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# References

June 2001

Conformal anomaly from dS/CFT correspondence

Shin’ichi NOJIRI111nojiri@cc.nda.ac.jp, and Sergei D. ODINTSOV222 odintsov@ifug5.ugto.mx, odintsov@mail.tomsknet.ru

Department of Applied Physics
National Defence Academy, Hashirimizu Yokosuka 239-8686, JAPAN

$`\mathrm{}`$ Tomsk State Pedagogical University, 634041 Tomsk, RUSSIA
and
Instituto de Fisica de la Universidad de Guanajuato, Lomas del Bosque 103, Apdo. Postal E-143, 37150 Leon,Gto., MEXICO

ABSTRACT

In frames of dS/CFT correspondence suggested by Strominger we calculate holographic conformal anomaly for dual euclidean CFT. The holographic renormalization group method is used for this purpose. It is explicitly demonstrated that two-dimensional and four-dimensional conformal anomalies (or corresponding central charges) have the same form as those obtained in AdS/CFT duality.

AdS/CFT duality (for a review, see ) relates quantum gravity on AdS D-dimensional space with boundary CFT in one dimension less. It has been proven to be very useful in modern string/quantum gravity/conformal theories. It is suspected that AdS/CFT correspondence is manifestation of some more deep fundamental principle somehow related with holography.

In the recent paper by Strominger (for related discussion, see ) it has been suggested dS/CFT correspondence in the similar sense as above AdS/CFT correspondence. The fact that quantum gravity in de Sitter space may have some holographic dual has been already mentioned in several papers . The following simple arguments may be suggested. The reason why AdS/CFT can be expected is the isometry of $`d+1`$-dimensional anti-de Sitter space, which is $`SO(d,2)`$ symmetry. It is identical with the conformal symmetry of $`d`$-dimensional Minkowski space. We should note, however, the $`d+1`$-dimensional de Sitter space has the isometry of $`SO(d+1,1)`$ symmetry, which can be a conformal symmetry of $`d`$-dimensional Euclidean space. Then it might be natural to expect the correspondence between $`d+1`$-dimensional de Sitter space and $`d`$-dimensional euclidean conformal symmetry (dS/CFT correspondence). In fact, the metric of $`D=d+1`$-dimensional anti de Sitter space (AdS) is given by

$$ds_{\mathrm{AdS}}^2=dr^2+\mathrm{e}^{2r}\left(dt^2+\underset{i=1}{\overset{d1}{}}\left(dx^i\right)^2\right).$$
(1)
In the above expression, the boundary of AdS lies at $`r=\mathrm{}`$. If one exchanges the radial coordinate $`r`$ and the time coordinate $`t`$, we obtain the metric of the de Sitter space (dS):

$$ds_{\mathrm{dS}}^2=dt^2+\mathrm{e}^{2t}\underset{i=1}{\overset{d}{}}\left(dx^i\right)^2.$$
(2)
Here $`x^d=r`$. Then there is a boundary at $`t=\mathrm{}`$, where the Euclidean conformal field theory (CFT) can live and one expects dS/CFT correspondence. The purpose of the present note is to get holographic conformal anomaly within dS/CFT correspondence in the same style as it was done in AdS/CFT correspondence (see refs.  for calculation of holographic conformal anomaly in AdS/CFT duality). It is shown that obtained central charge of dual CFT in two and four-dimensions is the same as in the correspondent calculation in AdS/CFT.

In the present discussion one can use the analogy with the holographic renormalization group formulation developed in . One can start from $`D=d+1`$ dimensional dS-like metric in the following form

$$ds^2=G_{MN}dX^MdX^N=dt^2+\widehat{G}_{\mu \nu }(x,t)dx^\mu dx^\nu .$$
(3)
where $`X^M=(x^\mu ,t)`$ with $`\mu ,\nu =1,2,\mathrm{},d`$. The gravitational action on a $`(d+1)`$ dimensional manifold $`M_{d+1}`$ with the boundary $`\mathrm{\Sigma }_d=M_{d+1}`$ is given by

$`S_{d+1}`$ $`=`$ $`{\displaystyle _{M_{d+1}}}d^{d+1}x\sqrt{G}(R\mathrm{\Lambda })+2{\displaystyle _{\mathrm{\Sigma }_d}}d^dx\sqrt{\widehat{G}}K`$ (4)
$`=`$ $`{\displaystyle _{\mathrm{\Sigma }_d}}d^dx{\displaystyle 𝑑r\sqrt{G}\left(R\mathrm{\Lambda }K_{\mu \nu }K^{\mu \nu }+K^2\right)}`$
$``$ $`{\displaystyle d^dx𝑑r\sqrt{G}_{d+1}}.`$
where $`R`$ and $`K_{\mu \nu }`$ are the scalar curvature and the extrinsic curvature on $`\mathrm{\Sigma }_d`$ respectively. We should note that we are considering the action in the Minkowski signature. Since we are considering the de Sitter background instead of the AdS background, the cosmological constant $`\mathrm{\Lambda }`$ is positive and parametrized by the parameter $`l`$, which is the radius of the asymptotic dSd+1

$$\mathrm{\Lambda }=\frac{d(d1)}{l^2}.$$
(5)
$`K_{\mu \nu }`$ is given as

$`K_{\mu \nu }={\displaystyle \frac{1}{2}}{\displaystyle \frac{\widehat{G}_{\mu \nu }}{t}},K=\widehat{G}^{\mu \nu }K_{\mu \nu }`$ (6)
In the canonical formalism, $`_{d+1}`$ is rewritten by using the canonical momenta $`\mathrm{\Pi }_{\mu \nu }`$ and Hamiltonian density $``$ as

$$_{d+1}=\mathrm{\Pi }^{\mu \nu }\frac{\widehat{G}_{\mu \nu }}{t}+,\frac{1}{d1}(\mathrm{\Pi }_\mu ^\mu )^2\mathrm{\Pi }_{\mu \nu }^2+R\mathrm{\Lambda }.$$
(7)
The equation of motion for $`\mathrm{\Pi }^{\mu \nu }`$ leads to

$`\mathrm{\Pi }^{\mu \nu }=K^{\mu \nu }\widehat{G}^{\mu \nu }K.`$ (8)
The Hamilton constraint $`=0`$ leads to the Hamilton-Jacobi equation (flow equation)

$`\{S,S\}(x)`$ $`=`$ $`\sqrt{\widehat{G}}_d(x)`$ (9)
$`\{S,S\}(x)`$ $``$ $`{\displaystyle \frac{1}{\sqrt{\widehat{G}}}}\left[{\displaystyle \frac{1}{d1}}\left(\widehat{G}_{\mu \nu }{\displaystyle \frac{\delta S}{\delta \widehat{G}_{\mu \nu }}}\right)^2+\left({\displaystyle \frac{\delta S}{\delta \widehat{G}_{\mu \nu }}}\right)^2\right],`$ (10)
$`_d(x)`$ $``$ $`R[\widehat{G}]\mathrm{\Lambda }.`$ (11)
One can decompose the action $`S`$ into a local and non-local part as discussed in ref. as follows

$`S[\widehat{G}(x)]`$ $`=`$ $`S_{loc}[\widehat{G}(x)]+\mathrm{\Gamma }[\widehat{G}(x)],`$ (12)
Here $`S_{loc}[\widehat{G}(x)]`$ is tree level action and $`\mathrm{\Gamma }`$ contains the higher-derivative and non-local terms. In the following discussion, we take the systematic method of ref., which is weight calculation. The $`S_{loc}[\widehat{G}]`$ can be expressed as a sum of local terms

$$S_{loc}[\widehat{G}(x)]=d^dx\sqrt{\widehat{G}}_{loc}(x)=d^dx\sqrt{\widehat{G}}\underset{w=0,2,4,\mathrm{}}{}[_{loc}(x)]_w$$
(13)
The weight $`w`$ is defined by following rules;

$$\widehat{G}_{\mu \nu },\mathrm{\Gamma }:\text{weight 0},_\mu :\text{weight 1},R,R_{\mu \nu }:\text{weight 2},\frac{\delta \mathrm{\Gamma }}{\delta \widehat{G}_{\mu \nu }}:\text{weight }d.$$

Using these rules and (9), one obtains the equations, which depend on the weight as

$`\sqrt{\widehat{G}}_d`$ $`=`$ $`\left[\{S_{loc},S_{loc}\}\right]_0+\left[\{S_{loc},S_{loc}\}\right]_2`$ (14)
$`0`$ $`=`$ $`\left[\{S_{loc},S_{loc}\}\right]_w(w=4,6,\mathrm{}d2),`$ (15)
$`0`$ $`=`$ $`2\left[\{S_{loc},\mathrm{\Gamma }\}\right]_d+\left[\{S_{loc},S_{loc}\}\right]_d`$ (16)
The above equations which determine $`\left[_{loc}\right]_w`$. $`\left[_{loc}\right]_0`$ and $`[_{loc}]_2`$ are parametrized by

$$\left[_{loc}\right]_0=W,\left[_{loc}\right]_2=\mathrm{\Phi }R.$$
(17)
Thus one can solve (14) as

$`\mathrm{\Lambda }={\displaystyle \frac{d}{4(d1)}}W^2,1={\displaystyle \frac{d2}{2(d1)}}W\mathrm{\Phi }.`$ (18)
The case of $`d=2`$ is special and instead of Eqs.(14,15,16), we obtain

$$\sqrt{\widehat{G}}_2=2\left[\{S_{loc},\mathrm{\Gamma }\}\right]_2+\left[\{S_{loc},S_{loc}\}\right]_0+\left[\{S_{loc},S_{loc}\}\right]_2.$$
(19)
When $`d=2`$, the second equation in (18) is irrelevant but by using (5), we obtain

$$W_2=\frac{2}{l}.$$
(20)
When $`d>2`$, by using (5), one obtains $`W`$ and $`\mathrm{\Phi }`$ as

$$W=\frac{2(d1)}{l},\mathrm{\Phi }=\frac{l}{d2}.$$
(21)
Note that there is an ambiguity in the choice of the sign but the relative sign of $`W`$ and $`\mathrm{\Phi }`$ is different from AdS case. When $`\left[_{loc}\right]_4=0`$, one gets

$`{\displaystyle \frac{1}{\sqrt{\widehat{G}}}}\left[\{S_{loc},S_{loc}\}\right]_4`$ (22)
$`={\displaystyle \frac{dl^2}{4(d1)(d2)^2}}R^2{\displaystyle \frac{l^2}{(d2)^2}}R_{\mu \nu }R^{\mu \nu }.`$
The weight $`d`$ flow equation (16), which is related with the conformal anomaly in $`d`$ dimensions , is written by

$`{\displaystyle \frac{W}{2(d1)}}{\displaystyle \frac{1}{\sqrt{\widehat{G}}}}\widehat{G}_{\mu \nu }{\displaystyle \frac{\delta \mathrm{\Gamma }}{\delta \widehat{G}_{\mu \nu }}}=2\left[\{S_{loc},\mathrm{\Gamma }\}\right]_d=\left[\{S_{loc},S_{loc}\}\right]_d.`$ (23)
This $`\widehat{G}_{\mu \nu }\frac{\delta \mathrm{\Gamma }}{\delta \widehat{G}_{\mu \nu }}`$ can be regarded as the sum of conformal anomaly $`𝒲_d`$ and the total derivative term $`_\mu 𝒥_d^\mu `$ in $`d`$ dimensions. Thus we rewrite (23) as following

$`\kappa ^2𝒲_d+_\mu 𝒥_d^\mu ={\displaystyle \frac{d1}{W\sqrt{\widehat{G}}}}\left[\{S_{loc},S_{loc}\}\right]_d.`$ (24)
Here $`\kappa ^2`$ is $`d+1`$ dimensional gravitational coupling. Using the above relation, one can get the holographic conformal anomaly in 2 dimensions

$$\kappa ^2𝒲_2=\frac{l}{\sqrt{\widehat{G}}}_2\left[\{S_{loc},\mathrm{\Gamma }\}\right]_2=\frac{l}{2}\widehat{R}.$$
(25)
Actually, the corresponding result (via calculation of central charge for corresponding 2d CFT) has been already obtained by Strominger using method similar to the one developed in three-dimensional AdS space . It has been also proposed in ref. that holographic conformal anomaly evaluation may be applied as well. The result for 4d holographic conformal anomaly is obtained from (22):

$$\kappa ^2𝒲_4=\frac{l}{2\sqrt{\widehat{G}}}\left[\{S_{loc},S_{loc}\}\right]_4=l^3\left(\frac{1}{24}\widehat{R}^2\frac{1}{8}\widehat{R}_{\mu \nu }\widehat{R}^{\mu \nu }\right).$$
(26)
This agrees with the result for holographic conformal anomaly calculated by various methods using AdS/CFT duality. It indicates that all results about holographic conformal anomaly  in AdS/CFT may be easily used in dS/CFT.

