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Stochastic cosmic ray sources and the TeV break in the all-electron spectrum arXiv:1809.????? Philipp Mertsch TeVPA 2018, Berlin 30 August 2018 Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 1 /


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Stochastic cosmic ray sources and the TeV break in the all-electron spectrum

arXiv:1809.?????

Philipp Mertsch TeVPA 2018, Berlin 30 August 2018

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 1 / 21

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Cosmic ray e± and cosmic ray origin

What are the sources of cosmic rays? No source of local cosmic rays has been unambigously identified.

Nuclei

  • Far away and old sources

can contribute → Features from individual sources averaged out

  • Use anisotropies?

Difficult!

Electrons and positron

  • Only young nearby sources

contribute at high energies due to energy losses → Can observe features from individual sources Find sources with high-energy e±

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 2 / 21

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Green’s function

  • Solve simplified transport equation for e± spectral density ψ

∂ψ ∂t − ∇ · κ · ∇ψ + ∂ ∂p (b(p)ψ) = δ(r − r 0)δ(t − t0)Q(p)

  • For spatially independent κ and b(p), energy becomes pseudo time

→ Solve heat equation: ψ(r, t, p) =

  • πℓ2(p, t)

−3/2 e−|r−r 0|2/ℓ2(p,t) b(p) b(p0(p, t))Q (p0(p, t)) where ℓ2(p, t) = 4 p

p0(p,t)

dp′ Dxx(p′) b(p′)

  • Boundary condition in z-direction can be treated by method of mirror sources

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 3 / 21

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Green’s function

ψ(r, t, p) =

  • πℓ2(p, t)

−3/2 e−|r−r 0|2/ℓ2(p,t) b(p) b(p0(p, t))Q (p0(p, t))

100 101 102 103 104 105 106 E [GeV] 10

2

10

1

100 101 102 103 104 105 E3F [a.u.] t = 1000 yr t = 104 yr t = 105 yr t = 106 yr s=0.3 kpc s=1.0 kpc s=3.0 kpc

with Dxx = D0pδ, Q(p0) ∝ p−Γ exp[−p0/pc]

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 4 / 21

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Green’s function

ψ(r, t, p) =

  • πℓ2(p, t)

−3/2 e−|r−r 0|2/ℓ2(p,t) b(p) b(p0(p, t))Q (p0(p, t))

100 101 102 103 104 105 106 E [GeV] 10

2

10

1

100 101 102 103 104 105 E3F [a.u.] t = 1000 yr t = 104 yr t = 105 yr t = 106 yr s=0.3 kpc s=1.0 kpc s=3.0 kpc

with Dxx = D0pδ, Q(p0) ∝ p−Γ exp[−p0/pc]

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 4 / 21

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Flux from a population of sources

  • bserver

source si

consider ensemble of sources at distances r i and with ages ti

Energy E E3F (b0ta)

1

ra (b0tb)

1

rb (b0tc)

1

rc (b0td)

1

rd

Ignorance of r i and ti ⇒ cannot predict e± spectrum measure e± spectrum ⇒ learn about r i and ti

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 5 / 21

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The TeV break

Kerszberg et al., ICRC 2017

Energy [TeV] 1 10 ]

  • 1

sr ⋅

  • 1

s ⋅

  • 2

m ⋅

2

[GeV dE dN

3

Flux E 1 10

2

10

HESS HE (2008) HESS LE (2009) MAGIC (2011) AMS-02 (2014) VERITAS (2015) Fermi-LAT HE (2017) HESS (2017) HESS Fit (2017)

Preliminary

Ambrosi et al. (2017)

10 100 1,000 10,000

Energy [GeV]

50 100 150 200 250

E3 × Flux [m−2s−1sr−1GeV2]

DAMPE H.E.S.S. (2008) H.E.S.S. (2009) AMS-02 (2014) Fermi-LAT (2017)

Is the TeV break compatible with a random ensemble of sources?

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 6 / 21

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A statistical model

  • bserver

source si

  • Contribution from source i to φk depends on distance si and age ti

→ Spectrum is a random vector: φ =

i φi = (φ1, φ2, . . . φN)T

  • Statistically characterised by joint distribution f (φ1, φ2, . . . φN)

Applications

1 Likelihood of a model: evaluate f (ˆ

φ1, ˆ φ2, . . . ˆ φN) for measured ˆ φ

2 Extrapolate to higher energies: f (φM+1, . . . φN|φ1, φ2, . . . φM) 3 Quickly generate samples from model, e.g. for forecasting

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 7 / 21

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Marginals and copula

What is the joint distribution?

  • Non-parametric, e.g. kernel-density estimators?

→ curse of dimensionality

  • Multi-variate Gaussian?

→ would give Gaussian marginals (see below)

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 8 / 21

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Marginals and copula

What is the joint distribution?

  • Non-parametric, e.g. kernel-density estimators?

→ curse of dimensionality

  • Multi-variate Gaussian?

