The Astrophysical Journal,accepted (2014) PreprinttypesetusingLATEXstyleemulateapjv.5/2/11 STATISTICAL MECHANICS OF COLLISIONLESS ORBITS. IV. DISTRIBUTION OF ANGULAR MOMENTUM Liliya L. R. Williams1, Jens Hjorth2, and Rados law Wojtak2 Received 2013 August 12; accepted 2014 January 8 ABSTRACT It has been shown in previous work that DARKexp, which is a theoretically derived, maximum entropy, one shape parameter model for isotropic collisionless systems, provides very good fits to 4 simulated and observed dark-matter halos. Specifically, it fits the energy distribution, N(E), and 1 the density profiles, including the central cusp. Here, we extend DARKexp N(E) to include the 0 distribution in angular momentum, L2, for spherically symmetric systems. First, we argue, based on 2 theoretical,semi-analytical,andsimulationresults,thatwhiledark-matterhalosarerelaxedinenergy, n they are not nearly as relaxed in angular momentum, which precludes using maximum entropy to a uniquely derive N(E,L2). Instead, we require that when integrating N(E,L2) over squared angular J momentaoneretrievestheDARKexpN(E). StartingwithageneralexpressionforN(E,L2)weshow 0 how the distribution of particles in L2 is related to the shape of the velocity distribution function, 2 VDF, and velocity anisotropy profile, β(r). We then demonstrate that astrophysicallyrealistic halos, ] as judged by the VDF shape and β(r), must have linear or convex distributions in L2, for each O separate energy bin. The distribution in energy of the most bound particles must be nearly flat, and become more tilted in favorofradialorbits for less bound particles. These results areconsistentwith C numericalsimulationsandrepresentanimportantsteptowardsderiving the full distributionfunction . h for spherically symmetric dark-matter halos. p Subject headings: dark matter — galaxies: halos - o tr 1. INTRODUCTION 2010, hereafter Paper I, for a discussion). Several s other works have appeared since (Stiavelli & Bertin a The full dynamical description of relaxed dark-matter 1987;Hjorth & Madsen1991;Spergel & Hernquist1992; [ halos is of fundamental importance for our basic under- Chavanis1998;Levin et al.2008;Lapi & Cavaliere2009; standing as well as for more practical applications in 1 Pontzen & Governato2013). Some ofthese relyonarbi- galaxyformationandevolution,and cosmology. N-body v traryassumptions,whileothersrequiremanyparameters simulations have converged on the properties of dark- 5 to fit halos adequately. matter halos (Navarro et al. 2004; Stadel et al. 2009; 8 Our statistical mechanics approach (Paper I) differs Navarro et al. 2010), though some uncertainty may still 0 from the previous ones in that we work in a different remain arising from finite resolution effects. 5 state space, which we argue is more appropriate for col- . A lot ofwork has been devotedto attempts to explain 1 the density and velocity structure of relaxed halos by lisionless systems, and uses an accurate description of 0 low occupation numbers, which appears to be impor- examining the dynamical processes at work, like mass 4 tant for self-gravitatingsystems (see also Madsen 1996). accretion rate, conservation of radial action, radial or- 1 In Paper I we derived the differential mass, or energy bit instability, etc. (e.g., Le Delliou & Henriksen 2003; : distribution, dM/dE = N(E) for collisionless material v Williams et al. 2004; Lu et al. 2006; Salvador-Sol´e et al. under the assumption that the final steady-state con- i 2007; Ascasibar et al. 2007; Dalal et al. 2010). Though X figuration represents the most likely state, and there- suchphenomenologicalargumentsarevaluableandbring fore can be obtained as a maximum entropy state. Our r insight to the problem, they do not arise directly from a model is called DARKexp, and its energy distribution is fundamental physics. Because the properties of virial- ized dark matter halos appear universal, and are only N(ǫ)=exp(φ0−ǫ)−1, where ǫ=β˜E is the dimension- weakly dependent on initial conditions, like cosmologi- lessenergy,β˜is the inversethermodynamictemperature cal model, local density, etc., it is reasonable to assume (β˜ < 0), and φ = β˜Φ is the dimensionless central po- 0 0 that the structure of halos is governed by physics more tential. fundamental than that described by phenomenology. Unlike other theoretically motivated density profiles Motivated by the possibility of a first principles solu- (King 1966; Lynden-Bell 1967; Madsen 1996), DARK- tion,severalgroupshaveattemptedastatisticalmechan- exp predicts central density cusps. The asymptotic, ics approach. To our knowledge, the first attempts were small r density slope for all central potentials, φ , is 0 made by Ogorodnikov (1957) and