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# Future Galaxy Cluster Surveys: The Effect of Theory Uncertainty on Constraining Cosmological Parameters

## 1. Introduction

One of the most puzzling mysteries in cosmology today is the nature of the dark energy, believed to be driving the accelerated expansion of the universe. This constituent is predicted to be smooth, except possibly on horizon scales, so its cosmological effects are observed solely through its influence on the expansion rate, $`H`$. Since the expansion is accelerating, the dark energy equation of state $`w_\varphi =P_\varphi /\rho _\varphi <0`$. Assuming that the equation of state varies slowly with time, the dark energy component must only recently have become cosmologically significant. In order to best constrain this component, it is therefore desirable to probe the redshift range $`0<z2`$.

Several authors have suggested using counts of clusters of galaxies to probe the evolution of the dark energy in this redshift range (Haiman et al. (2000); Kneissl et al. (2002); Huterer & Turner (2001); Podariu & Ratra (2001); Newman et al. (2002)). Because these number counts depend on the growth function as well as on the proper distance probed by Type Ia Supernovae (SNe) and Cosmic Microwave Background (CMB) experiments, a cluster survey will yield a constraint complementary to constraints from those experiments. Another advantage is that clusters are big, bright, and sparse enough to make surveys of large volumes relatively tractable.

Many factors affect our ability to extract constraints on cosmological parameters from a cluster survey. In this paper we examine the trade-offs in parameter estimation between conducting a narrow deep survey which may require intimate knowledge of the nature of the dark energy, and a broad shallow survey which may not. This is because shallow surveys use the evolution of the cluster mass function to constrain primarily $`\mathrm{\Omega }_\mathrm{m}`$, and are much less sensitive to $`\mathrm{\Omega }_\varphi `$ or the equation of state, $`w_\varphi `$. In this case, the interpretation of the cluster counts will be relatively free of the modeling parameters. On the flip side, once several of the other parameters are determined reasonably accurately by combining a shallow survey with CMB and SNe constraints, a deep cluster survey will be crucial if one hopes to measure any evolution in the equation of state.

Considering the explosion of cluster survey activity that will occur in the next few years, it will be important to either resolve or work around the theory uncertainties in order to make the best use of the imminent data. One problem that must be examined is how to relate the observable quantity (e.g. cluster X-ray gas temperature) to the quantity predicted by the cosmological theory (usually mass). In this paper we determine quantitatively how uncertainties in the Mass-Temperature (M-T) relation and in the nature of the dark energy will affect the optimal constraints, and in light of that information, identify the most effective types of cluster surveys to carry out. Finally, accepting the current limitation of the theory, we show how the constraints depend on the total number of clusters and implicitly on the limiting mass of the survey.

## 2. Background

There is a long history of using various cosmological tests to constrain parameters in different directions of parameter space. Often an observation will not be particularly useful in constraining an individual parameter, but will rather nicely constrain a sum or product of parameters. The downside is that usually there is another combination of parameters which is very poorly constrained; a degeneracy orthogonal in parameter space to the best constrained combination. To break the degeneracy, we can combine the constraint with other cosmological experiments. The key element in obtaining a narrow region of likelihood contour intersection is finding observables that each have a different dependence on the cosmological parameters.

Much progress has been made in constraining the rather large set of parameters typically present in today’s cosmological models. One of the most import constraints comes from observations of the CMB. Existing CMB experiments (Smoot et al. (1992); Miller et al. (1999); de Bernardis et al. (2001); Hanany et al. (2000); Padin et al. (2001); Pryke et al. (2001)) have already yielded information about the initial conditions at the time of last scattering, and have made some progress in determining the physical matter and baryon densities: $`\mathrm{\Omega }_\mathrm{m}h^2`$, $`\mathrm{\Omega }_\mathrm{b}h^2`$, and the angular distance to the last-scattering surface $`r_\theta `$. Now with the upcoming MAP and Planck missions, the CMB anisotropies will be studied with increasing precision, and the constraints will be improved by incorporating new data on the polarization of the CMB. The three primary parameters mentioned above will be measured to accuracies approaching 1%, with auxiliary parameters including the equation of state $`w_\varphi `$, measured to accuracies a few times worse than this (Hu et al. (1999)).

The constraint on $`r_\theta `$ can be interpreted as essentially fixing one combination of the matter and dark energy densities and the evolution of the dark energy. However, even when we impose the condition $`\mathrm{\Omega }_\mathrm{k}=0`$, there are still degeneracies thats exist between $`\mathrm{\Omega }_\mathrm{m}`$ and the Hubble parameter, and to a smaller extent, the equation of state of the dark energy, $`w_\varphi `$.

There is a well known complementarity between the CMB constraints and constraints from type Ia supernovae observations which one can take advantage of to break these degeneracies (White (1998); Tegmark et al. (1998); Permutter et al. (1999); Hu et al. (1999)). The supernova constraints also come from a distance measure, but in parameter space they are orthogonal to the constraints from the CMB because the distance involved is much smaller than the distance to the last scattering surface, from which all of the CMB photons originate. Thus for example, in measuring the energy densities of the matter and the dark energy, the constraint from the Type Ia Supernovae measures $`\mathrm{\Omega }_\mathrm{m}\mathrm{\Omega }_\varphi `$, whereas the CMB measures a weighted sum of $`\mathrm{\Omega }_\mathrm{m}+\mathrm{\Omega }_\varphi `$ (Cohn (1998)). The effect is not quite as pronounced in the $`\mathrm{\Omega }_\mathrm{m}w_\varphi `$ plane, but it seems clear that supernovae will provide a strong complementary measurement. The intersection of the likelihood contours from a supernova experiment such as SNAP with CMB constraints obtained using PLANCK could determine the matter density to 3.3% if the polarization information is included (e.g. Tegmark et al. (1998)). An analysis of the optimal survey strategy for Supernovae searches has been carried out by Spergel & Starkman (2002), who determined that intermediate redshifts of $`0.30.4`$ are the best ones to probe when combining the Supernova results with the CMB.

Although supernovae do seem to provide a clear way to narrow the parameter space, it would be a very valuable cross check if a third observable was found whose likelihood contours intersected the other two in the same region of parameter space. Such an independent constraint could additionally remove one of the largest degeneracies in determining the equation of state and its time evolution. A promising observable to study is the number density of rich galaxy clusters as a function of redshift, an idea which was suggested as early as 1992 by Oukbir & Blanchard (1992) among others. Studying the number density would provide an orthogonal constraint because in addition to being sensitive to the comoving distance measure, it is also sensitive to the rate of growth of fluctuations and hence the matter density $`\mathrm{\Omega }_\mathrm{m}`$ (in units of the critical density, $`\rho _{\mathrm{crit}}=3H_0^2/8\pi G`$, where $`H_0=100h\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$ is the Hubble constant). In models with a lower matter density, the growth of structure ceases earlier. When normalized to the same level of fluctuations today, this implies larger fluctuations at earlier times. If the number density of objects is related to the amplitude of fluctuations on a length scale $`RM^{1/3}`$, as in the Press-Schechter theory or its generalizations (Press & Schechter (1974)), then this predicts more clusters of a given mass at high-$`z`$ in models with a low $`\mathrm{\Omega }_\mathrm{m}`$. This method has been tested numerically by many authors (Efstathiou et al. (1988), Efstathuou & Rees (1988), White et al. (1993), Lacey & Cole (1994), Gelb & Bertschinger (1994), Bond & Myers (1996), Eke et al. (1996), Sheth & Tormen (1999), and Jenkins et al. (2001)), and it was found that the formalism accurately predicts the abundance of rich clusters as a function of redshift for a broad range of different cosmologies.

Unfortunately, there are still many factors that present difficulties when attempting to use a cluster survey to constrain the cosmological parameters. A recent study (Viana & Liddle (1999)) concluded that when all of the major sources of error both in theory and observation are accounted for, an unambiguous determination of the matter density $`\mathrm{\Omega }_\mathrm{m}`$ is not yet possible. One complication is that the model of the evolution of the dark energy equation of state is not well determined by any other observations. This makes it difficult to interpret the impact of observed evolution of the number density with redshift on the the parameter $`\mathrm{\Omega }_\mathrm{m}`$, because it becomes entangled with $`w_\varphi (z)`$.

Upcoming studies will introduce a golden age in cluster surveys. Several observational programs will replace the current catalog of tens of clusters at intermediate redshifts ($`z<1`$) with thousands of detections improving not only the quantity, but the quality of the available data. With the launch of the XMM/Newton and Chandra satellites, the study of X-ray emission from the IGM has dramatically advanced. The XMM (X-ray Multi Mirror Satellite) Large-Scale Structure Survey (Pierre, Valtchanov & Refregier (2002)) will map the location of clusters and groups of galaxies out to $`z1`$ over an $`8^{}\times 8^{}`$ area. This survey alone is expected to detect up to 800 clusters in the temperature band ranging from 0.4 to 4 keV. Another proposed survey using the same instrument, the XMM Cluster Survey (XCS; Romer et al. (2001)), is expected to cover $`800\mathrm{deg}^2`$ and include more than 8000 clusters, as many as 1800 of which will have well-defined temperatures (estimates for $`\mathrm{\Omega }_\mathrm{m}=0.3,\mathrm{\Omega }_\varphi =0.7`$) with $`T>2`$ keV. There should even be a significant number detected with $`z>1`$.

