11) and the discussions following those equations. That is: for $`R_\lambda 1`$, $`R_p\left(12R_\lambda /35\left|S\right|\right)^{1/2}\left(12/7\right)^{1/2}1.3`$; for $`1R_\lambda 20`$, $`R_p\left(12R_\lambda /35\left|S\right|\right)^{1/2}`$ with data of Kerr for $`\left|S\right|`$; for $`20R_\lambda 400`$, $`R_p2.6\left(pp/\epsilon ^{3/2}\nu ^{1/2}\right)^{1/2}`$ with data tabulated by Vedula and Yeung and Gotoh and Fukayama; for $`R_\lambda 400`$, $`R_p\left[\left(3.1H_\chi \epsilon ^{3/2}\nu ^{1/2}F^{0.79}\right)/\left(0.3\epsilon ^{3/2}\nu ^{1/2}\left|S\right|\right)\right]^{1/2}3.3R_\lambda ^{0.07}`$; where the above mentioned $`R_\lambda `$ variation of $`F`$ and $`\left|S\right|`$ of Ref. was used; finally, $`R_𝐚=\left(1+R_p^2\right)^{1/2}`$. In Fig. 1, $`R_p3.3R_\lambda ^{0.07}`$ is extended to $`R_\lambda =100`$ to show, by comparison with the data of Vedula and Yeung and Gotoh and Fukayama, that it is a good approximation for $`R_\lambda 200`$. From $`R_\lambda =1`$ to $`10^4`$ in Fig. 1, $`R_p`$ changes by one decade and $`R_𝐚`$ less so. Fig. 1 is based on nearly isotropic data only for $`R_\lambda 400`$; for $`R_\lambda 400`$ the data used for $`F`$ in (14) and $`S`$ in (11) is that of Antonia et al. which consists, in part, of atmospheric surface layer data at $`R_\lambda 2000`$. The assumption is that for $`R_\lambda 400`$ the turbulence is locally isotropic and that the relationships of $`F`$ and $`S`$ to $`R_\lambda `$ measured by Antonia et al. do not differ significantly from what they would be for isotropic turbulence. Some support for the assumption is that the asymptote $`R_p3.3R_\lambda ^{0.07}`$ in Fig. 1 agrees with the nearly isotropic data to $`R_\lambda 200`$. However, futher confirmation must await DNS and experiments on nearly isotropic turbulence at higher Reynolds numbers than have been attained to date.

### A Relationship to recent data

The DNS data of Vedula and Yeung, Gotoh and Rogallo , and Gotoh and Fukayama are in the range of $`R_\lambda `$ where $`\left|S\right|0.5`$. Since their DNS are steady state, (11) gives $`\nu ^2\left(^2𝐮\right)\left(^2𝐮\right)0.15\epsilon ^{3/2}\nu ^{1/2}`$. In their Fig. 1, Vedula and Yeung show a ratio that they call $`\zeta `$, which equals $`R_p^2`$, as well as a quantity $`a_0^{\left(I\right)}𝐚𝐚/\left(3\epsilon ^{3/2}\nu ^{1/2}\right)0.05R_𝐚^2`$, where $`\nu ^2\left(^2𝐮\right)\left(^2𝐮\right)0.15\epsilon ^{3/2}\nu ^{1/2}`$ was used; they graphed both $`\zeta `$ and $`a_0^{\left(I\right)}`$ versus $`R_\lambda `$. Similarly, Gotoh and Rogallo and Gotoh and Fukayama show $`F_p=3a_0^{\left(I\right)}0.15R_𝐚^2`$ versus $`R_\lambda `$ in their Figs. 1 and 2. Therefore, the above-mentioned graphs show $`R_p^2`$ and $`R_𝐚^2`$ as $`R_\lambda `$ varies. Reversing the role of ordinates and abscissas in their graphs and in Fig. 1, the graphs show $`R_\lambda `$ for nearly isotropic turbulence as the universal Reynolds number $`R_𝐚`$ varies.

## IV ANISOTROPIC TURBULENCE

For anisotropic turbulence, the value of $`u_1^2`$ depends, by definition of anisotropy, on the direction of $`𝐫`$. Thus, $`R_\lambda `$ does also. The appearance of a statistic graphed versus $`R_\lambda `$ can change depending on which velocity component is used to calculate $`R_\lambda `$. For many flow geometries, both $`R_p`$ and $`R_𝐚`$ increase as $`R_\lambda `$ increases. It is appropriate to change perspective: The nonuniversal abscissa $`R_\lambda `$ typically, but not necessarily, increases as the universal abscissas $`R_p`$ and $`R_𝐚`$ increase.