Lynden-Bell (1967), dlnρ/dlnr =−1,butforradiiaccessibletoN-bodysim- with somewhat limited success (see Hjorth & Williams ulations,thecentralslopevariesdependingonφ0: φ0<∼4 1School of Physics and Astronomy, University of Min- shyasvteeminsnheravseloipnenserbseltowpeeesnsh−a1lloawnedr−th2a.n−1,whileφ0>∼5 nesota, 116 Church Street SE, Minneapolis, MN 55455, USA; DARKexpappears to be a verygooddescriptor of the [email protected] 2DarkCosmologyCentre, NielsBohrInstitute, Universityof energydistribution anddensity profile of dynamicalsys- Copenhagen, Juliane Maries Vej 30, DK–2100 Copenhagen Ø, tems: galaxyandgalaxyclustersizedark-matterhalosin Denmark;[email protected],[email protected] 2 Williams et al. simulations (Williams et al. 2010, hereafter Paper III), having any mixing in L2. observed galaxy clusters (Beraldo e Silva et al. 2013), Numerically simulated dark-matter halos in equilib- and even many globular clusters (Williams et al. 2012). rium are relaxed in energy as evidenced by their being Beraldo e Silva et al. (2013) compared a range of theo- well fit with DARKexp (Paper III). Figure 1 contains retical and phenomenological models to relaxed galaxy four individual halos and their DARKexp fits that make clusters whose profiles were estimated using strong and up the average shown in that paper. The fit at very weak lensing. DARKexp did better than other theoreti- large negative energies (i.e. for very bound particles) cal models, and performed as well as the best empirical andintermediateenergiesisverygood;atsmallnegative fitting functions. energies (right side of each panel) most of the particles The DARKexp model derivedin Paper I has one limi- are quite far from the halo center, and so may not be in tation: itdescribesthedistributionofparticlesinenergy equilibrium. only, i.e., N(E), and implicitly assumes that the distri- Are the halos equally well relaxed in L2? Appar- bution in angular momentum corresponds to that of a ently not. Wojtak et al. (2013) show that the princi- system with an isotropic velocity ellipsoid. While veloc- pal axes of cosmologically simulated halos are aligned ityanisotropy(hereafter,anisotropy)affectstheshapeof with the local velocity ellipsoids, and the alignment is N(E) only weakly, one still would like to know the full strongestintheinnermostshells. Moreover,theprincipal dynamical description of a system, including the distri- axes are aligned with the large scale structure filaments bution of particles in angular momentum, L. Systems (Libeskind et al. 2013) which implies that the angular considered in this work have no net rotation, so the an- distribution of angular momentum, L, retains the mem- gularmomentumvectorisreducedtoitsmodulus. Dark- ory of the formation process, down to the inner most matterhalosinsimulations,andprobablyintheUniverse regions. Ifmixinginanglewerecomplete,asrequiredby arenotisotropic. Thereforeoneneedsto extendDARK- fullrelaxation,thesealignmentsshouldhavebeenerased. exp N(E) to include L2. Why are halos not well mixed in L2? We speculate ThispaperisdevotedtoestimatingN(E,L2)fromba- that this is because in a collapsing system, radial forces, sicargumentsandsimplemodels. InSection2wediscuss and hence changes in radial forces, tend to be larger the degree of mixing in energy and angular momentum and longer lasting than tangential ones. The former and argue that a maximum entropy approach may not are largely responsible for mixing in E, while the later be applicable to the problem in hand. Instead we pro- are exclusively responsible for mixing in L2. In other poseanintegralconstraintonN(E,L2). InSection3we words, radial fluctuations in the gravitational potential generate and characterize halos obeying this constraint aremoredominantthantangentialones,wherethelatter and compare to simulated halos. Section 4 provides a are brought about by ellipticity, substructure and merg- summary and an outlook. ing. 2. GENERAL CONSIDERATIONS FOR N(E,L2) 2.2. Failure of maximum entropy arguments for the angular momenta 2.1. The lack of mixing of angular momenta As a consequence, this observation implies that the- Relaxation into equilibrium, or at least into a long- oretical maximum entropy approaches that assume full livedsteadystatecanbedrivenbyanydynamicalprocess mixing in angle andrequire L2 to be partof the entropy that mixes, or redistributes, particle energies and angu- (e.g., Pontzen & Governato 2013), likely cannot capture lar momenta, thereby causing them to be uncorrelated the properties of simulated dark-matter halos. To check withthe correspondinginitialvalues. Dark-matterhalos thatfreeredistributionormixingofL2isnottakingplace insimulationsarenearlyrelaxedsystems,thoughthede- in collapsing