Meanwhile, surveys for clusters are now being carried out at optical wavelengths (using both galaxy counts and weak lensing) and using the Sunyaev-Zel’dovich effect (Sunyaev & Zel’dovich (1980)). In the more distant future, the Planck satellite has the potential to find $`10^4`$ clusters (with some dependence on cosmology) out to $`z1`$. This enormous quantity of upcoming cluster survey work motivates our study to find survey parameters that optimize the constraints on cosmological parameters.

## 3. Method

In order to address these questions we make use of the Fisher matrix formalism (see Tegmark et al. (1996) for a pedagogical review). This allows us to elucidate the dependence of our hypothetical constraints on both our survey design and our theoretical uncertainty, highlighting the role of parameter degeneracies. Because we have chosen to use the Fisher matrix, expressed in terms of the derivatives of the likelihood function at the maximum, rather than a full likelihood analysis, all of our constraints are “local” rather than global. This should not affect any of our conclusions.

To make our analysis more relevant to the future where CMB and SNe surveys have progressed significantly, we consider the constraints from a combination of hypothetical observations. First we have a cluster survey, but we include as ‘prior’ information the Fisher matrices obtained from a mock MAP mission and a future SNe survey. We describe each of these pieces below.

### 3.1. Assembling the cluster Fisher matrix.

We assume a flat cosmology and have chosen as our basis of parameters the space ($`\mathrm{\Omega }_\mathrm{m}=0.3`$, $`h=.67`$, $`\mathrm{\Omega }_bh^2=0.018`$, $`n_S=1`$, $`w_\varphi =1`$, $`\delta _H=5.02\times 10^5`$, $`T/S=0`$, $`\tau =.2`$, M-T normalization $`=6.59\times 10^{10}`$, $`\sigma _{MT}=.1`$). The quantities M-T normalization and $`\sigma _{MT}`$ are defined below in §3.2.

If we bin narrowly in the observable temperature and in redshift, the abundance of clusters is naturally described by a Poisson distribution, and so the Fisher matrix $`𝐅`$ becomes (Holder et al. (2001))

$$𝐅_{ij}=\frac{^2\mathrm{ln}}{\theta _i\theta _j}=\underset{a=1}{\overset{S}{}}\frac{N_a}{\theta _i}\frac{N_a}{\theta _j}\frac{1}{N_a}$$
(1)
where the sum runs over $`S`$ bins, chosen to be sufficiently small that our fiducial model predicts $`N_a1`$ clusters per bin. In practice, binning in redshift finer than $`\mathrm{\Delta }z=0.01`$ does not change the constraints significantly. Here $``$ is the likelihood function, the $`\theta _i`$ are the cosmological parameters and $`N_a`$ is the number of clusters expected in bin $`a`$. The derivatives are evaluated at the position of the fiducial model in likelihood space logarithmically via the rule:

$$g^{}\left(\theta _i\right)=\frac{g(\theta _i\times \mathrm{\Delta }\theta )g(\theta _i÷\mathrm{\Delta }\theta )}{2\theta _i\mathrm{ln}(\mathrm{\Delta }\theta )}.$$
(2)
All derivatives were found to converge with $`\mathrm{\Delta }\theta =1.0001`$. When varying $`\mathrm{\Omega }_\mathrm{m}`$ we also varied $`\mathrm{\Omega }_\mathrm{\Lambda }`$ to maintain $`\mathrm{\Omega }_k=0`$. The dependence on the cosmological parameters enters through the mass function $`dn/dM`$. We use the fitting function of Jenkins et al. (2001),

$$\frac{dn}{dM}=\frac{\rho _\mathrm{m}}{M^2}\frac{d\mathrm{ln}\sigma }{d\mathrm{ln}M}\left[0.315\mathrm{exp}\left[\left(\mathrm{ln}\sigma +0.61\right)^{3.8}\right]\right]$$
(3)
where $`\rho _\mathrm{m}`$ is the mean background matter density, and $`\sigma ^2`$ is the variance of the mass, filtered on some scale $`R(M)`$. It contains all the details of the cosmological model through its dependence on the power spectrum $`P(k)`$:

$$\sigma ^2=_0^{\mathrm{}}4\pi k^2𝑑k\widehat{W}^2(k)P(k)$$
(4)
We have chosen a spherical top hat (in real space) as our smoothing window, with Fourier transform $`\widehat{W}`$. We use a power-law primordial power spectrum and the fits to the transfer function of Eisenstein & Hu (1997).

Using the M-T relation, along with its associated Gaussian scatter, we map the number densities by mass, $`n(M)`$, to number densities by temperature, $`n(T)`$. We construct the Fisher matrix only from bins with a temperature greater than a certain threshold; this corresponds to the detection threshold of actual surveys. Though the majority of our analysis is done with a threshold of 5 keV, we also explore the tradeoffs behind choosing different temperature thresholds. One benefit of this method is that since the volume at a given redshift scales linearly with angular survey size, so too does the number of clusters expected for a given temperature range. Therefore, we have the relation $`N_a=n_aV`$, where V represents some number of $`(h^1\mathrm{Mpc})^3`$ and $`n_a`$ is the number of clusters per $`(h^1\mathrm{Mpc})^3`$. This identity allows us to rewrite (1):

$$𝐅_{ij}=V\underset{a=1}{\overset{S}{}}\frac{n_a}{\theta _i}\frac{n_a}{\theta _j}\frac{1}{n_a}.$$
(5)
As $`V`$ is proportional to the angular survey area, multiplying the area by some factor corresponds to multiplying each Fisher matrix element by the same factor. We will take advantage of this below.

### 3.2. Constructing the M-T relation

For the cluster $`MT`$ relation we take the ‘virial’ relation (Kaiser (1986); Peacock (1999))

$$TM_{\mathrm{vir}}^{2/3}H^{2/3}(z)\mathrm{\Delta }^{1/3}(z)h^{2/3}.$$
(6)
which can be derived by assuming clusters are self-similar, pressure supported, isothermal spheres. Here $`M_{\mathrm{vir}}`$ represents the virial mass of the cluster, $`\mathrm{\Delta }(z)`$ is the mean interior overdensity, relative to the critical density, for which we say the object has virialized. $`\mathrm{\Delta }`$ is the familiar factor $`18\pi ^2`$ for an $`\mathrm{\Omega }_\mathrm{m}=1`$ universe, and otherwise is given by the fitting function found by Bryan & Norman (1986).

We fix the normalization of the M-T relation by appealing to numerical simulations. However, the normalization constant could potentially vary across different cosmologies. A comprehensive summary of all the different calculations of the normalization is found in Henry (2000) and Pierpaoli, Scott, & White (2001). Since we will compensate for differences in $`h`$, the parameters we should be concerned with are $`\mathrm{\Omega }_\mathrm{m}`$ and $`\mathrm{\Omega }_\mathrm{b}`$. We will use the value quoted by Eke et al. (1998) (hereafter ENF),

$$T=6.59\left(\frac{M}{10^{15}M_{}}\right)^{2/3}\mathrm{keV}$$
(7)
with a Gaussian scatter of $`\sigma _{MT}=13.33\%`$, because the cosmology they simulate is very close to our fiducial model ($`\mathrm{\Omega }_\mathrm{m}=0.3,\mathrm{\Omega }_\mathrm{\Lambda }=0.7,h=0.7,\mathrm{\Omega }_\mathrm{b}=0.04`$). Other than the difference in $`h`$, we match these exactly. This normalization was calculated by ENF as an average X-ray emission weighted temperature of 10 clusters at $`z=0`$.

Combining the normalization with the proportionality, we arrive at the final form of our M-T relation:

$`T=6.59\times 10^{10}\left({\displaystyle \frac{M_{\mathrm{vir}}}{M_{}}}\right)^{2/3}\left({\displaystyle \frac{\mathrm{\Delta }(z)}{\stackrel{~}{\mathrm{\Delta }}(0)}}\right)^{1/3}`$
$`\left(\mathrm{\Omega }_{\mathrm{m},0}(1+z)^3+\mathrm{\Omega }_{\varphi ,0}(1+z)^{3(1+w)}\right)^{1/3}\left({\displaystyle \frac{h}{0.7}}\right)^{2/3},`$ (8)
where $`\stackrel{~}{\mathrm{\Delta }}(0)`$ denotes the value of $`\mathrm{\Delta }(z)`$ for the fiducial model, and is not recalculated when we vary the cosmology to calculate derivatives. For now, we will assume that the evolution of the $`MT`$ relation is described (perfectly) by Eq. (8) over the range of redshift of relevance. We shall return to this point later.

