# Black hole mergers in the universe

## 1 Introduction

The search for gravitational waves will begin in earnest in January 2002, when LIGO-I (Abramovici et al. 1992) becomes fully operational (K. Thorne, private communication). The appearance of this new and wholly unexplored observational window challenges physicists and astronomers to predict detection rates and source characteristics. Mergers of neutron-star binaries are widely regarded as the most promising sources of gravitational radiation, and estimates of neutron star merger rates (per unit volume) range from $`1.9\times 10^7h^3\mathrm{yr}^1\mathrm{Mpc}^3`$ (Narayan et al. 1991; Phinney 1991; Portegies Zwart & Spreeuw 1996) , where $`h=H_0/100\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, to roughly ten times this value (Tutukov & Yungelson 1993; Lipunov et al., 1997). However, even with the most optimistic assumptions, we can expect a LIGO-I detection rate of only a few neutron star events per millennium.

Inspiral and merger of black-hole binaries are considerably more energetic events than neutron star mergers, due to the higher masses of the black holes (Tutukov & Yungelson 1993; Lipunov et al. 1997). Black-hole binaries can result from the evolution of two stars which are born in a close binary, experience several phases of mass transfer, and subsequently survive two supernovae (Tutukov & Yungelson 1993). Calculations of event rates from such field binaries depend sensitively on many unknown parameters and much poorly understood physics, but the models generally predict a black hole merger rate $`\stackrel{<}{}2\times 10^9h^3\mathrm{yr}^1\mathrm{Mpc}^3`$ (Tutukov & Yungelson 1993; Portegies Zwart & Yungelson 1998; Bethe & Brown 1999), substantially lower than the rate for neutron stars. An alternative possibility, which we explore here, is that black holes become members of close binaries not through internal binary evolution, but rather via dynamical interactions with other stars in a dense stellar system.

## 2 Black hole binaries in star clusters

Black holes are the products of stars with initial masses exceeding $``$20–25 $`\mathrm{M}_{}`$(Maeder 1992; Portegies Zwart et al. 1997). A Scalo (1986) mass distribution with a lower mass limit of 0.1 $`\mathrm{M}_{}`$ and an upper limit of 100 $`\mathrm{M}_{}`$ has 0.071% of its stars more massive than 20 $`\mathrm{M}_{}`$, and 0.045% more massive than 25 $`\mathrm{M}_{}`$. A star cluster containing $`N`$ stars thus produces $`6\times 10^4N`$ black holes. Known Galactic black holes have masses $`m_{\mathrm{bh}}`$ between 6 $`\mathrm{M}_{}`$ and 18 $`\mathrm{M}_{}`$ (Cowlay 1992). For definiteness, we adopt $`m_{\mathrm{bh}}=10`$$`\mathrm{M}_{}`$.

### 2.1 Binary formation and dynamical evolution

A black hole is formed in a supernova explosion. If the progenitor is a single star (i.e. not a member of a binary), the black hole experiences little or no recoil and remains a member of the parent cluster (White & van Paradijs 1996). If the progenitor is a member of a binary, mass loss during the supernova may eject the binary from the cluster potential via the Blaauw mechanism (Blaauw 1962), where conservation of momentum causes recoil in a binary which loses mass impulsively from one component. We estimate that no more than $`10`$% of black holes are ejected from the cluster immediately following their formation.

After $`40`$ Myr the last supernova has occurred, the mean mass of the cluster stars is $`m0.56`$$`\mathrm{M}_{}`$ (Scalo 1986), and black holes are by far the most massive objects in the system. Mass segregation causes the black holes to sink to the cluster core in a fraction $`m/m_{\mathrm{bh}}`$ of the half-mass relaxation time. For a typical globular cluster, the relaxation time is $`1`$ Gyr; for a young populous cluster, such as R 136 (NGC 2070) in the 30 Doradus region of the Large Magellanic Cloud (Massey & Hunter 1998), it is $`10`$ Myr.