We should note that holographic conformal anomaly obtained from dS/CFT duality seems to be identical with that from AdS/CFT one. This shows that obtained central charge from dS/CFT duality itself is the same with that from AdS/CFT. Nevertheless, it does not mean that boundary CFTs should be necessarily the same because there may exist several different theories with the same central charge. Finally, let us note that the fact that holographic conformal anomaly from AdS/CFT or dS/CFT duality is the same suggests that both these dualities are the consequence of some underlying fundamental principle. Even more, one can speculate on existance of more dualities of such sort, also for other spaces.


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# QCD and Diffraction

## 1 Introduction

This talk summarized some ideas on how well we know properties of diffractive and small-$`x`$ physics as a consequence of QCD. The primary results concern the separation of phenomena on different scales and in different rapidity ranges, and it this separation or factorization that enables predictions and useful models to be made despite our ignorance about non-perturbative QCD:

1. Ordinary hard-scattering factorization for $`F_2^{(\mathrm{inclusive})}`$, jet production, etc.
2. The same for diffractive hard processes.
3. BFKL, etc.
4. $`k_T`$-factorization, CCFM, etc.
5. Dipole model, etc.

There is also the subject of exclusive diffraction and skewed pdf’s, which I will not dicuss here. I will also not discuss the issue of Regge theory and Regge factorization, except indirectly in the context of the BFKL equation. Regge factorization does not follow in any demonstrated way from QCD, if one includes non-perturbative phenomena, and in the context of hard scattering, it clearly fails in its simplest form. However, this is an important area of physics that needs to be properly elucidated.

In the general area of diffraction, a cultural divide exists between those who work in the Breit frame (in DIS) and those who work in the target rest frame. The first group use a parton density language  and the second tend to use the dipole model . The two frames lead to very different intuitions. But QCD is the same for all of us, and progress is to be made by understanding the compatibility of the two views.

My remarks are confined to lepto-production processes, even though the same issues extend to many other processes.

## 2 Parton viewpoint: hard-scattering factorization

The main ideas of the parton method are best understood in coordinate space in the Breit frame — Fig. 1. A highly time-dilated and Lorentz contracted proton arrives from the right. For numerical illustration, suppose that $`Q^2=10\mathrm{GeV}^2`$ and $`x=2\times 10^4`$. The hard interaction occurs with one constituent over a scale $`1/Q`$, about $`0.1\mathrm{fm}`$. The struck quark has an energy of $`1.6\mathrm{GeV}`$, and its scale of non-perturbative interactions is $`5\mathrm{fm}`$, due to time-dilation. The valence interactions of the proton occur on a much longer scale $`10^4\mathrm{fm}`$.

This separation of scales leads to factorization, for $`F_2`$ and many other cross sections. The leading power result is

$$\text{hard-scattering coefficient}\text{parton density}.$$
(1)
This also applies  to diffractive processes, where the parton density is replaced by a diffractive parton density (or extended fracture function), which is a number density of partons conditional on a diffracted proton in the final state.

The intuitive picture is clear, and is fully and provably realized in QCD. Results include: (a) the DGLAP evolution of pdf’s, (b) the need for higher-order corrections (non-leading logarithms) to the hard scattering and DGLAP kernels, and (c) methods to obtain these corrections from Feynman graphs. The successes of these methods is well-known.

However, there is a myth that has arisen and that is, I believe, hindering further progress. This is that hard scattering involves scattering of on-shell partons. Clearly this is false, since the partons are confined. Discussions predicated on the myth are misleading, if not incomprehensible, for students. New results in the field depend on a more exact treatment of parton kinematics, which can only be done correctly if the myth is removed.

Simple factorization breaks down when $`Q`$ is too small, and “higher twist” corrections come into play. More interestingly, it breaks down when $`1/x`$ is sufficiently large that “saturation” effects matter. Even if saturation does not yet occur, there are enhancements in higher order corrections at small $`x`$.

## 3 Small $`x`$ logarithms and saturation

At small $`x`$ two problems arise. One is that in gluon ladders there are integrals over the rapidities of intermediate gluons that lead in coefficient functions and in the DGLAP kernels to logarithms of $`x`$. Low-order perturbation theory for these quantities is no longer accurate. Possible remedies are (a) resummation of the large logarithms using the BFKL equation, (b) use of sufficiently many higher orders of perturbation theory, and (c) use of $`k_T`$ factorization. These are in principle compatible, but rely on approximations, and the $`k_T`$ factorization approach is probably the most unifying method.

A more fundamental breakdown of the methods occurs at sufficiently small $`x`$ that saturation occurs. The intuitive picture leading to factorization requires that the different partons in the target hadron be transversely separated at the moment of the hard scattering. This fails when the partons overlap transversely, when the packing fraction

$$\rho =\frac{\text{Area of partons}}{\text{Area of proton}}=\frac{\text{number of parton}/Q^2}{1/R^2},$$
(2)
becomes larger than unity. Simple parton ideas fail, and a breakdown of the DGLAP prediction of the $`Q`$ fails even if calculations are carried to high orders of perturbation theory (non-leading logarithms).

In applying this idea quantitatively, one should know that at small $`x`$, $`\overline{\mathrm{MS}}`$ pdf’s do not provide a good measure of the number of partons, since they are not equal to an appropriate integral of an unintegrated parton density.

## 4 $`k_T`$ factorization

A fundamental way  of tackling these and other problems is to use “unintegrated parton densities” $`P(x,k_T)`$ that give the $`k_T`$ dependence of the partons.

At small $`x`$ and high $`Q`$ the LLA suggests that ladder-like graphical contributions dominate. As one goes from the virtual photon to the proton, the parton $`x`$ increases and the parton $`k_T`$ generally decreases. By locating where the first large gap in one of these variables occurs one obtains a factorization:

$$d\sigma =\text{coefficient function}P(x,k_T).$$
(3)
There are no large ranges of kinematics in the coefficient, so it is perturbatively calculable. But if the kinematic gap below it is in $`x`$, we must explicitly take account of parton $`k_T`$; hence the use of the unintegrated pdf.

A proper treatment needs care. For example, non-ladder graphs are important, but the need for most of them can be removed by the use of light-cone gauge. However, the light-cone gauge introduces divergences when the rapidities of virtual gluons go to $`\mathrm{}`$, a region that is completely unrelated to the physics. There is no cancellation between real and virtual gluons in the situation we are considering, so it is compulsory to provide a cut-off: $`P(x,k_T,y_c)`$. Effectively, the BFKL and CCFM equations provide an equation for the dependence on the cut-off $`y_c`$.

Unfortunately, the cut-off is not explicit in public derivations, with the obvious resulting problems.

This impacts on the discussions of saturation. It is essential to discuss this in terms of $`P(x,k_T,y_c)`$. The relation to the $`\overline{\mathrm{MS}}`$ pdf’s needs to be explicitly quantified. Many years ago, in other processes, Soper and I  gave a suitable concrete definition, with the rapidity cutoff explicit. The definition of quark-parton state includes a certain amount of “wee glue”, and the equation for the $`y_c`$ dependence is a kind of renormalization-group equation with respect to the amount of wee glue.

Also, it is not obvious to me how the published derivations go beyond the leading-logarithm approximation; in particular, at sufficiently non-leading logarithmic accuracy, there is more than single-gluon exchange across kinematic gaps in $`x`$, contrary to what was needed to obtain Eq. (3). This matters if one wishes to use $`k_T`$-factorization as a property of full QCD, including non-perturbative effects.

## 5 Dipole model

A totally different is the dipole model . Its intuition comes from the target rest frame, where the time-scale of the virtual photon is much greater than the time for it to cross the target. If $`Q^2=10\mathrm{GeV}^2`$ and $`x=2\times 10^4`$, as before, the photon energy is $`2.5\times 10^4\mathrm{GeV}`$ and the $`q\overline{q}`$ component of the photon has a formation distance of around 500 fm, whereas the proton is just 1 fm across.

Clearly, it is a sensible first approximation to treat the photon’s $`q\overline{q}`$ component as frozen in transverse size while it crosses the target. This results in a lot of useful phenomenology. In particular inclusive $`F_2`$ and diffraction are related by applying the optical theorem to the dipole cross section.

It is important that the basic dipole, with a size of order 1 fm, is in the “aligned jet” configuration. One particle of the dipole has much higher energy than the other. The high-energy particle is the struck quark, which gives the high $`p_T`$ jet in the HERA laboratory frame. The other, “slow” quark is actually in the parton density: it is the quark of fractional momentum $`x`$ before it is struck, and the order of events for this quark is opposite than in the Breit frame. This change of time ordering between frames implies that the quark propagates over a space-like distance, and therefore that intuitive ideas may be somewhat misleading.

The correspondence with the factorization ideas is as follows. If the transverse momentum in the pair is small, then the dominant situation (to power-law accuracy) is the asymmetric aligned-jet configuration, with a size of $`1/k_T`$; this corresponds to the LO parton model. Provided we use the leading logarithm approximation in $`x`$, time dilation of the dipole system ensures that scattering occurs over a short distance scale, and the dipole idea is really valid.

If $`k_T`$ is large ($`Q`$) we have a small size configuration, with the parton momenta not being greatly different. The lifetime of the state remains long (500 fm in the example). However, scattering can occur (in non-leading logarithm in $`x`$) by emission of a slow gluon. We then have a 3-body system, which is effectively an octet dipole, consisting of a gluon well separated from a small octet $`q\overline{q}`$ system.

Intermediate configurations are involved in giving the correct DGLAP evolution.

Clearly “QCD corrections” give non-trivial modifications to the dipole model, and it is questionable how well it is preserved beyond the perturbative domain for anything but qualitative purposes. The dipole model is most at home in a leading logarithm approximation. Quantitative comparisons of data and dipole model predictions can be quite tricky particularly to determine whether saturation occurs.

## 6 Relation of dipole-model to factorization

Clearly, there must be a relation between dipole model and pdf formalism. However, it is a non-trivial relation, because the time sequence of events is reversed between the natural reference frames for the two methods, and because of the need to treat non-leading logarithmic and non-perturbative effects. Even so, the basic Feynman-diagrammatic view is the same, and the theory is the same. It is most natural, I think, to try to relate the dipole cross section to (unintegrated) pdf’s.

Some hints as to the details can be found in the work  of Frankfurt, Strikman, et al. One definitely has to ask what happens beyond the leading approximation. The factorization point-of-view includes, in principle, all non-leading logarithms, and its pdf’s are fully non-perturbative.

## 7 Conclusions

I would like to know the answers to the following questions, which in my personal opinion have not been completely satisfactorily answered in the literature:

1. What precisely is the unintegrated pdf $`P(x,k_T,y_c)`$?
2. Explicitly, what is the rapidity cut-off on virtual gluons?
3. What is the relation to $`\sigma _{\mathrm{dipole}}(x,r_T)`$? (What variables? Why?)
4. What is the quantitative relation to the $`\overline{\mathrm{MS}}`$ pdf’s?
5. We need a more complete derivation of the space-time structure. E.g.:

* Where is diffracted proton formed?
    * What about Regge theory?


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# The Effects of Disorder on the 𝜈=1 Quantum Hall State

## I Introduction

The discovery of the quantum Hall effects has led to a new appreciation of the possible ground states of the two-dimensional electron gas (2DEG) in high magnetic fields. In a high field $`B`$, the kinetic energy is quantized into Landau levels (LLs) with energy $`(n+\frac{1}{2})\omega _c`$, where $`\omega _c=eB/m`$ is the cyclotron frequency. Each LL has a macroscopic degeneracy of $`BA/\varphi _0`$, where $`A`$ is the area of the 2DEG, and $`\varphi _0=h/e`$ is the quantum unit of flux.