### 3.3. Assembling the CMB and SNe Fisher matrices

To make our analysis more realistic, we have computed the Fisher matrices associated with CMB and SNe experiments, and added them as priors to the Fisher matrix obtained with a cluster survey. To compute the Fisher matrix associated with an experiment such as the upcoming MAP mission, we have used the methods described in Eisenstein et al. (1999) and have faithfully reproduced their constraints. Assuming Gaussian perturbations and noise the CMB Fisher matrix is given by

$$𝐅_{ij}=\underset{\mathrm{}}{}\underset{X,Y}{}\frac{C_X\mathrm{}}{\theta _i}\left(\mathrm{Cov}_{\mathrm{}}\right)_{XY}^1\frac{C_Y\mathrm{}}{\theta _j}$$
(9)
$`C_X\mathrm{}`$ is the power in the $`\mathrm{}^{th}`$ multipole and the indices X and Y run over T,E,B,C; the temperature, E-channel polarization, B-channel polarization and the temperature- E mode cross correlation. The matrix $`\mathrm{Cov}_{\mathrm{}}`$ depends on the $`C_X\mathrm{}`$, the beam window function, and detector noise levels. The explicit form of the matrix can be found in Eisenstein et al. (1999) where we have used the specifications for MAP at 90 GHz. We have optimistically assumed a sky coverage of 80%.

Calculating the Fisher matrix for a SNe experiment is a problem addressed recently in Tegmark et al. (1998). It depends on several observables; the number of SNe observed, $`N`$, the mean redshift of the observed SNe, $`\overline{z}`$, the scatter about this mean redshift, $`\mathrm{\Delta }z`$, and the standard deviation in the observed magnitude from the predicted value $`(\mathrm{\Delta }m)^2`$ . Because we would like to use the constraints that will be obtained from future experiments such as SNAP, we also postulate a Gaussian distribution function $`f(z)`$ of $`N`$ supernovae distributed about $`\overline{z}`$. For a flat cosmology, the Fisher information matrix is given by

$$𝐅_{ij}=\frac{1}{(\mathrm{\Delta }m)^2}_0^{\mathrm{}}f(z)w_i(z_n)w_j(z_n)𝑑z,$$
(10)
where

$$w_i(z)=\left(\frac{5}{\mathrm{ln10}}\right)\eta ^1\frac{\eta }{\theta _i}.$$
(11)
The $`\theta _i`$ are the cosmological parameters to be constrained, and $`\eta `$ is given by

$$\eta (a;\mathrm{\Omega }_\mathrm{m},\mathrm{\Omega }_\varphi )=_a^1\frac{da}{a^2H(a)}$$
(12)
where $`H(a)H_0[\mathrm{\Omega }_\mathrm{m}a^3+\mathrm{\Omega }_\varphi a^{3(1+w_\varphi )}]^{1/2}`$.

We computed the SNe Fisher matrix for two different cases. First, we calculated the constraints given by a cautious estimate of 200 supernovae. They followed a Gaussian distribution at a mean redshift of 0.65 with a dispersion of 0.3 in redshift. The standard deviation in the observed magnitude was $`\mathrm{\Delta }m=0.3`$. We also considered a more optimistic survey, providing 400 supernovae with a mean redshift of 0.7 and a dispersion of 0.4 in redshift and $`\mathrm{\Delta }m=0.2`$. Both of these scenarios are relatively conservative when compared to the expected yield of around 2000 Supernovae to be observed by the proposed experiment SNAP. Both samples are used in the analysis below.

## 4. Results

It is instructive to compare Fisher matrices obtained using different experimental setups. In this paper, we change the specifications of the cluster survey, and find the effect on the constraints obtained. An important question to consider is whether the limitations on improving a constraint are dominated by the experiment or the underlying theory, or some combination thereof. In the analysis, we have separated the two issues by parameterizing the theoretical uncertainty in the M-T relation, and including its normalization and scatter in the cluster Fisher matrix. To study experimental effects alone, we simply invert the Fisher matrix without any additional priors on the M-T relationship. To examine the effect of theory uncertainties, we add additional priors for the M-T normalization and scatter for a given experimental setup. Thus, we gain an intuition for which sources of error are the most significant.

An observational question that merits attention when designing the optimal cluster survey is the trade off between angular coverage on the sky, and depth of field of the survey, $`z_{\mathrm{end}}`$. It would be nice to know whether the bulk of the constraint on a parameter is determined by the redshift evolution of the number density of clusters, or rather simply on the total number of clusters today. The former would suggest that a narrow, deep survey would be best, while the latter could easily be accomplished with a shallow survey with a wide angular coverage. In general, the constraint depends on both quantities, and the dominant effect depends upon the parameter being considered. We approach the question from the back by simulating both types of observations and plotting the dependence of the constraint on depth or angular coverage.

In our analysis of the various cluster surveys, we wish to consider not only the survey’s constraining capabilities on its own, but also its ability to improve the constraints already obtained from observations of the CMB and type Ia Supernovae. To obtain combined constraints, one has simply to add the Fisher matrices together and invert the resulting matrix. In practice, using Cholesky decomposition (Press et al. (1986)) to calculate the inverse is somewhat unstable because the fiducial parameters vary by many orders of magnitude. This instability is avoided by performing the analysis on the logarithms of the cosmological parameters. Since the Fisher matrix transforms as a covariant tensor under a variable change in parameter space, this modification is easily accomplished using the Jacobi matrix.

The $`i`$th diagonal element of the inverse of the sum of the three Fisher matrices gives a lower bound on the $`1\sigma `$ error bars obtained from all three experiments. When the other parameters are allowed to vary:

$$\mathrm{\Delta }\theta _i^2(𝐅^1)_{ii}.$$
(13)
This relation accommodates the propagation of errors in different parameters, since inverting the Fisher matrix is equivalent to marginalizing over all of the other parameters. We define the optimal percent constraint as the minimum $`\mathrm{\Delta }\theta _i/\theta _i`$ allowed by equation 13, which is interpreted as the size of the $`1\sigma `$ error bar.

However, the Fisher matrix also quantifies the covariance of the parameters. For each type of observation, a realistic picture of its capabilities is obtained by plotting elliptical curves of constant likelihood using a 2 parameter subspace of the inverted Fisher matrix. This view explicitly depicts the degeneracies discussed in §2 between the two displayed parameters, while marginalizing over all the rest. These degeneracies can be broken if the curves of constant likelihood from other experiments are oriented in an orthogonal direction, since adding the Fisher matrices effectively multiplies the likelihoods. Figure 1 displays the $`1\sigma `$ regions of likelihood for all three individual experiments, and also the combined constraint, illustrating the efficacy of this technique. Table 1 contains the $`1\sigma `$ errors on each of the parameters after combining the CMB matrix (using specifications of MAP with polarization), 200 supernovae matrix (about a mean redshift of 0.65), and a cluster survey of 1000 deg<sup>2</sup> with temperature threshold 5 keV to a limiting redshift of $`z_{\mathrm{end}}=0.7`$.

Table 1 reveals an interesting phenomenon; the X-ray cluster survey constrains the normalization of the M-T relationship, if its redshift evolution is assumed known. Without any prior information about the normalization of the the M-T curve from simulations, a constraint of reasonable order can be achieved observationally. The constraint on the scatter $`\sigma _{MT}`$ is not as good. This indicates that unless theory can predict the M-T normalization to better than $`20\%`$, prior knowledge of the normalization will not significantly alter the results (see e.g. Pierpaoli, Scott, & White 2001). Prior knowledge of the scatter appears to be even less significant. We quantitatively investigate this below (see Figure 7).

The orientation and size of the cluster ellipse in Figure 1 depends on the depth and angular extent of the survey. The change in orientation in the $`\mathrm{\Omega }_\mathrm{m}w_\varphi `$ plane has been noticed previously (Hu &Kravtsov (2002)). That the size will decrease with increasing depth is apparent; more information will result in a better constraint. Figure 2 demonstrates how the orientation of the ellipse changes in a progression from a shallow survey to a deep one at fixed angular size. These plots do not contain information from either the CMB or the SNe. However, the number density of clusters at a given redshift is a quantity which is largely insensitive to the parameter $`\mathrm{\Omega }_\mathrm{b}h^2`$. This causes the Fisher Matrix to be almost singular, reflecting the large degeneracy in that direction. Thus we do rely on results from Big Bang Nucleosynthesis to provide us with a 10% prior on this quantity, which we include throughout our analysis for greater numerical stability. Note that the shape converges for the deepest surveys, as fewer and fewer clusters above the detection threshold are detected.

