text:
# Weak Gravitational Lensing by Dark Clusters

## 1 INTRODUCTION

Weak gravitational lensing due to the deep gravitational potential of a galaxy cluster gives rise to a detectable weak distortion of the images of background galaxies. This weak shear has now been detected around roughly 30 clusters and been used to map the total dark-matter mass in the clusters as well as the dark-matter distributions within the clusters (see Bartelmann & Schneider 2001, Mellier 1999). Weak lensing also has the potential to map the mass distribution on even larger scales \[Miralda-Escudé 1991, Blandford et al. 1991, Kaiser 1992, Bartelmann & Schneider 1992, Stebbins 1997, Kamionkowski et al. 1998\]. Just last year, four groups independently reported detection of cosmic shear, distortions to background galaxies induced by weak gravitational lensing by mass inhomogeneities on few-Mpc scales along the line of sight \[Bacon et al. 2000, Kaiser et al. 2000, Wittman et al. 2000, Van Waerbeke et al. 2000\]. It is apparent that in the future, such cosmic-shear surveys will have the sensitivity to identify galaxy clusters in the field. Since such surveys will probe the total mass directly, it could provide a powerful new technique for determining the cluster-halo abundance and thus the power-spectrum amplitude $`\sigma _8`$ and matter density $`\mathrm{\Omega }_m`$ (e.g., Kruse & Schneider 1999; Reblinsky et al. 1999).

In fact, one spectroscopically-confirmed cluster has already been detected via its gravitational-lensing effect on background galaxies \[Wittman et al. 2001\]. More intriguing is the apparent dark lens discovered by Erben et al. (2000). This lensing signal corresponds to a $`10^{14}M_{}`$ mass concentration, but there is no obvious corresponding galaxy overdensity (Gray et al. 2001) and only faint (if any) X-ray emission. Evidence for other apparent dark lenses has been reported by Miralles et al. (2002) and Koopmans et al. (2000), the latter involving a detection through strong, rather than weak, lensing.

In retrospect, the existence of such dark concentrations should not come as too much of a surprise. Galaxy clusters form at rare (e.g., $`>3\sigma `$) high-density peaks of a Gaussian primordial distribution. Thus, for every virialized cluster, there should be a significant number of proto-clusters (e.g., $`2\sigma 3\sigma `$ peaks), mass overdensities that have not yet undergone gravitational collapse and virialized, but which have begun to break away from the cosmological expansion. The timescale for collapse of cluster-mass objects is large, and the overdensities can be very large even before they have virialized. It should thus not be too surprising if such objects produce a weak-lensing signal that resembles that from virialized clusters.

These proto-clusters should contain galaxies and maybe a few groups that later merge to form the cluster. Since the X-ray luminosity is a very rapidly varying function of the virialized mass, the summed X-ray emission from these objects should be much smaller than that from a fully virialized cluster of the same mass. When we refer to these proto-clusters as “dark,” we thus mean that they should be X-ray underluminous. Strictly speaking, the mass-to-light ratios of these clusters should be comparable to those for ordinary clusters. However, high-redshift clusters may be difficult to pick out in galaxy surveys, and these proto-clusters should have a sky density a few times smaller. Thus it would not be surprising if these dark lenses had no readily apparent corresponding galaxy overdensity.

In this paper we calculate the abundance of dark and virialized lenses. To do so, we first determine the overdensity required to produce a detectable weak-lensing signal as a function of redshift. We consider several different density profiles including a homogeneous sphere, an isothermal sphere, a Navarro, Frenk, & White \[Navarro et al. 1997, Navarro et al. 1996, Navarro et al. 1995\] profile and a Hernquist \[Hernquist 1990\] profile. We then use the spherical-top-hat-collapse (STHC) model to determine the differential abundance of overdensities as a function of position along their evolutionary cycle. Using the aperture mass technique (Schneider 1996) we can then determine the sky density and redshift distribution of halos that are sufficiently overdense to produce a detectable weak-lensing signal.

As our results below will show, there should be roughly one dark lens for every 5–10 virialized lenses discovered by weak lensing. It is worthwhile to point out that this result is robust in that the ratio of dark to virialized lenses is not expected to be very sensitive to the amount of observational noise in the lensing map, i.e., observational noise will equally affect the detectability of both types of lenses. Therefore, although our results are obtained by assuming the only source of noise is the intrinsic ellipticity distribution of the source galaxies – in accordance with other such theoretical weak-lensing studies found in the literature – the predicted relative abundance of dark and virialized lenses will not change very much if we made a more exact estimate of the total noise in weak-lensing maps. It is also encouraging to note that given the sky coverage and average image size of weak-lensing maps to date, the number of dark lenses we would expect to have seen is of order unity and therefore consistent with the detection (Erben et al. 2000, Miralles et al. 2002) of one or two dark lenses.

## 2 Minimum overdensity required to produce weak-lensing signal

In this Section we provide the conditions for an overdensity of mass $`M`$ and radius $`R`$ at redshift $`z`$ to produce a detectable weak-lensing signal. Following the procedure of Bartelmann & Schneider (2001) (see also Schneider 1996, Seitz & Schneider 1997, Kruse & Schneider 1999) we determine the dependence of a lensing system’s signal-to-noise ratio on that system’s overdensity and redshift.

In a weak-lensing map, a mass overdensity causes the image of the background source galaxies to be tangentially sheared. Noise is introduced by both the intrinsic ellipticity of these background galaxies as well as by the presence of foreground galaxies in the image. To arrive at a signal-to-noise relation for a weak-lensing system, consider $`N`$ galaxy images each at angular position $`𝜽_i=(\theta _i\mathrm{cos}\varphi _i,\theta _i\mathrm{sin}\varphi _i)`$ with tangential ellipticity $`ϵ_t(𝜽_i)`$ and within a lens-centered annulus that is bounded by angular radii $`\theta _{\mathrm{in}}\theta _i\theta _{\mathrm{out}}`$. The shear $`\gamma `$ is related linearly to the dimensionless surface mass density of the lens, which is the physical surface mass density $`\mathrm{\Sigma }(𝜽)`$ divided by the critical surface mass density $`\mathrm{\Sigma }_{\mathrm{crit}}`$. For a lens at redshift $`z_d`$ and a source at redshift $`z_s`$,

$$\mathrm{\Sigma }_{\mathrm{crit}}(z_d;z_s)=\frac{c^2}{4\pi G}\frac{D_s}{D_dD_{ds}},$$
(1)
where $`D_d`$, $`D_s`$ and $`D_{ds}`$ are the angular-diameter distances between the lens and the observer, the source galaxy and the observer, and the lens and the source, respectively. To account for the redshift distribution of the source galaxies, define (Seitz & Schneider 1997)

$$Z(z_s;z_d)\frac{lim_{z_s\mathrm{}}\mathrm{\Sigma }_{\mathrm{crit}}(z_d;z_s)}{\mathrm{\Sigma }_{\mathrm{crit}}(z_d;z_s)}=\frac{\mathrm{\Sigma }_{\mathrm{crit}_{\mathrm{}}}(z_d)}{\mathrm{\Sigma }_{\mathrm{crit}}(z_d;z_s)}.$$
(2)
Then the dimensionless surface mass density is given by,

$$\kappa (𝜽,z_s)=\frac{\mathrm{\Sigma }(𝜽)}{\mathrm{\Sigma }_{\mathrm{crit}}}=\frac{\mathrm{\Sigma }(𝜽)}{\mathrm{\Sigma }_{\mathrm{crit}_{\mathrm{}}}}\frac{\mathrm{\Sigma }_{\mathrm{crit}_{\mathrm{}}}}{\mathrm{\Sigma }_{\mathrm{crit}}}\kappa (𝜽)Z(z_s;z_d).$$
(3)
Furthermore, the linear relation between the shear and surface mass density implies that they have the same dependence on source redshift so that $`\gamma (𝜽,z_s)Z(z_s;z_d)\gamma (𝜽)`$. For the rest of this paper any reference to $`\kappa `$ or $`\gamma `$ refers to $`\kappa (𝜽)`$ and $`\gamma (𝜽)`$, respectively. Assuming the intrinsic orientation of galaxy sources is random, the expectation value of the image ellipticity is \[Seitz & Schneider 1997, Bartelmann & Schneider 2001\]

$$E(ϵ)Z\gamma (𝜽),$$
(4)
where

$$Z=𝑑z_sp_z(z_s)Z(z_s;z_d),$$
(5)
and $`p_z(z_s)`$ is the redshift distribution of source galaxies. The function $`Z=Z(z_d)`$—of order unity for the redshifts considered—allows a source redshift distribution to be collapsed onto a single redshift $`z_s`$ satisfying $`Z(z_s)=Z`$ (see Bartelmann & Schneider 2001).

Using the $`M_{\mathrm{ap}}`$-statistics introduced by Schneider (1996), define a discretized estimator for the spatially filtered mass inside a circular aperture of angular radius $`\theta `$,

$$M_{\mathrm{ap}}\frac{1}{n}\underset{i=1}{\overset{N}{}}ϵ_t(𝜽_i)Q(|𝜽_i|),$$
(6)
where $`n`$ is the number density of galaxy images and $`Q`$ is a weight function that will be chosen later so as to maximize the signal-to-noise ratio of the estimator. Assuming the ellipticities of different images are uncorrelated the dispersion of $`M_{\mathrm{ap}}`$ can be obtained by squaring (6) and taking the expectation value, yielding

$$\sigma ^2=\frac{\sigma _ϵ^2}{2n^2}\underset{i=1}{\overset{N}{}}Q^2(|𝜽_i|),$$
(7)
where $`\sigma _ϵ`$ is the dispersion of the two component ellipticity. By (4) the expectation value of $`M_{\mathrm{ap}}`$ is,

$$M_{\mathrm{ap}}=\frac{Z}{n}\underset{i=1}{\overset{N}{}}\gamma _t(𝜽_i)Q(|𝜽_i|),$$
(8)
where $`\gamma _t`$ is the tangential shear. Taking the ensemble average of (8) over the probability distribution for the galaxy positions gives,

$$M_{\mathrm{ap}}_c=2\pi Z_{\theta _{\mathrm{in}}}^{\theta _{\mathrm{out}}}𝑑\theta \theta \gamma _t(\theta )Q(\theta ),$$
(9)
where $`\gamma _t(\theta )`$ is the mean tangential shear on a circle of angular radius $`\theta `$ and the subscript ‘c’ stands for continuous. Similarly, we can take the ensemble average of the dispersion (7), to obtain

$$\sigma _c^2=\frac{\pi \sigma _ϵ^2}{n}_{\theta _{\mathrm{in}}}^{\theta _{\mathrm{out}}}𝑑\theta \theta Q^2(\theta ).$$
(10)
The ensemble-averaged signal-to-noise ratio is then,

$$\frac{S}{N}=\frac{M_{\mathrm{ap}}_c}{\sigma _c}=\frac{2Z\sqrt{\pi n}}{\sigma _ϵ}\frac{_{\theta _{\mathrm{in}}}^{\theta _{\mathrm{out}}}𝑑\theta \theta \gamma _t(\theta )Q(\theta )}{\sqrt{_{\theta _{\mathrm{in}}}^{\theta _{\mathrm{out}}}𝑑\theta \theta Q^2(\theta )}}.$$
(11)
By the Cauchy-Schwarz inequality the signal-to-noise ratio of the estimator is maximized if

$$Q(\theta )\gamma _t(\theta ).$$
(12)
Since

$$\gamma _t(\theta )=\overline{\kappa }(\theta )\kappa (\theta ),$$
(13)
\[Bartelmann 1995\] where $`\kappa (\theta )`$ is the dimensionless mean surface mass density on a circle of radius $`\theta `$ and $`\overline{\kappa }(\theta )`$ is the dimensionless mean surface mass density within a circle of radius $`\theta `$, the maximized signal-to-noise ratio becomes

$$\frac{S}{N}=\frac{2Z\sqrt{\pi n}}{\sigma _ϵ}\sqrt{_{\theta _{\mathrm{in}}}^{\theta _{\mathrm{out}}}𝑑\theta \theta [\overline{\kappa }(\theta )\kappa (\theta )]^2}.$$
(14)
If instead of using a maximized weight function $`Q`$ we chose one of the often used generic weight functions given in Schneider et al. (1998), our estimate of the signal-to-noise ratio for a given lens would be slightly smaller. In an upcoming paper (Weinberg & Kamionkowski 2002) we show that although using such a weight function reduces the predicted abundance of dark and virialized lenses somewhat, the principle result of this paper, namely that the relative abundance of dark to virialized lenses is 10–20%, is virtually unchanged so long as $`\theta _{\mathrm{out}}3`$ arcmin.