systems, we considered the final state of a gree of relaxationis still not clear. In a collisionless sys- system assuming that it does. In other words, we apply tem, mixing in energy is achieved because the particles a maximum entropy argument to L2 as well as to E. To exchange energy with the global time-varying potential do this we extend our derivationpresented in Paper I to (Lynden-Bell 1967), while mixing in angularmomentum include angular momentum. As in that paper, a maxi- isaccomplishedthroughtorqueswhicharepresentinany mum entropy procedure is applied, where in addition to system that deviates from spherical symmetry. the total energy and total mass, a quantity relating to We now argue that dark-matter halos are not as well the total angular momentum is also held fixed. Apart relaxedinangularmomentumastheyareinenergy. This from the fact that there are now three, rather than two, difference in the degree of relaxation in the two param- Lagrange multipliers, the maximization of entropy pro- eters, E and L2, is possible because relaxation in en- cedureisthesameastheoneusedtoderivetheisotropic ergy and in angular momentum can proceed relatively DARKexp. The final derived distribution has the form independently of each other, at least in some systems. One example is the Extended Secondary Infall Model N(E,L2)∝exp(β˜Φ −β˜E−γLξ)−1, (1) 0 (ESIM), described in Williams & Hjorth (2010, here- after Paper II) and some earlier works (Ryden & Gunn which is analogous to Equation (30) of Hjorth (1994). 1987;Williams et al.2004). ESIMsystemsrelaxthrough (Note that β˜in the aboveis not to be confused with the spherically symmetric collapse in which particles/orbits velocity anisotropy. We denote the velocity anisotropy keep their initial L2 throughout the evolution. Even by β or β(r).) though L2 of individual particles do not change at all, In general, there is no analytical way to derive the the corresponding E does change significantly, and the densityprofilesfromEquation(1). Wethereforeusedan final virialized halos are well fit with DARKexp. There- iterative procedure, similar to the one used in Paper II, foremixingandrelaxationinE canbeachieved,without to obtain the corresponding density profiles. We exper- DARKexp: Distribution of angular momentum 3 imented with several combinations of parameters γ and the density profile, with little dependence on the veloc- ξ (see Appendix A for details). Some parameter combi- ity anisotropy. The velocity anisotropy is defined in the nations did not produce viable halos, i.e., did not con- usualway,β(r)=1−[σ (r)/σ (r)]2,whereσ andσ are θ r θ r verge. Those that did converge had velocity anisotropy velocity dispersions in one of the tangential directions, profilesthatwereisotropicatsmallradiiandbecametan- and radial direction, respectively. Anisotropy is deter- gentially anisotropic at large radii. Because no dynami- mined by the distribution of particles/orbitsin L2. This callyproducedcollisionlesssystemsisknowntohavesuch meansthatagivenρ(r), coupledwithdifferentformsfor anisotropy, and because it seems unlikely that any dy- β(r), will result in nearly the same N(E). The insensi- namicalprocesswouldleadtosuchasystem,weconclude tivityofN(E)to velocityanisotropywaspointedoutby that systems described by Equation (1), with γ 6= 0, do Binney & Tremaine (2008) (their Section4.4 andFigure not exist in simulations, or the real Universe. 4.15b)using isotropicandfully radiallyanisotropicJaffe Onecouldarguethatthechoiceofapowerlawformfor models. L in Equation (1) is limiting, and there could be other This lack of sensitivity of N(E) to the veloc- functional forms that would produce realistic systems. ity anisotropy ensures that DARKexp density pro- While possible, we speculate that the general behaviour file, derived for isotropic orbits, should also describe of solutions will be similar to that displayed by Equa- anisotropiccosmologicalN-body simulatedhalos,aswas tion (1), regardless of the what function of L is used. shown explicitly in Paper III. The recent finding by A more thorough investigation is needed to explore this Beraldo e Silva et al.