The change in the orientation of the direction of degeneracy is a direct consequence of the fact that cluster surveys probe a combination of the proper distance and the growth function. In the range $`0<z<0.5`$, the proper distance to adjacent redshift bins is a quickly varying function, and thus the sensitivity to small changes in the cosmological parameters is dominated by changes in this proper distance. Hence, the direction of degeneracy of these shallow cluster surveys tend to align with contours of constant proper distance, as can be seen in the first panel of Figure 2. In the high redshift range $`z>1`$ however, each redshift bin adds an increasingly large number of clusters. The number of collapsed objects at high redshift is very sensitive to the growth function, and thus in this redshift regime, the direction of degeneracy aligns instead with the contours of constant growth factor, normalized to today. This leads to an interesting detail: populations of different masses will come to be dominated by the growth factor at different redshifts. This is because of the hierarchical nature of structure formation. More massive clusters form later, and thus massive clusters get rarer faster as deeper redshifts are probed. The more massive populations get dominated by the growth function at smaller redshifts. We have determined that the higher the temperature threshold, the lower the final redshift $`z_{\mathrm{end}}`$ at which one runs completely out of clusters; $`z_{\mathrm{end}}1`$ for 8 keV and $`z_{\mathrm{end}}1.6`$ for 5 keV (see Figure 2), while $`z_{\mathrm{end}}`$ is far beyond 2 if one stretches the threshold to 3 KeV. The orientations of the constraints at these limits are also slightly different, being most orthogonal to CMB and supernova constraints for the smaller objects. One complication is that the lower the temperature threshold is extended, the more one has to worry about extra physics that may affect the low mass systems, but are difficult to theoretically model. These considerations must be traded off with depth and angular coverage when a survey is being planned. The optimal strategies clearly depend on the capabilities of the surveying technique, which we discuss below.

By far the easiest experimental specification to examine is the angular coverage of the survey. Changing the angular coverage effectively changes the volume element at each redshift $`z`$. As the Fisher matrix contribution from the cluster survey is linearly dependent on its volume, and the volume is, in turn, linearly dependent on the survey’s angular size, the parameter constraints solely from the cluster survey go as:

$$\mathrm{\Delta }\theta \frac{1}{\sqrt{S}}$$
(14)
where $`S`$ is the solid angle subtended by the survey, where for a full sky survey $`S`$ is $`4\pi /41000`$. The volume element also depends on the comoving distance, which is a function of the cosmological parameters. Figure 3 shows the improvement in the constraint on the matter density $`\mathrm{\Omega }_\mathrm{m}`$ for the three experiments as the angular size of the survey increases. The relation is not quite as simple as in equation 14 because of the prior information provided by the CMB and Supernovae.

What we notice is that if the survey is deep enough there seems to be a “sweet spot”, a clear cutoff place where the effort involved in performing the survey returns maximum scientific information, and beyond which the payoff is not high. For example, for survey depth $`z_{\mathrm{end}}=1.2`$ the payoff for extending the observations from 500 to 2000 deg<sup>2</sup> is quite considerable, but extending the survey to $`10^4`$ deg<sup>2</sup> does not improve the optimal constraint significantly from a survey of $``$ 2000 deg<sup>2</sup>. It is important to keep this turning point in the back of one’s mind because increasing the angular coverage greatly increases the total number of clusters that need to be observed.

Another strategy to consider is to make the survey deeper rather than wider. In this case there may be a smaller total sample of clusters, but the evolution of the number density will be more apparent. In Figure 4, the dependence of the constraint on the matter density is displayed as a function of $`z_{\mathrm{end}}`$, the depth of the survey. Of course many surveys are flux limited, and thus the depth of the survey is different for different mass scales; brighter more massive objects can be seen at greater distance. However, since a significant portion of the constraint comes from the evolution of the density of clusters, and not just from the total number, it is crucial that the sample be complete. Therefore, the depth of the survey is effectively the one at which completeness is achieved for the faintest objects being counted, and we will assume this in our analysis. In practice this depth will depend on the type of survey, and of course on the temperature threshold $`T_{\mathrm{min}}`$. Constraints in Figure 4 are shown from the cluster survey alone, the cluster survey combined with the expected constraint from the CMB MAP mission (with polarization information), and finally from the cluster survey combined with both the CMB and SNe experiments.

Again what we see is that there is a definite “sweet spot.” The role of the prior information matrices of the SNe and CMB experiments is also apparent in this graph. The flat nature of both of the dot-dashed curves between $`z_{\mathrm{end}}=0`$ and $`z_{\mathrm{end}}0.5`$, which incorporate the constraints from all three types of experiments, are a result of the fact that although the survey is getting deeper and the number of clusters detected is growing, the constraint from the cluster survey is weak compared to combined constraints from the CMB and SNe. The solid curve displaying the cluster constraint alone shows that this is true. In terms of the elliptical plots above, the likelihood contours from CMB experiments would be entirely within the region of maximum likelihood determined by the cluster survey. After $`z_{\mathrm{end}}=0.5`$ we see a marked improvement, which means the likelihood contour will have become small enough to intersect the CMB and SNe contour in a way that decreases the most probable region compatible with all the experiments. Not only has the size of the cluster constraint decreased significantly by $`z_{\mathrm{end}}0.5`$, but as one can see from Figure 2 the orientation has passed the vertical and becomes increasingly orthogonal to the other constraints between $`0.5<z_{\mathrm{end}}<1.7`$. The role of the SNe constraint is also clear. 400 supernovae provide a narrower lever arm in parameter space than 200. Since both SNe contours are at a significant angle to the cluster constraints, and since they intersect at the position of the fiducial model (by fiat), then the effect is simply to decrease the area of the intersecting region by an approximately constant amount, which can be observed in Figure 4.

Another interesting property of experiments that should be carefully studied is the effect of changing the detection threshold temperature on the quality of the constraints that can be obtained. In some types of surveys this could be intimately related to the depth of the survey, for example if the survey was flux limited, since flux correlates with temperature. However this is not always true. In the case of the SZE effect, the limiting temperature is largely independent of redshift. Also for X-ray surveys one could argue that those clusters for which accurate temperatures can be known are well above the flux limit, allowing essentially volume limited samples to be constructed. Since temperature can be used as a proxy for mass, studying this dependence is akin to asking whether most of the constraint comes from the rare high mass clusters, or whether the large number of lower mass clusters are needed in order to adequately constrain the parameters. We would prefer the former scenario, because the higher $`T_{\mathrm{min}}`$, the less sensitive are the results to non-gravitational physics in the modeling, and the easier it is to make the observations. The value of $`T_{\mathrm{min}}`$ has a strong nonlinear effect on the number of objects that will be found within the domain of the survey, as Figure 5 shows. Figure 6 illustrates the improvement in our knowledge of the matter density as we lower the threshold temperature.

This clearly demonstrates that it is indeed the rarest high mass clusters that contribute the bulk of the constraint. For a survey out to $`z_{\mathrm{end}}=1.2`$, if one drops the threshold halfway down the range of the plot, from 8 keV to 5 keV, then one adds about 800 clusters and improves the constraint by a factor of $`3/4`$ the original value. If one considers the bottom half from 5 keV to 2 keV, one adds $`24,000`$ clusters, yet only improves the constraint by another factor of $`3/4`$. If all clusters were equally important in constraining $`\mathrm{\Omega }_\mathrm{m}`$ then the constraint would drop significantly more in the bottom half of the plot, because we have increased the number of clusters surveyed by more than an order of magnitude.

It is useful to probe how strongly the constraint on $`\mathrm{\Omega }_\mathrm{m}`$ (or any other parameter) depends on the theory implicit in the survey. Many cluster surveys involve observation of the X-ray luminosity or temperature, either because they are X-ray surveys, or else they are optical or SZE surveys that require an X-ray followup to obtain redshift and temperature information. For a cluster survey in X-ray temperature, this uncertainty is framed in terms of the uncertainty in the normalization and the scatter about the mass temperature relationship. It is conceivable that adding more clusters to the survey will not affect the constraint on $`\mathrm{\Omega }_\mathrm{m}`$ simply because the Fisher matrix is dominated by the error from the M-T normalization and scatter. If this is the case, considerable effort should be invested in improving these theoretical considerations, so as to use the plethora of upcoming data to maximum advantage.

By including the M-T normalization and scatter as parameters in the Fisher matrix, we have investigated this important issue. We find that precise knowledge of the scatter about the M-T relationship does not significantly improve the quality of the constraint on $`\mathrm{\Omega }_\mathrm{m}`$. Reducing the prior on the scatter in a survey to $`z_{\mathrm{end}}=0.7`$ from a very loose prior of 100% to an extremely tight 5% improved the constraint on the matter density less than $`1\%`$, with a 10% BBN prior and the CMB and 200 SNe experiments included. The improvement of the constraint on $`\mathrm{\Omega }_\mathrm{m}`$ with better knowledge of the M-T normalization is of the same order when the prior is changes from 10% to 1%. Weaker priors on the normalization have little effect because the cluster survey constrains it to $`15\%`$ by itself (Table 1). Figure 7 shows this dependence for several redshifts.