To compute the signal-to-noise ratio for a lens with a given density profile we need to determine the mean tangential shear of the source galaxies. Different density profiles will in general produce different shear patterns. In particular, the more cuspy a profile is the stronger its lensing signal. Of course this becomes more complicated when considering profiles with power-law breaks. For instance, although the NFW profile goes as $`r^1`$ at small radii while the isothermal sphere goes as $`r^2`$, at larger radii the former varies as $`r^3`$ while the latter remains at $`r^2`$. The net effect, as we will show, is that the NFW profile yields a stronger signal compared to the isothermal sphere for lenses at reasonable redshifts. That said, we consider a variety of profiles to account for the full range of possibilities and to study the dependence of our results on these profiles. Specifically, we compare the calculated abundances assuming the overdensity is a point mass, a uniform-density sphere, an isothermal sphere, an NFW profile and a Hernquist profile. For an object of a given mass, mean overdensity, and density profile, we can solve for the parameters of the given profile (e.g., the radius, the velocity dispersion, the scale radius, the scale density, etc.) and determine, using equation (14), whether such an object produces a sufficiently large weak-lensing signal-to-noise ratio so as to be detectable. Note that for an overdensity with angular radius smaller than the size of the lensing image, the shear pattern beyond the radius of the overdensity will be that of a point mass. Furthermore, if the angular radius is larger than the image size then the lensing signal is determined by just the mass $`M_P`$ within the projected image radius $`P=\theta _{\mathrm{out}}D_d`$ and not the mass outside this radius. The derivation of the signal-to-noise relation for each of these profiles is given in the Appendix.

To produce a detectable signal, an overdensity must be large enough to yield a signal-to-noise ratio greater than some minimum value. For the calculations done in this paper we adopt the following fiducial values, unless stated otherwise: $`(S/N)_{\mathrm{min}}=5`$, $`\theta _{\mathrm{out}}=5`$ arcmin, the number density of galaxy images is $`n=30`$ arcmin<sup>-2</sup>, and $`\sigma _ϵ=0.2`$. The minimum nonlinear overdensity corresponds to a particular position along the linear-theory evolutionary cycle. In the next Section we discuss how we relate the minimum *nonlinear* overdensity to a corresponding minimum *linear*-theory overdensity. This will enable us to apply the Press-Schechter formalism to obtain an estimate of the abundance of overdensities that produce a weak-lensing signal as a function of redshift.

## 3 Dynamics

We use the STHC model to relate the minimum non-linear overdensity needed for a detectable weak-lensing signal at a given redshift to a minimum linear-theory overdensity. According to STHC the non-linear evolution of cosmic density fluctuations is approximated by a dynamical model in which the initial linear perturbation is an isolated, uniform sphere surrounded by unperturbed matter. Gravitational instability causes the initially small linear perturbation to grow and enter the nonlinear regime, ultimately forming a virialized object that is decoupled from the cosmological background. In order to avoid the collapse to infinite density predicted by the solution of STHC, we invoke a simple smoothing scheme that allows us to map a linear overdensity greater than the critical linear density contrast, $`\delta _c1.69`$, to a finite nonlinear overdensity. In what follows we shall consider the STHC model in a $`\mathrm{\Lambda }`$CDM universe. Following the derivation of the relevant STHC formula, we present our smoothing scheme. Finally, we discuss how we distinguish “virialized” clusters from those that have not yet collapsed.

For a flat cosmology with a cosmological constant, the change in the proper radius, $`r`$, with scale factor $`a`$ for a uniform spherical overdensity of fixed mass $`M`$ is given by (see Peebles 1984, Eke et al. 1996)

$$\left(\frac{dr}{da}\right)^2=\frac{r^1+\omega r^2\beta }{a^1+\omega a^2},$$
(15)
where $`a=(1+z)^1`$, $`\beta `$ is a constant which is positive for overdensities and

$$\omega =(\mathrm{\Omega }_0^11),$$
(16)
where $`\mathrm{\Omega }_0`$ is the cosmological density parameter. Note that the units of $`r`$ are such that $`(3M/4\pi \rho _0)^{1/3}1`$ where $`\rho _0`$ is the cosmological background density at $`z=0`$. Separating the variables in equation (15) and integrating gives

$$_0^r\frac{r^{1/2}}{\left(\omega r^3\beta r^{}+1\right)^{1/2}}𝑑r^{}=_0^a\frac{a^{1/2}}{\left(\omega a^3+1\right)^{1/2}}𝑑a^{}.$$
(17)
Solving for the root of the numerator in equation (15) gives the turnaround radius (i.e., radius at maximum expansion), $`r_{ta}`$, as a function of the density parameter $`\omega `$ and perturbation amplitude $`\beta `$. An exact solution for $`r_{ta}`$ is given in Appendix A of Eke et al. (1996). For overdensities that are past turnaround the left-hand side of equation (17) is integrated from zero to $`r_{ta}`$ and added to the integral from $`r`$ to $`r_{ta}`$. The evolution of the radius of an overdensity as a function of time is illustrated in Figure 1. Note that the cosmological constant has the effect of slowing the collapse as compared to a CDM universe.

The non-linear overdensity is given by

$$1+\delta ^{\mathrm{NL}}=\frac{\rho _{\mathrm{pert}}}{\rho _b},$$
(18)
where $`\rho _{\mathrm{pert}}`$ is the mean density of the perturbed region and $`\rho _b`$ is the background density at the given redshift. Since $`\rho _{\mathrm{pert}}=\rho _0/r^3`$ and $`\rho _b=\rho _0/a^3`$, the non-linear overdensity becomes

$$1+\delta ^{\mathrm{NL}}=\left(\frac{a}{r}\right)^3.$$
(19)
For a given non-linear overdensity of mass $`M`$ at redshift $`z`$ we can find the radius of the perturbation $`r`$ such that $`(S/N)(S/N)_{\mathrm{min}}`$. We can then solve equation (17) for $`\beta `$.

We now relate this same $`\beta `$ to the linear-theory perturbation amplitude. Eke et al.(1996) showed that

$$\beta =\frac{a_0(2\omega )^{1/3}}{3A(a_0(2\omega )^{1/3})}\delta _0^{\mathrm{lin}},$$
(20)
where $`a_0`$ is the scale factor today, $`\delta _0^{\mathrm{lin}}`$ is the linear-theory overdensity extrapolated to the present and

$$A(x)=\frac{(x^3+2)^{1/2}}{x^{3/2}}^x\left(\frac{u}{u^3+2}\right)^{3/2}𝑑u,$$
(21)
\[Peebles 1980\]. The linear-theory overdensity at redshift $`z`$ is given by

$$\delta ^{\mathrm{lin}}(z)=\delta _0^{\mathrm{lin}}D(a),$$
(22)
where $`D(a)`$, the linear theory growth factor for a $`\mathrm{\Lambda }`$CDM cosmology, is

$$D(a)=\frac{A(a(2\omega )^{1/3})}{A(a_0(2\omega )^{1/3})}.$$
(23)
Using equations (20), (22), and (23) we get the desired relation between the linear-theory overdensity and $`\beta `$:

$$\delta ^{\mathrm{lin}}(z)=3\beta \frac{A(a(2\omega )^{1/3})}{a_0(2\omega )^{1/3}}.$$
(24)
Equations (17), (19) and (24) therefore provide a map between the non-linear overdensity and the linear-theory overdensity at a given redshift.

It can be shown that $`r0`$ in the limit that $`\delta ^{\mathrm{lin}}\delta _c`$, corresponding to the well known infinite density predicted by the solution of STHC. An actual overdensity will, of course, virialize before reaching the singular solution. To properly account for this we introduce the following smoothing scheme.

Rather than assuming that an overdensity satisfies equation (19) throughout its evolution, assume it satisfies it only until it reaches the virialized overdensity $`1+\delta _{\mathrm{vir}}^{\mathrm{NL}}(z)`$. Once the perturbation reaches the virialized overdensity take its radius to be a constant with time so that the overdensity continues to grow only because the cosmological background density keeps decreasing. The non-linear overdensity is therefore given by

$$1+\delta ^{\mathrm{NL}}=\{\begin{array}{cc}\left(\frac{a(t)}{r}\right)^3,\hfill & \text{if}\left(\frac{a(t)}{r}\right)^31+\delta _{\mathrm{vir}}^{\mathrm{NL}}(z);\hfill \\ (1+\delta _{\mathrm{vir}}^{\mathrm{NL}})\left(\frac{a(t)}{a_{\mathrm{vir}}}\right)^3,\hfill & \text{otherwise},\hfill \end{array}$$
(25)
where $`a_{\mathrm{vir}}`$ is the scale factor at virialization. Since $`\delta ^{\mathrm{lin}}(t_2)=\delta ^{\mathrm{lin}}(t_1)D(a_2)/D(a_1)`$, the linear-theory overdensity then becomes

$$\delta ^{\mathrm{lin}}=\{\begin{array}{cc}3\beta \frac{A(a(2\omega )^{1/3})}{a_0(2\omega )^{1/3}},\hfill & \text{if }1+\delta ^{\mathrm{NL}}1+\delta _{\mathrm{vir}}^{\mathrm{NL}}(z);\hfill \\ \delta ^{\mathrm{lin}}(a_{\mathrm{vir}})\frac{D(a(t))}{D(a_{\mathrm{vir}})},\hfill & \text{otherwise}.\hfill \end{array}$$
(26)
Therefore, if the minimum non-linear overdensity needed to produce a detectable weak-lensing signal at redshift $`z`$ is larger than the virialization overdensity, we evaluate $`a_{\mathrm{vir}}`$ using equation (25) and then compute the minimum linear-theory overdensity using the lower expression in equation (26). In Figure 1 we plot the radius of an overdensity as a function of time using this smoothing scheme. In Figure 2 we show the non-linear overdensity as a function of the linear-theory overdensity. Note that the value of the overdensity at virialization can be obtained by assuming $`r=r_{\mathrm{vir}}`$, the virialized radius, in equation (19), and using the expression from Lahav et al. (1991) which gives the ratio between the turnaround radius and the virialization radius. For convenience we use the Kitayama & Suto (1996) approximation to $`1+\delta _{\mathrm{vir}}^{\mathrm{NL}}(z)`$, as well as their approximation to $`\delta _c(z)`$. We independently verified that both approximations matched the solution of the exact formalism described above.

In summary, given the minimum non-linear overdensity needed to produce a detectable weak-lensing signal, $`\delta _{\mathrm{min}}^{\mathrm{NL}}`$, of an object of mass $`M`$ at redshift $`z`$, we use equations (17), (25) and (26) to compute the corresponding minimum linear-theory overdensity, $`\delta _{\mathrm{min}}^{\mathrm{lin}}`$, needed to produce a detectable weak-lensing signal. If $`\delta _{\mathrm{min}}^{\mathrm{lin}}<\delta _c(z)`$ then the object can produce a detectable weak gravitational lens, even though it is not yet virialized.