The turbulent flow in a cylinder driven by counter rotating blades has several modes of large-scale structure and is anisotropic at large scales, but local isotropy is approached at high Reynolds numbers. Belin et al. measured $`F`$ in the flow between counter-rotating blades; their $`F`$ graphed with $`R_\lambda `$ on the abscissa has a maximum and minimum, shown here in Fig. 2a. That behaviour of $`F`$ has been called controversial  because it has not been previously observed, and was not observed by Pearson and Antonia who obtained $`F`$ in the range of $`R_\lambda `$ where Belin et al. observe the maximum and minimum. The Belin et al. data for $`F`$ is thus a good test of whether or not $`R_𝐚`$ produces a different organization of a small-scale statistic than does $`R_\lambda `$. Only the single lowest Reynolds-number datum of Belin et al. is below $`R_\lambda =200`$. Figure 1 shows that (14) is accurate for $`R_\lambda =200`$. From the menus we therefore select (11) and (14) and use $`H_\chi =0.65`$; then $`R_p=\left(2.0F^{0.79}/0.3\left|S\right|\right)^{1/2}`$. Thus their data for $`F`$ and $`S`$ are used to calculate $`R_p`$, then $`R_𝐚`$ is obtained from (1), although $`R_𝐚R_p`$ in this case. In Fig. 2a the data of Belin et al. for $`F`$ versus $`R_\lambda `$ is shown using distinct symbols in several ranges of $`R_\lambda `$. Figure 2b shows their $`F`$ versus $`R_𝐚`$ using the same symbols for the same data points. The maximum and minimum in Fig. 2a is absent in Fig.2b, and the symbols are significantly rearranged in Fig. 2b relative to Fig. 2a. Figure 2b is not just $`\left(F^{0.79}\right)^{1/2}`$ vs. $`F`$ because that would be a straight line. The data is scattered in Fig. 2b because of the scatter in $`S`$. Their $`S`$-values at nearly the same value of $`R_\lambda `$ vary by as much as 28%. The important point is shown by comparing Fig. 2a with 2b: The use of $`R_𝐚`$ on the abscissa rather than $`R_\lambda `$ can give a significantly different distribution of the data of a small-scale statistic.

## V Summary and comment

As defined in (1), $`R_𝐚`$ is a Reynolds number; it is the ratio of rms fluid-particle acceleration to rms viscous acceleration; it is composed of statistics of the small scales of turbulence; it can be used as a universal abscissa for judging the universality of turbulence statistics. Although $`R_p`$ is not strictly a Reynolds number, it can also be used as a universal abscissa. At high Reynolds numbers, $`R_pR_𝐚`$. $`R_p`$ can be evaluated with single-wire hot-wire anemometry, and by flow similarity; use of (2) then determines $`R_𝐚`$. If one chooses to measure $`S`$ for the purpose of obtaining the viscous acceleration variance from (11), then accurate values of $`S`$ require many samples and high spatial resolution. This does not require an enormous data set because the data can be stored as a histogram having one bin for each of the digitizer’s distinct outputs with a bin for digitizer overflow and one for underflow.

Models of the small-scale statistics of turbulence should be expressed in terms of universal attributes instead of in terms of $`R_\lambda `$. For example, in Table II of Belin et al., the model by Pullin and Saffman is in good agreement with data when judged in terms of power laws between derivative moments, but it is in relatively poor agreement with data when judged in terms of power laws between normalized derivative moments and $`R_\lambda `$. $`R_\lambda `$ can be specific to the flow geometry.

###### Acknowledgement 1

The author thanks the organizers of the Hydrodynamics Turbulence Program held at the Institute for Theoretical Physics, UCSB, whereby this research was supported in part by the National Science Foundation under grant number PHY94-07194. This work was partially supported by ONR Contract No. N00014-96-F-0011.

LIST OF FIGURES

Fig. 1 Relation of $`R_𝐚`$ (upper symbols) and $`R_p`$ (lower symbols) to $`R_\lambda `$ for isotropic turbulence. Data of Refs. , ,  produce the pluses, asterisks, and triangles, respectively. Solid lines are the low- and high-Reynolds number asymptotes.

Fig. 2 a) The velocity-derivative flatness of Belin et al. versus $`R_\lambda `$ with different symbols for several ranges of $`R_\lambda `$; b) the same data and symbols for each point, but versus $`R_𝐚`$.


text:
# Gas, Dust, and Young Stars in the Outer Disk of M 31

## 1 Introduction

How “primordial” is the interstellar gas in the far outer parts of galaxies? Does this gas show any signs of metal enrichment? How much dust is there in the outskirts of galaxies? Is there any evidence for substantial quantities of dark matter in the form of $`\mathrm{H}_2`$ in these regions? The answers to these questions are relevant to our understanding of galaxy formation and evolution and the chemical enrichment of the interstellar medium over time. However, the low densities and faint radiation fields in the outskirts of galaxies make it difficult to detect dust in the interstellar medium (ISM) there.

There are strong incentives to attempt a detection and quantification of the amount of dust present in the outskirts of galaxy disks. Large amounts of dust might indicate indirectly the presence of large quantities of otherwise undetectable molecular hydrogen. Cold molecular hydrogen has been suggested as a possible component of dark matter in the disks and even the halos of spiral galaxies. It is not clear that this $`\mathrm{H}_2`$ would have to be associated with H I , so that dust uncorrelated with H I  might indicate the presence of $`\mathrm{H}_2`$. On the other hand, when dust is observed to be correlated with H I , one can hope to determine the dust-to-gas ratio and, indirectly, the metallicity of the gas (e.g. Bouchet et al. (1985)). This may offer the best way to determine the metallicity in the outer regions of galactic disks, where there are generally no bright HII  regions.