(2013)thatDARKexpdensitypro- question. files provide very good fits to observed galaxy clusters, Though Equation (1) cannot be solved analytically to whosegalaxies(Biviano & Poggianti2009;Biviano et al. produce ρ(r) in general, in Appendix B we consider a 2013)anddarkmatter (Host et al.2009)appearto have special case that can be solved analytically. In this case radialvelocityanisotropyatlargeradii,isalsoconsistent the density profile is withtheenergydistributionbeinglargelyindependentof anisotropy. ρ(r)= 1 − β˜ 2/(ξ−2) 2+ξ r−4(ξ−1)/(ξ−2), (2) In Section 3 we will use Equation (3) to arrive at the 4π(cid:16) γξ(cid:17) (cid:16)2−ξ(cid:17) full distribution of particles in E and L2, or N(E,L2). where β˜ < 0, γ < 0, and −2 < ξ < 0. Equation (2) is a power law, ranging in slope between ρ ∝ r−2 and 3. DISTRIBUTION OF L2 IN HALOS ρ ∝ r−3. These are grossly inconsistent with the pro- We generateas widea rangeofN(E,L2)distributions files obtained in simulations, whose slopes are not con- aspossible,allsatisfyingEquation(3). N(E)isidentical stant, and steepen with radius from around −1 to −3 forallsystems,andthedensityprofilesaresimilarforall well within the virial radius (e.g., Navarro et al. 1997). halos(DARKexpφ =4). Themajordifferencebetween Because Equation (1) does not seem to produce sys- 0 systems is in the velocity dependent properties, which tems with realistic density profiles and constant or in- are related to the L2 distribution. We then ask how the creasing velocity anisotropy profiles, we conclude that distributionof particles in angularmomentumrelates to the maximum entropy argument cannot be used to de- the astrophysically relevant halo quantities, namely the rive the energy and angular momentum distribution of velocity distribution function, VDF, and the anisotropy dynamicallyevolvedcollisionlesssystems. Thecombined profile, β(r). Here we will mostly deal with the radial evidence of the arguments presented above leads us to VDF, which is a histogram of radial speeds of particles conclude that dynamically evolved collisionless systems (with respect to the halo center) in a specified radial are not as well relaxed in angular momentum as they range within the halo. are in energy; in other words, the particle angular mo- menta L, and hence their moduli L are not as freely InordertofindarelationbetweenN(E,L2),theVDF and β(r), we need to quantify these properties in a suc- redistributed during evolution as their energies. cinct way, such that, for example, the entire β(r) profile 2.3. Proposed integral form for N(E,L2) isrepresentedbyasinglevalue. WedothisinSection3.2. Eventhoughallourhalosarephysicallypossible,notall Our hypothesis that mixing in E is achievedrelatively are astrophysically realistic. For example, an astrophys- quicklyandefficiently,whilemixinginL2isnot,suggests ically realistic halo cannot have large (spherically aver- that the general form for N(E,L2) should be aged) β(r) at small radii. We then isolate N(E,L2) dis- L2max(E) tributionsthatgiverisetoastrophysicallyrealisticVDFs N (E)= N(E,L2)dL2. (3) and anisotropy profiles. DARKexp Z 0 Here N(E,L2) is non-separable, and upon integration 3.1. Generating the L2 distributions over all angular momenta gives DARKexp N(E). This meansthatsystemsthathaveDARKexpN(E)canhave The general method for generating N(E,L2) uses arangeofL2distributions. ThedifferenttypesofL2dis- Equation (3). We start with the DARKexp form for tributionscan,forexample,comeaboutasaconsequence N(E), and at each energy distribute particles in L2 ac- of different formationscenarios,suchas cosmologicalvs. cording to some prescription. (Same method as used in isolated collapse. Paper III.) We work with dimensionless energy units, ǫ, Equation(3)isalsoconsistentwithanunrelatedprop- defined in Paper I, and ℓ2 = L2/L2 , where L (ǫ) is circ circ ertyofdifferentialenergydistributionsingeneral. Differ- theangularmomentumforacircularorbitatthatenergy. ential energy distributions, N(E), depend primarily on Weuseatotalofeightdifferentprescriptions. Hereisone 4 Williams et al. example: (inset) VDF. We denote the radial VDF distribution by N (u ), where u =v /σ , and σ is the radial velocity N(ǫ,ℓ2)=NDARKexp(ǫ)h1− c+a 1(cid:16)φ0φ−0 ǫ(cid:17)bi−1 (4) dniousrprmerasrliiozendattot1h,atr0r∞adNiruusr.(ruTr)hdeuarre=ra1u.ndFeorreaallchthVeDhFaloiss φ −ǫ b c we considered tanRgential VDFs peak at ut = 0. This is × 1−a 0 ℓ2 . not so for radial VDF, which sometimes show deficits of h (cid:16) φ0 (cid:17) (cid:16) (cid:17) i orbits at small radial speeds. In this case the third ra- The first square bracket contains the normalization fac- dialbinfromthecenter(bluehistogram)showsacentral tor, which depends on energy, while the second square ‘crater’. The lower right panel shows the density pro- bracket contains the dependence on L and energy. This file, ρ(r) aslog(ρr2) (thick solidline), ofDARKexpwith makesN(E,L2)non-separable(asistrueforallourpre- φ0 = 4, and the anisotropy profile, β(r) (dashed line). scriptions). Another example is The thin solid line is the NFW profile shown here for comparison. Thehorizontalaxisisinunitsofr−2,thera- N(ǫ,ℓ2)=N (ǫ) b−1c1/b φ0−ǫ −a/b dius where the logarithmicdensity slope, dlnρ(r)/dlnr, DARKexp h (cid:16) φ0 (cid:17) is equal to −2. × tcirc e−tt1/b−1dt −1e−t, (5) 3.2. Characterizing