## 4 Abundances

To calculate the abundance of overdensities that produce a detectable weak-lensing signal as a function of redshift, we use Press-Schechter theory assuming Gaussian statistics for the initial linear-theory density field. The differential number count of lensing objects per steradian, per unit redshift interval is

$$\frac{dN(\delta _{\mathrm{min}}^{\mathrm{lin}})}{dzd\mathrm{\Omega }}=\frac{dN(\delta _{\mathrm{min}}^{\mathrm{lin}})}{dV}\frac{dV}{dzd\mathrm{\Omega }},$$
(27)
where

$$\frac{dV}{dzd\mathrm{\Omega }}=\frac{c}{H_0}\frac{(1+z)^2D_\mathrm{A}(z)^2}{\sqrt{\mathrm{\Omega }_0(1+z)^3+1\mathrm{\Omega }_0}},$$
(28)
is the comoving-volume element, $`c`$ is the speed of light, $`H_0`$ is Hubble’s constant, and $`D_\mathrm{A}(z)`$ is the angular-diameter distance at redshift $`z`$. The total number density of weak lenses is given by

$$\frac{dN(\delta _{\mathrm{min}}^{\mathrm{lin}})}{dV}=_0^{\mathrm{}}f(M;\delta _{\mathrm{min}}^{\mathrm{lin}})\frac{dn}{dM}(M)𝑑M,$$
(29)
where $`dn(M)/dM`$, the comoving number density of virialized objects of mass $`M`$ in the interval $`dM`$, is \[Press & Schechter 1974\]

$$\frac{dn}{dM}(M)=\sqrt{\frac{2}{\pi }}\frac{\rho _0}{M^2}\frac{\delta _c(z)}{\sigma (M,z)}\left|\frac{d\mathrm{ln}\sigma }{d\mathrm{ln}M}\right|\mathrm{exp}\left[\frac{\delta _c(z)^2}{2\sigma ^2}\right].$$
(30)
In this paper we use the Viana & Liddle (1999) fits to the dispersion of the density field, $`\sigma (M,z)`$, obtained from the galaxy cluster X-ray temperature distribution function. The function $`f(M;\delta _{\mathrm{min}}^{\mathrm{lin}})`$ is the fraction of objects, either dark or virialized, that can lens ($`\delta >\delta _{\mathrm{min}}^{\mathrm{lin}}`$) relative to those that are virialized ($`\delta >\delta _c`$). The probability that an object’s linear overdensity is in the range $`\delta _1<\delta <\delta _2`$ is

$$P(\delta _1<\delta <\delta _2)=\text{erf}\left(\frac{\delta _2}{\sqrt{2}\sigma (M,z)}\right)\text{erf}\left(\frac{\delta _1}{\sqrt{2}\sigma (M,z)}\right),$$
(31)
where ‘erf’ is the error function. Therefore, for dark lenses (i.e., those objects with $`\delta _{\mathrm{min}}^{\mathrm{lin}}<\delta <\delta _c`$)

$`f_{\mathrm{dark}}(M,z)`$ $`=`$ $`\{\begin{array}{cc}\frac{P\left(\delta _{\mathrm{min}}^{\mathrm{lin}}<\delta <\delta _\mathrm{c}\right)}{P\left(\delta >\delta _\mathrm{c}\right)},\hfill & \delta _{\mathrm{min}}^{\mathrm{lin}}<\delta _\mathrm{c};\hfill \\ & \\ 0,\hfill & \text{otherwise},\hfill \end{array}`$ (35)
while for virialized lenses ($`\delta >\delta _c`$ and $`\delta >\delta _{\mathrm{min}}^{\mathrm{lin}}`$),

$`f_{\mathrm{vir}}(M,z)`$ $`=`$ $`\{\begin{array}{cc}\frac{P\left(\delta >\delta _{\mathrm{min}}^{\mathrm{lin}}\right)}{P\left(\delta >\delta _\mathrm{c}\right)},\hfill & \delta _{\mathrm{min}}^{\mathrm{lin}}>\delta _\mathrm{c};\hfill \\ & \\ 1,\hfill & \text{otherwise}.\hfill \end{array}`$ (39)
For low enough masses, the minimum overdensity needed to produce a detectable weak-lensing signal becomes so large that both $`f_{\mathrm{dark}}`$ and $`f_{\mathrm{vir}}`$ approach zero, thereby imposing an effective weak-lensing mass threshold (see Section 5.2). Integrating equation (27) over redshift assuming $`f=f_{\mathrm{dark}}`$ yields the number count of dark lenses per unit area on the sky and similarly for virialized lenses when $`f=f_{\mathrm{vir}}`$.

## 5 Results

### 5.1 Minimum overdensity as a function of redshift

We can now compute the sky density of weak lenses. To gain physical insight into the results as well as illustrate the calculational procedure discussed above we first show the redshift dependence of the minimum non-linear overdensity. As noted earlier, the result is sensitive to the lens density profile on account of the minimum overdensity’s dependence on the shear. Since the shear is proportional to the surface mass density, the NFW and Hernquist profiles (for whom $`\rho r^1`$ as $`r0`$) have a constant shear at small radii while the isothermal sphere profile ($`\rho r^2`$) has a shear that goes as $`r^1`$ for all radii. This is shown in Figure 3, where we plot the radial dependence of the mean tangential shear for these different profiles.

In Figure 4, the minimum non-linear overdensity as a function of redshift for a $`10^{14}M_{}`$ object is plotted for the various profiles. All the profiles show the same general trend: a minimum at $`z0.3`$ and monotonic rises at lower and higher redshifts. This is a consequence of the source-galaxy redshift distribution which we assume is given by a function of the form

$$p_z(z_s)=\frac{\beta z_s^2}{\mathrm{\Gamma }(3/\beta )z_0^3}\mathrm{exp}\left[(z_s/z_0)^\beta \right],$$
(40)
with $`\beta =1.5`$ and mean redshift $`z_s1.5z_0=1.2`$ (cf. Smail et al. 1995; Brainerd et al. 1996; Cohen et al. 2000) . Since lenses are most effective when they lie midway between the source and the observer (i.e., the factor $`D_dD_{ds}/D_s`$ peaks when $`D_dD_{ds}`$), an overdensity at $`z0.3`$ is ideally positioned to lens source galaxies that are primarily located at $`z=z_s1`$, thereby accounting for the minimum in the curves. Accordingly, overdensities located at lower and higher redshifts than $`z0.3`$ are less effective at lensing so that a larger overdensity is needed to produce a detectable lens. In addition, for an overdensity with redshift approaching unity, there are fewer background galaxies to lens (less signal) as well as more foreground galaxies in the image (greater noise), further decreasing the observed lensing signal-to-noise ratio.

Another feature to note in Figure 4 is the difference in amplitude of $`1+\delta _{\mathrm{min}}^{\mathrm{NL}}`$ between the different profiles. Over most of the redshift range, the NFW profile requires the smallest overdensity in order to produce a detectable weak-lensing signal while the uniform-density sphere requires the largest. This is because the NFW profile has its mass much more centrally concentrated as compared to the uniform-density sphere. A source galaxy at some angular radius near the lens center will therefore be sheared more strongly by the former and hence produce a larger signal. A similar explanation accounts for the differences in amplitude of $`1+\delta _{\mathrm{min}}^{\mathrm{NL}}`$ between the non-uniform profiles.

### 5.2 The abundance of dark and virialized lenses

In Figure 5 we show the redshift distribution (normalized to unity) of dark and virialized lenses for the NFW, Hernquist, and isothermal-sphere profiles.

Because the minimum overdensity for the uniform-density sphere was so large, the probability of detecting a lens with such a profile is negligible and hence no longer considered. For all three profiles the distribution peaks at $`z0.5`$ and has a full-width at half-maximum of $`\mathrm{\Delta }z0.5`$. The distribution drops off at $`z1`$ for two reasons: the minimum overdensity is becoming increasing large since $`z_s1`$ and the STHC dynamics predicts fewer and fewer massive, large overdensities at these higher redshifts.

The sky density of dark lenses as a function of redshift for the same three profiles is shown in Figure 6. Depending on the density profile, we expect to find between $`120`$ dark lenses per square degree out to $`z=1`$ and virtually none at higher redshifts. The reason the Hernquist profile predicts a smaller dark-lens sky density compared with the isothermal sphere and NFW is that such a profile requires a larger overdensity to produce a detectable weak-lensing signal (see Figure 3). Finally, note that although this distribution is integrated over dark lenses of all masses, the minimum overdensity as a function of redshift becomes so large for $`M5\times 10^{13}M_{}`$ that there are virtually no dark lenses with such small masses. This point is illustrated in Figure 7, where we plot the weak-lensing mass distribution (i.e., the integrand of equation (29) times the mass) for both dark and virialized lenses at $`z=0.5`$. Furthermore, since the Press-Schechter mass function falls off steeply with mass, there will be very few dark lenses with $`M10^{15}M_{}`$ despite the lower value of the minimum overdensity at these masses.

In Figure 5 and 6 we also show the redshift distribution and sky density of virialized lenses for the three different density profiles. Although the weak-lensing mass threshold is, as expected, somewhat smaller for virialized lenses than for dark lenses (see Figure 7) their normalized distributions are not very different. Nonetheless, the sky density of virialized lenses is $`1080`$ degree<sup>-2</sup> and hence a factor of $`410`$ larger than the sky density of dark lenses. This is because by redshifts of $`z0.5`$ (where the distributions peak) a majority of objects in the mass range that can lens will have already virialized.

Having computed the redshift distribution and sky density of dark and virialized lenses we now determine their relative abundances. The fraction of weak lenses that are caused by dark, non-virialized objects as a function of redshift is shown in the left panel of Figure 8. Out to $`z1`$ the fraction is nearly constant with about 20% of all weak lenses arising from dark objects. We again emphasize that the predicted abundance of dark lenses relative to virialized lenses is significant not because dark lenses comprise the lower-mass end of the mass function; on the contrary, virialized lenses have a lower mass threshold than dark lenses as shown in Figure 7. Rather, it is significant because according to the STHC model, a substantial fraction of cluster-mass objects are sufficiently overdense to produce a detectable lensing signal despite not having reached the virialization overdensity. For $`z>1`$ the abundance of weak lenses of all types (both virialized and dark) drops off significantly. This, again, is because $`z_s1`$ and because the evolution of overdensities has not yet had enough time to produce sufficiently large overdensities. This is also illustrated in the right panel of Figure 8 where we show the fraction of virialized objects that can lens as a function of redshift. For $`0.2z0.5`$ a large fraction of virialized objects with $`M>5\times 10^{13}M_{}`$ can produce a detectable weak-lensing signal but, for the same reason as above, by $`z=1`$ this fraction is nearly zero.

Finally we would like to point out that given the above results for the weak-lensing mass distribution, it is not surprising that in their study of weak lensing by low-mass galaxy groups, Hoekstra et al. (2001) could only (just barely) detect a weak-lensing signal by stacking 50 such groups together. Namely, the groups in Hoekstra et al.’s sample, which were at a mean redshift of 0.3, had a mean overdensity of only $``$ 75 and a mean mass of just $``$ $`4\times 10^{13}M_{}`$, assuming an isothermal density profile and using their measured value of $``$ 275 km s<sup>-1</sup> for the lensing-inferred velocity dispersion. Therefore, as Figure 7 suggests, individual groups from their sample were neither massive enough nor sufficiently overdense to produce a detectable weak-lensing signal.

### 5.3 The effect of increasing the image size on the lensing signal

In the above calculations we assume that the lensing images are 5 arcmin in radius, roughly the size of lensing maps to date. However, if a lens is relatively nearby or has a large radial extent it is possible that a large fraction of the total lensing signal is missed. This effect might be especially troublesome for the detection of dark lenses, given that they are not yet virialized and hence have larger radii. We now address this issue by determining the extent to which increasing the image size alters the predicted abundance of dark lenses.