The integer quantum Hall effect (IQHE) can be understood at a single-particle level after including the effects of disorder. Interactions are also very important at $`\nu =1`$. It is known that the $`\nu =1`$ state is a spontaneous ferromagnet with charged skyrmionic excitations in the clean limit, which have been seen in experiments. A complete understanding of the $`\nu =1`$ state should involve the effects of both interactions and disorder.

One of the physical properties that points to a role for disorder is the small magnitude of the transport gap for $`\nu =1`$. Even after assuming that skyrmions, which have smaller excitation energy than quasiparticles, are the charge carriers, and that sample thickness and Landau level mixing contribute to reducing this excitation energy further, the predicted gap is nearly a factor of two above the data. In this paper we will take a straightforward phenomenological approach to computing the physical properties of the $`\nu =1`$ state in the presence of both disorder and interactions. In this approach the single-particle Green’s function in the Hartree-Fock approximation is averaged over disorder to obtain a Dyson equation

$`\left(𝒢\right)_{nn}^1=`$ $`\left(𝒢_0\right)_{nn}^1{\displaystyle \frac{d^2q}{(2\pi )^2}U(q)\underset{m}{}|\rho _{nm}(\stackrel{}{q})|^2𝒢_{mm}}`$ (1)
$`=`$ $`\left(𝒢_0\right)_{nn}^1E_C^2{\displaystyle \underset{m}{}}\alpha _{mn}𝒢_{mm}`$ (2)
where $`𝒢_0`$ is the Green’s function in the clean limit seen as a matrix in the the LL indices, $`𝒢`$ is the disorder-averaged Green’s function, $`\rho _{nm}(\stackrel{}{q})`$ is the matrix element of the electron density operator $`\widehat{\rho }(\stackrel{}{q})`$ between the LLs $`n`$ and $`m`$, $`E_C=e^2/\epsilon l_0`$, and

$$<V_r(\stackrel{}{q})V_r(\stackrel{}{q}^{})>=U(q)(2\pi )^2\delta ^2(\stackrel{}{q}+\stackrel{}{q}^{})$$
(3)
defines $`U(q)`$ in terms of the ensemble average of the disorder potential $`V_r`$. The interaction enters the picture through the HF energies which enter $`𝒢_0`$

$$ϵ_{0\sigma }(n)=n\omega _c\frac{\sigma E_Z}{2}_qv(q)\underset{m}{}|\rho _{nm}(\stackrel{}{q})|^2N_{F\sigma }(m)$$
(4)
where $`\sigma =\pm 1`$ is the spin index, $`E_Z=g^{}\mu B_{tot}`$ is the Zeeman coupling, $`v(q)`$ is the electronic interaction, and $`N_{F\sigma }(m)`$ is the Fermi occupation of the (spin-split) LL with index $`m`$. This set of equations can be self-consistently solved to obtain the chemical potential, the density of states (given by the imaginary part of the Green’s function) and occupations of various Landau levels. Subsequently one can calculate any physical quantity that depends only on single-particle properties.

We will be concerned with high-mobility samples, where the 2DEG is separated from the dopant atoms by an insulating layer of thickness $`d1000\AA l_0`$ (the magnetic length). The disorder potential arises from the Coulomb interaction of the electrons with the fluctuations in the density of the dopant atoms. In an incompressible state, one might naively assume that this potential is not screened. However, this leads to divergent fluctuations on large length scales. A number of approaches have been proposed to handle the screening problem. In the following analysis we will be guided by the approach of Efros and coworkers, in which the bare disorder potential is screened nonlinearly. This leads to a picture of the 2DEG divided into incompressible strips where the density is more or less pinned to an integer value, and more compressible “metallic” regions where quasiparticles and quasiholes nucleate to screen the bare disorder potential, and the density lies between two integer values. In the incompressible strips the long-range potential still makes its presence felt, but is screened by the “metallic” regions beyond the width of the incompressible strips $`Wl_0`$. This picture has recently been supported by scanning probe experiments which image the electron density of the 2DEG. The images show that even within the incompressible strips there are short-range density fluctuations. Based on this picture, we will assume an effective disorder potential which is mostly short-ranged, but also has a small long-range component which is screened for $`qW^1`$. In this case, due to the small-$`q`$ properties of the density matrix elements $`\rho _{mn}`$, the long-range part of the effective disorder adds a constant to all the diagonal elements $`\alpha _{mm}`$ and makes a negligible contribution to the off-diagonal terms. We model the short-range part of the disorder with uncorrelated $`\delta `$-function impurities, with $`U(q)=\alpha _sE_C^2l_0^2`$, where $`\alpha _s`$ is the disorder strength. Our model disorder potential is characterized by the two dimensionless parameters $`\alpha _l`$ and $`\alpha _s`$ and has the simple form $`\alpha _{mn}=\alpha _s+\alpha _l\delta _{mn}`$.

Consider the effect of disorder on the spin polarization and the transport gap. In the clean limit, the $`n=0,`$ LL is completely occupied while the $`n=0,`$ and all other LLs are empty. The transport gap is just the splitting between the $`n=0,`$ and $`n=0,`$ LLs. Under realistic conditions (magnetic fields of a few Tesla) the interaction energy $`E_C`$ is usually larger than the cyclotron energy, and both the above scales are much larger than the Zeeman coupling $`E_Z`$. At $`\nu =1`$ the exchange energy dominates the gap. The splitting between the $`n=0,`$ and $`n=0,`$ levels (assuming that only these two are occupied) is

$$\mathrm{\Delta }=E_0(N_F(,0)N_F(,0))+E_Z$$
(5)
where the exchange integral is $`E_0=\frac{d^2q}{(2\pi )^2}v(q)e^{q^2l_0^2/2}`$.

Eq(5) shows that disorder can be expected to reduce the gap. If the disorder broadening of the LLs is sufficient to make the single-particle states in $`n=0,`$ and $`n=0,`$ overlap, then the gap will be reduced when compared to the clean limit according to Eq(5). However, the band overlap will simultaneously decrease the spin polarization. In order to see if this effect is operative in real samples, one needs to look at the spin polarization.

Aifer et al made measurements of the absolute spin polarization near $`\nu =1`$ using an optical absorption technique. Their data show a “flat top”, demonstrating that for $`0.95\nu 1.05`$ the sample is only 65% spin polarized even at the lowest temperatures, with an estimated error of 10%. A similar feature has recently been observed in optically pumped nuclear magnetic resonance (OPNMR) measurements. Outside this range of $`\nu `$ the data show unambiguous evidence for skyrmion-induced depolarization. Figure 1 shows our predictions for the spin polarization near $`\nu =1`$ for short range + small amounts of long-range disorder. A Fang-Howard form for the interaction $`v(q)`$ with width $`b^1=0.5l_0`$ was used to compute exchange integrals, the $`n=0,1,2`$ Landau levels were kept, and other parameters appropriate to Sample A of Aifer et al were used ($`B_{\nu =1}=6.2T`$).

The lack of full polarization shows that the disorder-broadened $`n=0,`$ and $`n=0,`$ LLs do overlap, so by Equation (5) we can expect reductions of the transport gap. For definiteness, we will focus on the data of Schmeller et al, who measured the transport gap $`\mathrm{\Delta }`$ at $`\nu =1`$ as a function of the Zeeman coupling $`E_Z`$. There were two noteworthy features in their data. Firstly, the largest gap they obtained (in the SI1 sample) for $`\nu =1`$ (at $`E_Z=0.01E_C`$) was approximately $`0.25E_C`$, almost a factor of two smaller than the smallest theoretical estimate for the transport gap. Secondly, they observed a high slope of $`\mathrm{\Delta }`$ at small $`E_Z`$, and interpreted the result as showing evidence for large skyrmions. If skyrmions with $`s`$ reversed spins are the charge carriers, then the transport gap should behave as

$$\mathrm{\Delta }(E_Z)=\mathrm{\Delta }_0+sE_Z$$
(6)
Thus interpreted, the data suggest $`s7`$ skyrmions.

Figure 2 shows the results of our self-consistent calculations of the transport gap. Once again the Fang-Howard form for the interaction with width $`b^1=0.5l_0`$ was used, with the parameters appropriate to the SI1 sample ($`B_{}=2.3T`$) of Schmeller et al. Since the zero-field mobilities of the SI1 sample ($`3.4\times 10^6cm^2/Vs`$) and Sample A of Aifer et al ($`3.2\times 10^6cm^2/Vs`$) are similar, we can roughly expect the same disorder strengths in the two samples. Based on this expectation, some of the same disorder strengths as in Figure 1 have been used in Figure 2. We assume that the extended quasiparticle states of the $`n=0,`$ and $`n=0,`$ LLs lie at the respective band centers, defined as the energy where the density of states of a particular band is the maximum (this is exact when there is no LL mixing due to disorder). To conform to convention, based on fitting to the form $`R_{xx}e^{\mathrm{\Delta }/2T}`$, the transport gap is computed as twice the difference between the chemical potential and the nearest extended state.

As can be seen, every combination of disorder considered produces a high slope of $`\mathrm{\Delta }`$ vs $`E_Z`$, and the slope is almost independent of the magnitude of the gap in this region of $`E_Z`$. Similar results are obtained for other realistic values of sample thickness $`b^1`$. If interpreted according to Eq(6) this would correspond to $`s10`$ skyrmions. The implication here is that high slope seen in the data could be the result of disorder + exchange, rather than skyrmions. In fact, such an explanation was proposed in earlier experimental work which also saw high slopes of $`\mathrm{\Delta }`$ versus $`E_Z`$ ($`s620`$). Nicholas et al used an empirical gaussian form for the DOS, while here we obtain it from a self-consistent treatment of disorder and interactions.

Recently there have been reports of very large skyrmions ($`s`$ in the range $`3650`$) for systems with very small effective $`E_Z`$. This can also be understood within the context of our model. It was shown by Fogler and Shklovskii that as disorder increases beyond a critical value the exchange gap collapses (in the absence of Zeeman coupling). Near the critical value of disorder, even a small change in $`E_Z`$ makes a tremendous difference in the transport gap. Figure 3 shows a plot of the transport gap as a function of $`E_Z`$. If the initial slope is interpreted in terms of Equation (6) it would correspond to very large skyrmions ($`s=50`$). The slope decreases with increasing $`E_Z`$, as in the data.

Despite the semi-quantitative agreement with many experiments at $`\nu =1`$, there are several caveats that should be mentioned. We have ignored correlation effects beyond Hartree-Fock. In addition to important qualitative phenomena such as the coulomb gap, these effects can also decrease the transport gap. In the experimentally relevant range of sample densities these effects are estimated to be unimportant for $`\nu =1`$, but are significant for $`\nu =3`$ and higher. Secondly, the parallel field causes mixing between the different electric subbands, leading to modifications of the interaction. These effects are also expected to be more significant for higher LLs. Finally, we have assumed that the extended states lie at the band maxima. Numerical work on noninteracting models with disorder shows that this is a good approximation if LL mixing due to disorder is weak, but fails for large LL mixing. This effect is also more significant at higher $`\nu `$. In this context, the transport gaps for $`\nu =3`$ have also been measured as a function of $`E_Z`$. A straightforward application of the methods of this paper gives a high slope similar to $`\nu =1`$, in agreement with earlier work (see Usher et al) but disagrees with other data. It is possible that the disorder + exchange mechanism does occur, but is modified in a sample-dependent way by the other effects mentioned above, which are all expected to be substantially greater for $`\nu =3`$ than for $`\nu =1`$. Work is in progress to take these effects into account with a numerical HF approach for concrete disorder realizations.

If one assumes that the disorder + exchange mechanism is the dominant one for $`\nu =1`$, there are some interesting consequences. The slope of the transport gap as a function of $`E_Z`$ is consistent with skyrmions being invisible in transport at $`\nu =1`$. However, from polarization measurements we know that skyrmions depolarize the system away from $`\nu =1`$. This means that skyrmions, if they do exist at $`\nu =1`$, must be localized. This is plausible, since skyrmions are extended objects, and therefore their “hopping” requires many spin overlaps. These overlaps are presumably reduced by disorder, possibly leading to skyrmion localization. In fact, the most recent OPNMR measurements are consistent with skyrmion localization in a small range around $`\nu =1`$, though the analysis is complicated by wavefunction and polarization profiles perpendicular to the 2DEG.