## 5. Conclusions

Many exciting surveys of galaxy clusters have been proposed, involving several different observational techniques to locate the clusters. In this paper we have analyzed their potential to constrain two of the most fundamental cosmological parameters, $`\mathrm{\Omega }_\mathrm{m}`$ and $`w_\varphi `$, within a larger framework of information gathered from other types of observations. We have considered the effects of theoretical uncertainties on these constraints. Even when the equation of state $`w_\varphi `$ is postulated to be a constant, large degeneracies exist in the $`\mathrm{\Omega }_\mathrm{m}w_\varphi `$ subspace from all types of observations studied here. We have varied some of the characteristic attributes of cluster surveys such as the limiting temperature threshold, the depth of the survey, and the angular coverage, and have noted that the direction of elongation of the elliptical region of maximum likelihood depends considerably on these attributes. Since we know the direction of degeneracy for other important experiments, we can use this information to optimize the cluster survey strategy, taking into account the various limitations for X-ray followup observations.

We have deduced that in order to achieve maximal sensitivity to $`\mathrm{\Omega }_\mathrm{m}`$, with minimal sensitivity to $`w_\varphi `$ (without taking into account CMB and SNe experiments), a fairly shallow survey to $`0.4<z_{\mathrm{end}}<0.7`$ (depending on the limiting temperature used) with large angular coverage is an effective approach, because in this case the constraint ellipse is vertically oriented in the $`\mathrm{\Omega }_\mathrm{m}w_\varphi `$ plane. It would be interesting for future work to see if such a constraint would be relatively independent of $`w_\varphi ^{}`$. If so, such a measurement would yield a significant lever arm to experiments such as SNAP, who would then be in a good position to tighten constraints on $`w_\varphi ^{}`$. We also found that for a survey of fixed angular extent, the clusters with the highest constraining power are those with high temperature. We confirm the claim made by Holder et al. (2001) that it is the clusters past $`z>0.5`$ that provide most of the constraint on $`\mathrm{\Omega }_\mathrm{m}`$ (given our assumption that $`\mathrm{\Omega }_\mathrm{m}+\mathrm{\Omega }_\varphi =1`$). This is especially evident when SNe and CMB experiments are combined with the cluster survey, because the part of the cluster constraint that is orthogonal to the SNe and CMB ellipses comes from the clusters located at $`z>0.5`$. We also see a natural cutoff in limiting redshift beyond which the constraint on $`\mathrm{\Omega }_\mathrm{m}`$ stops improving, as the number of clusters hotter than the detection threshold falls off steeply with $`z`$. More surprisingly, we also find that when the cluster survey is combined with the CMB and SNe constraints, increasing the field of view of the survey does not improve the results indefinitely.

In summary, when designing an experiment, several competing effects must be accounted for. If one is interested in constraining $`\mathrm{\Omega }_\mathrm{m}`$ and $`w_\varphi `$ simultaneously, then maximizing orthogonality with the CMB and Supernova constraints is desirable because it will maximize the return for each unit of observing time that is spent counting objects. In general this suggests that deep surveys are advantageous because it is at high redshifts that the growth function significantly affects the number density of clusters. If an observable such as the SZ effect can truly probe out to very high redshifts with relative completeness, then it is also advantageous to stretch the temperature threshold as low as possible, since this allows a deeper effective depth before the clusters run out. The resulting difference in angle is a relatively small effect however, and naturally there are limits to the practicality of lowering the threshold. The number of dim distant objects that would need to be followed up grows exponentially as the threshold decreases. To some extent, this can be compensated by making the survey narrower.

If, on the other hand, the survey is flux limited and can probe completely only to a relatively shallow $`z_{\mathrm{end}}`$, such as an optical or X-ray survey of clusters, the optimal strategy changes. In this case we take advantage of the fact that very massive clusters are dominated by the growth function at smaller redshifts. For maximum orthogonality in shallow surveys, one raises the temperature threshold and studies only the most massive clusters. We have shown that this will not significantly weaken the survey’s performance since typically the more massive clusters contribute the bulk of the constraining power. Of course to compensate for the fact that huge cluster are rather rare, the survey can be widened, keeping in mind that for each $`z_{\mathrm{end}}`$, there is a point of diminishing returns when doing this.

In investigating different survey techniques’ abilities to effectively whittle down the likely region obtained from SNe and CMB experiments, we have been conservative about the theoretical uncertainties involved in connecting the observable (X-ray temperature) to the quantity predicted by the theory (cluster mass). We have included the normalization and scatter as parameters in our Fisher Matrix analysis. Any error in these parameters propagates to the constraints on the cosmological parameters. We have investigated the sensitivity of our constraints on $`\mathrm{\Omega }_\mathrm{m}`$ and $`w_\varphi `$ to errors in the normalization and scatter of the M-T relation by including prior constraints on these quantities and observing the improvement on the parameter constraints. We found that in general, the constraints on $`\mathrm{\Omega }_\mathrm{m}`$ and $`w_\varphi `$ are fairly robust against large errors in the scatter of the M-T relation, but that they do depend somewhat more strongly on errors in the normalization. It is interesting that if no priors are added, the cluster survey itself will constrain the normalization to around 10%, suggesting that cluster surveys could lead to some insight into intrinsic cluster properties. We have not addressed what might happen if non-Gaussian effects were to account for a large portion of the error on M-T, nor have we accommodated a normalization that changes with redshift. These would change the shape of the temperature-redshift distribution and could impact the determination of the cosmological parameters profoundly. To asses the impact of the first it would be necessary to employ a monte-carlo method, rather than the simple Fisher matrix techniques used in this paper. To understand quantitatively the question of evolution is beyond the scope of this work.

It is clear that surveys of galaxy clusters will play a key role in the future of further constraining the cosmological parameters. Tight constraints on $`\mathrm{\Omega }_\mathrm{m}`$ and the evolution of the dark energy are essential to developing our models of the universe. A precise determination of $`\mathrm{\Omega }_\mathrm{m}`$ will help quantify the dark matter problem, and aid in solving questions of structure formation. The more $`\mathrm{\Omega }_\mathrm{m}`$ can be independently constrained, the better leverage we will have later when observations of very deep sources begin to give us more information about the evolution of the dark energy.

## Acknowledgments

The authors would like to thank Daniel Eisenstein for his assistance regarding the CMB Fisher matrix, and Saul Perlmutter for his useful insights. Also thanks to J.D.Cohn, C. Metzler, and J. Mackey for the many clarifying discussions on this work. This research was supported in part by the Harvard College Research Program (ESL), a Sloan Fellowship and the National Science Foundation.


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# Electronic transport in films of colloidal CdSe nanocrystals

## Introduction

The techniques of colloidal chemistry make it possible to create vast numbers of nearly identical semiconductor nanocrystals . Measurements of the tunneling of electrons onto individual nanocrystals have demonstrated that the latter behave qualitatively like lithographically defined quantum dots ; such structures are best described as artificial atoms because their energy and charge are quantized . Although it is difficult to construct large arrays of lithographically patterned artificial atoms, colloidal nanocrystals assemble themselves into such arrays quite naturally, creating an entirely new class of solids composed of artificial atoms. Furthermore, by adjusting the chemical process, it is possible to tune physically relevant parameters, such as site energies and nearest-neighbor coupling. We report here studies of electron transport in such a Colloidal Artificial Solid (CAS).

Our CAS is composed of CdSe nanocrystals $`5`$ nm in diameter, each capped with organic molecules $`1`$ nm long. Because of the small size of the nanocrystals the Coulomb interaction between two electrons on the same nanocrystal or adjacent nanocrystals is $`0.1`$ eV , larger than $`k_BT`$ at room temperature. It is likely, therefore, that the Coulomb energy is larger than the other important energies in the problem, in particular the bandwidth resulting from inter-nanocrystal tunneling or disorder. Thus, these CASs provide an interesting new system in which the motion of electrons is expected to be highly correlated .

Although the optical properties of these nanocrystal systems have been studied extensively, as yet there has been little work on electronic transport in these arrays. In this work, we present measurements made on a lateral, gated device, shown in Fig. 1; this geometry has two primary advantages over the simpler sandwich structure used by Ginger and Greenham . First, because the nanocrystal films are deposited last, there is no possibility of damaging the films during device fabrication. Second, the gate electrode provides the possibility of controlling the charge density in the CAS.

We find that films of CdSe CASs are extraordinarily resistive, with resistivity greater than $`10^{14}`$ ohms-cm at temperatures below 200 K. Although there is no detectable steady-state current, we observe current transients after the application of a voltage step; the current decays as a power law in time out to at least $`10^4`$ s. When the film is located near a metal gate, we can directly observe the buildup of charge in the sample, which, at low temperatures, then remains in the CAS even after the voltage is removed. Although this suggests that the decay of the current is associated with the charging, the integral of the current transient is orders of magnitude larger than the charge stored. Thus, we conclude that the current arises from charge which moves completely through the film, but that the sample becomes more resistive with time as more charge is injected. We suggest that these effects are related to the strong Coulomb correlations between electron occupancy of the nanocrystals. In this paper, we present transport measurements on this system as a function of device geometry, applied field, sample length, and temperature, as well as some preliminary data on variations of the transients with the parameters of the chemical synthesis.