Before moving on however, we note that while we examined the predicted distribution and sky density of weak lenses for a variety of profiles, there is good reason to regard the NFW profile as the most plausible. For virialized lenses this is clearly the case as N-body simulations show that the halo density profiles are well fit by the NFW form. Though it is difficult to be as certain in the case of dark, non-virialized, lenses (N-body simulation fits to profiles have so far only been for virialized systems), because most of the dark lenses are well past turnaround ($`1+\delta ^{\mathrm{NL}}50`$) and because it is unlikely that the STHC model perfectly describes the evolution of overdensities all the way to virialization, assuming an NFW profile for dark lenses is a fair approximation. Furthermore, since virialization is expected to occur from inside-out, the centers of dark lenses, where most of the lensing signal is coming from (as we show quantitatively below), are likely near virialization and hence well described by the NFW profile. For these reasons (and also to avoid overly cluttered figures), the rest of the figures in this paper show results only for the NFW profile. To obtain approximate results for the other profiles, simply scale by the relative abundances shown in Figure 6.

In Figure 9 we plot the cumulative signal-to-noise ratio and the fraction of the total signal as a function of the angular distance from the lens center for a lens with an NFW profile at redshift $`z=0.3`$ with mass $`M=10^{14}M_{}`$. Although the fraction of the signal that comes from within 5 arcmin is $`90`$% for lenses of overdensity $`1+\delta _{\mathrm{min}}^{\mathrm{NL}}=200`$ and $`1+\delta _{\mathrm{min}}^{\mathrm{NL}}=70`$ the lens with overdensity 200 requires an image size of just $``$ 2 arcmin to be detectable ($`S/N=5`$) while the lens with overdensity 70 requires $`10`$ arcmin to be detectable. In general we find that in order to detect nearly all dark lenses with $`S/N5`$ in a given field the image area must be at least $`\pi (15^{})^20.2`$ degree<sup>2</sup>, as shown in Figure 10. Larger image sizes will not significantly increase the number of dark lenses detected as very little signal comes from radii larger than 15 arcmin. Also note that although lensing geometry favors a lens midway between observer and source, this effect is somewhat countered by the fact that the closer a weak lens is to the observer, the closer the source galaxy images pass to the highly overdense lens center (i.e., the solid angle subtended by the lens is larger). As a result, if the image size is large enough to enclose a large portion of the lens core, the lensing signal will be most strong when the lens-observer distance is slightly smaller than the lens-source distance. This accounts for the shift, shown in Figure 10, of the minimum of $`1+\delta _{\mathrm{min}}^{\mathrm{NL}}(z)`$ toward smaller redshift as the image size is increased.

### 5.4 Estimating $`\sigma _8`$ from the abundance of weak lenses

The present-day abundance of rich, X-ray clusters has been used to constrain the value of $`\sigma _8`$, the amplitude of mass fluctuations in spheres of radius 8$`h^1`$ Mpc (Evrard 1989; Henry & Arnaud 1991; White, Efstathiou & Frenk 1993; Viana & Liddle 1996; Eke, Cole & Frenk 1996; Kitayama & Suto 1997, Viana & Liddle 1999). In Figure 11 we show the extent to which the measured abundance of weak lenses (from future cosmic-shear surveys, say) can further constrain $`\sigma _8`$. Here we have plotted the sky density of weak lenses (both virialized and dark) at the 95% confidence limits of $`\sigma _8`$ given by Viana & Liddle (1999). Since weak lenses are produced by only relatively rare objects, their abundance is very sensitive to the value of $`\sigma _8`$, suggesting the usefulness of weak lenses in measuring the amplitude of mass fluctuations.

Another benefit of using weak lenses to measure $`\sigma _8`$ is their broad redshift distribution. In particular, a systematic uncertainty in measuring $`\sigma _8`$ by measuring rich cluster abundances is the degeneracy between $`\sigma _8`$ and $`\mathrm{\Omega }_m`$ that arises from the limited range in redshift in which rich clusters are observed. To break this degeneracy substantial effort is made to measure not only the present-day rich cluster abundance but also the rich cluster abundance at higher redshifts ($`z0.3`$; e.g., Henry 1997). This, in turn, gives an estimate of the evolution of the cluster mass function and hence an estimate of $`\mathrm{\Omega }_m`$. However, because they are faint, detecting high redshift ($`z>0.3`$) rich clusters is difficult. Weak lenses, on the other hand, do not suffer from this limitation and in fact are expected to have a broad redshift distribution and be most abundant at $`z0.5`$ (see Figure 5). As a result, detecting weak lenses provides an excellent means of measuring the evolution of the mass function and hence measuring $`\mathrm{\Omega }_m`$. By thereby breaking the degeneracy between $`\sigma _8`$ and $`\mathrm{\Omega }_m`$, weak lensing surveys are also well-suited to constrain the power-spectrum amplitude, $`\sigma _8`$.

## 6 Discussion and Conclusions

In this paper, we have calculated the abundance of dark and virialized lenses. This was accomplished by first expressing the lensing signal strength as a function of the dark-matter overdensity and redshift. Having determined the overdensity required to produce a detectable weak-lensing signal we used the STHC model to calculate the differential abundance of overdensities as a function of position along their evolutionary cycle. Overdensities whose lensing signal yielded $`S/N5`$ were divided into two classes: those with $`1+\delta ^{\mathrm{NL}}<1+\delta _{\mathrm{vir}}^{\mathrm{NL}}`$ were dark lenses while those with $`1+\delta ^{\mathrm{NL}}>1+\delta _{\mathrm{vir}}^{\mathrm{NL}}`$ were virialized lenses.

The distinction between dark and virialized lenses was based on the former being at an unrelaxed, and hence earlier, stage in the overdensity evolutionary cycle. This distinction is not arbitrary but rather is expected to result in observational features that definitively separate the two classes of lenses. For instance, since dark lenses will typically have overdensities of $`1+\delta ^{\mathrm{NL}}100`$ while virialized lenses have $`1+\delta ^{\mathrm{NL}}300`$ (see Figure 4), the projected surface density of a dark lens is smaller than that in a virialized lens by a factor of $`3^{2/3}2`$. The sky density of galaxies in a dark lens will therefore be about two times smaller than in a virialized lens. As it is difficult to detect a significant galaxy overdensity for even a virialized, lensing, cluster at redshifts of $`z0.5`$, it will be all the more difficult to do so for a dark cluster. Another distinctive observational feature expected of dark lenses is a low X-ray luminosity as compared with virialized lenses, a consequence of the X-ray luminosity function’s steep dependence on total virialized mass. This effect might also account for the low X-ray luminosities observed by Postman et al. (2001) in three high-redshift clusters; namely, these objects are in fact proto-clusters that have not yet completely virialized.

Although we considered a variety of density profiles in our calculations of the predicted distribution and sky density of weak lenses, as we noted in Section 5.3, there is good reason to regard the NFW profile as the most plausible form for both virialized and dark lenses. Nonetheless, while N-body simulations show that virialized systems are well fit by the NFW form, testing whether non-virialized, cluster-mass, halos in N-body simulations are also well described by the NFW profile is a worthwhile investigation that has not yet been performed. That said, we have shown that the redshift distribution of dark and virialized lenses for all the considered profiles is fairly broad with an average around $`z=0.5`$ and a FWHM of $`\mathrm{\Delta }z0.5`$. The sky density of dark lenses for the NFW profile was calculated to be $`20`$ degree<sup>-2</sup> (and $`10`$ degree<sup>-2</sup> for an isothermal sphere profile) and should therefore be readily detectable by upcoming cosmic shear surveys. For virialized lenses, we found a sky density of $`80`$ degree<sup>-2</sup> assuming an NFW profile (and $`50`$ degree<sup>-2</sup> for an isothermal sphere profile), a factor of 4 to 5 larger than that of dark lenses. This difference is due to the fact that most of the weak lenses are at redshift $`z0.5`$ and have masses of $`10^{14}M_{}`$ so that the majority are, according to the STHC model, virialized. It is important to note that while the aperture mass weight function used here was chosen to match a specific density profile, as we show in an upcoming paper (Weinberg & Kamionkowski 2002), a more general, non-optimal weight function, such as that given by Schneider et al. (1998), would lower the overall abundance of both types of lenses equally. The principle result of this paper, namely the expectation that $`1020`$% of weak-lenses are dark, would not change.

We find it encouraging that given the sky coverage of weak-lensing maps to date ($`1000`$ arcmin<sup>2</sup>) and the average size of the individual lensing maps ($`30`$ arcmin<sup>2</sup> ), the number of dark lenses we would expect to have seen is of order unity and thus consistent with the detection (Erben et al. 2000, Miralles et al. 2002) of one or two dark lenses. Furthermore, in mock observations of numerical simulations, White, van Waerbeke, & Mackey (2001) showed that a weak-lensing search for clusters will likely suffer from serious line-of-sight projection effects due to the fact that clusters preferentially live in larger structures. These structures on larger scales, which perhaps correspond to 2$`\sigma `$ – 3$`\sigma `$ peaks in the primordial distribution, may well be the type of systems that we find give rise to dark lenses.

Finally, we have also shown that measuring the abundance of weak lenses can substantially help to constrain $`\sigma _8`$, the rms mass fluctuation in spheres of radius 8$`h^1`$ Mpc. This is a consequence of the broad redshift distribution of weak lenses and the fact that they correspond to high-density peaks in the Gaussian primordial distribution. Cosmic-shear surveys, with their ability to detect cluster mass weak lenses over large areas of sky, should therefore provide a powerful new technique for determining the power-spectrum amplitude.

## ACKNOWLEDGMENTS

We thank R. Ellis for useful comments and an anonymous referee for very constructive suggestions and comments which have improved the presentation of this paper. NNW acknowledges the support of an NSF Graduate Fellowship. This work was supported in part by NSF AST-0096023, NASA NAG5-8506, and DoE DE-FG03-92-ER40701.

## Appendix A Derivation of the signal-to-noise relation for various density profiles

Starting from equation (14), we derive the signal-to-noise relation for a point mass, a uniform-density sphere, a truncated isothermal sphere, an NFW profile and a Hernquist profile. Since these profiles are all axially-symmetric, $`\kappa (\theta )=\kappa (\theta )`$.

1. *Point Mass*: The dimensionless mean surface mass density within a circle of radius $`\theta `$ for a deflecting lens of point mass $`M`$ at angular diameter distance $`D_d`$ is

$$\overline{\kappa }=\frac{1}{\mathrm{\Sigma }_{\mathrm{crit}_{\mathrm{}}}}\frac{M}{\pi P^2},$$
(41)
where $`P=\theta D_d`$. The quantity $`\kappa `$, the dimensionless mean surface mass density on a circle of radius $`\theta `$, is $`\delta (\theta )`$, the Dirac delta function. Therefore, by equation (14), the signal-to-noise relation for a point mass is given by

$$\frac{S}{N}=\frac{\sqrt{2}ZM}{\sigma _ϵ\mathrm{\Sigma }_{\mathrm{crit}_{\mathrm{}}}\pi D_d^2}\frac{\sqrt{\pi n}}{\theta _{\mathrm{out}}}\sqrt{\left(\frac{\theta _{\mathrm{out}}}{\theta _{\mathrm{in}}}\right)^21}.$$
(42)
This can be expressed as a minimum mass needed to produce a detectable weak-lensing signal, which in useful units is

$`M_{\mathrm{min}}=3.7\times 10^{13}\left({\displaystyle \frac{S/N}{5}}\right)\left({\displaystyle \frac{D_d}{0.3D_H}}\right)^2\left({\displaystyle \frac{\sigma _ϵ}{0.2}}\right)\left({\displaystyle \frac{\theta _{\mathrm{out}}}{5\text{arcmin}}}\right)\left({\displaystyle \frac{n}{30\text{arcmin}\text{-2}}}\right)^{1/2}`$
$`\times \left({\displaystyle \frac{(\theta _{\mathrm{out}}/\theta _{\mathrm{in}})^21}{100}}\right)^{1/2}\mathrm{\Sigma }_{\mathrm{crit}_{\mathrm{}}}Z^1M_{},`$
where $`D_H=c/H_0`$ is the Hubble distance.
2. *Uniform Density Sphere*: Repeating the same procedure as above but for a sphere of uniform density $`\rho (r)=\rho _c`$ and mass $`M`$ yields the following for the surface mass density (where we use the Abel integral equation to relate volume mass density to surface mass density);