→ would give Gaussian marginals (see below) → Use copulas to factorise problem:

◮ Multi-variate PDF on unit hypercube ◮ Have uniform marginals ◮ Encode correlations

Sklar’s theorem

f (φ1, φ2, . . . φN) = f1(φ1)f2(φ2) . . . fN(φN) c(F1(φ1), F2(φ2), . . . FN(φN)) marginals (= 1D PDFs) CDFs copula

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 8 / 21

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Marginals: analytical approach

  • bserver

source

  • Total flux is sum of fluxes from individual sources

J(E) =

N

  • i=1

Ji(E) = c 4π

N

  • i=1

G(E, ti, ri)

  • ri and ti are random variables ⇒ Zi = G(E, ti, ri) is a random variable
  • What is fZ(z)? Central limit theorem?
  • J =

c 4πZ is the flux from smooth distribution of sources.

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 9 / 21

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Marginals: analytical approach

  • bserver
  • Total flux is sum of fluxes from individual sources

J(E) =

N

  • i=1

Ji(E) = c 4π

N

  • i=1

G(E, ti, ri)

  • ri and ti are random variables ⇒ Zi = G(E, ti, ri) is a random variable
  • What is fZ(z)? Central limit theorem?
  • J =

c 4πZ is the flux from smooth distribution of sources.

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 9 / 21

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Diverging variance

Lee (1979), Lagutin & Nikulin (1995), Ptuskin et al. (2006), PM (2010), Genolini et al. (2016)

  • Z 2 diverges:

Z m = 1 tmax 1 r 2

2 − r 2 1

(4D0)1− 3

2 m

(b0(1 − δ))2− 3

2 m

Qm mπ

3 2 m E −2+δ+ 3 2 m(1−δ)−mΓ

× 1 dλ2(1 − λ2)

m(Γ−2)+δ 1−δ

(λ2)1− 3

2 m

e−mΛ2/λ2ρ2

1

ρ2

2

where Λ2 = b0(1 − δ) 4D0 E 1−δL2 and ρ2

i = b0(1 − δ)

4D0 E 1−δr 2

i

  • Z m with m ≥ 2 increases faster with r → 0 than density of sources falls off
  • cannot apply central limit theorem
  • introduce minimum distance rmin?!

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 10 / 21

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Diverging variance

Lee (1979), Lagutin & Nikulin (1995), Ptuskin et al. (2006), PM (2010), Genolini et al. (2016)

  • Z 2 diverges:

Z m = 1 tmax 1 r 2

2 − r 2 1

(4D0)1− 3

2 m

(b0(1 − δ))2− 3

2 m

Qm mπ

3 2 m E −2+δ+ 3 2 m(1−δ)−mΓ

× 1 dλ2(1 − λ2)

m(Γ−2)+δ 1−δ

(λ2)1− 3

2 m

e−mΛ2/λ2ρ2

1

ρ2

2

where Λ2 = b0(1 − δ) 4D0 E 1−δL2 and ρ2

i = b0(1 − δ)

4D0 E 1−δr 2

i

  • Z m with m ≥ 2 increases faster with r → 0 than density of sources falls off
  • cannot apply central limit theorem
  • introduce minimum distance rmin?!

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 10 / 21

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SLIDE 15

Stable law

PM (2010)

  • for z → ∞, fZ(z) has a power law tail:

fZ(z) ≃ 1 tmax 1 r 2

max

1 8π2D0 E −δ− 4

3 ΓQ4/3

  • ≡c+

z−α−1

  • Generalised central limit theorem for

distributions with power law tail

Gendenko & Kolmogorov (1949) N

  • i=1

Zi

N→∞

− → aN + bNS(α, 1, 1, 0, 1) with aN = NZ bN =

  • πc+

2Γ(1/α) sin(π/2α α Nα Fluxes distributed as stable law

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 11 / 21

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Numerical result

PM (2018)

101 102 103 104 105 E [GeV] 1.0 0.5 0.0 0.5 1.0 1.5 2.0 2.5 lg(E3 [GeV2 cm

2 s 2 sr 1])

median 95% range 68% range

SN rate = 10−4 yr−1, Γ = 2.2, Ecut = 105 GeV, zmax = 4 kpc, full KN-losses, 104 realisations of source distribution

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 12 / 21

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Semi-analytical model: copula

  • Analytical computation of c(F1, F2, . . . FN) seems intractable
  • Compute a large ensemble of random samples in a Monte Carlo approach
  • Parametrise likelihood by pair copula construction

Pair copula construction

Idea: factorise joint PDF into product of (conditional) bi-variate PDFs, e.g.: f (x1, x2, x3) = f1(x1)f2(x2)f3(x3) c12(F1(x1), F2(x2))c23(F2(x2), F3(x3)) ×c13|2(F1|2(x1|x2), F3|2(x3|x2))

Technical details

  • Used regular D-vine
  • Tried various copulas, but Normal pair copula fits best
  • Determine (conditional) correlation coefficients by fitting

pair copulas

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 13 / 21

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Energy-energy correlations

PM (2018)

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 14 / 21

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Energy-energy correlations

PM (2018)

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 14 / 21

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Energy-energy correlations

PM (2018)