## Experimental details

The synthesis of the CdSe nanocrystals and the deposition of the close-packed films has been described in detail previously . By using the organo-metallic synthesis of Murray, et al. followed by three steps of size-selective precipitation, a size distribution with variance $`\sigma =58\%`$ is typically obtained. For most of the measurements in this paper, the nanocrystals are covered with a monolayer of tri-octylphosphine oxide (TOPO), as a byproduct of the synthesis. These molecules serve to passivate the surface states of the nanocrystals, and also act as nearest-neighbor spacers when the nanocrystal films are formed. For some samples, after the synthesis the capping molecules have been exchanged from TOPO to tri-butylphosphine oxide (TBPO), which gives a smaller nearest-neighbor separation; the procedure for the exchange has been described elsewhere . For the work discussed here, the nanocrystals typically have a core diameter of approximately 4.5 nm; those capped with TOPO have a 1.1 nm nearest-neighbor separation, and those with TBPO have a 0.7 nm nearest-neighbor separation . The films are formed by drop-casting a solution of nanocrystals in 9:1 hexane/octane, which is allowed to dry for a minimum of two hours in an inert atmosphere before exposure to vacuum. To a first approximation, the thickness of the films is controlled by the concentration of the solution; for the work reported here, the thickness of the films ranges between 20 and 180 layers ($`100900`$ nm), as measured with a profilometer near the measurement electrodes. Direct imaging of the nanocrystal packing on the measurement substrates has proven difficult, but transmission electron microscope images of similarly prepared films suggest that the ordering within the CAS is polycrystalline, with the typical grain size approximately 10 nanocrystals across .

The primary type of device structure used for this work is shown in Figure 1. These structures have been produced in large quantities so that many films, some with different core sizes and different capping molecules, can be deposited on identical devices. The starting material is a (100) silicon wafer degenerately doped with arsenic (room temperature sheet resistance 1–5 m$`\mathrm{\Omega }`$), which is used as the back gate for the device. High-quality thermal oxides of 350–500 nm are grown on top of these substrates, and then 200 nm Ti-Au electrodes are patterned and deposited using optical lithography and a lift-off procedure. We have also made measurements on films deposited on 0.5 mm quartz wafers, for which the gold electrode pattern is identical, but for which the electrodes are only 110 nm thick. In both cases, although only one set of electrodes is depicted in Fig. 1, there are many more electrodes, some with different gap sizes, on each wafer. The full size of the substrate is typically $`6\times 6`$ mm, and the size affects the spreading of the nanocrystal solution during film deposition. In addition, for some measurements we have used ring-shaped electrodes (not shown) with a similar gap size for a few experiments, for which the results are consistent.

The fabrication of the substrates is completed before the nanocrystals are deposited and then dried overnight in an inert atmosphere; afterwards, the nanocrystal film covers the entire substrate, including the electrodes. Depositing the nanocrystals as the final step in sample preparation is important. These films are not sufficiently robust to permit the use of standard wafer processing techniques after deposition. In particular, subsequent measurements have shown that even moderate heating, to $`100\mathrm{deg}`$ C in vacuum, can significantly affect the transport and optical properties of the films . The electrode geometry and the measurements are chosen to give a well-defined active area for the device, as will be discussed below. For the most common samples, 4.5 nm core-diameter, TOPO-capped nanocrystals, and the electrode configuration of Fig. 1 there are approximately 200 dots in series and about 160,000 dots in parallel for one layer of dots. Room-temperature optical measurements of nanocrystal films co-deposited on glass slides are used to ensure sample quality.

The electrical measurements are made in an Oxford Variox cryostat, with the sample in vacuum, typically at liquid nitrogen temperature. The current is measured with a Keithley 427 current amplifier; depending on the voltage and time ranges of interest, one of several voltage sources, including a Yokogawa 7611, a HP 3245, and a Kepco BOP-500V, is used. In a typical measurement, a voltage step is applied at one of the electrodes, and the current is measured at the other electrode as a function of time, with the back gate grounded. Throughout this paper we will refer to the electrode at which the voltage step is applied as the source, and to the current measurement electrode as the drain, as indicated in Fig. 1. For the gated silicon substrates, this measurement is asymmetric in voltage when the gate is grounded; because the drain electrode is connected to the input of the current amplifier, which is a virtual ground, the field at the source is much larger than that at the drain. As a result, charge is only injected into the film from the source electrode for the gated substrates. Furthermore, although charge spreads into the film in all directions from the source, the measurement at the drain electrode is sensitive only to charge moving between the electrodes, as more distant charge will be screened by the gate . Finally, this measurement is not directly sensitive to leakage currents between the source and the gate, and there is no field to generate leakage current between the drain electrode and the gate.

## Results

As mentioned above, the CAS films are highly resistive. For a film of 4.5 nm diameter CdSe nanocrystals we measure no steady-state current for applied fields of up to $`10^6`$ V/cm, which corresponds to an average nearest-neighbor potential difference of 500 mV. With a current detection limit of 5 fA, and the device geometry used here, this gives a lower bound for the resistivity of of $`10^{14}\mathrm{\Omega }`$-cm; no steady state current has been observed in any of the dozens of samples we have studied. However, the time dependence of the current in response to an applied source-voltage step is unusual. Figure 2 shows a plot of the typical current measured at the drain electrode as a function of time; unless otherwise noted, the gate is grounded in all of the transient measurements. At $`t=0`$, the voltage at the source electrode has been stepped from zero to -100 V, after which the resulting current decays with a power-law form. In other measurements, the power-law decay of the current has been observed to persist overnight, to approximately $`2\times 10^4`$ seconds. Together with the data are plotted two fits, displaced vertically for clarity. Above the data is a power law, $`I=I_1t^\alpha `$, with $`\alpha =0.63`$, and below the data is a stretched exponential $`I=I_0\mathrm{exp}(t/\tau )^\beta `$, with the characteristic time $`\tau `$ set at 1 ms. Clearly, the data are better described by a power law form.

For the various nanocrystal samples measured, the decay exponent, $`\alpha `$, ranges from -0.1 to -1; the parameters upon which $`\alpha `$ depends are discussed below. Thus, the charge obtained from integrating the transient current diverges in time. By itself, this divergence suggests that the current is not just the displacement current that arises from the polarization or to the buildup of charge in the CAS. In fact, the value of the integrated current over a typical measurement time of $`10^3`$ seconds is several orders of magnitude greater than the estimate for charge stored in the film. To illustrate this, in the lower left of Figure 2, we have drawn a dotted rectangle, which represents the amount of charge that would reside in the film, if the entire active area between source and drain were charged to the full potential of the applied voltage step, $`V_{sd}`$ with respect to the gate electrode.  Here, this estimated charge is approximately 8 pC, whereas for the transient shown in Fig. 2, the integrated current exceeds this value by more than two orders of magnitude. Were this measurement not truncated the disparity would be greater still. We conclude that the current arises from charge which travels through the sample, and that the current decays because the film grows more resistive with time.

Nonetheless, we believe that the increase of the resistance over time is related to the buildup of charge in the CAS. The injection of charge into the film can be directly measured by applying voltage to the gate electrode while measuring the current at one of the top electrodes; for this type of measurement the source and drain are both held at ground potential and are therefore equivalent. As noted above, there are many other electrodes on the top of the oxide in contact with the CAS film, and these are all at the same potential as the source and drain. Although charge spreads into the film from all of these electrodes, typically the current is measured only at one of them; furthermore, this current arises only from the charging of the nanocrystal film.

The response of the sample to the gate voltage is shown in Figure 3, for three consecutive ten minute steps. In the first step, the gate voltage is stepped to +100 V, and negative charge flows slowly into the film from the top electrodes; after ten minutes the current is still nonzero. In addition to this slow charging, at short times there is also a contribution from the displacement current, which corresponds to the charging of the capacitance between the measuring electrode and the gate. In the second step, when the gate voltage is stepped back to zero, only this displacement current is observed. Any current that might indicate a discharge of the nanocrystal film is below the noise floor, which is approximately 0.01 pA for this measurement. After being held with $`V_g=0`$ V for ten minutes, in the third step the sample is illuminated with band gap light from a light-emitting diode (LED) near the sample in the cryostat. The wavelength of the LED has been chosen to match the absorption peak of the CAS. This illumination causes the charge to be released from the film. The integral of the total current for each time period is indicated in the figure caption. The total charge integrated over the entire process is very small, which indicates that most of the charge which was injected in the +100 V step is removed by exposure to the LED.

Figure 3b shows the same data for the charging and discharging of the CAS on a logarithmic scale. Interestingly, the time decay of the discharge under illumination is very similar to that of the charging; in both, the current has an approximate power law form, although the decay here is steeper than for the source-drain measurements. Since the decay of the current follows approximately $`t^1`$, the charge spreads only logarithmically in time. From the perimeter of the H-shaped electrodes, approximately 4.4 mm, and the 350 nm thickness of the gate oxide, we calculate the surface charge density at which the nanocrystal film is charged to 100 V. Using this calculated density and the value of the stored charge, 46 pC, measured from the light-induced discharge, we estimate that the injected charge has spread out roughly $`1.1\mu `$m from the electrode during the ten-minute charging step.