the L2 distributions Z0 i ToseehowthedistributioninL2isrelatedtotheVDF t=c−1 φ0−ǫ aℓ2b, shape and β(r), we need to characterize all three quan- (cid:16) φ0 (cid:17) tities with simple parameters. We start with the L2 distribution. For any where the expression in the square brackets is the nor- given energy ǫ, the distribution of particles in ℓ2 ≡ malizationfactor,andisproportionaltothelowerincom- (L/Lcirc)2 is denoted by NL2(ℓ2), which is normalized, plete gamma function, with t being t when L=L , orℓ=1. Notethatconstantscair,cb,andcinEquationsc(ir4c) 01NL2(ℓ2)dℓ2 = 1, where, by definition, ℓ2 runs from 0 and(5) arenotthe same. DifferentrealizationsofEqua- tRo1. WedefinethecurvatureoftheNL2(ℓ2)distribution tions(4)and(5)usearangeofvaluesfortheseconstants. for a given ǫ as We used density profiles for DARKexp φ = 4; other 0 1 rveasluuletss.of Eφa0chanLd2otdhisetrritbyupteiosnofrepsuroltfisleisngaivedisffimerielnart K˜(ǫ)= R0[NL2(ℓ2)−NL2(ℓ2m)]dℓ2 −1, K= K˜(ǫ) anisotropy profile. Figure 2 shows the anisotropy pro- [NL2(0)−NL2(ℓ2m)]ℓ2m/2 D Eallǫ filesofallthehalosusedinthispaper. Theyspanawide (6) rangeofpossibilities. Thesubsetoftheseprofilesthatare where ℓm is the largest ℓ where NL2(ℓ2) is non-zero. In similar to those in cosmological N-body ΛCDM simula- the upper left panel of Figure 4, the distributions corre- tions areshownas blackcurvesin Figure3. The simula- spondingtothemostboundparticles(blackandredhis- tionsarerepresentedherebytworecentworks. Theblue tograms)haveℓ =1,whilethedistributioncorrespond- m curveis the averageprofile fromFig. 3bof Ludlow et al. ing to the least bound particles (blue histogram) has (2011). The greencurves are the averageand upper and ℓ2 = 0.76, and near circular orbits are completely ab- lower limits of relaxed systems taken from Lemze et al. m sent. Inwords,Equation(6)isanexpressionforthecur- (2012) (blue curves in their Fig. 13). Because their ra- dius is in units of the virial radius while our systems do vatureofthelineconnectingthehighestpointofNL2(ℓ2), not have a defined virial radius, we scaled their horizon- i.e.,atℓ=0andthelowestpoint,NL2(ℓ2 =jm2). K(ǫ)is 0forstraight-linedistributions,negativeforconvex(sag- taasltahxeisLtuodhloawveettheals.a(m20e1v1e)lodcaittya.anTishoitsrompayyvanloutebaetrt−h2e ging)NL2(ℓ2)distributions,andpositiveforconcave(up- optimal scaling, but whatever scaling one adopts, it is ward‘bulging’)NL2(ℓ2)distributions. Thecurvaturesof clear that different simulations do not completely agree all six histograms in this figure are positive, K >0. with each other. This is also clear from the examina- We define two more quantities for NL2(ℓ2). The aver- tion of the seven β(r) profiles presented in Fig. 11b of age vertical extent of the NL2(ℓ2) histograms, Navarro et al. (2010). In Figure 4 we show an example of one of our halos. ∆¯ = NL2(ℓ=0)−NL2(ℓ=1) , (7) The upper left panel shows one possible prescription for D Eallǫ the distribution in (L/Lcirc)2 of particles binned by en- andthe vertical rms dispersion betweenthe NL2(ℓ2)his- ergy into six energy ǫ bins. The most bound particles tograms, which we call ∆ . It quantifies how spread rms (black and red histograms) show nearly uniform distri- out the histograms at various energies are. If the distri- bution in L2. A perfectly uniform distribution would butions in NL2(ℓ2) coincide at all energies, then ∆rms = resultinanisotropic system(Williams et al.2010). The 0. For the halo shown in Figure 4, ∆¯ = 1.26 and leastbound particles(magentaandblue histograms)are ∆ =0.26. rms biased toward radial orbits, and the near circular orbits Next, we quantify the shape of the VDF. Because our arecompletely absentattheseenergies. Theupper right ultimategoalistoseparateplausiblehalosfromimplausi- panelhasthe full N(E,L2)distribution,shownwithlin- ble ones we are especially interestedin the crater,which ear and log vertical axis. The magenta line represents we consider unphysical. (VDFs of N-body simulations circular orbits. The linear plot shows that for the least are either flat-topped or peaked at small speeds, see bound particles, at ǫ>∼2, near circular orbits are absent. Kuhlen et al. 2010; Hansen & Sparre 2012). Let urm be Thelowerleftpanelhasradial(mainplot)andtangential the radialspeedwhere N (u ) is the largest. For VDFs ur r DARKexp: Distribution of angular momentum 5 thatpeakatur =0,urm =0,butforthosewithacrater, For less negative energies the NL2 distributions favor u >0. The fractional area of the radial VDF crater is low angular momentum orbits, but in such a way that rm urm NL2 is convex. The larger the ∆¯ the larger the velocity anisotropy at large r. These anisotropy profiles are not Υ= Z [Nur(ur=urm)−Nur(ur)]dur. (8) dissimilarto