Hodge (1974) used visual counts of galaxies to map the extinction in the SMC, comparing this to the H I  in order to obtain the gas/dust ratio. MacGillivray (1975) did the same work in a more detailed way and found regions of high absorption at the edges of the SMC. Using these results, Lequeux (1994) suggested that a large amount of molecular hydrogen exists in the outer parts of the SMC. The colors of background galaxies were used by Zaritsky (1994), and later by Lequeux et al. (1995) to search for dust in the halos of galaxies. The first convincing results on disk galaxies were obtained by González et al. (1998) using bright background galaxies identified by their appearance and colors on HST images of a nearby foreground galaxy. González et al. (1998) obtained the reddening from galaxy colors and the extinction from galaxy counts, using a method of comparison with synthetic fields in order to calibrate the effects of confusion on the search and classification algorithms. The high angular resolution of HST was crucial to the success of this method. However, careful visual examination of all candidate galaxies was also required, and this method is therefore quite time-consuming.

In this paper, we discuss the reddening and extinction in a field far out in the disk of M 31, based on observations of M 31 stars and of background galaxies. A by–product of this observation is the photometry of a large number of stars, from which high–quality color–magnitude (C–M) diagrams can be constructed, as well as maps of different categories of stars. Section 2 describes briefly the observations and the calibrations. In §3 we describe the analysis of the data, and in §5.2 we determine a lower limit to the extinction from the C–M diagrams of the stars. Section 6 discusses the distribution on the sky of relatively bright background galaxies and their extinction and reddening. In §7 we show the locations of young blue stars found in the field and discuss the relation of these young stars to the H I . Our conclusions are summarized in §8.

## 2 The Data

### 2.1 Observations

We observed a field of $`28^{}\times 28^{}`$ with the large-format UH8K CCD mosaic at the prime focus of the Canada-France-Hawaii Telescope. The field is centered at $`00^\mathrm{h}36^\mathrm{m}66^\mathrm{s}`$, $`+39^{}48^{}50^{\prime \prime }`$, J2000.0 and located $`116^{}`$ from the center of M 31 along the major axis to the south–west111We use the conventional distance of 690 kpc for M 31, in which case $`1^{}=200.7`$ pc along the major axis of the galaxy. A very recent estimate puts M 31 at a distance of 890 kpc (Feast et al., 1999), in which case $`1^{}=258.9`$ pc., covering a range of projected galactocentric distance from approximately 23 to 33 kpc. This region is at the extreme limit of the visible disk of the galaxy on the SW side, with $`\mu _\mathrm{B}26.5`$ mag arcsec-2, and extends from 4 to 5.7 times the disk scale length in the B band (Innanen, 1982; Walterbos & Kennicutt, 1988). It also includes the outer boundary of the H I  disk as observed by Newton & Emerson (1977). Figure 1 is a sketch of the location of our full UH8K CCD field of view on the image of M 31.

The observations were made in October 1995 with a mosaic camera consisting of 8 CCDs, each $`2048\times 4096`$ pixels, arranged into a $`4\times 2`$ array totalling $`8192\times 8192`$ pixels. The pixel size corresponds to $`0.206^{\prime \prime }`$ on the sky. Unfortunately, one of the eight CCDs (the chip in the north–west corner) was not of the same quality as the others, and we have ignored this part of the field. The final UH8K field is shown in Figure 2 with a grid overlaid to show the disposition of the eight CCD chips.

Our observations consisted of a series of 20-minute exposures collected over 4 nights at the telescope, 16 in I and 17 in V. Of these, 10 in I and 11 in V were of good photometric and seeing quality, giving total exposure times of 200 and 220 minutes, respectively. The filter responses are uniform over the whole field and are close to the Cousins system. The 8 thick CCDs come from a similar batch and have the same response, which is uniform across the chip. The individual exposures were slightly shifted in position with respect to each other in order to fill in the gaps between the individual chips and to permit the identification of bad pixels and cosmic rays. The separate exposures were then regridded onto a common $`0.206^{\prime \prime }`$ grid, recentered, and averaged after clipping aberrant pixels. This procedure effectively eliminated bad pixels and pixels affected by the impacts of cosmic rays, while retaining the correct photometry. The point spread function (PSF) on the combined exposures is $`0.70^{\prime \prime }`$ FWHM in both bands.

At the time these observations were made (October 1995) the capabilities available in the standard data reduction systems such as IRAF and IDL were inadequate to cope either with the volume or with the mosaic format of the UH8K CCD camera data. Furthermore, the UH8K camera is only one step in a larger program of wide-field CCD imaging at the CFHT aimed at commissioning a camera with $`18,000\times 20,000`$ pixels in 2002 (MegaCam, Boulade et al. (1998)). A new image processing system (FLIPS, FITS Large Images Processing Software) was therefore developed to deal efficiently with the new large mosaic data sets (Cuillandre, 2001).