By the time of the last supernova, stellar mass loss has also significantly diminished and the cluster core starts to contract, enhancing the formation of binaries by three-body interactions. Single black holes form binaries preferentially with other black holes (Kulkarni et al. 1992), while black holes born in binaries with a lower-mass stellar companion rapidly exchange the companion for another black hole. The result in all cases is a growing black-hole binary population in the cluster core. Once formed, the black-hole binaries become more tightly bound through superelastic encounters with other cluster members (Heggie 1975; Kulkarni et al. 1992; Sigurdsson & Hernquist 1993). On average, following each close binary–single black hole encounter, the binding energy of the binary increases by about 20% (Hut et al. 1992); roughly one third of this energy goes into binary recoil, assuming equal mass stars. The minimum binding energy of an escaping black-hole binary may then be estimated as

$$E_{b,\mathrm{min}}36W_0\frac{m_{\mathrm{bh}}}{m}kT,$$
(1)   
where $`\frac{3}{2}kT`$ is the mean stellar kinetic energy and $`W_0=m|\varphi _0|/kT`$ is the dimensionless central potential of the cluster (King 1966). By the time the black holes are ejected, $`m0.4\mathrm{M}_{}`$. Taking $`W_05`$–10 as a representative range, we find $`E_{b,\mathrm{min}}5000`$–10000 $`kT`$.

We have tested and refined the above estimates by performing a series of N-body simulations within the “Starlab” software environment (Portegies Zwart et al. 1999: see http::/www.sns.ias.edu/starlab), using the special-purpose computer GRAPE-4 to speed up the calculations (Makino et al. 1997). For most (seven) of our calculations we used 2048 equal-mass stars with 1% of them ten times more massive than the average; two calculations were performed with 4096 stars. One of the 4096-particle runs contained 0.5% black holes; the smaller black-hole fraction did not result in significantly different behavior. We also tested alternative initial configurations, starting some models with the black holes in primordial binaries with other black holes, or in primordial binaries with lower-mass stars.

The results of our simulations may be summarized as follows. Of a total of 204 black holes, 62 ($`30\%`$) were ejected from the model clusters in the form of black-hole binaries. A total of 124 ($`61\%`$) black holes were ejected single, and one escaping black hole had a low-mass star as a companion. The remaining 17 ($`8\%`$) black holes were retained by their parent clusters. The binding energies $`E_b`$ of the ejected black-hole binaries ranged from about $`1000kT`$ to $`10000kT`$ in a distribution more or less flat in $`\mathrm{log}E_b`$, consistent with the assumptions made by Hut et al. (1992). The eccentricities $`e`$ followed a roughly thermal distribution \[$`p(e)2e`$\], with high eccentricities slightly overrepresented. About half of the black holes were ejected while the parent cluster still retained more than 90% ($`\stackrel{<}{}2`$ initial relaxation times) of its birth mass, and $`\stackrel{>}{}90`$% of the black holes were ejected before the cluster had lost 30% (between 4 and 10 relaxation times) of its initial mass. These findings are in good agreement with previous estimates that black-hole binaries are ejected within a few Gyr, well before core collapse occurs (Kulkarni et al. 1993; Sigurdsson & Hernquist 1993). 

We performed additional calculations incorporating a realistic (Scalo) mass function, the effects of stellar evolution, and the gravitational influence of the Galaxy. Our model clusters generally dissolved rather quickly (within a few hundred Myr) in the Galactic tidal field. Clusters which dissolved within $`40`$ Myr (before the last supernova) had no time to eject their black holes. However, those that survived beyond this time were generally able to eject at least one close black-hole binary before dissolution.

Based on these considerations, we conservatively estimate the number of ejected black-hole binaries to be about $`10^4N`$ per star cluster, more or less independent of the cluster lifetime.

### 2.2 Characteristics of the binary population

The energy of an ejected binary and its orbital separation are coupled to the dynamical characteristics of the star cluster. For a cluster in virial equilibrium, we have $`kT2E_{\mathrm{kin}}/3N=E_{\mathrm{pot}}/3N=GM^2/6Nr_{\mathrm{vir}}`$, where $`M`$ is the total cluster mass and $`r_{\mathrm{vir}}`$ is the virial radius. A black-hole binary with semi-major axis $`a`$ has $`E_b=Gm_{\mathrm{bh}}^2/2a`$, so 

$$\frac{E_b}{kT}=3N\left(\frac{m_{\mathrm{bh}}}{M}\right)^2\frac{r_{\mathrm{vir}}}{a},$$
(2)   
establishing the connection between $`a`$ and the bulk parameters of the cluster.