There is also a clear difference between the current during the first step, with $`V_g=+100`$ V, and that in the second step, for which the voltage is stepped back to zero. In the latter transient, the expected capacitive transient is seen at short times ($`3`$ s). At longer times there is a low-level current which decays relatively rapidly. This background transient, unlike the charging of the film, is linear in voltage; we believe that it results from polarization of the oxide. Like the measurements of Fig. 2, These gate charging measurements exhibit a strong asymmetry with the sign of the applied voltage. When the gate voltage is stepped to $`100`$ V rather than to $`+100`$ V, only the polarization current is observed; there is no evidence for the injection of positive charge into the CAS. In addition, if negative charge has previously been injected by applying a positive gate voltage, application of a negative gate voltage removes little of this charge. At $`T=78`$ K, the stored charge can only be removed from the system on time scales on the order of minutes by illumination with band-gap light. Warming the sample to room temperature also releases the stored charge and returns the CAS to its initial state, although the process is considerably more time-consuming.

The release of the stored charge when the sample is illuminated with band-gap light suggests that the injected charge resides predominantly on the nanocrystals, rather than within the organic capping molecules or at defects on the (substrate) oxide surface. This is more strongly supported by measurements of changes in the absorption spectra with applied voltage in sandwich structures by Woo et al. . For the same electrode material and applied fields similar to those used in this work, Woo et al. also observe a quenching of the nanocrystal photoluminescence consistent with charging of the nanocrystals.

From the above data we can already eliminate two simple explanations. First, we are measuring properties of the CAS, rather than leakage through the substrate or conduction through the organic which fills the interstices of the nanocrystal film. Similar measurements on a bare substrate show no charge injection or power-law current transients. Also, in several instances we have made electrical measurements on films for which optical spectra, taken later, showed the nanocrystals to be somewhat oxidized; these oxidized samples, while exhibiting very weak photocurrent, showed no measurable current injection in the dark, although the organic molecules were the same as in the other samples. Finally, as discussed towards the end of this section, we see variations in the current transients with changes in the parameters of the CAS; in future work we hope to look at these variations in more detail. However, we note that although the injected charge appears to reside on the nanocrystals, at this time we are unable to distinguish between charge which resides in the nanocrystal core and charge which resides in a surface state of the nanocrystal.

Second, the samples appear to be chemically stable under these measurement conditions; several samples have been measured for over three weeks, with no evidence for degradation. Although there are long-lived history effects associated with the charging of the samples, it is possible, either by briefly warming to room temperature or illuminating with band gap light, to remove the stored charge. As long as the sample is kept in vacuum and cold, the measurements for a particular sample are reasonably reproducible. For the remainder of the results section we examine the details of this transient behavior as a function of sample length, gate oxide thickness, temperature, and array parameters.

Just as the film accumulates charge when voltage is applied to the gate, the film must accumulate charge at the oxide interface, possibly across the length of the sample, when voltage is applied to the source with the gate grounded. Immediately after the application of a voltage step at the source, before any charge is injected into the film, the field is not uniform across a gated sample. Rather, for a particular applied voltage, the thinner the gate oxide, the stronger the field is near the source contact. To determine the effect of the gate we have made measurements on gated samples with several oxide thicknesses, as well as on quartz substrates, for which the gate is 0.5 mm distant and therefore does not affect the fields across the 1 and 2 $`\mu `$m gaps. However, we note that even for the silicon substrates with a 350 nm gate oxide, the distance to the gate is a substantial fraction of the electrode separation; relatively thick gate oxides were necessary to permit the application of the large fields necessary to pass charge through the samples.

Because there is no gate to influence the field across the electrode spacing for the quartz substrates, it is straightforward to study the dependence of the power-law transients on sample length. Two pairs of transients are plotted in Figure 4 for a CAS on quartz; transients measured on a sample 2 $`\mu `$m long, with $`V_{sd}=200`$ and $`250`$ V, are shown in black, and transients measured for a 1 $`\mu `$m long sample, with $`V_{sd}=100`$ and $`120`$ V are shown in gray points. The solid lines are the corresponding fits to a power-law form, $`I(t)=I_1t^\alpha `$. There is reasonably good agreement between the transients measured at the same fields for the two different sample lengths.

The parameters of these power law fits have been plotted in Figure 5. The data for the 2 $`\mu `$m sample length are shown in open triangles, and the data for the 1 $`\mu `$m sample, with the voltage rescaled by a factor of two, are shown in open squares. The close agreement between the rescaled data for the 1 $`\mu `$m sample and that for the 2 $`\mu `$m sample provide further evidence that the current transients depend only on the applied field.

The results on quartz are generally consistent with the measurements on the gated silicon substrates, in that we still observe power-law current transients, and again see no evidence of steady-state current. The major quantitative difference is that the values for $`\alpha `$ are smaller than those observed for the gated substrates. Power-law fits to two sets of current transients measured on a quartz substrate yield the data in Figure 5, which shows the decay exponent, $`\alpha `$, as well as the logarithm of the current at 10 s, both as functions of the source-drain voltage. Note that one can apply much larger voltages than for the gated devices, because the insulator is much thicker. Furthermore, because the distance to the gate is much greater than the distance between the electrodes, one expects approximate symmetry for positive and negative voltages for the quartz substrates, whereas we observe current transients only for negative source voltages for the Si substrates. The small asymmetry seen in Fig. 5 for measurements on a single sample are likely the result of sample history; we believe that some charge is stored in the CAS even when the gate is remote. The discrepancy between the two different samples is somewhat more difficult to understand, but may arise from differences in sample preparation or film thickness.

As seen in Figure 5, the current at fixed time increases exponentially with the applied voltage for the CAS on a quartz substrate. For the gated samples, however, the voltage dependence is more complex. Figure 6 shows transients for a range of voltages, measured for a sample on a 350 nm oxide. For similar voltages, the currents at 10 s are considerably larger for the gated substrates, allowing us to measure transients at lower voltages; this is probably the result of higher fields in the sample near the source electrodedue to the presence of the gate. In Fig. 7 the parameters obtained from fits of a power-law decay to these transients are plotted, together with a set of points corresponding to a nominally identical sample with a similar history, all in filled black symbols. There is remarkably good agreement between the two sets of data. On the same axes are also plotted another set of points, which correspond to a set of transients measured for a sample on a substrate with a 500 nm oxide. For both types of gated substrate, the decay exponents become smaller with more negative $`V_{sd}`$, and the amplitude of the current at 10 s, as well as the exponent $`\alpha `$, appear to saturate as the size of the voltage step is increased.

Although the current transients scale with field on the quartz substrates, the scaling with applied voltage is different for samples measured on gated substrates . For a 500 nm thick oxide, although we can find a voltage such that the transient on the 2 micron gap is the same as that on the 1 micron gap, the voltages differ by a factor of 1.6 instead of 2. Interestingly, this single rescaling factor persists over the entire voltage range for which the transients are measurable. This is illustrated in Fig. 7, where the data for the 500 nm oxide substrates consist of data for a 1$`\mu `$m sample, shown in open triangles, as well as rescaled data for a 2 $`\mu `$m sample, shown in open squares. The scaling factor appears to be smaller still for the 350 nm oxide. Thus it appears that the transients on quartz substrates depend only on the field, whereas for the silicon substrates, as the gate oxide thickness is reduced, the transients become less dependent on the electrode spacing, perhaps approaching a dependence only on the source voltage.

The temperature dependence of the current transients is shown in Figure 8, for measurements of a 1 $`\mu `$m long sample on a substrate with a 350 nm gate oxide; these parameters are obtained from three-parameter power-law fits to the transients, $`I(t)=I_1t^\alpha +I_{leakage}`$. In the top panel, the current at ten seconds is plotted for three different values of $`V_{sd}`$. Also shown is the steady-state leakage current, which is identical to that measured on an equivalent device structure with no CAS film. This leakage current is linear in voltage, and is well described by an activated form, $`I=I_0\mathrm{exp}(E_A/k_BT)`$, with an activation energy $`E_A=370`$ meV. Clearly, the leakage current interferes with the measurements of the transients at temperatures above $`220`$ K. The decay exponent of the current transients is plotted in the lower panel. Although Fig. 8 shows only data from 77K to room temperature, a separate set of measurements from 6K to 77K shows no substantial variation with temperature over that range. Above 77K, there is little variation in either of the parameters until approximately 150K, above which the amplitude of the current transients increases and the power law becomes steeper. The decrease in the amplitude of the transients above 220 K, and the associated sharp drop in the decay exponent, is most likely an artifact associated with the leakage current.