thoseseenincosmologicalsimulations,rep- resentedhere by two recent works,Ludlow et al. (2011); 0 Lemze et al. (2012); see Section 3.1 for details. In the case of Figure 4 the blue VDF in the lower left Unfortunately, Figure 6 does not provide a com- panel has Υ=0.058. pletely clean separation because the shapes of VDF and Finally, we quantify the shape of the anisotropy pro- anisotropy profiles depend on the detailed properties of file, β(r). We consider β(r) to be realistic if it is either the L2 distribution,whichcannotbe fully capturedwith increasing or staying constant with radius, and nearly simple global parameters. In Figure 8 we show three zero(i.e., isotropic)atverysmallradii. (We removeand more systems inside the diagonal rectangle of Figure 6. donotconsidersystemswithanisotropyprofilesthatare The top set of panels shows a system that is correctly monotonicallyfallingatallradii.) Withthatinmind,we define β0 to be the value at log(r/r−2)=−1.5 and βmin cealivmei,naantedditbyhaosuVr DcrFitecrriaataerssu.nTrehaelimstiidc:dlietsseNtLo2fipsacnoenls- tobetheminimumvalueattainedintheradialrangebe- isasystemforwhichourselectioncriteriafailbyasmall tween log(r/r−2) = −1.5 and 0. βmin is not always the amount: the system’s B = 0.106, which is just outside sameasβ becausesomeanisotropyprofileshaveminima 0 ourlimitof0.1. Itisrepresentedbyamagentasquarein between log(r/r−2) = −1.5 and 0, and then increase at theupperportionofthediagonalrectangle. Thebottom larger r. We quantify the β profile with B = β +β . 0 min set of panels contains a system where our criteria fail, Thisdefinitionissomewhatarbitrary,andothervariants but in the opposite sense: they eliminate a realistic sys- of B can be adopted. The anisotropy profile shown in the lower right panel of Figure 4 has B =0.02. tem because it has a slightly concave NL2 shape, K >0 (one of the blue dots with a red cross through it). The bottom panels of Figures 7 and 8 were generated 3.3. Relating the L2 distributions to the halo velocity usingtheEquation(4)prescriptionfordistributingorbits properties in L2, while the top panels of Figure 7 and the middle Having characterized NL2, the VDF, and β(r) with panels of Figure 8 were generated using Equation (5). simple parameters, we can now ask how the distribu- Equation(5)(withconstantc>∼0.2)isprobablythebest tionofangularmomentum,NL2,isreflectedinthehalos’ among the ones we tried in terms of generating systems VDF and β(r). In Figure 5 we plot ∆¯ vs. ∆rms, both of thattendtoliemostlyinthediagonalrectangleofrealis- whicharedeterminedfromNL2. Redtrianglepointsrep- tic halos. Note that its dependence on L2 is of exponen- resent halos with VDF craters, Υ>0. Magenta squares tial form e−t(L2), similar to the exponential dependence representhaloswithB >0.1. Bothofthesetypesofsys- on energy in the DARKexp N(E). tems are unrealistic. It is immediately obvious from the ThesystemsinFigure7canbecomparedqualitatively plot that these two types of systems tend to inhabit dif- with typical halos from N-body simulations, shown in ferent parts of the plot, roughly separated by a straight Figure 9. This is based on a sample of 36 cluster-size diagonalline. Mostofthesystemsclosetothelineareas- relaxed halos extracted from a z = 0 snapshot of an trophysically realistic (blue filled dots). However, there N-body simulation of a standard ΛCDM cosmological are some systems with VDF craters that are mixed in model(fordetailsofthesimulationandthehalocatalog, (red triangles among blue dots). see Wojtak et al. 2008). This halo sample has already Figure6showsonlyaportionoftheFigure5diagram; been used for calculating the six-dimensional distribu- it cuts out systems with large ∆¯ and ∆ , which have rms tion function as a function of energy and angular mo- large anisotropies, close to 1, at large radii. In Figure 6 mentum, and testing its phenomenological model with we show that VDF crater systems (Υ > 0) can be iden- radially changing anisotropy (Wojtak et al. 2008). Each tified andhence eliminatedby using another propertyof halo contains from 5×105 to 5×106 particles inside its the NL2(ℓ2) distributions, namely the curvature K, de- virial sphere defined in terms of the mean overdensity, fined by Equation (6). Points marked with red crosses hρi/ρ ≈ 100, where ρ is the present critical den- have K > 0. There is a very close correspondence be- crit crit sity. Theenergydistributionofthesehaloswasalsoused tween red triangles and red crosses. In other words, in Paper III. NL2(ℓ2) distributions that are concave (K > 0) almost We conclude that realistic systems are characterized alwayshaveVDFcraters(Υ>0),andsystemsthathave VDF craters are almost always concave. by two main properties of their NL2: (1) NL2 shapes are straight or convex (K ≤ 0), and (2) the dispersion Figure6showsthatconvexK <0systemsrestrictedto lieintheboxaroundthediagonallinehaverealisticVDF in NL2 for different energies (∆rms) is proportional to andβ(r)profiles. Thisselectionuses∆¯,∆ andK,i.e., the averageverticalextent of the NL2 distributions (∆¯), rms i.e., the systems lie inside the diagonal rectangular box it is based solely on the shape of NL2(ℓ2). In Figure 6 of Figure 6. wehavethereforeaccomplishedourgoalofisolatingNL2 shapes that gives rise to realistic systems. 