$`\kappa `$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{\Sigma }_{\mathrm{crit}_{\mathrm{}}}}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑z\rho (r)={\displaystyle \frac{2\rho _c}{\mathrm{\Sigma }_{\mathrm{crit}_{\mathrm{}}}}}\sqrt{R^2P^2},`$ (43)
$`\overline{\kappa }`$ $`=`$ $`{\displaystyle \frac{1}{\pi P^2}}{\displaystyle _0^P}\kappa (P^{})\mathrm{\hspace{0.17em}2}\pi P^{}𝑑P^{}`$ (44)
$`=`$ $`{\displaystyle \frac{4\rho _c}{3\mathrm{\Sigma }_{\mathrm{crit}_{\mathrm{}}}}}\left({\displaystyle \frac{R^3(R^2P^2)^{3/2}}{P^2}}\right),`$
where $`dz`$ is along the line of sight and $`R=(3M/4\pi \rho _c)^{1/3}`$ is the radius of the sphere. The signal-to-noise ratio is then computed by solving equation (14) with the above relations for $`\kappa `$ and $`\overline{\kappa }`$.
3. *Truncated Isothermal Sphere*: The radial density profile of an isothermal sphere is

$$\rho (r)=\frac{\sigma _v^2}{2\pi Gr^2},$$
(45)
where $`\sigma _v`$ is the line-of-sight velocity dispersion of the particles (i.e., galaxies) in the system. The surface mass density is then given by

$$\kappa =\frac{1}{2}\overline{\kappa }=\frac{\theta _E}{2\theta },$$
(46)
where $`\theta _E=\sigma _v^2/GD_d\mathrm{\Sigma }_{\mathrm{crit}_{\mathrm{}}}`$. For a truncated isothermal sphere of mass $`M`$ and radius $`R`$, $`M=_0^R𝑑r\rho (r)4\pi r^2=2\sigma _v^2R/G`$, so that

$$\theta _E=\frac{M}{2R}\frac{1}{D_d\mathrm{\Sigma }_{\mathrm{crit}_{\mathrm{}}}}.$$

Equation (14) then gives

$$\frac{S}{N}=\frac{ZM}{\sigma _ϵ\mathrm{\Sigma }_{\mathrm{crit}_{\mathrm{}}}D_d}\frac{\sqrt{\pi n}}{2R}\sqrt{\mathrm{ln}(\theta _{\mathrm{out}}/\theta _{\mathrm{in}}}).$$
(47)
4. *NFW Profile*: The NFW density profile is given by

$$\rho (r)=\frac{\rho _s}{(r/r_s)(1+r/r_s)^2},$$
(48)
where $`r_s`$ and $`\rho _s`$ are the scale radius and density, respectively. The mass within radius $`r`$ is then

$$M(r)=4\pi \rho _sr_s^3\left(\mathrm{ln}(1+r/r_s)\frac{r/r_s}{1+r/r_s}\right).$$
(49)
Bartelmann (1996) (see also Wright & Brainerd 2000) showed that the radial dependence of the tangential shear for an NFW profile is

$$\gamma _{\mathrm{nfw}}(x)=\overline{\kappa }(x)\kappa (x)=\frac{\rho _sr_s}{\mathrm{\Sigma }_{\mathrm{crit}_{\mathrm{}}}}g(x),$$
(50)
where $`x=\theta D_d/r_s`$ and

$$g(x)=\{\begin{array}{cc}\frac{8\mathrm{a}\mathrm{r}\mathrm{c}\mathrm{t}\mathrm{a}\mathrm{n}\mathrm{h}\sqrt{\frac{1x}{1+x}}}{x^2\sqrt{1x^2}}+\frac{4}{x^2}\mathrm{ln}\left(\frac{x}{2}\right)\frac{2}{\left(x^21\right)}+\frac{4\mathrm{a}\mathrm{r}\mathrm{c}\mathrm{t}\mathrm{a}\mathrm{n}\mathrm{h}\sqrt{\frac{1x}{1+x}}}{\left(x^21\right)\left(1x^2\right)^{1/2}},\left(x<1\right)\hfill & \\ & \\ \frac{8\mathrm{arctan}\sqrt{\frac{x1}{1+x}}}{x^2\sqrt{x^21}}+\frac{4}{x^2}\mathrm{ln}\left(\frac{x}{2}\right)\frac{2}{\left(x^21\right)}+\frac{4\mathrm{arctan}\sqrt{\frac{x1}{1+x}}}{\left(x^21\right)^{3/2}}\left(x>1\right).\hfill & \end{array}$$
(51)
The signal-to-noise ratio is then

$$\frac{S}{N}=\frac{2\sqrt{\pi n}Z}{\sigma _ϵ\mathrm{\Sigma }_{\mathrm{crit}_{\mathrm{}}}D_d}\rho _sr_s^2\sqrt{_{x_{\mathrm{in}}}^{x_{\mathrm{out}}}𝑑xxg(x)^2}.$$
(52)
There are thus three unknowns if given an overdensity of mass $`M`$: $`r_s`$, $`\rho _s`$ and $`R`$. We therefore need a third relation in addition to Equations (A10) and (A13) in order to break the degeneracy. It is obtained via the following conservation of energy argument, first put forth by Dalcanton et al. (1997) for the case of disk formation.

Assume the mass profile before collapse is a uniform sphere of radius $`R_i`$ and assume that at this initial stage the system’s energy is entirely gravitational ($`E=3GM^2/5R_i`$). As noted by Dalcanton et al. (1997), this assumption is well motivated in the context of disk formation by the observed similarity between disk angular momentum distributions and the angular momentum distribution of a uniformly rotating sphere. It is natural to assume a similar initial condition occurs for systems at larger scales, i.e., cluster masses. As the overdensity collapses and approaches virialization, the mass distribution evolves into an NFW profile, as suggested by numerical simulations. At this stage the systems potential energy within a radius $`r`$ is

$$\mathrm{\Phi }(y)=8\pi ^2G\rho _s^2r_s^5\left(1\frac{2y\mathrm{ln}y+1}{y^2}\right),$$
(53)
where $`y1+r/r_s`$. Assuming the energy of the overdensity within $`R_i`$ is conserved during collapse and that the system is near virialization so that $`E\left|\mathrm{\Phi }\right|/2`$ then gives $`R_i=8.74r_s`$. Since the truncation radius is given by the radius that contains mass $`M`$, by conservation of mass $`R=R_i=8.74r_s`$ (i.e., though the mass is redistributed as the overdensity evolves the size of the sphere containing mass $`M`$ is constant in time). When we include the effects of the cosmological constant in the conservation of energy argument there is little change in the result. The above relation between $`R`$ and $`r_s`$ thus provides the sought after third equation needed to break the degeneracy between $`r_s`$, $`\rho _s`$ and $`R`$. In an upcoming paper (Weinberg & Kamionkowski 2002) we show that the above approach yields concentration parameters that are slightly different from those obtained by N-body simulations (i.e., Bullock et al. 2001). Nonetheless, the concentration parameters obtained by the two approaches predict a similar abundance of virialized lenses. Note that since the N-body simulations fit the concentration parameters to virialized objects, the above analytic approach must be used in order to compute the abundances of dark lenses.
5. *Hernquist Profile*: The Hernquist profile is given by

$$\rho (r)=\frac{M_{\mathrm{}}}{2\pi }\frac{1}{(r/r_s)(r+r_s)^3},$$
(54)
where $`r_s`$ is the scale radius and $`M_{\mathrm{}}`$ is the mass enclosed at infinity. The mass within radius $`r`$ is then

$$M(r)=M_{\mathrm{}}\left(\frac{r/r_s}{1+r/r_s}\right)^2.$$
(55)
Using the Abel integral equation it can be shown that the dimensionless surface mass density for the Hernquist profile is

$$\kappa (x)=\frac{M_{\mathrm{}}}{\pi r_s^2\mathrm{\Sigma }_{\mathrm{crit}_{\mathrm{}}}}f(x),$$
(56)
where $`x=\theta D_d/r_s`$ and

$$f(x)=\{\begin{array}{cc}\frac{1}{(x^21)^2}\left[\frac{(2+x^2)\mathrm{arctanh}\sqrt{\frac{1x}{1+x}}}{\sqrt{1x^2}}\frac{3}{2}\right],\left(x<1\right)\hfill & \\ & \\ \frac{1}{(x^21)^2}\left[\frac{(2+x^2)\mathrm{arctan}\sqrt{\frac{x1}{1+x}}}{\sqrt{x^21}}\frac{3}{2}\right],\left(x>1\right)\hfill & \end{array}$$
(57)
The dimensionless surface mass density within $`x`$ is then,

$$\overline{\kappa }(x)=\frac{2}{x^2}\frac{M_{\mathrm{}}}{\pi r_s^2\mathrm{\Sigma }_{\mathrm{crit}_{\mathrm{}}}}_0^x𝑑x^{}x^{}f(x^{}).$$
(58)
The signal-to-noise ratio is then obtained by inserting the above relations into equation (14).

As in the case of the NFW profile, given an overdensity of mass $`M`$, there are three unknowns. We therefore apply the same energy conservation argument as above, assuming the overdensity is initially a uniform density sphere of radius $`R_i`$ and upon collapse relaxes to a Hernquist profile. The potential energy upon collapse is

$$\mathrm{\Phi }(y)=\frac{GM_{\mathrm{}}^2}{6r_s}\left(1\frac{6y^28y+3}{y^4}\right),$$
(59)
where $`y=1+r/r_s`$. Assuming energy conservation and a nearly virialized overdensity yields $`R=R_i=3.2r_s`$, allowing us to solve the signal-to-noise relation.


format: text

text:
# 1 Introduction

## 1 Introduction

Eleven-dimensional supergravity has pp-wave solutions

$`ds^2`$ $`=2dx^+dx^{}+H(x^i,x^{})(dx^{})^2+{\displaystyle \underset{i=1}{\overset{9}{}}}(dx^i)^2`$ (1)
$`F_4`$ $`=dx^{}\xi (x^i,x^{})`$
where $`H(x^i,x^{})`$ obeys

$$H=\frac{1}{4}\xi ^2.$$
(2)
Here $``$ is the laplacian in the transverse euclidean space $`\text{𝔼}^9`$ with coordinates $`x^i`$ and $`\xi (x^i,x^{})`$ is (for each $`x^{}`$) a closed and coclosed $`3`$-form in $`\text{𝔼}^9`$. This solution has at least 16 Killing spinors.

An interesting subclass of these metrics are those for which

$$H(x^i,x^{})=\underset{i,j}{}A_{ij}x^ix^j$$
(3)
where $`A_{ij}=A_{ji}`$ is a constant symmetric matrix . In particular, this class contains a maximally supersymmetric solution with 32 Killing spinors

$`A_{ij}`$ $`=\{\begin{array}{cc}\frac{1}{9}\mu ^2\delta _{ij}\hfill & i,j=1,2,3\hfill \\ \frac{1}{36}\mu ^2\delta _{ij}\hfill & i,j=4,5,\mathrm{},9\hfill \end{array}`$ (4)
$`\xi `$ $`=\mu dx^1dx^2dx^3,`$
where $`\mu `$ is a parameter which can be set to any nonzero value by a change of coordinates.

In , a similar maximally supersymmetric solution of IIB supergravity was found, and in  it was shown that both of these solutions arise as Penrose limits  of maximally supersymmetric $`AdS\times Sphere`$ solutions. The IIB string theory in this background can be exactly solved  and is dual to a certain subsector of $`N=4`$ supersymmetric Yang-Mills theory . Subsequent work developing these ideas includes -.