In computing the properties of the black-hole binaries resulting from cluster evolution in §3, it is convenient to distinguish three broad categories of dense stellar systems: (1) young populous clusters, (2) globular clusters, and (3) galactic nuclei. Table 1 lists characteristic parameters for each. The masses and virial radii of globular clusters are assumed to be distributed as independent Gaussians with means and dispersions as presented in the table; this assumption is supported by correlation studies (Djorgovski & Meylan 1994). Table 1 also presents estimates of the parameters of globular clusters at birth (bottom row), based on a recent parameter-space survey of cluster initial conditions (Takahashi & Portegies Zwart 2000); globular clusters which have survived for a Hubble time have lost $`\stackrel{>}{}60`$% of their initial mass and have expanded by about a factor of three. We draw no distinction between core-collapsed globular clusters (about 20% of the current population) and non-collapsed globulars—the present dynamical state of a cluster has little bearing on how black-hole binaries were formed and ejected during the first few Gyr of the cluster’s life.

## 3 Production of gravitational radiation

An approximate formula for the merger time of two stars due to the emission of gravitational waves is given by Peters & Mathews 1963):

$$t_{\mathrm{mrg}}150\mathrm{Myr}\left(\frac{\mathrm{M}_{}}{m_{\mathrm{bh}}}\right)^3\left(\frac{a}{\mathrm{R}_{}}\right)^4(1e^2)^{7/2}.$$
(3)   
The sixth column of Table 1 lists the fraction of black-hole binaries which merge within a Hubble time due to gravitational radiation, assuming that the binary binding energies are distributed flat in $`\mathrm{log}E_b`$ between $`1000kT`$ and $`10000kT`$, that the eccentricities are thermal, independent of $`E_b`$, and that the universe is 15 Gyr old (Jha et al. 1999). The final column of the table lists the contribution to the total black-hole merger rate from each cluster category.

### 3.1 Merger rate in the local universe

Given the black-hole merger rate corresponding to each category of star cluster, we now estimate the total merger rate $``$ per unit volume. Table 2 lists, for various tyes of galaxies, the space densities and $`S_N`$, the specific number of globular clusters per $`M_v=15`$ magnitude (van den Bergh 1995):

$$S_N=N_{GC}10^{0.4(M_v+15)}$$
(4)   
(where $`N_{GC}`$ is the total number of globular clusters in the galaxy under consideration). The values given for $`S_N`$ in Table 2 are corrected for internal absorption; the absorbed component is estimated from observations in the far infrared. The estimated number density of globular clusters in the universe is

$$\varphi _{GC}=8.4h^3\mathrm{Mpc}^3.$$
(5)   
A conservative estimate of the merger rate of black-hole binaries formed in globular clusters is obtained by assuming that globular clusters in other galaxies have characteristics similar to those found in our own. The result is 

$$_{GC}=5.4\times 10^8h^3\mathrm{yr}^1\mathrm{Mpc}^3.$$
(6)   
Irregular galaxies, starburst galaxies, early type spirals and blue elliptical galaxies all contribute to the formation of young populous clusters. In the absence of firm measurements of the numbers of young populous clusters in other galaxies, we simply use the same values of $`S_N`$ as for globular clusters. The space density of such clusters is then $`\varphi _{YPC}=3.5h^3\mathrm{Mpc}^3,`$ and the black hole merger rate is

$$_{YPC}=2.1\times 10^8h^3\mathrm{yr}^1\mathrm{Mpc}^3.$$
(7)   
We find that galactic nuclei contribute negligibly to the total black hole merger rate. 

Based on the assumptions outlined above, our estimated total merger rate per unit volume of black-hole binaries is

$$=7.5\times 10^8h^3\mathrm{yr}^1\mathrm{Mpc}^3.$$
(8)   
However, this may be a considerable underestimate of the true rate. First, as already mentioned, our assumed number ($`10^4N`$) of ejected black-hole binaries is quite conservative. Second, the observed population of globular clusters naturally represents only those clusters that have survived until the present day. The study by Takahashi & Portegies Zwart (2000) indicates that $``$ 50% of globular clusters dissolve in the tidal field of the parent galaxy within a few billion years of formation. We have therefore underestimated the total number of globular clusters, and hence the black-hole merger rate, by about a factor of two. Third, a very substantial underestimate stems from the assumption that the masses and radii of present-day globular clusters are representative of the initial population. When estimated initial parameters (Table 1, bottom row) are used, the total merger rate increases by a further factor of six. Taking all these effects into account, we obtain a net black-hole merger rate of

$$3\times 10^7h^3\mathrm{yr}^1\mathrm{Mpc}^3.$$
(9)   
We note that this figure is significantly larger than the current best estimates of the neutron-star merger rate.