### 2.2 Calibration

Each CCD was separately calibrated by observing standard stars in the SA 113 field (Landolt, 1992). These stars span a reasonable range in color, so that color equations can be computed. The zero points and colors were obtained by using a single setting of the mosaic camera on the field, providing different SA 113 stars on each CCD. Flat–fielding was done with a library “superflat” resulting from the combination of all the available observations made with this mosaic camera in the week preceding our M 31 observing run. However, some small discrepancies remain (maximum 4%) owing to instabilities in the CCDs and to small errors in the color equation. A final correction was made by adding a small constant to each CCD in order to align the V–I colors of the pixels along neighboring edges of each CCD. The final internal standard error for each CCD on the calibration stars is 0.05 mag in V and 0.04 mag in I, while the standard deviations between CCDs are 0.02 and 0.04 mag, respectively.

As an example of the detailed image characteristics we show in Figure 3 a portion of the final averaged V image from CCD3. This image illustrates the high density of M 31 stars, as well as showing several bright galaxies.

## 3 Image Analysis

We have carried out an automatic classification of objects in the entire field using a recent version of the algorithm SExtractor (Bertin & Arnouts, 1996). The task PSFex was used to identify stellar objects on the image and to perform stellar photometry. “Stars” were defined as objects with $`\mathrm{FWHM}<1.1^{\prime \prime }`$ (the PSF is estimated to be $`0.70^{\prime \prime }`$) and ellipticity $`<1.2`$. “Galaxies” were defined as objects with $`\mathrm{FWHM}>1.5^{\prime \prime }`$ and any ellipticity; the task MAGAUTO in SExtractor was used for photometry of the galaxies. The result is a catalog of stars and a catalog of candidate galaxies with V and I magnitudes.

In total, more than 170,000 objects were catalogued in two colors on 7 of the 8 UH8K CCD chips. In Figure 5a we show the histograms of the magnitudes of all objects catalogued on a representative subfield of area 100 arcmin2 from CCD1 on the final image. These histograms show that the counts of detected objects rise smoothly up to the magnitude limits adopted, and that our sample is therefore essentially complete for $`V<25.4`$, $`I<24.4`$. In Figure 5b we show the histogram of the widths (FWHM) of objects in the same subfield, confirming a high degree of completeness in our sample for FWHM $`>0.7^{\prime \prime }`$ as well as justifying our choice of the size limit for stars (FWHM $`<1.1\mathrm{"}`$). Unfortunately, as we shall see in the next section, the “shoulder” in this histogram from roughly $`1.4^{\prime \prime }`$ to $`2.3^{\prime \prime }`$ is coming mostly from overlapping star images and not from faint background galaxies.

## 4 Counts of Small Field Galaxies

We constructed C–M diagrams for those objects classified as “galaxies” in various parts of our M 31 field, and compared the results to data obtained in other programs with the same mosaic camera on “blank” fields located far from any nearby galaxy. We first describe the results on the blank field.

### 4.1 Galaxies in a “blank” field

The blank field we have used for comparison with M 31 is in SA 57 near the North Galactic Pole (Majewski et al., 1994). It was observed for several hours both in V and I for another project, using the same combination of instrumentation as we have used for M 31. These data were also reduced, combined, and calibrated by one of us (J.C.) with the same procedures we have used for M 31. A portion of the final averaged image field in V is shown in Figure 4.

Figure 6 shows a C–M diagram for all blank-field galaxies in CCD3 of the UH8K mosaic. The numbers along the left side of the plot give the number of galaxies in the relevant magnitude interval. In Table 1 we collect some data for counts and colors of blank field galaxies which will be useful later. Above the completeness limit of $`V<24.75`$, there are 2025 bona fide galaxies larger than $`1.5^{\prime \prime }`$ in this $`7.03^{}\times 14.06^{}`$ field.

### 4.2 “Galaxies” in the M 31 field

The comparison of our results on objects classified as galaxies in the M 31 field with the blank field described above shows that our “galaxies” are severely contaminated by confusion from overlapping images of stars in M 31, since there are significantly more “galaxies” per unit area in our M 31 field than there are in blank sky fields. For instance, in the part of the C–M diagram limited by $`V<24.75`$ where incompleteness is not a serious problem, the classification algorithm finds $`6000`$ candidate galaxies per CCD frame in M 31, whereas the same algorithm finds only 2025 bona fide galaxies larger than $`1.5^{\prime \prime }`$ in the same area of the blank field C–M diagram (Figure 6). Under these conditions, it is clearly hopeless to try to use counts and colors of faint background galaxies in order to determine reddening and extinction in our M 31 field.

However, we shall see that the C–M diagrams for the stars are very clean (e.g. Figures 8a and b to be described below), and can be used to determine at least a lower limit to the total opacity through the outer disk of M 31. Also, analogous to the method used by González et al. (1998), bright background galaxies are large enough to be recognized unambiguously in our field and are not too numerous to count visually, so that estimates of variations in number density and colors of these bright galaxies can be determined.