Given that pp-waves generically preserve at least half of the supersymmetries, and for special cases preserve all of the supersymmetries, it is natural to ask whether there are similar solutions preserving fractions $`\nu `$ of the supersymmetry with $`1/2<\nu <1`$. In , it was argued that configurations preserving such fractions of supersymmetry could arise in M-theory. In  it was shown that such configurations do indeed arise as IIB pp-waves, and a pp-wave of M-theory preserving 3/4 supersymmetry was presented in . The purpose here is to investigate pp-wave solutions of 11-dimensional supergravity in more detail, and to show that the fractions 9/16,5/8,11/16 can also arise in addition to 3/4,1/2 and 1.

Our ansatz is

$`ds^2`$ $`=2dx^+dx^{}+{\displaystyle \underset{i,j}{}}A_{ij}x^ix^j(dx^{})^2+{\displaystyle \underset{i}{}}dx^idx^i`$ (5)
$`F`$ $`=dx^{}\xi ,`$
where $`\xi `$ is a 3-form on $`\text{𝔼}^9`$ with constant coefficients. This is a supersymmetric solution of eleven-dimensional supergravity, provided that

$$\mathrm{tr}A=\frac{1}{2}\xi ^2=\frac{1}{12}\xi _{ijk}\xi ^{ijk},$$
(6)
with $`i,j,k=1,\mathrm{},9`$. We seek the conditions for such solutions to admit Killing spinors, following the analysis of  and ,. We will see that this occurs for specific choices of $`\xi ,A`$.

The Killing spinors $`\epsilon `$ satisfy the equation

$$_M\epsilon =\mathrm{\Omega }_M\epsilon ,$$
(7)
where $``$ is the spin connection and

$$\mathrm{\Omega }_M=\frac{1}{288}\left(\mathrm{\Gamma }_M{}_{}{}^{PQRS}8\delta _M^P\mathrm{\Gamma }^{QRS}\right)F_{PQRS},$$
(8)
In the frame

$`e^+`$ $`=`$ $`dx^++\frac{1}{2}{\displaystyle \underset{i,j}{}}A_{ij}x^ix^jdx^{}`$
$`e^{}`$ $`=`$ $`dx^{}`$
$`e^i`$ $`=`$ $`dx^i`$ (9)
the only nonvanishing components of the spin connection are

$$\omega ^{+i}=\underset{j}{}A_{ij}x^jdx^{}.$$
(10)
We also have

$`\mathrm{\Omega }_+`$ $`=0`$ (11)
$`\mathrm{\Omega }_{}`$ $`=\frac{1}{12}\mathrm{\Theta }\left(\mathrm{\Gamma }_+\mathrm{\Gamma }_{}+1\right)`$
$`\mathrm{\Omega }_i`$ $`=\frac{1}{24}(3\mathrm{\Theta }\mathrm{\Gamma }_i+\mathrm{\Gamma }_i\mathrm{\Theta })\mathrm{\Gamma }_+`$
where the indices on the left-hand-side are co-ordinate indices, while the indices on the gamma-matrices here, and for the rest of the paper, are frame indices, and

$$\mathrm{\Theta }=\frac{1}{6}\xi _{ijk}\mathrm{\Gamma }^{ijk}.$$
(12)
For any such solution, it is simple to see that there are always 16 “standard” Killing spinors satisfying

$$\mathrm{\Gamma }_+\epsilon =0.$$
(13)
Explicitly they are given by

$$\epsilon =\mathrm{exp}\left(\frac{1}{4}x^{}\mathrm{\Theta }\right)\psi ,$$
(14)
for some constant spinor $`\psi `$ such that $`\mathrm{\Gamma }_+\psi =0`$.

Next we look for “extra” Killing spinors with $`\mathrm{\Gamma }_+\epsilon 0`$. It was shown in  that any Killing spinor is of the form

$$\epsilon =\left(1+\underset{i}{}x^i\mathrm{\Omega }_i\right)\chi ,$$
(15)
where the spinor $`\chi `$ only depends on $`x^{}`$. The dependence on $`x^{}`$ is determined by

$$_{}\epsilon =\frac{1}{2}\underset{i,j}{}A_{ij}x^j\mathrm{\Gamma }_+\mathrm{\Gamma }_i\epsilon \frac{1}{12}\left(\mathrm{\Gamma }_+\mathrm{\Gamma }_{}+1\right)\mathrm{\Theta }\epsilon ,$$
(16)
which, using (15), gives

$$\begin{array}{c}\frac{d}{dx^{}}\chi =\frac{1}{12}\mathrm{\Theta }\left(1+\mathrm{\Gamma }_+\mathrm{\Gamma }_{}\right)\chi \hfill \\ \hfill +\underset{i}{}x^i\left(\frac{1}{2}\underset{j}{}A_{ij}\mathrm{\Gamma }_+\mathrm{\Gamma }_j+\frac{1}{12}\mathrm{\Omega }_i\mathrm{\Theta }\frac{1}{4}\mathrm{\Theta }\mathrm{\Omega }_i\right)\chi .\end{array}$$
(17)
As $`\chi `$ is independent of $`x^i`$, this can be decomposed into a piece independent of $`x^i`$, and a piece that is linear in $`x^i`$. The piece independent of $`x^i`$ is

$$\frac{d}{dx^{}}\chi =\frac{1}{12}\left(\mathrm{\Gamma }_+\mathrm{\Gamma }_{}+1\right)\mathrm{\Theta }\chi $$
(18)
which determines the $`x^{}`$ dependence of $`\chi `$. The part linear in $`x^i`$ gives

$$\left(144\underset{j}{}A_{ij}\mathrm{\Gamma }_j+9\mathrm{\Theta }^2\mathrm{\Gamma }_i+6\mathrm{\Theta }\mathrm{\Gamma }_i\mathrm{\Theta }+\mathrm{\Gamma }_i\mathrm{\Theta }^2\right)\mathrm{\Gamma }_+\chi =0.$$
(19)
and we now proceed to analyse this.

We choose a representation of the $`32\times 32`$ Dirac matrices $`\mathrm{\Gamma }_M`$ in which

$$\mathrm{\Gamma }_i=\gamma _i\sigma _3,\mathrm{\Gamma }_\pm =1\sigma _\pm $$
(20)
where $`i,j=1,\mathrm{},9`$, $`\gamma _i`$ are $`16\times 16`$ gamma matrices for $`SO(9)`$, $`(\sigma _1,\sigma _2,\sigma _3)`$ are $`2\times 2`$ Pauli matrices, with $`\sigma _\pm =\frac{1}{\sqrt{2}}(\sigma _1\pm i\sigma _2)`$. A 32-component spinor $`\chi `$ then decomposes into two $`SO(9)`$ spinors, $`\chi _\pm `$:

$$\chi =(\chi _+,\chi _{}),\mathrm{\Gamma }_{}\chi =\sqrt{2}(0,\chi _+),\mathrm{\Gamma }_+\chi =\sqrt{2}(\chi _{},0)$$
(21)
Then

$$\mathrm{\Theta }=\theta \sigma _3,\theta =\frac{1}{6}\xi _{ijk}\gamma ^{ijk}$$
(22)
and $`\theta _{\alpha \beta }`$ is an antisymmetric $`16\times 16`$ matrix, where $`\alpha ,\beta =1,\mathrm{},16`$ are $`SO(9)`$ spinor indices. Equation (18) implies

$$\chi _+=\mathrm{exp}\left(\frac{1}{4}x^{}\theta \right)\psi _+,\chi _{}=\mathrm{exp}\left(\frac{1}{12}x^{}\theta \right)\psi _{},$$
(23)
for constant 16-component spinors $`\psi _\pm `$. Equation (19) imposes no further conditions on $`\chi _+`$.

A Killing spinor in 11 dimensions will only give rise to a Killing spinor in the theory obtained by dimensional reduction in a direction generated by a Killing vector if the Lie derivative in the Killing direction of that spinor vanishes. The spinors $`\psi _\pm `$ that are anihilated by $`\theta `$ give Killing spinors that are independent of $`x^{}`$ and hence survive under dimensional reduction in the $`x^{}`$ direction. The standard Killing spinors, parametrised by $`\psi _+`$, are independent of $`x^i`$ while the $`x^i`$ dependence of any extra Killing spinors, parametrised by $`\psi _{}`$, are encoded in (15). If the matrix $`A`$ is such that $`_i`$ is a Killing vector then the Killing spinors independent of $`x^i`$ will survive under dimensional reduction on this Killing vector.

Next, we need to specify our ansatz for $`\xi `$ and hence $`\mathrm{\Theta }`$. Any anti-symmetric matrix $`L_{\alpha \beta }`$ can be written in terms of a 2-form $`L_{ij}`$ and a 3-form $`L_{ijk}`$ as

$$L_{\alpha \beta }=\frac{1}{2}L_{ij}(\gamma ^{ij})_{\alpha \beta }+\frac{1}{6}L_{ijk}(\gamma ^{ijk})_{\alpha \beta }$$
(24)
This gives a decomposition of the Lie algebra of $`SO(16)`$ (the $`16\times 16`$ antisymmetric matrices $`L_{\alpha \beta }`$) into the maximal $`Spin(9)`$ subalgebra (the $`9\times 9`$ antisymmetric matrices $`L_{ij}`$), and its complement (specified by the 3-forms $`L_{ijk}`$). occured in Now $`SO(16)`$ has rank 8 while $`Spin(9)`$ has rank 4, so any Cartan subalgebra of $`SO(16)`$ is generated, for some $`n4`$, by $`n`$ commuting generators of $`Spin(9)`$ corresponding to $`n`$ 2-forms, and $`8n`$ commuting elements from the complement of $`Spin(9)`$, corresponding to $`8n`$ 3-forms. Only the cases $`n=4`$ and $`n=1`$ occur. A convenient choice for the Cartan subalgebra with $`n=4`$ is the commuting set of four generators

$$(\gamma ^{12})_{\alpha \beta },(\gamma ^{34})_{\alpha \beta },(\gamma ^{56})_{\alpha \beta },(\gamma ^{78})_{\alpha \beta }$$
(25)
of $`Spin(9)`$, together with

$$(\gamma ^{129})_{\alpha \beta },(\gamma ^{349})_{\alpha \beta },(\gamma ^{569})_{\alpha \beta },(\gamma ^{789})_{\alpha \beta }$$
(26)
A convenient basis with $`n=1`$ consists of the $`Spin(9)`$ generator $`(\gamma ^{89})_{\alpha \beta }`$ together with the seven 3-forms

$`(\gamma _{123})_{\alpha \beta },(\gamma _{145})_{\alpha \beta },(\gamma _{167})_{\alpha \beta },(\gamma _{246})_{\alpha \beta }`$ (27)
$`(\gamma _{257})_{\alpha \beta },(\gamma _{347})_{\alpha \beta },(\gamma _{356})_{\alpha \beta }`$
A basis in spin-space can be chosen to bring any given anti-symmetric $`\theta _{\alpha \beta }`$ to skew-diagonal form with skew eigenvalues $`\lambda _1,\mathrm{},\lambda _8`$, $`\theta =ϵ\mathrm{\Lambda }`$, where $`ϵ=i\sigma _2`$ and $`\mathrm{\Lambda }`$ is the $`8\times 8`$ diagonal matrix $`\mathrm{\Lambda }=diag(\lambda _1,\mathrm{},\lambda _8)`$. Then the eigenvalues of the symmetric matrix $`\theta ^2`$ are $`\lambda _I^2`$, $`I=1,\mathrm{},8`$, each with degeneracy 2. The set of such skew-diagonal matrices generate an 8-dimensional Cartan subalgebra of $`SO(16)`$, and so can be decomposed into $`n`$ 2-forms and $`8n`$ 3-forms where either $`n=1`$ or $`n=4`$, and the set of $`\theta _{\alpha \beta }`$ are stratified into distinct orbits with $`n=1`$ or $`n=4`$.