In summary, the interplay between disorder and exchange, when treated in a self-consistent disorder-averaged Hartree-Fock approximation, can provide a consistent account of many of the experimental observations at $`\nu =1`$. This approach offers an alternative interpretation of the transport data which does not include skyrmions, and suggests that skyrmions may be localized and hence invisible in transport. In order to test the model rigorously, it would be very helpful to have measurements of transport gaps and spin polarization on the same sample at $`\nu =1`$. More work is needed at higher $`\nu `$ to tease apart the confounding effects of Landau level mixing due to disorder, correlation effects, and effects due to the parallel field.

It is a pleasure to thank J. P. Eisenstein, H. A. Fertig, B. B. Goldberg, A. H. MacDonald, and especially S. Das Sarma for many illuminating conversations. The author also wishes to thank the National Science Foundation for partial support (under DMR 0071611).


text:
# Signatures of Hierarchical Clustering in Dark Matter Detection Experiments

## I Introduction

A cornerstone of modern cosmology is the hypothesis that most of the matter in the Universe is non-luminous and more than likely non-baryonic. The most convincing evidence for dark matter comes from spiral galaxies similar to our own. The rotation curve of a typical spiral is observed to be flat or rising slowly well beyond the Holmberg radius which encloses 90% of the galaxy’s total luminosity. The usual interpretation is that spiral galaxies are embedded in extended halos of dark matter (e.g., bt ). The rotation curve probes the spherically-averaged integrated mass distribution – a flat rotation curve, for example, implies a density profile $`\rho (r)r^2`$. However, observations have so far yielded relatively little information about the detailed structure of dark halos, e.g., their shapes, and even less is known about their structure on small scales.

An understanding of the structure of the Galaxy’s dark halo is paramount for dark matter detection experiments since they rely on halo model predictions to develop search strategies. Moreover, the analysis and interpretation of the experimental data, e.g., the derivation of particle physics parameter constraints from detections or non-detections, must contend with the large uncertainties in these models. The microlensing experiments designed to detect massive compact halo objects (MACHOs) provide a cautionary tale in this regard. It has been demonstrated that flattening, velocity space anisotropy, and rotation of the halo, all of which are consistent with other constraints, impact significantly on the interpretation of the data macho . In addition, small-scale structure in the form of a clump or stream of MACHOs moving between us and the LMC could lead to an overestimate of the MACHO fraction in the Galaxy maoz ; metcalf ; wid ; zhao98 .

One difficulty with the analysis of microlensing experiments is that there is no consensus on how a MACHO halo would form. The theoretical situation is significantly better for cold dark matter (CDM) candidates such as weakly interacting massive particles (WIMPs) and axions. In CDM models, theoretical arguments and N-body simulations indicate that structure forms hierarchically: small-scale objects collapse first and subsequently merge to form systems of increasing size. It is often assumed that once subsystems are assembled into galaxy-size objects, structure on subgalactic scales is erased through processes such as tidal stripping, violent relaxation, and phase mixing white . The resulting particle distribution of galaxy halos would be relatively smooth in both position and velocity space. This viewpoint is now being challenged by high-resolution N-body simulations of halo formation in cold dark matter models (e.g., kkvp ; mgglqst ): galaxy-size halos in these simulations have a great deal of surviving substructure in the form of subclumps and tidal streams. This appears to contrast with the observed structure of the Milky Way, which has relatively few luminous satellites. The discrepancy has stimulated the revival of models in which the dark matter has some property — e.g., interactions or non-negligible velocity dispersion — which prevents it from collapsing on small scales (e.g., ss1 ; klt ; hu ). The alternative is that dark halos are in fact as clumpy as is seen in the simulations, but that gas collapse and/or star formation have not occurred in a large fraction of the galactic subclumps and therefore they are not observed bkw . Moreover, there is mounting evidence for the existence of tidal streams at large galactocentric distances in the Milky Way ilitq ; iils ; yn , as expected in a hierarchical cold dark matter model bkw .

Theoretical predictions for WIMP and axion detection experiments have, for the most part, sidestepped the issue of halo substructure. The most widely used halo model for dark matter search experiments is an isothermal sphere with non-zero core radius and a truncated Maxwellian velocity distribution (e.g.,jgk ). Although other halo models have been considered, in general they assume a smooth distribution function for the dark matter (e.g., kk ; uk ). An exception is the work of Sikivie et al. s97 ; stw95 ; stw96 , who assume that halo formation takes place through the accretion of successive spherical shells of matter. Spherical infall models have proved to be quite useful in the study of structure formation gg . For example, self-similar infall models fg84 ; b85  provide exact, fully non-linear solutions for the distribution function describing a collapsing system of collisionless particles in an expanding universe. A characteristic of these models is that the dark matter distribution at each location in the halo is composed of distinct streams of particles. The velocity dispersion within individual streams is small – a reflection of the fact that the initial distribution of particles is “cold”. Each stream is characterized by a different velocity that is directed either inward or outward, with $`60`$ individual streams at the position of the Sun. From a practical point of view, most of these can be viewed as components of a smooth background of particles whose velocity dispersion is given by the spread in velocities of the streams. However, streams associated with shells that have been accreted recently, i.e., those passing through the central regions of the Galaxy for the first, second, or third time, have speeds that are significantly higher than the characteristic ‘thermal’ speed of the bulk of the particles. They should therefore be observable as distinct features in the energy spectrum of dark matter particles detected on Earth. Some of the implications of this model for WIMP detection have been considered by Copi, et al. chk99 ; ck00  and Gelmini & Gondolo gelmini .

The conclusions of Sikivie et al. s97 ; stw95 ; stw96  are valid only in so far as the spherical infall model actually applies to the formation of the Galactic halo. In this paper, we study the consequences for dark matter detection of substructure in the Galactic halo formed in the context of the more realistic hierarchical clustering scenario for cold dark matter. Halo substructure is assumed to be in the form of cold subclumps and their tidal debris (e.g., jsh95 ; hw ) – the remnants of hierarchical mergers and accretion – rather than cold infalling shells. While some of the observational signatures of substructure formed in the hierarchical model are qualitatively similar to those of the spherical infall model, the interpretation is quite different. At its core, hierarchical clustering is a random process. Our results are therefore expressed as a probability that a given feature will appear in the angular or energy distribution of events for a dark matter experiment. By contrast, the spherical infall model is deterministic once the profile of the initial density perturbation is specified.

The most straightforward way to investigate this probability distribution would be to use standard N-body simulations and simply look at the phase space distribution in regions corresponding to the solar neighborhood. However, as illustrated by Moore moore2001 , current simulations do not have sufficient resolution to fully probe the inner regions of dark halos. Therefore, an alternative approach is required. Our analysis combines results from phenomenological models of halo formation — namely the extended Press-Schechter formalism — with numerical simulations designed to follow the evolution of individual subclumps in a background gravitational potential. The ingredients of the model calculation are provided in Section II. Details about the gravitational potential assumed for the Galaxy and the initial structure of the clumps are given in Section III. Our numerical experiments are described in Section IV and the results are presented in Section V. Experimental signatures for WIMP and axion detection experiments are discussed in Section VI.

We note at the outset that our model for substructure in the Galaxy halo is simplified in a number of respects; nevertheless, we expect it to yield a qualitatively accurate picture of the possible deviations from smoothness in the local phase space of halo dark matter. For other recent investigations of the observational implications of halo substructure, see wid ; gs ; bs ; moore ; earlier work on possible implications of halo clumpiness for dark matter detection includes ss2 ; iw .

## II Probability Distribution of Halo Substructure

We aim to estimate the probability that the local complement of dark matter particles includes a measurable contribution from a gravitationally bound clump or tidal stream. We focus on clumps that have made up to four orbits through the Galaxy by the present day — i.e., clumps that started to fall into the Milky Way at a redshift $`z\begin{array}{c}<\hfill \\ \hfill \end{array}1`$. The local distribution of dark matter particles is therefore divided into two components – a smooth background composed of particles that were accreted at early times (the substructure of which has since been erased by dynamical processes) and inhomogeneous material from recent accretion events. We assume that for $`z\begin{array}{c}<\hfill \\ \hfill \end{array}1`$ changes in the gravitational potential of the Galaxy are gradual and that clump-clump interactions can be ignored. Under these assumptions, recent accretion events can be studied numerically by evolving individual subclumps in a smooth, time-dependent model potential. Our assumptions are based on a variety of arguments which indicate that the recent accretion rate onto the inner parts of the Galaxy has been relatively low. The coldness and thinness of the Galactic disk, for example, limit the infall rate of satellites since they can transfer energy to stars in the disk to92 . Measurements of the ages and metallicities of stars in the Milky Way’s halo suggest that less than 10% of the halo stars come from recent merger events wg96 . By contrast, numerical simulations and theoretical modeling imply that the mass of the extended dark halo has grown by a factor of 2 or more since $`z1`$. The conclusion is that most of the material accreted recently resides in the outer parts of the halo. Our analysis focuses on those few clumps that reach the inner regions of the Galaxy.

Our results are expressed in terms of a probability distribution function $`dP/d\rho `$, where $`dP`$ is the probability that the density of dark matter particles in the solar neighborhood associated with a single clump or stream is between $`\rho `$ and $`\rho +d\rho `$. In general, we can write

$$\frac{dP}{d\rho }=𝒩(z_{\mathrm{ta}},m,p_j)f(z_{\mathrm{ta}},m,p_j;\rho )𝑑z_{\mathrm{ta}}𝑑p_j𝑑m$$
(1)
where $`𝒩(z_{\mathrm{ta}},m,p_j)dz_{\mathrm{ta}}dp_jdm`$ is the number of clumps accreted by the Galaxy with mass between $`m`$ and $`m+dm`$, turnaround redshift between $`z_{\mathrm{ta}}`$ and $`z_{\mathrm{ta}}+dz_{\mathrm{ta}}`$ and orbital parameters (e.g., angular momentum) between $`p_j`$ and $`p_j+dp_j`$. The turnaround redshift is defined as the epoch at which a clump breaks away from the expansion and begins to fall in toward the center of the Galaxy. $`𝒩`$ is modeled using the extended Press-Schechter formalism (see Section III). The dynamical evolution of accreted clumps within the Galactic halo is encoded in the function $`f(z_{\mathrm{ta}},m,p_j;\rho )d\rho `$, which gives the probability that a clump characterized by the parameters $`m`$, $`z_{\mathrm{ta}}`$, and $`p_j`$ contributes a density between $`\rho `$ and $`\rho +d\rho `$ to the present-day density of dark matter in the solar neighborhood.

Before proceeding to the elements of the model, we first reduce the calculation of $`f`$ to a more tractable problem. Consider a volume $`V`$ representative of the solar neighborhood. For example, for an axisymmetric model consisting of a thin stellar disk and flattened dark matter halo, an appropriate choice for $`V`$ is a thin circular tube in the disk plane with (large) radius $`r_s=8.5`$ kpc, the distance between the Sun and the Galactic center. Imagine that $`V`$ is filled with hypothetical observers capable of making local measurements of the dark matter particles. For a given clump, we then have $`f=V^1dV/d\rho `$, where $`dV/V`$ is the the fraction of observers who measure the dark matter density of the clump to be between $`\rho `$ and $`\rho +d\rho `$. We will estimate $`f`$ by using N-body simulations to follow the orbital evolution and disruption of accreted clumps in the evolving Galactic halo, as described in Section IV.