## 5 C–M Diagrams of the Stars in M 31

As a first comparison of the stellar color–magnitude (C–M) diagrams in gas-rich and gas-poor parts of the field, we have defined two regions which are representative of the lowest and highest H I  content. Figure 7 shows these areas with respect to the H I  contours. These regions have the same area on the sky, 70 arcmin2.

Figure 8b shows a diagram of V vs. V-I for the faint-H I  area. The boxes drawn on the Figure show the approximate locations of B stars and Red Giants (RG) expected in M 31 for a distance modulus of 24.19 mag, corresponding to our adopted distance of 690 kpc. Figure 8a shows the corresponding C–M diagram for the region of high H I  column density. This region includes the sky within the 4th brightest contour on the H I  data, i.e. average H I  columns in excess of $`N(\text{}\text{})=1.1\times 10^{21}`$ H I  atoms cm-2. This figure differs in two important ways from the C–M diagram in the low-H I  areas: First, the bulk of the stars appear to be both slightly redder and slightly fainter, indicating the presence of obscuring dust; and second, a population of B stars has appeared, indicating recent star formation.

We have made a rough estimate of the “reddening law” in this part of M31 by determining visually the shift in V and V-I from Figure 8b to Figure 8a. The process is sketched in Figure 9. The approximate result is E(V-I) $`0.17`$, AV $`0.35`$, so that E(V-I)/AV $`0.5`$, which is very close to the (more precise) value of 0.52 for dust in the Galaxy (Savage & Mathis, 1979).

We note that our estimates of star counts in M 31 are contaminated by unresolved background galaxies. However, this effect is small; for $`V<24.75`$ there are $`2000`$ galaxies per CCD frame in the reference field we have taken far from any foreground galaxies, as described in §4.1. But in our M 31 fields there are $`20,000`$ stars per CCD frame at this magnitude level. The contamination by unresolved background galaxies in Figures 8a and 8b is therefore negligible.

### 5.1 Color variations of the stars

In order to quantify the variations in the colors of the stars with location over this part of M 31, we split the entire image up into small square sub-areas of size $`340\times 340`$ pixels = $`1.167^{}\times 1.167^{}=1.36`$ arcmin2 which we call a “superpixel”, large enough to contain a sufficient number of stars for reasonable statistics (about 230 stars within the magnitude and color limits adopted), but small enough to show variations on the arcminute scale over the image. For each superpixel we build the histogram of V–I colors. The rms dispersion $`\sigma `$ is measured, and the histogram clipped at $`2\sigma `$ in order to minimize the effect of the histogram wings which are contaminated by objects with peculiar colors and affected by incompleteness at the faint magnitudes. We then calculate the average color $`VI`$ for the remaining part of the histogram222Of course the colors of individual stars depend on their magnitudes as well, which is clear from the C–M diagram in e.g. Figure 8a. However, we care only about the variation in average colors with position in the field. Since the slope of the C–M relation for Red Giants is relatively constant over the field (and the same as that in many other fields both in M 31 and outside of it), our results on the average colors above our magnitude limit are not likely to be affected.. Finally, to ensure a reasonable degree of completeness and to avoid objects not likely to be M 31 stars, we have limited our analysis of the superpixel C–M diagrams to the range $`V<25.4`$, $`20.5<I<24.4`$. These cutoffs were chosen to keep the sample complete over the whole mosaic, although the most constraining chip is CCD2 in the upper left of the mosaic closest to the main body of M 31. For the analysis of average colors of the old disk stars we also want to avoid including blue stars, since their density appears to vary over the image (cf. §7); for this analysis we therefore limit the range of object colors to $`0.5<VI<4`$.

In Figure 10 we show representative C–M diagrams for two superpixels, one in an H I -rich region, and the other in an H I -poor region, along with their accompanying histograms. The $`2\sigma `$ clip levels are shown as vertical lines in the histograms, and the short horizontal arrows are $`1\sigma `$ in length and anchored in a large dot showing the mean color. Compared to the histogram of the H I -poor area, the histogram in the H I -rich region has about the same shape and location on the blue side, but is noticeably wider on the red side, with two secondary peaks extending the distribution about 0.5 mag further to the red. For the present purposes we use only the shift in the mean color, but we note that the shape of the histogram in the H I -rich area suggests a clumpy distribution of obscuration, on length scales smaller than the $`200`$ pc size of a superpixel, and with opacity values up to two or more times the mean opacity over the superpixel.

### 5.2 The correlation of stellar $`VI`$
with N(H I )

A map of the superpixel $`VI`$ for with $`V<25.4`$, $`20.5<I<24.4`$ was constructed and then smoothed to $`3\times 5`$ superpixels = $`3.5^{}\times 5.85^{}`$, approximately the same angular resolution as the H I  map of Newton & Emerson (1977) ($`3.6^{}\mathrm{EW}\times 5.8^{}\mathrm{NS}`$ FWHM)333Note that the map shown here in Figure 11 has been corrected for the primary beam response of the radio telescope used to produce it, contrary to the maps published in the original paper by Newton & Emerson (1977).. The two maps are shown superimposed in Figure 11, where the contours represent N(H I ) and the grey scale $`VI`$. A good correspondence appears to exist between the reddest superpixels and the highest column densities of H I . This indicates not only that there is dust mixed in with the H I  in these outermost parts of M 31, but that the dust is of such a nature as to cause at least some measurable additional reddening of the light from the stars embedded in it. The reddening deduced here is, of course, only a lower limit to the total reddening through the disk of M 31, since some fraction of the stars we are using will be in front of the absorbing material.