Now the flux $`\xi _{ijk}`$ determines a $`16\times 16`$ anti-symmetric matrix $`\theta _{\alpha \beta }`$ from (22). However, it is not an arbitrary antisymmetric matrix, but one for which the 2-form part vanishes, i.e. one satisfying the constraint $`(\gamma ^{ij})^{\alpha \beta }\theta _{\alpha \beta }=0`$. If it occurs in the $`n=4`$ orbit, it can be written in terms of four linearly independent 3-forms using (24), and using $`SO(9)`$ transformations, these can be arranged to be precisely the generators in (26). That is, one can choose bases for spin-space and the tangent space such that the generators (25),(26) are skew-diagonal and $`\theta _{\alpha \beta }`$ is a linear combination of the 3-form generators (26) alone, so that there are constants $`m_1,m_2,m_3,m_4`$ such that

$$\theta _{\alpha \beta }=m_1(\gamma _{129})^{ab}+m_2(\gamma _{349})^{ab}+m_3(\gamma _{569})^{ab}+m_4(\gamma _{789})^{ab}$$
(28)
The skew eigenvalues $`\lambda _1,\mathrm{},\lambda _8`$ of $`\theta `$ are then, in a convenient basis, given by

$`\lambda _1`$ $`=m_1m_2+m_3m_4`$ (29)
$`\lambda _2`$ $`=m_1+m_2m_3m_4`$
$`\lambda _3`$ $`=m_1+m_2+m_3m_4`$
$`\lambda _4`$ $`=m_1m_2m_3m_4`$
$`\lambda _5`$ $`=m_1+m_2+m_3+m_4`$
$`\lambda _6`$ $`=m_1m_2m_3+m_4`$
$`\lambda _7`$ $`=m_1m_2+m_3+m_4`$
$`\lambda _8`$ $`=m_1+m_2m_3+m_4`$
Similarly, if $`\theta _{\alpha \beta }`$ lies in the $`n=1`$ orbit, one can choose bases such that

$`\theta _{\alpha \beta }`$ $`=n_1(\gamma _{123})_{\alpha \beta }+n_2(\gamma _{145})_{\alpha \beta }+n_3(\gamma _{167})_{\alpha \beta }+n_4(\gamma _{246})_{\alpha \beta }`$ (30)
$`+n_5(\gamma _{257})_{\alpha \beta }+n_6(\gamma _{347})_{\alpha \beta }+n_7(\gamma _{356})_{\alpha \beta }`$
for some constants $`n_1,n_2,\mathrm{},n_7`$. The skew eigenvalues $`\lambda _1,\mathrm{},\lambda _8`$ of $`\theta `$ are then, in a convenient basis, given by

$`\lambda _1`$ $`=n_1n_2n_3n_4+n_5+n_6+n_7`$ (31)
$`\lambda _2`$ $`=n_1+n_2+n_3+n_4n_5+n_6+n_7`$
$`\lambda _3`$ $`=n_1+n_2n_3n_4n_5n_6+n_7`$
$`\lambda _4`$ $`=n_1n_2+n_3+n_4+n_5n_6+n_7`$
$`\lambda _5`$ $`=n_1n_2+n_3n_4n_5+n_6n_7`$
$`\lambda _6`$ $`=n_1+n_2n_3+n_4+n_5+n_6n_7`$
$`\lambda _7`$ $`=n_1+n_2+n_3n_4+n_5n_6n_7`$
$`\lambda _8`$ $`=n_1n_2n_3+n_4n_5n_6n_7`$
The upshot of this analysis is that without loss of generality we can take the flux to be such that $`\theta `$ is given either by (28) in terms of four coefficients $`m_a`$, corresponding to

$$\xi =m_1dx^{129}+m_2dx^{349}+m_3dx^{569}+m_4dx^{789}$$
(32)
or by (30) in terms of seven coefficients $`n_a`$, corresponding to

$`\xi `$ $`=n_1dx^{123}+n_2dx^{145}+n_3dx^{167}+n_4dx^{246}`$ (33)
$`++n_5dx^{257}+n_6dx^{347}+n_7dx^{356}`$
Here $`dx^{ijk}=dx^idx^jdx^j`$. It is now straightforward to analyse the supersymmetry of the solution given by the ansatz (32) or (33).

It will be useful to define $`\theta _{(i)}`$ by

$$\theta \gamma _i=\gamma _i\theta _{(i)}$$
(34)
for each $`i`$, so that

$$9\mathrm{\Theta }^2\mathrm{\Gamma }_i+6\mathrm{\Theta }\mathrm{\Gamma }_i\mathrm{\Theta }+\mathrm{\Gamma }_i\mathrm{\Theta }^2=\gamma _i(9\theta _{(i)}^2+6\theta _{(i)}\theta +\theta ^2)1$$
(35)
If $`\theta `$ is chosen so that $`\theta _{(i)}`$ commutes with $`\theta `$, as can be shown to be the case for the ansätze for $`\theta `$ (32) or (33), this can be rewritten as

$$\gamma _iU_{(i)}^21,U_{(i)}3\theta _{(i)}+\theta $$
(36)
Then (19) implies

$$\left(144\underset{j}{}A_{ij}\gamma _j+\gamma _iU_{(i)}^2\right)\chi _{}=0.$$
(37)
for each $`i=1,\mathrm{},9`$, with, as seen above, no condition on $`\chi _+`$. In a basis in which $`U_{(i)}^2`$ is diagonal for each $`i=1,\mathrm{},9`$, this can only have solutions if $`A_{ij}`$ is also diagonal,

$$A_{ij}=diag(\mu _1^2,\mu _2^2,\mathrm{},\mu _9^2)$$
(38)
for some constants $`\mu _i`$. Let the skew eigenvalues of $`U_{(i)}`$ be $`\rho _{I(i)}`$, $`I=1,\mathrm{},8`$, so that $`U_{(i)}^2`$ is a symmetric matrix with eigenvalues $`\rho _{I(i)}^2`$, each with 2-fold degeneracy. Then if $`\chi _{}`$ is chosen as an eigenvector $`\chi _I`$ satisfying

$$U_{(i)}^2\chi _I=\rho _{I(i)}^2\chi _I$$
(39)
for some $`I`$, then it defines a Killing spinor providing that $`A_{ij}`$ is given by (38) with the 9 coefficients $`\mu _i`$ determined to be

$$144\mu _i^2=\rho _{I(i)}^2$$
(40)
There will be (at least) 2 such extra Killing spinors, as each eigenvalue has (at least) two-fold degeneracy.

Given this choice of $`A_{ij}`$, a second pair of eigenspinors $`\chi _J`$ ($`JI`$) will also give extra Killing spinors if and only if

$$\rho _{J(i)}^2=\rho _{I(i)}^2$$
(41)
for each $`i`$. If there is an $`N`$-fold degeneracy in the eigenvalues $`\rho _{I(i)}^2`$,

$$144\mu _i^2=\rho _{J_1(i)}^2=\rho _{J_2(i)}^2=\mathrm{}=\rho _{J_N(i)}^2$$
(42)
for all $`i`$, then there are $`2N`$ such extra Killing spinors, and the solution will have a total of $`16+2N`$ Killing spinors.

Given a flux defined by $`\xi `$, and any choice of $`I`$, the matrix $`A_{ij}`$ can be chosen as in (38),(40) so that the two spinors $`\chi _I`$ with $`\mathrm{\Theta }^2`$ eigenvalues $`\lambda _I^2`$ are Killing spinors. Next we turn to the conditions for degeneracy, (41). In a basis in which the anti-symmetric matrix $`\theta `$ is skew-diagonal with skew eigenvalues $`\lambda _I`$, then $`\theta _{(i)}`$ is also skew-diagonal for either ansatz (32) or (33); let its eigenvalues be $`\lambda _{I(i)}`$, and define $`k_{I(i)}`$ by

$$\lambda _I+\lambda _{I(i)}=2k_{I(i)}.$$
(43)
Then

$$\rho _{I(i)}=3\lambda _{I(i)}+\lambda _I=2(\lambda _I3k_{I(i)}).$$
(44)
For ansatz (32) $`\rho _{I(9)}=4\lambda _I`$, while for ansatz (33), $`\rho _{I(8)}=\rho _{I(9)}=2\lambda _I`$, so that (41) implies

$$\lambda _I^2=\lambda _J^2$$
(45)
and hence either $`\lambda _I=\lambda _J`$, or $`\lambda _I=\lambda _J`$. If $`\lambda _I=\lambda _J=0`$, then (41),(44) implies

$$k_{I(i)}^2=k_{J(i)}^2$$
(46)
for each $`i`$. If $`\lambda _I=\lambda _J0`$, then (41),(44) implies

$$(k_{I(i)}k_{J(i)})(3k_{I(i)}+3k_{J(i)}2\lambda _I)=0$$
(47)
so that either $`k_{I(i)}=k_{J(i)}`$, or $`3k_{I(i)}+3k_{J(i)}=2\lambda _I`$. Similarly, if $`\lambda _I=\lambda _J0`$, then either $`k_{I(i)}=k_{J(i)}`$, or $`3k_{I(i)}3k_{J(i)}=2\lambda _I`$.

Let us now analyse the 4-parameter ansatz (32) in detail, before briefly returning to the 7-parameter case (30) at the end. For (32), the eigenvalues $`\lambda _I`$ (29) are of the form

$$\lambda _I=\underset{a}{}L_{Ia}m_a$$
(48)
where each coefficient $`L_{Ia}=\pm 1`$. Then for $`i=1,\mathrm{},8`$,

$$k_{I(i)}=L_{Ia}m_a,\mathrm{with}a=[(i+1)/2]$$
(49)
where $`a`$ is the integer part of $`(i+1)/2`$, so that for example $`k_{I(3)}=k_{I(4)}=L_{I2}m_2`$. Then $`k_{I(i)}^2=m_a^2`$ with $`a=[(i+1)/2]`$. This implies (46) for all $`I,J`$. Thus if $`\lambda _I=\lambda _J=0`$, then $`\chi _I`$ and $`\chi _J`$ are both Killing spinors, provided the $`\mu _i`$ are chosen as in (40), and $`N2`$.

For at least one value of $`a`$, $`L_{Ia}=L_{Ja}`$, while for at least one other value of $`a`$ $`L_{Ia}=L_{Ja}`$, so that for some $`i`$, $`k_{I(i)}=k_{J(i)}`$ and for others $`k_{I(i)}=k_{J(i)}`$. Consider next the case $`\lambda _I=\lambda _J0`$. Then for those $`i`$ for which $`k_{I(i)}=k_{J(i)}`$, (41) is satisfied, while for those $`i`$ for which $`k_{I(i)}=k_{J(i)}`$, (47) implies that $`k_{I(i)}=0`$, which in turn implies $`m_a=0`$ for those $`a=[(i+1)/2]`$. Similarly, if $`\lambda _I=\lambda _J0`$, then for those $`i`$ such that $`k_{I(i)}=k_{J(i)}`$ the masses $`m_a`$ must vanish for those $`a=[(i+1)/2]`$.

Thus if $`A_{ij}`$ is chosen so that $`\chi _{}=\chi _I`$ defines an extra Killing spinor, then the conditions (with the 4-parameter ansatz) that $`\chi _J`$ gives rise to a further Killing spinor are as follows. First, $`\lambda _I^2=\lambda _J^2`$. If $`\lambda _I=0`$, no further conditions are needed. If $`\lambda _I0`$, then one or more of the mass parameters $`m_a`$ must be set to zero.