We adopt a spherically symmetric model for the Galaxy, in which case the remaining parameters in Eq. (1) can be simplified considerably. Deviations from spherical symmetry alter the orbits of individual clumps but since we are interested in properties of an ensemble of clumps (e.g., number of and density within streams) the results assuming a spherical halo should provide an adequate approximation. For spherical models, there is a one-to-one relation between a clump’s turnaround radius $`r_{\mathrm{ta}}`$ and $`z_{\mathrm{ta}}`$ (see Section III.2). The sole remaining parameter required to fully specify the orbit of the clump is the specific angular momentum $`J`$ at turnaround. For a spherically symmetric Galaxy model, the local volume $`V`$ can be replaced by a thin spherical shell of surface area $`S`$ and radius $`r_s`$. Eq. (1) then takes the form

$$\frac{dP}{d\rho }=\frac{1}{4\pi r_s^2}𝒩(z_{\mathrm{ta}},J,m)\frac{dS}{d\rho }𝑑z_{\mathrm{ta}}𝑑J𝑑m.$$
(2)
Despite the symmetry, evaluation of Eq. (2) appears daunting, since one must sample the space of initial conditions $`(z_{\mathrm{ta}},J)`$ for all clump masses $`m`$ and in each case determine $`dS/d\rho `$ from the output of a separate N-body simulation run to the present epoch $`t=t_0`$. This difficulty is alleviated by noting that the present state for the large space of orbital initial conditions can be sampled by considering a smaller set of orbits at various times. In Figure 1, for example, instead of following the different orbits $`a,b,c`$ and evaluating them at $`t=t_0`$, it is possible to follow a single orbit and evaluate it at three different times such that the dynamical states at $`a^{},b^{},c^{}`$ correspond closely to those above. Technically, it can be justified as follows: Let $`z_n`$ and $`r_n`$ denote the turnaround redshift and associated turnaround radius of a clump that reaches perigee today on its $`n`$th passage through the inner parts of the Galaxy. The simulations are performed with initial conditions selected from the set $`(r_n,z_n)`$, with the provision that $`dS/d\rho `$ is evaluated by performing an integral over time $`t`$ taken from the time $`t_n`$ of apogee before the $`n`$th passage through the inner Galaxy $`(t_n<t_0)`$ to the time $`t_{n+1}`$ of apogee after the $`n`$th passage $`(t_{n+1}>t_0)`$. As illustrated in Figure 1, this essentially corresponds to a change in Eq. (2) from an integration over $`z_{\mathrm{ta}}`$ to an integration over $`t`$ with a sum over $`n`$.

In principle, $`z_n`$ depends on the angular momentum $`J`$ through the usual orbit equations. However, $`J`$ must be relatively small, since $`r_nr_s`$ for $`1<n<4`$, and therefore the dependence of $`z_n`$ on $`J`$ is negligible. Eq. (2) can then be written

$$\frac{dP}{d\mathrm{ln}\rho }=\underset{n=1}{\overset{4}{}}\frac{1}{H_0}\frac{dz_{\mathrm{ta}}}{dt}|_{z_{\mathrm{ta}}=z_n}f_n(J,m)𝒩(z_n,J,m)𝑑J𝑑m$$
(3)
where

$$f_n(J,m)=\frac{H_0}{4\pi r_s^2}\frac{dS}{d\mathrm{ln}\rho }𝑑t,$$
(4)
and where, for convenience, the probability distribution function is now defined with respect to $`\mathrm{ln}\rho `$ rather than $`\rho `$. The quantity $`f_n`$ is dimensionless and will be used extensively in the discussion that follows. To evaluate Eq. (3), we select representative clumps characterized by $`m`$, $`J`$, and $`n`$, and follow their evolution via N-body simulations in a time-dependent model gravitational potential for the Galaxy. Hypothetical observers located on $`S`$ measure the density as the different clumps pass by, allowing one to determine $`f_n`$ numerically.

The response of a dark matter detector to particles in a clump or stream depends on their velocity distribution as well as their density. We can estimate the velocity dispersion in a stream using Liouville’s theorem, which states that the density of particles in phase space is conserved. Consider an infalling, initially virialized clump of mass $`M`$ with an initial characteristic density $`\rho _i`$ and two-dimensional velocity dispersion $`\sigma _i=\left(4\pi /3\right)^{1/6}G^{1/2}M^{1/3}\rho _i^{1/6}`$. Here, $`\rho _i`$ is the virial density, which we take to be $`200`$ times the critical density of the Universe at the formation time of the clump. Suppose that the density of the final disrupted clump at the detector is $`\rho _D`$. By Liouville’s theorem, the corresponding velocity dispersion will be

$`\sigma _D`$ $`=`$ $`\sigma _i\left({\displaystyle \frac{\rho _D}{\rho _i}}\right)^{1/3}`$ (5)
$`=`$ $`30\mathrm{km}\mathrm{s}^1\left({\displaystyle \frac{M}{10^{10}M_{}}}\right)^{1/3}\left({\displaystyle \frac{\rho _D}{0.03\rho _B}}\right)^{1/3}\left({\displaystyle \frac{\rho _i}{0.03\rho _B}}\right)^{1/6},`$
where $`\rho _B=0.3\mathrm{GeV}\mathrm{cm}^3=5.4\times 10^{25}\mathrm{g}\mathrm{cm}^3`$ is the estimated value for the mean (background) density of dark matter particles in the solar neighborhood. The fiducial value of $`0.03\rho _B`$ has been used, since the streams that are likely to have the biggest impact in a detection experiment have a present density $`\rho _D0.03\rho _B`$ (see Section V). The last factor on the right-hand side of II.5 depends on the formation time of the clump, but only weakly. The essential point is that the velocity dispersion of the disrupted clump is significantly less than the bulk velocity of the clump particles relative to the Earth, which is typically several hundred $`\mathrm{km}\mathrm{s}^1`$ for recently accreted clumps. The clump or stream therefore appears as a “cold”, high-velocity distribution of particles.

## III Galactic Halo Model

In this section, various quantities required to evaluate Eq. (3) are derived.

### III.1 Growth of the Galactic Halo

We assume that the growth of dark matter halos proceeds by hierarchical clustering, i.e., that halos are assembled from smaller systems through merger and accretion events. The rate at which the Galactic halo accretes matter enters the calculation of $`dP/d\rho `$ in two ways: (i) directly, through the factor $`𝒩`$, and (ii) indirectly, since the potential well of the Galaxy is becoming deeper with time, causing the orbits of individual clumps to contract.

The extended Press-Schechter formalism b91 ; lc93  provides a phenomenological model for the growth of a dark matter halo; it is based on the assumption that nonlinear objects undergo spherical collapse, starting from Gaussian initial conditions. In this model, if the present mass of the Galactic halo is $`M_0`$, then at redshift $`z`$ the average number of progenitors of this halo that have mass between $`m`$ and $`m+dm`$ is given approximately by bow91 ; lc93 ; ns99

$$\frac{dN}{dm}dm=\frac{1}{\sqrt{2\pi }}\frac{M_0}{m}\frac{\delta _c(z)\delta _c(0)}{\left(\mathrm{\Sigma }(m)\mathrm{\Sigma }(M_0)\right)^{3/2}}\mathrm{exp}\left[\frac{\left(\delta _c(z)\delta _c(0)\right)^2}{2\left(\mathrm{\Sigma }(m)\mathrm{\Sigma }(M_0)\right)}\right]\left|\frac{d\mathrm{\Sigma }}{dm}\right|dm$$
(6)
where $`\mathrm{\Sigma }(M)`$ is the variance in the present density fluctuation field smoothed in a top-hat window of radius $`R=(3M/4\pi \rho _0)^{1/3}`$, $`\rho _0`$ is the present mean density of the Universe, and $`\delta _c(z)`$ is the amplitude that a linear density perturbation, extrapolated to the present epoch, must have in order for the associated object to reach turnaround by redshift $`z`$. In a matter-dominated, Einstein-de Sitter ($`\mathrm{\Omega }_0=1`$) Universe, $`\delta _c(z)=\delta _{c0}\left(1+z\right)`$, where $`\delta _{c0}\delta _c(t_0)=0.15\left(3\pi ^2\right)^{2/3}1.44`$. Note that this differs from the more common value of $`\delta _{c0}=1.69`$ since the latter is associated with the collapse time, not the time of turnaround. In other cosmological models, the time-dependence of $`\delta _c`$ differs from the expression above, while the value of $`\delta _{c0}`$ is relatively insensitive to cosmological parameters (e.g., lc93 ). For definiteness, we assume a cold dark matter model Universe with $`\mathrm{\Omega }_0+\mathrm{\Omega }_\mathrm{\Lambda }=1,\mathrm{\Omega }_0=0.3,`$ and $`h=0.7`$, where $`h`$ is the present value of the Hubble parameter in units of $`100\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, and $`\mathrm{\Omega }_0`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$ are the contributions to the total mass density, in units of the critical density $`\rho _{\mathrm{crit}}`$, from non-relativistic matter (dark matter and baryons) and the cosmological constant. The primordial power spectrum is chosen to have the scale-invariant form expected from inflation, $`P_i(k)k`$, and the present spectrum is normalized to agree with the observed cluster abundance, i.e., $`\sigma _8=0.90`$. (This particular value is obtained from the algorithm described in nfw .) This choice of cosmological model fixes the expression for $`\delta _c(z)`$ and also determines $`\mathrm{\Sigma }(M)`$.

The average growth rate of a dark matter halo can be determined using eq. (6). Nusser & Sheth ns99  (see also lc93 ; sk99 ) have developed a simple algorithm for generating possible histories of the most massive progenitor, several of which are shown in Figure 2. Though there is significant stochasticity in the various histories we assume a simple power-law model for the growth in mass of the Galactic halo

$$M(t)=M_0\left(\frac{t}{t_0}\right)^\alpha ,$$
(7)
where $`\alpha =1.5`$ (solid line in Figure 2) for the cosmology that we have used. We adopt a Milky Way halo mass $`M_0=2\times 10^{12}M_{}`$, the value derived in we99  from observations of globular clusters and satellite galaxies. The exact details of the halo growth do not significantly affect our calculation of $`dP/d\rho `$, since it is the long term deepening of the potential well of the Galaxy that is most important, not the short term fluctuations in the merger rate. In addition, we make the reasonable assumption that the angular momentum distribution for the accreting clumps is independent of their mass, so that the $`J`$-dependence of $`𝒩`$ separates out. This assumption, together with Eqs. (6) and (7), yields the following approximate form for $`𝒩`$

$$𝒩(z_{\mathrm{ta}},J,m)=\alpha M_0\left(\frac{t_{\mathrm{ta}}}{t_0}\right)^{\alpha 1}\frac{dN}{dm}\chi (J,z_{\mathrm{ta}}),$$
(8)
where $`\chi (J,z_{\mathrm{ta}})`$ is the normalized clump distribution as a function of angular momentum at turnaround ($`𝑑J\chi (J,z_{\mathrm{ta}})=1`$). In principle, $`\chi `$ may be determined from simulations or from a detailed analysis of tidal torques in the hierarchical clustering scenario. For the present discussion, we assume a scaling form for $`\chi `$, namely $`\chi (J,z_{\mathrm{ta}})=\chi (J/J_{\mathrm{circ}}(z_{\mathrm{ta}}))`$ where $`J_{\mathrm{circ}}(z_{\mathrm{ta}})`$ is the angular momentum for a clump in a circular orbit at the radius $`r_{\mathrm{ta}}`$. In particular, we assume that the clumps are uniformly distributed in $`J^2`$. $`\chi `$ then takes the form

$$\chi (J,z_{\mathrm{ta}})dJ=\mathrm{\Theta }\left(J_{\mathrm{max}}J\right)\frac{2\beta ^2}{J_{\mathrm{circ}}(z_{\mathrm{ta}})^2}JdJ$$
(9)
where $`\mathrm{\Theta }(x)`$ is the Heaviside function, $`\beta J_{\mathrm{circ}}/J_{\mathrm{max}}`$, and $`J_{\mathrm{max}}`$ is a model parameter that characterizes the spread in angular momentum of the clumps. We adopt a value of $`\beta =2`$, implying that the maximum angular momentum that a clump can have is one-half that required for circular orbits. It is trivial to consider different choices of $`\beta `$ since $`dP/d\rho `$ scales with $`\beta ^2`$. At most, with our choice of $`\beta `$, we overestimate $`dP/d\rho `$ by a factor of 4. (This would require merging clumps to be on circular orbits which is very unlikely.) In fact, $`\beta `$ could be significantly higher than 2 if infalling clumps are on predominantly radial orbits.