In order to determine the amount of dust extinction present in the H I  cloud in Figure 11 we must make some assumption about the reddening law connecting the excess reddening E(V-I) of starlight with the extinction AV. For the Galaxy this is E(V-I)/AV = 0.52 (Savage & Mathis, 1979). In section 5 we have estimated this value to be $`0.5`$ for our M 31 field. However, we prefer to use the more accurate Galactic value, since our determination is only approximate. This means that extinction e.g. at V moves the representative points in the V, V–I diagram not at constant V, but along reddening lines of slope E(V-I)/AV = 0.52 (see e.g. Figure 9). This introduces a small correction since the true E(V-I) is therefore only about 90% of that obtained by considering the change in $`VI`$ as a function of position at constant V. We have made this correction in what follows.

A further potential problem is the fact that V–I also depends on the metallicity of the stars as well as on the characteristics of the intervening dust. We do not expect to find much change in metallicity over the small part of the M 31 disk appearing in our image, but the V–I color will become bluer when one enters the halo. It is of course not possible to exclude completely the contribution of halo stars in each superpixel, but we can try to minimize their effects on the color gradient. We have therefore eliminated the 9 columns of superpixels on the western edge of Figure 11 where more rapid changes in the relative numbers of disk and halo stars are expected. Over the rest of the image the disk stars dominate and the contribution from halo stars to the V–I colors of each superpixel ought to be minimal.

The final correlation between E(V-I) and N(H I ) obtained from our data is shown in Figure 12. Note that the points in this figure are not all independent, hence the apparent non-gaussian distribution. In order to compare this result to the values found for the Galaxy we need to convert our E(V–I) values to E(B–V). Assuming again that the extinction law in this part of M 31 is the same as that for solar neighbourhood of the Galaxy444This is a reasonable assumption according to Bouchet et al. (1985) who find similar laws in the visible and the infrared for the Galaxy and the two Magellanic Clouds in spite of large differences in metallicity., one has E(V-ICousins) $`=1.60\times `$ E(B-V). Thus, including the 90% correction factor explained above, the correlation in Figure 12 implies:

$$\frac{\mathrm{N}(\text{}\text{})}{\mathrm{E}(\mathrm{B}\mathrm{V})}=1.45\times 10^{22}\mathrm{atoms}\mathrm{cm}^2\mathrm{mag}^1,$$
(1)
which is 3 times the canonical Galactic value of $`4.8\times 10^{21}`$ atoms cm-2 mag-1 (Bohlin et al., 1978). We recall that the reddening we measure is only a lower limit to the total reddening through the disk of M 31, since some fraction of the stars we are using will be in front of the absorbing material, whereas the H I  column refers to the entire line of sight through the galaxy. The value for N(H I )/E(B-V) we give above is therefore an overestimate, and there will be more dust present on average than we have determined.

Our lower limit to E(B-V) shows that, even in these sparse outer parts of M 31, the H I  still contains a large amount of dust, indicative of a metallicity at least 1/3 of the value in the solar neighborhood if the dust/gas ratio is proportional to metallicity (e.g. Issa et al. (1990); Schmidt & Boller (1993); Bouchet et al. (1985)). An alternative to high dust/gas ratio or high metallicity could be that the region contains not only atomic, but also molecular hydrogen, with a distribution similar to that of H I . The dust we have detected would then correspond to both components of the gas, whereas our estimate of the gas column of course refers only to the atomic component.

## 6 The Bright Background Galaxies

Owing to confusion by overlapping star images in M 31, small galaxies can not reliably be identified for use as probes of obscuration in our image. However, there are quite a number of “large”, bright galaxies which appear in the image; they cover many pixels and are easily identified. We have therefore catalogued these objects by a detailed visual examination of each CCD chip and measured their magnitudes and colors. The identifications were independently made by two of us (J.C. and J.L.) and are considered extremely reliable. The number of these objects appearing in various magnitude intervals over the entire field of all 7 CCD chips is as follows: $`V<19.5`$, 66 objects; $`19.5<V<20.5`$, 193; $`20.5<V<21.5`$, 148; and, $`21.5<V<22.5`$, 147. The locations of these galaxies are shown in Figure 13 along with the contours of N(H I ). Note the striking lack of bright galaxies just in the region of the highest H I  contours in this figure.