We will now summarise the degeneracy numbers $`N`$ for each case, and so give the total number $`16+2N`$ of Killing spinors. First, for generic $`A_{ij}`$, there are no extra Killing spinors, $`N=0`$, and there are just the $`16`$ standard Killing spinors. If the $`A_{ij}`$ are chosen as in (38),(40) for some $`I`$, then $`N1`$ and there are at least two extra Killing spinors, giving at least 18 supersymmetries. If one of the parameters is set to zero, $`m_4=0`$ say, then $`N=2`$ and there are at least 20 Killing spinors. If two parameters are set to zero, $`m_3=m_4=0`$ say, then $`N=4`$ and there are 24 supersymmetries. If three masses are set to zero, then $`N=8`$ and the maximally supersymmetric solution of  is recovered. If, on the other hand, the parameters are chosen to give $`\lambda _I=0`$ but with all $`m_a`$ non-zero, then there are no extra supersymmetries. If the masses are chosen so that in addition some of the other eigenvalues $`\lambda _J`$ vanish, then there will be further supersymmetries. The parameters $`m_a`$ can be chosen with them all non-zero so that 1,2 or 3 of the eigenvalues $`\lambda _I`$ vanish, giving $`N=1,2`$ or $`3`$ and so 18,20 or 22 supersymmetries respectively.

The Killing spinors take the form (15) where the spinor $`\chi =(\chi _+,\chi _{})`$ is given in terms of constant spinors $`\psi _+,\psi _{}`$ by (23). The spinors $`\psi _+`$ are unconstrained, giving 16 standard Killing spinors, while the spinors $`\psi _{}`$ are restricted to be $`2N`$ eigenspinors of $`U_{(i)}^2`$ with eigenvalue (40). Then on this $`2N`$ dimensional space, $`U_{(i)}=12\mu _iJ`$, where $`J=ϵ1_{N\times N}`$ and satisfies $`J^2=1`$. Then $`\epsilon =(\epsilon _+,\epsilon _{})`$ with

$$\epsilon _{}=\chi _{},\epsilon _+=\chi _++\frac{1}{\sqrt{2}}\underset{i}{}x^i\gamma _i\mu _iJ\chi _{}$$
(50)
Similarly, on this $`2N`$-dimensional space, $`\theta `$ is skew-diagonal with $`\theta =\lambda J`$ for some $`\lambda `$, so that

$$\chi _{}=\mathrm{exp}\left(\frac{1}{12}x^{}\theta \right)\psi _{}=\mathrm{cos}(\lambda x^{}/12)\psi _{}\mathrm{sin}(\lambda x^{}/12)J\psi _{}$$
(51)
and $`\psi _{}`$ is restricted to lie in the $`2N`$-dimensional eigenspace. Note that if $`\lambda =0`$ then the $`\chi _{}`$ are independent of $`x^{}`$. Similarly, $`\psi _+`$ can be decomposed into eigenspinors of $`\theta `$, allowing the exponential in (23) to be calculated explicitly.

We now present explicit examples of the above cases. Let us first consider the cases with more than 18 supersymmetries obtained when one of the $`m_a`$ is zero for generic non-vanishing $`\lambda _I`$. Without loss of generality we set $`m_4=0`$. For this case we have $`\lambda _1=\lambda _2`$ which corresponds to preservation of 20 supersymmetries in general. The solution is given by

$`\xi `$ $`=m_1dx^{129}+m_2dx^{349}+m_3dx^{569}`$ (52)
$`H=`$ $`\frac{1}{36}(2m_1m_2+m_3)^2(x_1^2+x_2^2)`$
$`\frac{1}{36}(m_1+2m_2+m_3)^2(x_3^2+x_4^2)`$
$`\frac{1}{36}(m_1m_22m_3)^2(x_5^2+x_6^2)`$
$`\frac{1}{36}(m_1m_2+m_3)^2(x_7^2+x_8^2+4x_9^2)`$
Note that in general the extra Killing spinors will depend on all coordinates. If we set $`m_1=m_2=m_3`$ then they are independent of $`x_1,\mathrm{},x_6`$. On the other hand if we set $`m_3=m_1+m_2`$ (which means $`\lambda _1=\lambda _2=0`$) then they are independent of $`x_7,x_8,x_9`$ and $`x^{}`$ and moreover four of the 16 Killing spinors (14) are then also independent of $`x^{}`$. This has a metric which is the product of a pp-wave metric in eight dimensions with $`\text{𝔼}^3`$, but the flux has non-trivial components in one of the directions in $`\text{𝔼}^3`$, so that this solution can be regarded as a product of a nine-dimensional solution with $`\text{𝔼}^2`$.

If we further set $`m_3=0`$ then the solution preserves 24 supersymmetries in general and the extra Killing spinors will still depend on all coordinates. If $`2m_1=m_2`$ then the extra Killing spinors are independent of $`x_1,x_2`$. On the other hand if $`m_1=m_2`$ (which means $`\lambda _1=\lambda _2=\lambda _3=\lambda _4=0`$) then they are independent of $`x_5,x_6,x_7,x_8,x_9`$ and $`x^{}`$. In this case 8 of the 16 standard Killing spinors (14) are also independent of $`x^{}`$. This has a metric which is the product of a pp-wave metric in six dimensions with $`\text{𝔼}^5`$, but again the flux has non-trivial components in one of the directions in $`\text{𝔼}^5`$. Finally, if we further set either $`m_2=0`$ or $`m_1=0`$ we recover the maximally supersymmetric solution of .

Next we consider cases of more than 18 supersymmetries with some $`\lambda _I=0`$. In this case the extra Killing spinors defined by $`\chi _I`$ do not depend on $`x^9`$ or $`x^{}`$. If we set $`\lambda _1=\lambda _2=0`$ then we deduce $`m_4=0`$ which leads us back to one of the cases above with 20 supersymmetries. On the other hand if we set $`\lambda _1=\lambda _3=0`$, which can be achieved by setting $`m_1=m_2`$ and $`m_3=m_4`$, then we get something new. The solution now takes the form

$`\xi `$ $`=m_1(dx^{129}dx^{349})+m_3(dx^{569}+dx^{789})`$ (53)
$`H=`$ $`\frac{1}{4}(m_1)^2(x_1^2+x_2^2+x_3^2+x_4^2)`$
$`\frac{1}{4}(m_3)^2(x_5^2+x_6^2+x_7^2+x_8^2)`$
and generically preserves 20 supersymmetries. Note that for this case 4 of the 16 standard Killing spinors (14) are also independent of $`x^{}`$.

An interesting special case is when in addition we have $`\lambda _1=\lambda _3=\lambda _5=0`$ which can be achieved by setting $`m_1=m_2=m_3=m_4`$. The solution then takes the form

$`\xi `$ $`=m_1(dx^{129}dx^{349}+dx^{569}+dx^{789})`$ (54)
$`H=`$ $`\frac{1}{4}(m_1)^2(x_1^2+x_2^2+x_3^2+x_4^2+x_5^2+x_6^2+x_7^2+x_8^2)`$
and preserves 22 supersymmetries. For this case the extra 6 Killing spinors are independent of $`x^9`$ and $`x^{}`$ but are dependent on $`x_1,\mathrm{},x_8`$. In addition 6 of the 16 standard Killing spinors (14) are also independent of $`x^{}`$. Note that if we reduce on the $`x_9`$ direction we obtain a type IIA pp-wave solution that preserves 22 supersymmetries. This solution does not have a further Killing direction and so T-duality cannot be used to relate this to a IIB pp-wave solution. Thus such type IIA pp-wave solutions with 22 supersymmetries could not be obtained by starting with IIB solutions and T-dualising as in . Note that if we dimensionally reduce the D=11 solution along the $`x^{}`$ direction we obtain a type IIA D0-brane solution that preserves 12 supersymmetries.

Finally we turn to the 7-parameter ansatz (30). For generic parameters, the $`A_{ij}`$ can again be chosen to give 18 supersymmetries. Note that the expression for the Killing spinors (50),(51) discussed above for the 4-parameter case is also valid for this case. In the 7-parameter case, the analysis of the conditions for further supersymmetries is more complicated, but some simple cases can be analysed. If certain sets of four of the parameters vanish, e.g. if $`n_4=n_5=n_6=n_7=0`$, then the ansatz is equivalent (after a relabelling) to the ansatz (29) with one of the parameters vanishing $`m_a`$, and hence gives at least 20 supersymmetries as discussed above. On the other hand, if certain sets of three parameters vanish e.g. $`n_1=n_2=n_3=0`$, then there are different configurations with 20 supersymmetries. The special case in which $`n_4=n_5=n_6=n_7=n`$ leads to a solution

$`\xi `$ $`=n(dx^{246}+dx^{257}dx^{347}+dx^{356})`$ (55)
$`H=`$ $`n^2(x_2^2+x_3^2)`$
In this case $`\lambda _6=\lambda _3=0`$ and $`\chi _6`$ and $`\chi _3`$ are the extra Killing spinors, which are independent of $`x^{}`$. Since $`\lambda _1=\lambda _2=\lambda _7=\lambda _8=0`$ we conclude that 12 of the 16 standard Killing spinors are also independent of $`x^{}`$. The extra Killing spinors are also independent of $`x^4,\mathrm{},x^9`$. This solution has a metric which is the product of a four dimensional pp-wave with $`\text{𝔼}^7`$ and the flux depends on three directions in $`\text{𝔼}^7`$.

It is interesting to observe that with the same $`\xi `$ we can obtain a different solution preserving 20 supersymmetries:

$`\xi `$ $`=n(dx^{246}+dx^{257}dx^{347}+dx^{356})`$ (56)
$`H=`$ $`\frac{1}{9}n^2(x_2^2+x_3^2+x_4^2+x_5^2+x_6^2+x_7^2)\frac{4}{9}n^2(x_1^2+x_8^2+x_9^2)`$
Now $`\chi _4`$ and $`\chi _5`$ are the extra Killing spinors and we have $`\lambda _4=\lambda _5=4n`$. This means that while 12 of the 16 standard Killing spinors are still independent of $`x^{}`$ the extra Killing spinors are not, and moreover depend on all coordinates.

Another case peserving 20 supersymmetries with $`n_1=n_2=n_3=0`$ can be obtained if we set $`n_4=n_5=n_6=n_7=n`$. The solution is given by

$`\xi `$ $`=n(dx^{246}+dx^{257}+dx^{347}+dx^{356})`$ (57)
$`H=`$ $`\frac{1}{9}n^2(x_1^2+x_3^2+x_5^2+x_6^2+x_8^2+x_9^2)\frac{4}{9}n^2(x_2^2+x_4^2+x_7^2)`$
and since all $`\lambda _I`$ are non-zero, all Killing spinors depend on $`x^{}`$. The extra 4 Killing spinors depend on all $`x^i`$.

Finally we note that a solution with 22 supersymmetries can be found by setting all seven of the $`n_i`$ to be equal to $`n`$. In this case the solution is given by

$`\xi `$ $`=n(dx^{123}+dx^{145}+dx^{167}+dx^{246}+dx^{257}+dx^{347}+dx^{356})`$ (58)
$`H=`$ $`n^2(x_2^2+x_4^2+x_6^2)\frac{1}{4}n^2(x_8^2+x_9^2)`$
All $`\lambda _I`$ are non-zero and thus all Killing spinors depend on $`x^{}`$. The 6 extra Killing spinors do not depend on the co-ordinates $`x_1,x_3,x_5,x_7`$.

In conclusion we have demonstrated that there are solutions of M-theory with extra supersymmetries i.e. more than 16 and less than 32. In particular we have explicitly demonstrated solutions with 18,20,22 and 24 Killing spinors. It is possible that the seven-parameter ansatz (30) allows for further possibilities, but this seems unlikely. It is straightforward to see that the Penrose limits of various intersecting branes with $`AdS\times Sphere`$ factors explicitly discussed in  lead to special cases of our solutions. It would be interesting to know whether all of our solutions can be obtained as Penrose limits.

Now that the forbidden region of solutions preserving between 1/2 and all supersymmetries has been broached here and in  it is natural to wonder, as in , whether all fractions are in fact obtainable. Perhaps the kind of analysis of  might provide some further insight into exotic fractions of supersymmetry.

Note Added: In the final stages of writing up this work we became aware of  which has significant overlap with the work here.

## Acknowledgements

We would like to thank Jaume Gomis for helpful discussions. Both authors are supported in part by PPARC through SPG $`\mathrm{\#}`$613.