Though halos are never in true virial equilibrium, approximate equilibrium is reached provided no major merger events have occurred in the recent past. It is then customary to set the turnaround radius equal to twice the virial radius, $`r_{200}`$, where the latter is defined as the radius within which the mean density of the halo is $`200\rho _{\mathrm{crit}}(t)`$. For the $`\mathrm{\Lambda }`$CDM model, the turnaround radius can then be written

$`r_{\mathrm{ta}}(t)`$ $`=`$ $`2\left({\displaystyle \frac{3M(t)}{800\pi \rho _{\mathrm{crit}}(t)}}\right)^{1/3}`$ (10)
$`=`$ $`520\left(\mathrm{\Omega }_0\left(1+z\right)^3+1\mathrm{\Omega }_0\right)^{1/3}\left({\displaystyle \frac{t}{t_0}}\right)^{\alpha /3}\mathrm{kpc}.`$
It is well known that the Press-Schechter mass distribution used above does not agree precisely with results from N-body simulations (e.g., jenkins00 ). The mass function obtained from N-body simulations generally has more high-mass objects and fewer low-mass objects than the Press-Schechter distribution predicts. Correcting this difference would have little effect on our final value for $`dP/d\rho `$. The more massive infalling clumps would create larger tidal tails, thereby increasing the probability of encountering one today. On the other hand, there would also be fewer low-mass objects falling into the Milky Way. Taken together, these effects should partially cancel, suggesting that that the error introduced by using the Press-Schechter distribution instead of the numerically determined distribution should be small. Moreover, the Press-Schechter expression for the progenitor distribution at moderate redshift (III.1) is more accurate than the Press-Schechter mass function at late times.

### III.2 Galactic Potential

Our simulations follow the evolution of an individual clump in a rigid, time-dependent gravitational potential designed to represent the Galaxy. We adopt a three-component model for the Galactic potential out to a truncation radius, $`r_{\mathrm{trunc}}`$, which is determined by the total mass of the system. Beyond the truncation radius, the potential is assumed to be Keplerian:

$$\mathrm{\Phi }=\{\begin{array}{cc}\mathrm{\Phi }_{\mathrm{halo}}+\mathrm{\Phi }_{\mathrm{spher}}+\mathrm{\Phi }_{\mathrm{disk}}& \mathrm{if}r<r_{\mathrm{trunc}}\\ \frac{GM}{r}+\mathrm{\Phi }_{\mathrm{}}& \mathrm{if}r>r_{\mathrm{trunc}}\end{array}$$
(11)
The model halo is described by a logarithmic potential, the spheroid by a Hernquist potential hern , and the disk by the spherical analog of a Miyamoto-Nagai potential jhb95 . While the shapes of dark halos are not well constrained, the results of Ibata, et al ibata  on the tidal stream associated with Sagittarius suggest that the Milky way halo potential is close to spherical. The assumption of a spherical disk potential is less realistic but should not affect our results significantly: while a planar disk would cause the orbits of an otherwise spherical model to precess and leave the orbit plane, it will not affect the properties upon which our subsequent calculations are most dependent – the number and density of the tidal streams. The components of the Galactic potential in our model are thus:

$$\mathrm{\Phi }_{\mathrm{halo}}=\frac{1}{2}v_{\mathrm{halo}}^2\mathrm{ln}\left(r^2+a^2\right),$$
(12)
$$\mathrm{\Phi }_{\mathrm{spher}}=\frac{GM_{\mathrm{spher}}}{r+b},$$
(13)
$$\mathrm{\Phi }_{\mathrm{disk}}=\frac{GM_{\mathrm{disk}}}{\left(r^2+c^2\right)^{1/2}},$$
(14)
where $`v_{\mathrm{halo}}`$, $`M`$, and $`a`$ are all time-dependent, with $`M(t)`$ given by Eq.(7). We assume that $`r_{\mathrm{trunc}}`$ and $`a`$ scale with time at the same rate as $`r_{\mathrm{ta}}`$ (Eq. (10)). The time dependence of $`v_{\mathrm{halo}}`$ is then set by the relation

$$v_{\mathrm{halo}}^2=\frac{GM}{r_{\mathrm{trunc}}}\frac{r_{\mathrm{trunc}}^2+a^2}{r_{\mathrm{trunc}}^2}$$
(15)
The disk and spheroid potentials are assumed to be time-independent. We use values for the present-day parameters that differ slightly from those found in Ref.jhb95 : $`v_{\mathrm{halo}}(t_0)=200\mathrm{km}\mathrm{s}^1`$, $`a(t_0)=16.5\mathrm{kpc}`$, $`M_{\mathrm{spher}}=3.4\times 10^{10}M_{}`$, $`b=0.7\mathrm{kpc}`$, $`M_{\mathrm{disk}}=10^{11}M_{}`$, and $`c=6.5\mathrm{kpc}`$. For these model parameters, the circular speed at $`r_s`$ is $`220\mathrm{km}\mathrm{s}^1`$, in agreement with the accepted IAU value, and the rotation curve is relatively flat out to $`r_{\mathrm{trunc}}`$. Assuming $`M_0=2\times 10^{12}M_{}`$, the current value of the truncation radius is $`r_{\mathrm{trunc}}=216`$ kpc.

Selected orbits for which the clump reaches perigee at the present time, $`t_0=13.5`$ Gyr, on its first, second, third, or fourth orbits through the Galaxy are shown in the right panel of Figure 3. To construct these orbits, the $`(r_{\mathrm{ta}},J)`$-parameter space is sampled at random, and those initial conditions for which the orbits satisfy $`r<r_s`$ at $`t=t_0`$ are marked in the left panel of Figure 3. As noted above, the decrease in apogee with time is due to the time-dependent nature of the Galactic potential. The orbits are followed from turnaround, which occurs at redshifts $`z_1=0.26`$, $`z_2=0.56`$, $`z_3=0.79`$, and $`z_4=1.0`$ respectively.

### III.3 Structure of Clumps at Turnaround

We next turn our attention to the structure of the clumps at turnaround, before they have been subjected to the tidal fields of the Galaxy. We treat the clumps as composed purely of dark matter, i.e., we ignore the dynamical effects of baryons in the clumps. Numerical simulations (e.g., nfw ; metal ) suggest that the density profiles of dark matter halos have a ‘universal’ shape characterized by an inner power-law cusp and an $`r^3`$ density fall-off at large radii. These include the NFW profile nfw  and that proposed by Moore et al. metal . However, for convenience, we model the infalling clumps as Hernquist spheres hern , for which the density profile is given by

$$\frac{\rho (r)}{\rho _{\mathrm{crit}}}=\frac{\xi _ca^4}{r\left(r+a\right)^3}.$$
(16)
where $`\rho _{\mathrm{crit}}`$ is the critical density for closure, $`a`$ is the scale radius of the halo, and $`\xi _c`$ is the characteristic density in units of $`\rho _{\mathrm{crit}}`$. Since the density falls off asymptotically faster than $`r^3`$, this model has the practical advantage that the total mass is finite, $`M=2\pi \xi _c\rho _{crit}a^3`$, without having to impose a truncation radius. Furthermore, the corresponding particle distribution function, $`f(E)`$, can be expressed analytically for the Hernquist model hern , while no closed form is available for the NFW or Moore profiles (however, see zhao97 ; lmw ; lokas ).

The characteristic density $`\xi _c`$ and scale length $`a`$ are determined using the algorithm outlined by Navarro, Frenk, and White nfw . Given the virial mass, $`M_{200}`$, and the redshift at which the halo is identified (in our case the turnaround redshift), both the virial radius, $`r_{200}`$, and characteristic density, $`\xi _c`$, can be calculated, independent of the halo model assumed. The virial mass and virial radius are defined through the relation

$$M_{200}\frac{800}{3}\pi r_{200}^3\rho _{crit}.$$
(17)
$`\xi _c`$ and $`r_{200}`$ can then be used to calculate the scale length, $`a`$, of the Hernquist profile. For the Hernquist model, the virial mass, as derived from (16) is

$$M_{200}=2\pi \xi _c\rho _{crit}a^3\frac{r_{200}^2}{(r_{200}+a)^2};$$
(18)
when combined with the definition of $`M_{200}`$ (Eq. (17)) it yields

$$\xi _c=\frac{400}{3}x(1+x)^2,$$
(19)
where $`xr_{200}/a`$. Thus, once $`\xi _c`$ and $`r_{200}`$ are known, the scale length $`a`$ can be readily calculated.

While we implicitly assumed a 1-to-1 correspondence between $`\xi _c`$ and $`a`$, the results of N-body simulations show that there is an intrinsic scatter in the $`\xi _ca`$ relationshipnfw . This stochasticity will not significantly alter the results since these fluctuations are largely erased when we integrate over the ensemble of infalling clumps.

The details of the density profile for the clumps (e.g., Hernquist v. NFW) should not significantly alter our results. As shown in Figure 4, the central profiles have the same $`r^1`$ behavior, while the NFW profile falls off less rapidly at large $`r`$. However, it is the intermediate region, where the density is close to the background dark matter density in the solar neighborhood (the shaded region in the Figure) that is of greatest interest. The central cores of the accreting clumps remain compact while the outer regions are quickly stripped by the tidal field of the Galaxy. Since the density fall-off is more gradual for the NFW model the resulting tidal streams would be longer, slightly increasing the probability that the solar system is in a low density stream today. Thus, the choice of a Hernquist profile should underestimate $`dP/d\rho `$ at low clump densities.

As described above, the calculation of $`dP/d\rho `$ requires that we evaluate the quantity $`f_n`$ in Eq. (4) for various clump parameters. An approximate form for $`f_n`$ is found by assuming that the clump is unaffected by the tidal field of the Galaxy. In this limit,

$$f_n=\frac{H_0}{4\pi r_s^2v_{r,n}}\frac{dV}{d\mathrm{ln}\rho },$$
(20)
where $`v_{r,n}`$ is the radial velocity of the clump on its $`n`$’th pass through the solar neighborhood (see Figure 3). The quantity $`dV/d\rho `$ is readily calculated from the clump density profile. The resulting expression for $`f_n`$ can be compared directly with the measurement of $`f_n`$ in the simulations (Eq. (4)), as we will see in the next section.

## IV Numerical Simulations of Clump Evolution

We use numerical simulations to study the effects of tidal fields on clumps as they pass through the inner regions of the Galaxy. Clumps of various masses, initially described by the Hernquist spheres, are set on orbits such that a point particle with the same initial conditions would reach the solar radius today. The clumps are followed as they move through the rigid, time-dependent Galaxy potential described in Section III.2.

### IV.1 Code Implementation and Density Measurements

Our simulations use the Barnes-Hut treecodebarnes  modified to incorporate a background potential and to allow the calculation of densities in situ at specified time intervals. The density at any point $`𝐫_i`$ is approximated by taking the weighted average over $`N`$ nearest neighbors:

$$\rho (𝐫_i)\underset{j=1}{\overset{N}{}}m_jW(𝐫_i,𝐫_j),$$
(21)
where $`m_j`$ is the mass of the $`j`$’th nearest particle, $`W(𝐫_i,𝐫_j)`$ is the symmetric smoothing kernel,

$$W(𝐫_i,𝐫_j)=\frac{1}{2V_i}\left(w(|𝐫_i𝐫_j|/H_i)+w(|𝐫_i𝐫_j|/H_j)\right),$$
(22)
where $`V_i4\pi H_i^3/3`$, $`H_i`$ is half the distance to the $`N`$’th nearest neighbor to ab observer at $`𝐫_i`$, and

$`w(x)=\{\begin{array}{cc}1\frac{3}{4}(2x)x^2\hfill & \text{if }x<1\hfill \\ \frac{1}{4}\left(2x\right)^3\hfill & \text{if }1x<2\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}`$ (26)
This method is used extensively in smooth particle hydrodynamics simulations.

Clumps are modeled with $`10^4`$ particles. The time step $`\mathrm{\Delta }t`$ is dynamically adjusted petal  using

$$\mathrm{\Delta }t=\alpha \sqrt{\frac{ϵ}{a_{\mathrm{max}}}},$$
(27)
where $`ϵ`$ is the softening length, $`a_{\mathrm{max}}`$ is the maximum acceleration that any particle has for that timestep, and $`\alpha 0.5`$ is a fixed parameter adjusted to optimize the performance of the treecode. The softening length is taken to be 1/40th of the scale radius of the infalling halo. We have checked that the results do not change significantly when the number of particles is increased or the timestep reduced.