4. SUMMARY AND CONCLUSIONS Figure 7 shows three examples of realistic halos (blue dots inside the diagonal rectangle in Figure 6). Note WhileDARKexpN(E)wasarrivedatthroughstatisti- thatallthree are isotropicatsmallradii,whichis a con- cal mechanics maximum entropy analysis, the extension sequence of NL2 being nearly flat at very large negative toN(E,L2)consideredinthis paperisnot. Instead,our energies (black and red histograms in the left panels). starting premise was Equation (3), which is the integral 6 Williams et al. equation for the isotropic DARKexp, and is based on cles. WegivetwoexamplesofaprescriptionforN(E,L2) the assumption that obtaining the distribution of parti- that generates realistic systems: Equations (4) and (5). cles in E is different from that in L2. The two different The approximate constant ranges for Equation (4) are: treatments—maximumentropyforE anda phenomeno- 1<a<2, 0.5<b<1.5, and 0.5<c<1.5, and for Equa- logical approach for L2—are appropriate because, as we tion (5): 1<a<3, 0<b<1.5, and c>0.2. argueinSection2,self-gravitatingcollapsingsystemsare WhatcangiverisetosuchN([L/L ]2)distributions? circ free to redistribute their particles in E, but not in L2. We argued above that because the particles are not well Because the redistribution of angular momentum is not mixed in L2, the distribution in L2 probably depends unrestricted, notall portions of the L2 space are equally on the details of the initial conditions and dynamics accessible, making maximum entropy arguments inap- of halo collapse, like radial orbit, and other instabili- propriate. ties, and is possibly somewhat different for isolated vs. By investingating the properties of a large num- cosmological collapses. The advantage of our approach ber of halos all consistent with Equation (3) we con- is that because we considered all astrophysically real- clude that astrophysically realistic halos must have istic systems, it encompasses both of these, as well as N([L/Lcirc]2) distributions (for each energy separately) other possible cases. Our next step is to use the form of that are linear or somewhat convex in (L/L )2. Also, N([L/L ]2) obtained here to generate the distribution circ circ the N([L/L ]2) distribution for most bound particles function f(E,L2), which can be compared to f(E,L2) circ (largestnegativeenergies)mustbeuniform,andbecome measured from N-body simulations (e.g., Wojtak et al. more tilted in favor of radial orbits for less bound parti- 2008). APPENDIX APPENDIX A Suppose some L-distribution is conserved as a part of a statistical mechanical approach, which also conserves total massandenergy. The distributioninenergyandangularmomentumthatcorrespondstothe mostlikelystate isgiven by N(E,L2)∝exp(β˜Φ −β˜E−γLξ)−1. (A1) 0 This is analogous to Equation (30) of Hjorth (1994). We show below that the density profiles that correspond to Equation (A1) are not the same as for DARKexp, and that the velocity anisotropy profiles become more tangential with increasing radius. Thus these systems are very different from those seen in numerical simulations. We note that not all (γ, ξ) parameter combinations produce density profiles. Systems with γ > 0 or ξ < 0 did not converge, and neither did systems with γ ≪ −10 or ξ ≫ 1. In Figure 10 we show two systems that did converge. Their parameters are γ =−1, ξ =0.5, φ =6 (top panels), and γ =−5, ξ =0.2, φ =6. Other systems have similar 0 0 general characteristics. APPENDIX B Here we consider a special sub-class of systems described by Equation (1), which produce analytical solutions. TheN(E,L2)distributioncanberepresentedintheE vs.L2 plane. ForeveryE thereisamaximumL=L =L circ c that corresponds to the circular orbit of that energy. The set of these L forms an ’upper’ envelope in the E vs. L2 c plane. In a general case the density of particles along that envelope will vary as a function of E. Let us suppose that there is a sub-class of systems where the density is constant. Then Equation (A1) reduces to N(E ,L2) =const. on c c that envelope. Equivalently, β˜Φ −β˜E −γLξ =const. Differentiating, we get 0 c c dE γ c =− =const, (B1) dLξ β˜ c because γ andβ˜areconstants fora givensystem. The lefthand