### 6.1 Counts of the bright galaxies

The deficit of bright galaxies at high values of N(H I ) can be quantified by counting the number of galaxies with $`V<22.5`$ in Figure 13 at various H I  contour intervals. The results are shown in Figure 14a. The data show a slight downward trend of the counts with increasing N(H I ); a linear regression through the points gives:

$$N_G=0.7251.6\times \frac{N(\text{}\text{})}{10^{22}\mathrm{cm}^2},$$
(2)
in units of galaxies/superpixel, with a correlation coefficient 0.828. This relation can be converted into a relation between extinction and N(H I ) as follows: The differential luminosity function of galaxies at a given magnitude can be written as $`N_G(m)=C\times 10^{\alpha m}`$. The ratio of the counts $`N_G(m)`$ in one extincted region (e.g. with extinction AV mag) to those $`N_{G0}(m)`$ in a reference region at the same detection limit is then $`N_G(m)/N_{G0}(m)=10^{\alpha A_V}`$. Now $`\alpha =0.38`$ (Arnouts et al., 1997) for galaxy counts in V over a similar range of magnitudes ($`19<V<24`$). Hence from $`N(\text{}\text{})=0`$ to $`15\times 10^{20},`$ $`N_G(m)/N_{G0}(m)=0.67`$ and so $`A_V=0.46`$ mag. This yields $`N(\text{}\text{})/A_V=3.3\times 10^{21},`$ or $`N(\text{}\text{})/E(BV)=1.0\times 10^{22}`$, to be compared with $`4.8\times 10^{21}`$ for our Galaxy. Thus the dust-to-atomic-gas ratio by this method is $`0.5`$ Galactic, compared to the minimum value of $`0.33`$ Galactic found from the stars. These results are therefore consistent, although the errors on the counts of the bright galaxies are of course much larger.

It is interesting to note that the decrease in large galaxy counts with increasing $`A_V`$ which we have found in the outer parts of M 31 is entirely consistent with the results of González et al. (1998), who applied a much more exhaustive analysis to fields of nearby galaxies imaged with the WFPC2 camera on the Hubble Space Telescope. Our equation 2 above can be re-written as $`N_G/N_{G0}=10.81\times A_V`$, while the simulations shown in Figure 13 of González et al. (1998) can be parametrized by $`N_G/N_{G0}=10.77\times A_V`$ at least out to an $`A_V1`$, after accounting for the small excess reddening of $`E(VI)0.2`$ which they determined from their data on NGC 4536. González et al. (1998) also found evidence for a contribution of high opacity clumps, at least in spiral arms.

Could the deficit in the distribution of bright galaxies at high values of N(H I ) shown in Figure 13 be merely a consequence of the known clustering of galaxies in the Universe? While this can not obviously be ruled out, we note that a two-fold conspiracy is required: First, the position of the “void” on the sky would have to correspond closely with the distribution of N(H I ); and second, the decrease in galaxy counts shown in Figure 14a would have to be just what would be predicted from the distinctly different analysis of González et al. (1998) on an entirely different galaxy.

### 6.2 Colors of the bright galaxies

Our data analysis also yields the colors of the bright galaxies. We have calculated histograms of the V–I colors for all bright galaxies in each interval of N(H I ). The histograms show some outliers, perhaps a consequence of inaccurate photometry, so we have generally used the median colors instead of the means. If the means were used, we first truncated the histograms at $`2\sigma `$. The results are shown in Figure 14b, from which we have to conclude that there is no evidence for reddening of the bright background galaxies, whereas the reddening of the stars was 0.15 mag for the same conditions. This result is actually consistent with the behavior of galaxy colors at faint magnitudes. The effective magnitude limit will shift at higher values of N(H I ) owing to the extinction. For instance, at $`N(\text{}\text{})=1.5\times 10^{21}`$ cm-2, $`A_V0.4`$, so the magnitude limit of $`V<22.5`$ is actually shifted to $`V<22.1`$. Of course it is precisely this shift which causes the decrease in the counts shown in Figure 14a. But this shift also accompanied by a change of intrinsic color of the background galaxies. From the data in the comparison field in Figure 6, and summarized in Table 1, we see that a shift in the magnitude limit from 22.5 to 22.1 leads to an average blueing of galaxies by $`\mathrm{\Delta }VI=0.1`$, just enough to compensate for the anticipated reddening of $`\mathrm{\Delta }VI=0.15`$ observed for the stars with the same amount of extinction. We conclude that the absence of reddening with increasing N(H I ) for the bright galaxies is consistent with the presence of significant amounts of dust mixed in with the gas.

## 7 Young Stars in the Outer Disk of M 31

A striking feature of the C–M diagram of Figure 8a is the presence of a vertical sequence of blue stars with $`VI0`$, well separated from the Red Giant branch. Previously, Hodge (1988) and Davidge (1993) found blue stars in two different fields located at $`20`$ kpc from the center of M 31, but our field is larger and significantly further out in the disk and extends over a range of projected galactocentric distances from about 23 to 33 kpc. In Figure 15 we show the distribution of these stars plotted over the H I  contours. There is a good correspondence of the number density of these stars with the H I  column density. There are even some clusters visible. The few remaining blue objects e.g. in the extreme south-west corner are probably Galactic white dwarfs or quasars, which will cause a small contamination over the whole image of M 31.

A study of the C–M diagram of stars in a part of our field was carried out earlier by (Richer et al., 1990). However, their work refers to a region of low H I  density located near the middle of our image on the East side, where few blue stars are to be found.