The quantity $`f_n`$ is calculated by placing fictitious observers on a spherical shell of radius $`r_s=8.5`$ kpc centered on the model Galaxy. At regular intervals throughout the simulation, these “observers” record their local density using the method described above. $`10^4`$ observers are used in order to ensure that no significant stream or clump slips through the surface $`S`$ undetected.

We note that the effects of dynamical friction on the evolution of the clumps are not included in the code. Dynamical friction due to the motion of a clump through the Galactic halo would cause a steady deceleration of the clump in the direction of its motion, leading it to spiral into the center of the Galaxy. These effects should be negligible for the problem at hand, since the timescale for dynamical friction is generally much longer than the age of the Universe. For example, for a clump of mass $`M10^9M_{}`$ travelling at speed $`v_{\mathrm{clump}}=500`$ km s<sup>-1</sup> through the halo, with a perigee of $`r=8.5`$ kpc, the timescale for the clump to spiral into the Galactic center is at least

$$t_{\mathrm{fric}}2.5\times 10^{10}\left(\frac{r}{8.5\mathrm{kpc}}\right)^2\left(\frac{v_{\mathrm{clump}}}{500\mathrm{k}\mathrm{m}\mathrm{s}^1}\right)^2\left(\frac{10^9M_{}}{M}\right)\mathrm{years}$$
(28)
(Cf. Binney and Tremaine, Section 7.1). This is a conservative underestimate of the friction timescale because it assumes the clump spends all its time at perigee and ignores the spatial extent of the clump. A clump more massive than this which penetrates the solar orbit could in principle suffer significant dynamical friction. However, even in this case, we expect the clump to be ripped apart by the halo tidal field before it is appreciably slowed by dynamical friction; as a result, the effective clump mass (as far as friction is concerned) is reduced, again rendering friction unimportant. To see this, a crude estimate of the ratio of the tidal and dynamical friction forces gives

$$\frac{F_{\mathrm{fric}}}{F_{\mathrm{tidal}}}4\times 10^3\left(\frac{M}{10^9M_{}}\right)^{2/3}\left(\frac{500\mathrm{k}\mathrm{m}\mathrm{s}^1}{v_{\mathrm{clump}}}\right)^2\gamma ^{1/3}$$
(29)
where $`\gamma `$ is the ratio of the clump density to the local smooth halo density. Furthermore, if we were to include dynamical friction, it would cause more clumps to pass through the solar neighborhood (on their way to the Galactic center), increasing the probability of detecting a clump.

## V Results

Figure 5 provides snapshots of $`10^9M_{}`$ clumps that reach the solar neighborhood today on their first, second, third and fourth orbits through the Galaxy. The effects of tidal fields on the clumps are clearly evident. During the first couple of orbits, a clump is stretched into a long tidal stream which, by the third and fourth orbits, wraps around the Galaxy. However, the high density clump cores survive for many dynamical times.

Figure 6 illustrates what our sphere of hypothetical observers see as a clump passes through the inner part of the Galaxy for the first time. There are two distinct regions of high measured density where the clump enters and exits the $`r=r_s`$ sphere. Thus, at this instant, a small fraction of observers measure a high density of high-velocity clump particles while most of the observers measure a relatively low density of clump particles.

Figure 7 shows the measured values of $`f_n`$ as a function of $`\rho `$ for $`10^9M_{}`$ clumps that reach the inner region of the Galaxy by the present epoch on their first, second, third, or fourth orbit. The analytic result (Eq. (20)) is shown for comparison. For clumps on their first passage through the inner region of the Galaxy, the numerical and analytic results for $`f_n`$ as a function of $`\rho `$ have roughly the same form. This is to be expected since tidal fields have only just started to disrupt the clump by this stage in its evolution. The analytic result underestimates the measured values by a factor $`4`$. This is easily understood as follows: In evaluating Eq. (20) we set $`v_r=550\mathrm{km}\mathrm{s}^1`$, the characteristic velocity of the clump at the solar radius. In fact, we should use the component of the clump velocity normal to the sphere of observers which, for orbits whose turnaround radius is comparable to $`r_s`$, is considerably less than $`550\mathrm{km}\mathrm{s}^1`$.

Tidal effects distort the shape of the $`f_n`$ vs. $`\rho `$ curve. The general trend is to increase the probability at low densities and decrease the probability at high densities, the transition occurring at $`\rho =10^2\rho _B`$. Note that for very high densities, $`f_n`$ approaches the value expected from the analytic results. These regions are at the centers of the clumps where the densities are so high that they are not tidally disrupted.

Our result for $`P(\rho _D>\rho )`$, the probability that the Earth is passing through a stream of density greater than $`\rho `$ is shown in Figure 8. This figure indicates that there is a high probability for the Earth to be passing through a clump or stream with density $`3\%`$ of the mean local halo density $`\rho _B`$. The probability drops precipitously with density to values below $`0.01`$ for streams that would contribute a density comparable to that of the background.

The separate contributions to $`dP/d\rho `$ from objects on their first through fourth passages through the Galaxy are shown in Figure 9. The largest contributions come from objects that have made several passes through the Galaxy. This is primarily due to the increase in accretion rate with turnaround redshift. Additionally, clumps are stripped of particles with each passage through the Galactic center so that the tidal stream of, say a “fourth-pass clump” wraps several times around the Galaxy. Thus, the contributions to the density can come from what are essentially independent phase space streams. One might be concerned that our assumption of a spherically symmetric Galaxy potential artificially forces these streams to lie in a single plane, enhancing $`dP/d\rho `$ at large $`\rho `$. However, we are confident that our cut-off at fourth-pass clumps is sufficiently conservative that this should not be a big effect.

Finally, we turn to the velocity distribution of particles as a clump or stream passes through the observation shell $`S`$. The velocity space coordinates of particles within $`0.5\mathrm{kpc}`$ of $`S`$ for the four snapshots in Figure 5 ($`10^9M_{}`$ clumps that have made $`14`$ passes through the Galaxy by the present epoch) are shown in Figure 10. On its first pass through the inner part of the Galaxy, the clump is tidally disrupted with particles spreading out along the orbit of the clump center-of-mass. In velocity space, particles have a fairly tight distribution in speed but are spread out in direction as we expect from Liouville’s theorem. By the third pass through the Galactic center, several streams are apparent and the velocity distribution becomes rather complicated.

More relevant for our purposes is the velocity space distribution as determined by a given observer. For illustrative purposes, we choose observer ‘O’ located at the instantaneous position of the center of mass for the clump in Figure 5 that has made three passes through $`S`$. Figure 11 shows the velocity space distribution for particles within $`0.5\mathrm{kpc}`$ of $`O`$. The distribution is anisotropic with an rms dispersion along the direction of motion of $`19\mathrm{km}\mathrm{s}^1`$ and dispersion along the two transverse directions of $`34\mathrm{km}\mathrm{s}^1`$ and $`53\mathrm{km}\mathrm{s}^1`$, again consistent with what one expects from Liouville’s theorem. A more detailed discussion of the evolution of a satellite’s velocity space distribution and the connection with Liouville’s theorem can be found in hw .

## VI Experimental Signatures of Accreted Clumps and Streams

### VI.1 WIMP Search Experiments

At present, over twenty groups around the world have deployed or are in the process of building terrestrial detectors designed to search for WIMPs morales . These experiments attempt to measure the energy deposited when a WIMP interacts with a nucleus in the detector. A WIMP of mass $`m_\chi `$ that scatters elastically with a nucleus of mass $`m_N`$ deposits an energy $`Q=\left(m_r^2v^2/m_N\right)\left(1\mathrm{cos}\theta ^{}\right)`$, where $`m_rm_Nm_\chi /\left(m_N+m_\chi \right)`$ is the reduced mass, $`v`$ is the speed of the WIMP relative to the nucleon, and $`\theta ^{}`$ is the scattering angle in the center-of-mass frame. The differential detection rate (per unit detector mass) can be written (e.g., jgk ):

$$\frac{dR}{dQ}=\frac{\sigma _0\rho _L}{2m_r^2m_\chi }G^2(Q)_{v_{\mathrm{min}}}^{\mathrm{}}F(v)\frac{dv}{v}$$
(30)
where $`\sigma _0`$ is the scattering cross-section, $`\rho _L`$ is the local WIMP density, $`G(Q)`$ is a form factor for the WIMP-nucleon interaction, and $`v_{\mathrm{min}}=\left(Qm_N/2m_r^2\right)^{1/2}`$. Here $`F(v)`$ is the normalized distribution of WIMP speeds ($`F(v)𝑑v=1`$) in the rest frame of the detector, obtained by integrating the three-dimensional velocity distribution $`f(𝐯)`$ over angles.

In keeping with the discussion of the previous section, we assume that the local distribution of WIMPs can be split into a smooth background and a single coherent clump or stream, so that

$`{\displaystyle \frac{dR}{dQ}}`$ $`=`$ $`{\displaystyle \frac{dR_B}{dQ}}+{\displaystyle \frac{dR_C}{dQ}}`$ (31)
$`=`$ $`{\displaystyle \frac{\sigma _0\rho _B}{2m_r^2m_\chi }}G^2(Q)\left(T_B(Q)+T_C(Q)\right),`$ (32)
where the subscripts $`B`$ and $`C`$ refer to the background and clump respectively, and $`\rho _B`$ denotes the smooth local halo density in the absence of the clump. The remaining terms are given by

$$T_B(Q)=_{v_{\mathrm{min}}}^{\mathrm{}}F_B(v)\frac{dv}{v}$$
(33)
and

$$T_C(Q)=\frac{\rho _C}{\rho _B}_{v_{\mathrm{min}}}^{\mathrm{}}F_C(v)\frac{dv}{v}.$$
(34)
A standard model for the halo background velocity distribution is the Maxwellian distribution, assumed to be isotropic in the rest frame of the Galaxy:

$$f_B(𝐯^{})=\frac{1}{\pi ^{3/2}v_B^3}e^{v_{}^{}{}_{}{}^{2}/v_B^2}$$
(35)
where $`𝐯^{}`$ is the WIMP velocity in the rest frame of the Galaxy, and $`v_B`$ is the two-dimensional halo velocity dispersion, corresponding approximately to the circular velocity at the position of Sun in the Galaxy, $`v_B220`$ km s<sup>-1</sup>. Let $`𝐕_{EB}`$ be the velocity of the Earth relative to the Galaxy frame (assumed to be non-rotating), so that $`𝐯^{}=𝐯+𝐕_{EB}`$. Transforming the distribution (VI.6) into the Earth frame (e.g., ffg ) and substituting into (VI.4) yields

$$T_B(Q)=\frac{1}{2V_{EB}}\left(\mathrm{erf}\left(\frac{V_{EB}+v_{\mathrm{min}}}{v_B}\right)+\mathrm{erf}\left(\frac{V_{EB}v_{\mathrm{min}}}{v_B}\right)\right)$$
(36)
In what follows, we use a slightly more complicated expression that assumes a velocity-space cut-off at the escape speed of the Galaxy with the value $`v_{\mathrm{esc}}=575\mathrm{km}\mathrm{s}^1`$ (e.g., ffg ). If we assume that the velocity distribution of the WIMPs in a clump is Maxwellian and isotropic in the rest frame of the clump, with internal velocity dispersion $`v_C`$, then

$$T_C(Q)=\frac{\rho _C}{2\rho _BV_{EC}}\left(\mathrm{erf}\left(\frac{V_{EC}+v_{\mathrm{min}}}{v_C}\right)+\mathrm{erf}\left(\frac{V_{EC}v_{\mathrm{min}}}{v_C}\right)\right)$$
(37)
where $`V_{EC}`$ is the relative velocity of the Earth and the clump.