In order to further explore the relationship between the buildup of charge in the CAS and the current transients, we have measured transients after cooling the samples with an applied electric field. At room temperature, a voltage $`V_{fc}`$ is applied to the gate, and the sample is then cooled to 77 K. Once the sample is cold, the gate voltage is turned to zero, and only then is the source voltage stepped. From the measurements of the temperature dependence of the transients, it appears that charge injected into the film equilibrates fairly rapidly at room temperature. Furthermore, the measurements of gate charging, shown in Fig. 3, demonstrate that once charge is injected into the CAS, it is difficult to remove at low temperatures. Therefore, in applying a gate voltage at room temperature, the hope is to equilibrate the sample with a particular charge density at room temperature, and then to maintain that charge density after the gate voltage is turned to zero with the sample cold.

The results, for a set of transients measured with $`V_{sd}`$ steps to $`125`$ V, are shown in Figure 9. When the sample is cooled with a positive voltage on the gate, such that excess negative charge has been stored in the sample, the current transient is much smaller; conversely, cooling with a negative voltage on the gate results in a much larger current. This is consistent with the decay of the current in time; in both cases, the buildup of negative charge increases the resistance. It also suggests that at room temperature it may be possible to inject positive charge, although, given the leakage current observed even for the bare substrates (Fig. 8), it remains possible that some of the charge injected at room temperature resides in the oxide rather than within the nanocrystal film.

The parameters of the current transients depend on the size and spacing of the nanocrystals in the CAS. In Figure 10 we look for trends with the sample parameters by plotting the amplitude of the current transient against the decay exponent $`\alpha `$, for a number of different samples with 1 $`\mu `$m length measured on substrates with 350 nm oxides. Each line connects a series of measurements on a single sample with different applied voltages ($`V_{sd}`$). The general direction of increasingly negative $`V_{sd}`$ is indicated by the arrows. Data for the most commonly used type of sample, 45Å core-diameter TOPO-capped nanocrystals, are shown for five different samples. Although there is some spread among these points, data for the other two types of samples fall outside this spread. Data for a sample of 66Å core-diameter, TOPO-capped nanocrystals show somewhat smaller values for $`|\alpha |`$ as well as the amplitude of the transients, corresponding to a slower decay of the current. Data for a sample of 40Å core-diameter, TBPO-capped nanocrystals show larger values of $`|\alpha |`$, as well as smaller amplitudes.

In making comparisons between different samples, it is necessary to take the varying thicknesses of the films into account; the data in Fig. 10 correspond to films which range in thickness from 100 to 900 nm, corresponding to 20 to 180 layers of nanocrystals. As a first approximation, we have assumed that the current is proportional to the thickness of the film. The data for the standard samples in Fig. 10 has already been scaled to correct for the thickness; the clustering of these points indicates that the simple multiplicative correction is moderately successful, and suggests that the current distribution is roughly uniform for these films. There is, nonetheless, one major difference for the thinner films, shown as triangles and asterisks; although the scaled points fall in the same general area as those of the thicker samples, they span a much smaller range of $`\alpha `$ and $`I_{10}`$ for the same range in $`V_{sd}`$, suggesting a change in the voltage dependence of the transients. The dependence of the current transients on film thickness requires future attention, and could be particularly interesting in the event that the two-dimensional limit could be more closely approached.

## Discussion

The very high resistivity of our CAS films suggests that they contain no free carriers in the initial state. Since such free carriers are thought to quench photoluminescence , the high resistivity is therefore consistent with the relatively high quantum efficiencies found in similar films. However, our experiments show that at sufficiently high voltages negative charge can be injected into the CAS from gold electrodes. Furthermore, once the charge is injected, it remains in the film for very long times at temperatures below 200K. The essential questions raised by our experiments are why the charge is stored for such long times and what the relationship is between this stored charge and the observed power-law decay of the current.

We first focus on the quartz-substrate measurements, for which the gate affects neither the field nor the charge accumulation in the sample. The exponential voltage dependence of the current at fixed time might result from field emission of electrons from the Au into the CAS. In this case, one might argue that a buildup of charge near the source electrode would screen the field, reducing the the field emission. Ginger et al. have developed such a model to explain their observed current transients for CdSe nanocrystal arrays . Using a sandwich-cell geometry, with sample thicknesses of 100-200 nm, they find a current that decays as a stretched exponential in time. In this model, charge carriers move in a transport band until they become trapped in localized states. The buildup of charge reduces the field at the contact and consequently the injection current.

We find it difficult to reconcile this model with our observations. First, it is difficult to understand why extrinsic traps should lead to current transients whose exponents change with the nanocrystal size and spacing. Second, in our measurements, orders of magnitude more charge flows to the drain than is trapped in the sample. Since the trapping probability must therefore be small, the density of trapped charge should be approximately uniform across the sample. At later times, when this uniform density of trapped charge becomes sufficient to prohibit injection from the contact, the current would not scale with the applied field. However, the current transients we observe are field-dependent at all times; there is no evidence for a significant buildup of charge within the sample during the measurement. Furthermore, because the amplitude of the transients grows exponentially with the applied field, these measurements are fairly sensitive to deviations from field-dependence.

Alternatively, the exponential voltage dependence could arise from an exponential dependence of the hopping rate between nearest-neighbor nanocrystals. In this case, we propose that the current is not limited by injection into the sample, but rather by extraction from a space charge region which forms near the contact. This type of space-charge limited current is common in insulators with low charge density; however, for the CAS our observations differ from the conventional models of space charge limited current in two ways. First, in most systems, space-charge limited currents reach steady state when the integrated current is roughly equal to the total amount of space charge which resides in the sample. For the CAS on quartz substrates, we estimate this time to be $`t<1`$ s, much shorter than the times over which we observe the power law decay. From this, we are led to propose that although the space charge region develops fairly quickly, the extraction of carriers from the space charge region decreases with time.

Second, for conventional space charge limited current, although the space charge is concentrated near the injecting contact, there is typically a long tail in the distribution which extends across the sample. As a result, in systems where space charge limited current is observed, the current generally has some dependence on the sample length as well as on the applied field . However, in the CAS films we observe field-dependence of the current transients, over a time range of 1000 s for measurements on the quartz substrates. This suggests that the space charge region which limits the transport in this system is confined to a narrow region near the injecting contact. From the uncertainty associated with the scaling factor in our measurements, we estimate that this region extends no further than 100 nm from the contact, or a tenth of our smallest sample length. We note that our observations are not entirely inconsistent with those of Ginger et al., whose samples were considerably shorter than those studied here; a space charge region of 100 nm in their system would extend halfway across the longest samples.

The power-law decay of the current is reminiscent of that associated with relaxation of carriers in GaAs . The motion of electrons in a band of localized states with disorder has been studied in great detail . This system has a Coulomb gap for single-particle excitations, and the ground state is highly degenerate. Together, these give rise to very slow relaxation times, and the system has been referred to as a Coulomb glass . Such slow relaxation has been suggested as the origin of unusual phenomena in indium oxide films . We propose that the space charge near the source electrode is a Coulomb glass. Although the space charge builds up in a very short time, the emission of electrons from the space charge region decreases with time as the Coulomb glass relaxes and the Coulomb gap grows in size. Presumably, once such a Coulomb glass relaxes it will be removed from the sample only extremely slowly after the voltage is removed; this is consistent with the sample history effects we observe as well as the charging measurements of Fig. 3. The larger exponents observed as the temperature is increased might result from more rapid relaxation of the Coulomb glass. A similar trend towards faster decay of the current is seen when changes in the array parameters lead to increased coupling between the dots, in Fig. 10. For the TBPO-capped sample, the nearest-neighbor separation is 7Å, compared to 11Å for the standard, TOPO-capped dots . Because inter-dot tunneling should increase exponentially as the width of the tunnel barrier is decreased, we expect the change in capping molecules to lead to increased coupling between the dots. As for the temperature dependence, the data suggest that increased coupling between the dots leads to a faster decay of the current.

We have no quantitative theory with which to compare our results, and there are even qualitative observations that we cannot explain. For example, it is clear that the presence of a gate electrode will lead to additional space charge in the sample, so it is not surprising that the current transients are strongly modified as the gate oxide is made thinner than the spacing between source and drain. The field which extracts charge from the space charge region near the injecting contact then falls between source and gate; it increases as the gate oxide thickness decreases, and becomes less dependent on the electrode spacing. This is consistent with the data of Fig. 7, for which $`I(t,V,L)=I(t,1.6V,2L)`$ for the 1 $`\mu `$m and 2 $`\mu `$m long samples on the gated substrates, rather than the strict field dependence observed for the quartz substrates. However, we do not understand why the exponents of the current decay are larger for the gated substrates; in the Coulomb glass model the presence of more space charge should lead to slower equilibration. We also do not know how to reconcile the smaller exponents of the power-law decay of the current when we apply the voltage to the source compared with that which we observe when voltage is applied to the gate.

Our future work will focus on making samples with stronger coupling between nanocrystals. Presumbably this would make it possible to observe the hopping conductivity characteristic of the Coulomb gap.

###### Acknowledgements.

This work at MIT was supported by Award No. DMR 9808941, under the MRSEC Program of the NSF. N.Y.M. acknowledges support from an ONR Graduate Fellowship and from the Lucent Technologies Graduate Research Program for Women.