side ofEquation(B1)canbe expresseddifferently, as it refers to circular orbits. Circular speed v is given by v2 =rdΦ/dr, and the corresponding energy is E = 1v2+Φ. c c c 2 c Using these we get E = 1rΦ′+Φ, and L2 =r3Φ′, where primes denote differentiation with respect to radius. Next, c 2 c we can obtain expressions for dE /dr and dLξ/dr, and hence c c dE 1 1−(ξ/2) c = r3Φ′ . (B2) dLξ ξr2(cid:16) (cid:17) c Combining Equations (B1) and (B2) we get β˜ 2/(ξ−2) Φ′(r)= − r(2−3ξ)/(ξ−2). (B3) (cid:16) γξ(cid:17) Integrating, we have β˜ 2/(ξ−2) (2−ξ) Φ(r)= − r2ξ/(2−ξ)+C, (B4) (cid:16) γξ(cid:17) 2ξ DARKexp: Distribution of angular momentum 7 and applying the Poisson equation finally gives Equation (2): 1 β˜ 2/(ξ−2) 2+ξ ρ(r)= − r−4(ξ−1)/(ξ−2). (B5) 4π(cid:16) γξ(cid:17) (cid:16)2−ξ(cid:17) Not all combinations of parameters β˜, γ, ξ are allowed. The factor [−β˜/(γξ)]2/(ξ−2) in the above equations tells us that β˜/(γξ) has to be negative. There are four ways of realizing this, and we discuss these cases separately. In Ia and Ib, the inverse temperature is negative, β˜< 0, as in DARKexp, but in IIa and IIb, it is positive. Note that all four casesguaranteethatdE /dL >0,i.e. thatasthe energyofacircularorbitisincreasing,its angularmomentummust c c increase as well. On the other hand, Equation (B2) can have either sign. Case Ia: β˜<0, γ >0 and ξ >0. In Equation (A1) the term γLξ is independent of energy, so for β˜E →β˜Φ , N(E,L2) can get as small as −1, i.e. it 0 can become negative. This is not allowed, and so this combination of parameters is ruled out. Case Ib: β˜<0, γ <0 and ξ <0. N(E,L2) cannot become negative, so in general, such solutions are allowed. Looking at the factor (2+ξ)/(2−ξ) in Equation(B5) we see that only −2<ξ <0 are allowed. The factor (2−ξ)/(2ξ) in Equation(B4) guaranteesthat the potential is negative, so constant C can be set to zero. The two limiting solutions are: as ξ →0, ρ(r) →r−2, and as ξ →−2, ρ(r)→r−3. Case IIa: β˜>0, γ <0 and ξ >0. N(E,L2) in Equation (A1) can become negative, especially when E →0, and −γLξ cannot compensate for negative β˜Φ . Therefore this combination of parameters is ruled out. 0 Case IIb: β˜>0, γ >0 and ξ <0. N(E,L2) is always negative, so this combination of parameters is not allowed. We conclude that if Lξ is treated the same way as total mass and total energy, then maximizing entropy subject to condition of Equation (B1) gives potential and density profiles that are power laws in radius, with the values of constants β˜, γ, ξ given by Case Ib, and the allowed density profile slopes spanning the range from −2 to −3. Just likeinAppendix A,weconcludethatthe solutionsobtainedhereareverydifferentfromDARKexp,andverydifferent from systems obtained in numerical simulations. It is interesting to note that Equation (A1) does not reduce to DARKexp for isotropic systems. When ξ → 0, Equation(A1) becomes N(E,L2)∝exp(β˜Φ −β˜E−γ)−1. Because γ cannot be 0 (see EquationB1), the N(E,L2) 0 distribution does not reduce to DARKexp for any allowed parameter values. The Dark CosmologyCentre (DARK) is funded by the Danish National ResearchFoundation. L.L.R.W. wouldlike to thank DARK for their hospitality. The authors are grateful to Stefan Gottl¨ober, who kindly allowed one of his CLUES simulations, (http://www.clues-project.org/simulations.html)to be used in this paper. The simulation has been performed at the Leibniz Rechenzentrum (LRZ) Munich. 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Figure 1. ComparisonbetweenN(E)offourrandomlychosenhalosfromacosmologicalN-bodysimulation(redcurveswithpointsand Poissonerrorbars)andtheDARKexpfits(blackcurves). 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Anisotropyprofilesforallthehalosusedinthispaper. Thereddashedcurvecorrespondsto 1[−dlnρ(r)/dlnr]ofDARKexp 2 φ0 = 4, and represents the upper limit on the anisotropy derived by An&Evans (2006); Ciotti&Morganti (2010). We disallowed monotonicallydecreasingvaluesofβ(r). Smallfluctuationsinβ(r)areduetonumericalnoise. Wehighlightincolorβ(r)profilesfromtwo prescriptions: Equation4and5areshownasmagentaandbluecurves,respectively. 10 Williams et al. Figure 3. Similar to Fig. 2. Here we compare our anisotropy profiles (black curves) with those from numerical simulations. The blue curve isthe average profile fromFig. 3b of Ludlowetal. (2011). The green curves arethe average and upper and lower limitsof relaxed systemstakenfromLemzeetal.(2012)(bluecurvesintheirFig.13). Becausetheirradiusisinunitsofthevirialradiuswhileoursystems donot haveadefined virialradius,wescaled their horizontal axis tohave the samevelocity anisotropyvalue atr−2 as the Ludlowetal. (2011)data. Asubsetofourmodelsthatfitcomfortablywithinthegreencurveboundsareshowninblack.