It is straightforward to understand heuristically the effect of a WIMP clump on the nuclear recoil energy spectrum in a dark matter detector. The key observation is that the clump internal velocity dispersion $`v_C50\mathrm{km}\mathrm{s}^1`$, is small compared to $`V_{EC}525`$ km s<sup>-1</sup>. In the limit $`v_C/V_{EC}0`$, the clump particle distribution function in the frame of the Earth is given by $`F_C(v)\delta (vV_{EC})`$; from (VI.1), this implies that the detection rate is constant, with an amplitude proportional to $`1/V_{EC}`$, if $`V_{EC}>v_{\mathrm{min}}(Q)`$ and zero otherwise. That is, the detection rate is constant at small $`Q`$, and zero beyond some maximum value $`Q_{\mathrm{max}}=2m_r^2V_{EC}^2/m_N`$. The value of $`Q_{\mathrm{max}}`$ varies seasonally, as the Earth’s velocity relative to the clump changes. Including the non-zero clump velocity dispersion $`v_C`$ turns this sharp cutoff in the detection rate into a smooth shoulder, with a width proportional to $`v_C`$.

As discussed above, the distribution of particles in velocity space for a tidally disrupted clump is anisotropic. In particular, the dispersion is a factor of $`23`$ times smaller along the orbit of the clump (defined by $`𝐕_{CB}`$, the velocity of the clump in the Galaxy frame) as compared with the transverse directions (cf. Figure 11). $`F_C(v)`$ is calculated in the Earth frame of reference (in Figure 10, the distribution of $`v`$ about a point displaced from the origin by $`V_{EB}`$). The width of the peak of $`F_C(v)`$ therefore depends on the angle between $`𝐕_{EB}`$ and $`𝐕_{CB}`$. When these velocities are colinear, the distribution is relatively narrow. When they are close to perpendicular, the distribution is somewhat broader. In either case, the dispersion in $`v`$ is small compared with the dispersion of particles in the background. Thus, velocity space anisotropy alters the detailed shape of the feature in a recoil spectrum but not its general characteristics. While it is straighforward to include velocity space anisotropy in the calculations that follow, doing so increases the number of parameters and complicates the discussion. Therefore we work under the assumption that the clump velocity dispersion is isotropic.

The recoil energy spectra for $`V_{EC}=401,\mathrm{\hspace{0.17em}569},`$ and $`698\mathrm{km}\mathrm{s}^1`$ are shown in Figure 12. These velocities correspond to a clump moving with a speed of $`V_{CB}=525\mathrm{km}\mathrm{s}^1`$ relative to the Galaxy at an angle with respect to $`𝐕_{EB}`$ of $`45^{},\mathrm{\hspace{0.17em}90}^{},\mathrm{\hspace{0.17em}135}^{}`$, respectively. For $`𝐕_{EB}`$ we use the Sun’s velocity relative to the Galaxy (seasonal modulation will be discussed below). In this example, we have assumed a clump with local density equal to $`3\%`$ of the local halo density, i.e., $`\rho _C=9\times 10^3`$ GeV cm<sup>-3</sup> at the position of the Earth, which Fig. 8 shows to be a common occurence. $`dR/dQ`$ is given in units of Events per kg of detector per $`\mathrm{keV}`$ per day with assumed parameters $`\sigma _0=4\times 10^{36}\mathrm{cm}^2`$, $`m_\chi =50\mathrm{GeV}`$ and $`m_N=68.5\mathrm{GeV}`$ corresponding to a <sup>73</sup>Ge detector. In addition, we have set the nuclear form factor $`G(Q)=1`$. As anticipated, the contribution from the clump is well-approximated by a step function in $`Q`$ with a more pronounced contribution from the clump at larger values of $`V_{EC}`$. Though the number of events per energy bin decreases as $`1/V_{EC}`$, the total number of events increases as $`V_{EC}`$. A positive feature of the clump signal, in terms of detectability, is that it dominates over the background halo signal at high recoil energy, where radioactive backgrounds are generally small. A negative feature is that the absolute detection rate associated with a clump is not likely to be large (which is why it is subdominant at lower energies), so a large total detector mass would be necessary.

Figure 13 shows recoil spectra for various WIMP masses. The background spectra exhibit the usual dependence with $`m_\chi `$: spectra for smaller $`m_\chi `$ fall off faster with $`Q`$. Likewise, the clump feature moves to higher energies as $`m_\chi `$ is increased.

While the hierarchical model gives statistical predictions for the clump density, velocity, and velocity dispersion, the seasonal variation of the signal depends on the relative velocity of the clump and the Sun, which we cannot predict a priori. Figure 14 shows several choices for the clump or stream velocity vector. The direction of motion of the Sun around the galaxy and the orbit of the Earth around the Sun (the plane of which is perpendicular to the page) are also shown. The Earth is at the upper left point of its orbit on about June 2 and at the lower right six months later. For directions A or B, the annual modulation of the clump signal, that is, the amplitude of the yearly variation in the maximum recoil energy $`Q_{\mathrm{max}}`$, is maximal, of order 25% peak to peak; for streams C and D, perpendicular to Earth’s orbit, there is no seasonal modulation of the clump signal. For stream A, $`Q_{\mathrm{max}}`$ reaches a minimum on June 2 and a maximum six months later; for stream B, the situation is reversed. Note that the four directions shown here all lie in the plane defined by the Sun’s velocity and the orbital axis of the Earth around the Sun. In such cases, the annual modulation of the clump signal is in phase (or anti-phase) with the annual modulation of the background halo (which is set by the relative velocity of the Earth with respect to the Galactic halo), with a peak or trough on June 2. We emphasize that this is a special case: in general, the clump orbit will not lie in this plane and will therefore have a different phase from that of the smooth background halo. Consequently, the phase of the clump signal modulation constrains the clump direction of motion.

Figure 15 shows the seasonal modulation for example B of Figure 14. The two solid lines show the shifts in the spectrum due to seasonal variation of the clump signal, while the seasonal modulation of the background signal ffg  is shown by the two sets of dotted curves. The fractional modulation signal,

$$(Q)=\frac{\left(dR/dQ\right)_{\mathrm{June}}\left(dR/dQ\right)_{\mathrm{Dec}}}{\left(dR/dQ\right)_{\mathrm{June}}+\left(dR/dQ\right)_{\mathrm{Dec}}}$$
(38)
is shown in Figure 16 for both B (clump feature and background in phase) and A (feature and background out of phase).

If the recoil spectral feature due to the clump can be detected, then it should be possible in principle to determine the physical parameters of the dark matter stream: its density, direction of origin, velocity, and velocity dispersion. The maximum recoil energy associated with the clump $`Q_{\mathrm{max}}`$ determines the product $`m_rV_{EC}`$. The background halo signal itself determines $`m_rv_B`$; if $`v_B`$ is sufficiently reliably determined from the galaxy rotation curve, then $`V_{EC}`$ can be extracted. The clump velocity dispersion $`v_C`$ is then determined from the width of the clump recoil shoulder near $`Q=Q_{\mathrm{max}}`$, and the clump density $`\rho _C`$ from the relative amplitude of the clump and background halo signals. Finally, the phase of the clump modulation signal constrains the plane of the clump orbit, while the amplitude of the clump modulation signal, along with the parameters above, constrains the direction of the clump velocity vector in that plane. In practice, of course, given finite detector energy resolution, the presence of radioactive backgrounds, low counting rates, and possible confusion due to more than one clump, the dynamical information that will be extracted is likely to be more limited.

A new generation of WIMP detectors with directional sensitivity (e.g., DRIFT drift ) is now under development. The ability to measure the nuclear recoil direction would provide a new avenue for constraining the clump speed and direction relative to the Sun. Fig. 17 shows the angular recoil spectra for two special cases: clump travelling through the Halo in the same direction as the Sun and clump travelling in the opposite direction from the Sun. In each case, we assume that the clump speed in the Galactic rest frame is $`525\mathrm{km}\mathrm{s}^1`$. We choose a clump dispersion $`v_C=25\mathrm{km}\mathrm{s}^1`$ which is a factor of two smaller than what was used in the previous discussion. (Recall that the velocity dispersion is smaller along the direction of motion of the clump than in the two transverse directions. Since we are considering the special case where clump and solar system velocities are colinear, we select a dispersion at the low end of the expected range.) When the WIMP stream is travelling in the same direction as the Sun there is an increased probability of forward scattering. When the stream travels against the sun’s motion, rearward scattering is increased. Note that there is an appreciable signal when clump and Sun are moving in the same direction whereas the feature in the energy spectrum for this case is barely detectable.

### VI.2 Axion Search Experiments

Axions are pseudo-scalar particles that arise in theories designed to solve the Strong CP problem (e.g., kim ). Although in most models these particles are extremely light, in the early Universe, they are non-relativistic and therefore behave like other cold dark matter candidates. The direct detection scheme for these particles relies on their coupling to photons ($`a\gamma \gamma `$) hagmann ; sikivie . In a magnetic field, the axion can convert into a microwave photon with an energy equal to the axion’s total (rest mass plus kinetic) energy; this signal can be detected with a suitably tuned microwave cavity. In this respect, axions would provide a more direct picture of the distribution function of dark matter. The axion energy spectrum in Figure 18 shows that significant features can be introduced into the spectrum (thick lines) which are not present in the pure Maxwellian background model (thin lines). Here, we have assumed the same parameters as in our discussion of WIMP detection via nuclear recoil ($`v_C50\mathrm{km}\mathrm{s}^1,V_{EC}=569\mathrm{km}\mathrm{s}^1,\rho _C/\rho _B=0.03`$). The feature appears as a platueau at high velocities, right where the background is dropping rapidly. Moreover, if the clump dispersion is smaller, the feature appears as a distinct secondary peak. This is illustrated by the dotted curve where we assume $`v_C=25\mathrm{km}\mathrm{s}^1`$.

By following the motion of the secondary peak throughout the course of a year, considerable additional information about the dynamics of the stream can be determined. The range of velocities over which the peak moves corresponds to the angle of the stream with respect to the plane of the Earth’s orbit. For example, a stream perpendicular to the Earth’s orbit would show no variation over the course of a year while one parallel would show the maximum variation. The phase of the seasonal modulation in the position of the peak can be used to determine the azimuthal direction of the stream as well. This would give a complete dynamical description of the stream. Since the axion detection spectrum gives direct access to the axions’ energy distribution, it is likely easier to determine the stream parameters than for the case of WIMPs.

## VII Conclusion

Dark matter detection experiments may provide a new window to the Universe. If successful, the results would have dramatic implications for the field of particle physics, leading to physics beyond the Standard Model. The implications for cosmology would be equally important since dark matter represents $`30\%`$ of the energy density of the Universe and $`90\%`$ of the mass in gravitationally bound structures. The results presented here suggest that dark matter search experiments can also provide clues to the formation history of the Galactic halo.

Most analyses of direct detection experiments take, as a starting point, the assumption that the velocity-space distribution of dark matter particles in the solar neighborhood is smooth and approximately Maxwellian. However, N-body simulations indicate that CDM halos have a high degree of substructure due to undigested lumps and tidal streams. To what extent can this substructure affect the results of dark matter detection experiments? Current N-body simulations do not have the resolution to answer this question moore2001 . It is for this reason that we have developed a hybrid approach based on the extended Press-Schecter formalism and N-body simulations of individual clumps evolving in a background potential.

Our main results are summarized in Figure 8. Taken at face value, they imply that there is a high probability for the local density of dark matter particles to be enhanced by a clump or stream with a density equal to $`3\%`$ of the background. The probability drops precipitously as a function of clump density and is negligible for densities comparable to that of the background.

A dynamically ‘cold’ dark matter stream with a density $`3\%`$ of the background can produce an observable feature in the energy or angular spectra of a terrestrial search experiment. For recently accreted clumps and their associated tidal streams, the anticipated features appear at high energies precisely where the signal from the background drops dramatically. In addition, the seasonal modulation of the stream’s signal will be different from that of the background. In principle, energy and angular spectra would allow one to extract various clump parameters such as its internal velocity dispersions, and velocity (speed and direction) relative to the Earth. We conclude by noting that this model of halo substructure could yield other observable detection signatures that would be interesting to explore — for example, in events arising from WIMP annihilations in the cores of accreted clumps.

###### Acknowledgements.

This work is supported by the Natural Sciences and Engineering Research Council of Canada, by the Department of Energy, by NASA grant NAGW-7092, and by NSF grant PHY-0079251. LW and JF acknowledge the hospitality of the Aspen Center for Physics where part of this work was carried out. We thank Ravi Sheth and Pierre Sikivie for useful discussions.