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 14 / 21

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Energy-energy correlations

PM (2018)

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 14 / 21

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Energy-energy correlations

PM (2018)

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 14 / 21

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Energy-energy correlations

PM (2018)

diagonal: marginals from MC upper triangle: histograms from MC lower triangle: Normal copulas

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 15 / 21

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Goodness of fit

PM (2018)

(ˆ φ1, ˆ φ2, . . . ˆ φN)T =

]

  • 1

sr ⋅

  • 1

s ⋅

  • 2

m ⋅

2

[GeV dE dN

3

Flux E

2

10 Preliminary Energy [TeV] 1 10 ⋅ ⋅ ⋅ 1

Sklar’s theorem

f (φ1, φ2, . . . φN) = f1(φ1)f2(φ2) . . . fN(φN) c(F1(φ1), F2(φ2), . . . FN(φN))

  • Compute the log-likelihood for H.E.S.S. broken power-law fit
  • Find ≃ −50 for marginals, ≃ 150 for copula
  • Is that . . . good?

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 16 / 21

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Goodness of fit

PM (2018)

  • Distribution of log-likelihoods in MC (SN rate = 104 Myr−1):

150 100 50 50 100 150 200 250 log-like 0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 CDF marginals, MC copula, MC Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 17 / 21

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Goodness of fit

PM (2018)

  • Distribution of log-likelihoods in MC (SN rate = 104 Myr−1):

150 100 50 50 100 150 200 250 log-like 0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 CDF marginals, HESS: log-like=-47.879, PTE=0.970 copula, HESS: log-like=148.649, PTE=0.124 marginals, MC copula, MC

  • Compare with log-likelihoods from H.E.S.S. broken power-law:
  • Too little fluctuations!

Statistically disfavoured

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 17 / 21

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Goodness of fit

PM (2018)

  • Distribution of log-likelihoods in MC (SN rate = 103 Myr−1):
  • Compare with log-likelihoods from H.E.S.S. broken power-law:

Statistically compatible

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 18 / 21

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Goodness of fit

PM (2018)

  • Distribution of log-likelihoods in MC (SN rate = 103 Myr−1):
  • Compare with log-likelihoods from H.E.S.S. broken power-law:

Statistically compatible → Spatial and temporal correlations between SN events?

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 18 / 21

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The problem with catalogues

Contributions from various regions for homogenous source density

1 2 3 4 5 distance [kpc] 4 3 2 1 1 2 log10(age [Myr])

100 GeV, 50 % 90 % 99 %

→ Effect on flux? PM (2018); also Ahlers, PM, Sarkar (2010)

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 19 / 21

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The problem with catalogues

Contributions from various regions for homogenous source density

1 2 3 4 5 distance [kpc] 4 3 2 1 1 2 log10(age [Myr])

1 GeV, 50 % 90 % 99 % 100 GeV, 50 % 90 % 99 % 10 TeV 50 % 90 % 99 %

→ Effect on flux? PM (2018); also Ahlers, PM, Sarkar (2010)

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 19 / 21

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The problem with catalogues

Contributions from various regions for homogenous source density

1 2 3 4 5 distance [kpc] 4 3 2 1 1 2 log10(age [Myr])

1 GeV, 50 % 90 % 99 % 100 GeV, 50 % 90 % 99 % 10 TeV 50 % 90 % 99 %

→ Effect on flux? PM (2018); also Ahlers, PM, Sarkar (2010)

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 19 / 21

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The problem with catalogues

100 101 E3F [a.u.]

with nearby, old sources without nearby, old sources

100 101 102 103 104 105 E [GeV] 0.25 0.20 0.15 0.10 0.05 0.00 relative difference

Estimate error due to catalogue incompleteness with MC approach:

  • Homogeneous density in disk
  • Constant source rate

104 Myr−1galaxy−1

  • Draw samples with and

without nearby (< 1 kpc), old (> 0.1 Myr) sources Underestimates low-energy flux by up to ∼ 25 %! PM (2018)

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 20 / 21

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Summary

Energy E E3F (b0ta)

1

ra (b0tb)

1

rb (b0tc)

1

rc (b0td)

1

rd 1 2 3 4 5 distance [kpc] 4 3 2 1 1 2 log10(age [Myr])

1 GeV, 50 % 90 % 99 % 100 GeV, 50 % 90 % 99 % 10 TeV 50 % 90 % 99 %

Green’s function approach; features from sources at high energies Use pair copula: H.E.S.S. spectrum compatible with correlated sources Problem with catalogues → use MC approach

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 21 / 21

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Numerical result

PM (2018)

101 102 103 104 105 E [GeV] 2 1 1 2 3 lg(E3 [GeV2 cm

2 s 2 sr 1])

median 95% range 68% range

SN rate = 10−3 yr−1, Γ = 2.2, Ecut = 105 GeV, zmax = 4 kpc, full KN-losses, 104 realisations of source distribution

Philipp Mertsch (RWTH Aachen) Stochastic sources and the TeV electron break 30 August 2018 1 / 1