We find it somewhat surprising to have discovered evidence for star formation which is both ongoing and wide spread in the outer disk of M 31. According to the current view of the star formation process, molecular gas is therefore also expected to be present.

A discussion of the local conditions in this part of M 31 (gas disk surface density and velocity dispersion) in the context of stability thresholds and rates of star formation in galaxy disks (Kennicutt, 1989; Elmegreen, 1995) is hampered by the high inclination of M 31. The observed H I  column density in this region is N(H I ) $`10^{21}`$ H I  atoms cm-2, only about a factor of 4 below the column densities observed in the “star-forming ring” of M 31 at about 10 kpc galactocentric radius (Emerson, 1974). Face-on values will be a factor of $`4.4`$ smaller (for an inclination of $`77\mathrm{°}`$) if a uniform slab model is assumed for the gas disk. The representative column densities in our outer disk field of M 31 are therefore about $`2.3\times 10^{20}`$ H I  atoms cm-2. Owing to the high inclination, the determination of intrinsic gas velocity dispersion also suffers from averaging of gas cloud profiles along the line of sight. The calculation of a critical density is therefore uncertain, but it seems likely that the observed gas surface density is well below the threshold for forming very massive, ionizing stars. This is in agreement with our observations, since the young stars we have found do not seem to include stars more luminous than about B0.

Deep H$`\alpha `$ images of three actively-star-forming late-type spiral galaxies (NGC 628, NGC 1058, & NGC 6946) provide new evidence for massive star formation at galactocentric radial distances up to $`2\times \mathrm{R}_{25}`$ (Ferguson et al., 1998a, b). Our results on M 31 show that ongoing star formation activity can also take place in the outer parts of earlier-type galaxies, although the stars being formed are generally of lower mass.

## 8 Conclusions

We have presented evidence for the existence of appreciable amounts of dust well mixed with the atomic gas in the far outer regions of M 31, in an area at a galactocentric radius of $`116^{}`$, or $`1.2\times `$ R25. The dust-to-atomic-gas ratio is $`1/3`$ of the Galactic value in the solar neighborhood. These results refer not to isolated positions, but to large areas of size $`20`$ kpc2 or more in the outer disk of this galaxy. Dust is made of heavy elements; if primordial gas is expected to be lacking in heavy elements (and therefore contains no dust), then the extended H I  gas in the outer parts of M 31 is not primordial.

High values of metallicity in the outer disk of M 31 are not completely unexpected. Jacoby & Ford (1986) measured an oxygen abundance $`O/H=3.2\times 10^4`$ in an HII  region 17 kpc from the center of M 31, and a value of $`1.2\times 10^4`$ in a planetary nebula at 33 kpc projected radius, but this object has halo kinematics. In our Galaxy, De Geus et al. (1993) and Digel et al. (1994) have detected CO emission from gas at a kinematic distance of 28 kpc. This shows that heavy elements are present in the Galaxy almost at the edge of the H I  disk (kinematic radius $`30`$ kpc). Ferguson et al. (1998a) also report metallicities of 0.10 - 0.15 solar in HII  regions in the outer parts of several late-type spirals. However, these detections refer to isolated positions where peculiar local conditions may occur; our result on M 31 refers to the outer disk gas in general.

We have also found evidence for recent star formation in the outer parts of M 31. These young stars have the signatures of B stars and appear both in clusters and in isolation. Their presence points to the existence of molecular gas in the outer disk of M 31. The amount of molecular gas can not be directly determined from our observations, and if it is very cold (T$`{}_{k}{}^{}5`$ K) and/or of modest density ($``$ 300 $`\mathrm{H}_2`$ molecules cm-2), detecting photon emission from it will be very difficult. As an order-of-magnitude estimate, we note that the addition of a column N($`\mathrm{H}_2`$) of molecular gas equivalent to the observed column N(H I ) of atomic gas would reduce our observed dust-to-atomic-gas ratio of $`1/3`$ to a dust-to-total-gas ratio of $`1/9`$, a value more in agreement with the low metallicities in the outer parts of disk galaxies reported by Ferguson et al. (1998a).

Finally, we have found a suggestion in our data that the ISM in the outer disk of M 31 is clumpy on length scales smaller than about 200 pc. While this result may be well-known for the ISM in the inner parts of galaxies, our data provides the first indication that the gas in the faint outer disks of galaxies is similarly clumpy. A higher-resolution map of the H I  distribution in this area with e.g. the VLA would provide the means to examine the correspondence of gas, dust, and young stars in these outer regions of M 31 in significantly more detail.

The observations were collected at the Canada–France–Hawaii Telescope at Mauna Kea. We thank Gerard Luppino of the University of Hawaii for the loan of the UH8K CCD mosaic camera which made the present observations possible, and the Directors of the Canada-France-Hawaii Telescope and Space Telescope Science Institute for financial support which facilitated the work on this paper. The blank field data were kindly provided by M. Crézé and A. Robin. Helpful comments on earlier drafts of the paper were made by Nino Panagia and Ken Freeman.