### 3.2 LIGO observations

The maximum distance within which LIGO-I can detect an inspiral event is estimated to be 

$$R_{\mathrm{eff}}=18\mathrm{Mpc}\left(\frac{M_{\mathrm{chirp}}}{\mathrm{M}_{}}\right)^{5/6}$$
(10)   
(K. Thorne, private communication). Here, the “chirp” mass for a binary with component masses $`m_1`$ and $`m_2`$ is $`M_{\mathrm{chirp}}=(m_1m_2)^{3/5}/(m_1+m_2)^{1/5}`$. For neutron star inspiral, $`m_1=m_2=1.4\mathrm{M}_{}`$, so $`M_{\mathrm{chirp}}=1.22\mathrm{M}_{}`$, $`R_{\mathrm{eff}}=21`$ Mpc, and we obtain the detection rate mentioned in the introduction. For black-hole binaries with $`m_1=m_2=m_{\mathrm{bh}}=10\mathrm{M}_{}`$, we find $`M_{\mathrm{chirp}}=8.71\mathrm{M}_{}`$, $`R_{\mathrm{eff}}=109`$ Mpc, and a LIGO-I detection rate of about 1.7 $`h^3`$ per year. For $`h0.65`$ (Jha 1999), this results in about one detection event every two years. LIGO-II should become operational by 2007, and is expected to have $`R_{\mathrm{eff}}`$ about ten times greater than LIGO-I, resulting in a detection rate 1000 times higher, or about one event per day.

## 4 Discussion

Black-hole binaries ejected from galactic nuclei, the most massive globular clusters (masses $`\stackrel{>}{}10^6\mathrm{M}_{}`$), and globular clusters which experience core collapse soon after formation, tend to be very tightly bound, have high eccentricities and merge within a few million years of ejection. These mergers therefore trace the formation of dense stellar systems with a delay of a few Gyr (the typical time required to form and eject binaries), making these systems unlikely candidates for LIGO detections, as the majority merged long ago. This effect may reduce the current merger rate by an order of magnitude, although more sensitive future gravitational wave detectors may see some of these early universe events. We estimate that the most massive globular clusters contribute about 90% of the total black hole merger rate. However, while their black-hole binaries merge promptly upon ejection, the longer relaxation times of these clusters mean that binaries tend to be ejected much later than in lower mass systems. Consequently, we have retained these binaries in our final merger rate estimate (Eq. 9). But we note that represents a significant source if uncertainty.

By the time the black hole binary is ejected it has experienced $`40`$–50 hard encounters with other black holes, as well as a similar number of encounters with other stars or binaries. During each of these latter encounters, there is a small probability that a low-mass star may collide with one of the black holes. Such collisions tend to soften the black hole binary somewhat (see Portegies Zwart et al. 1999), but they are unlikely to delay ejection significantly. A collision between a main-sequence star and a black hole may, however, lead to brief but intense X-ray phase.

Finally, we have assumed that the mass of a stellar black hole is 10 $`\mathrm{M}_{}`$. Increasing this mass to 18$`\mathrm{M}_{}`$ decreases the expected merger rate by about 50%—higher mass black holes tend to have wider orbits. However, the larger chirp mass increases the signal to noise, and the distance to which such a merger can be observed increases by about 60% and the overall detection rate on Earth increases by about a factor of three. For 6 $`\mathrm{M}_{}`$ black holes, the detection rate decreases by a similar factor. For black-hole binaries with component masses $`\stackrel{>}{}12`$$`\mathrm{M}_{}`$, the first generation of detectors will be more sensitive to the merger itself than to the inspiral phase that precedes it (Flanagan & Hughes 1998). Since the strongest signal is expected from black-hole binaries with high-mass components, it is critically important to improve our understanding of the merger waveform. Even for lower-mass black holes (with $`m_{bh}\stackrel{>}{}10\mathrm{M}_{}`$), the inspiral signal comes from an epoch when the holes are so close together that the post-Newtonian expansions used to calculate the wave forms are unreliable (Brady et al. 1998).

Acknowledgments We thank Piet Hut, Jun Makino and Kip Thorne for insightful comments on the manuscript. This work was supported by NASA through Hubble Fellowship grant HF-01112.01-98A awarded (to SPZ) by the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., for NASA under contract NAS 5-26555, and by ATP grant NAG5-6964 (to SLWM). SPZ is grateful to Drexel University, Tokyo University and the University of Amsterdam (under Spinoza grant 0-08 to Edward P.J. van den Heuvel) for their hospitality. Calculations are performed on the GRAPE-4 computers at Tokyo University and Drexel University, and on the SGI/Cray Origin2000 supercomputer at Boston University.