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Searching For Stochastic Gravitational Waves Below a Nanohertz

William DeRocco and Jeff A. Dror


Department of Physics, University of California Santa Cruz, 1156 High St., Santa Cruz, CA 95064, USA
and Santa Cruz Institute for Particle Physics, 1156 High St., Santa Cruz, CA 95064, USA

The stochastic gravitational-wave background is imprinted on the times of arrival of radio pulses
from millisecond pulsars. Traditional pulsar timing analyses fit a timing model to each pulsar
and search the residuals of the fit for a stationary time correlation. This method breaks down at
gravitational-wave frequencies below the inverse observation time of the array; therefore, existing
analyses restrict their searches to frequencies above 1 nHz. An effective method to overcome this
challenge is to study the correlation of secular drifts of parameters in the pulsar timing model itself.
In this paper, we show that timing model correlations are sensitive to sub-nanohertz stochastic
arXiv:2304.13042v1 [astro-ph.HE] 25 Apr 2023

gravitational waves and perform a search using existing measurements of binary spin-down rates
and pulsar spin-decelerations. We do not observe a signal at our present sensitivity, constraining
the stochastic gravitational-wave relic energy density to ΩGW (f ) < 3.9 × 10−9 at 450 pHz with
sensitivity which scales as the frequency squared until approximately 10 pHz. We place additional
limits on the amplitude of a power-law spectrum of A? . 8 × 10−15 for the spectral index expected
from supermassive black hole binaries, γ = 13/3. If a detection of a supermassive black hole binary
signal above 1 nHz is confirmed, this search method will serve as a critical complementary probe of
the dynamics of galaxy evolution.

I. INTRODUCTION at frequencies above 1 nHz by NANOGrav [2], EPTA [4],


and PPTA [3] hint at this source, and if the spatial corre-
The detection of gravitational waves (GWs) across the lations of this signal are confirmed, it will mark the first
frequency spectrum is one of the most pressing goals for detection of gravitational waves in the nanohertz regime.
fundamental physics in the twenty-first century. Using If the discovery is confirmed, it implies a likely signal
a combination of cosmic microwave background [1], pul- waiting to be found below 1 nHz. Various possible cos-
sar timing [2–6], and laser interferometry [7] data, ex- mic sources can also give rise to ultralow-frequency grav-
isting searches cover a huge range of frequencies from itational waves [38–43], providing further motivation to
as low as 10−18 Hz to as high as a kHz, with proposals probe this frequency range.
to explore even higher frequencies [8–10]. Nevertheless, In Ref. [23], we studied GW detection using measure-
our frequency coverage has two prominent gaps: one at ments of the pulsar timing model, focusing on two key
10−16 Hz − nHz and one at 100 nHz − 10 Hz. While parameters: the second time derivative of the pulsar pe-
there has been a significant effort to cover the latter gap riod (P̈ ) and the first derivative of the binary period
using a combination of ground-based and space-based (Ṗb ). By searching for correlations in the parameter
techniques [11–22], the sub-nHz gap is still largely un- values for different pulsars in the sky, we demonstrated
explored. Below 1 nHz, the frequency of gravitational the method could detect GWs with comparable ampli-
waves is below the current inverse observation times of tude to traditional techniques at 1 nHz and is robust
experiments (∼ 30 yr), which we refer to as the ultralow- against astrophysical uncertainties. We then applied this
frequency regime. Such GWs do not appear as periodic method to search for localized, continuous gravitational-
variations in data but rather as secular drifts in exper- wave sources. This paper extends this analysis to search
imental observables. As we demonstrated in Ref. [23], for a stochastic gravitational-wave background (SGWB),
these drifts are detectable in the fit parameters of pul- the signal induced by a sum of incoherent GW sources.
sar timing models, providing a new means to probe the Detecting an SGWB in the ultralow-frequency regime
frequency spectrum in the sub-nHz gap.1 requires revisiting how stochastic GWs are imprinted on
Gravitational waves in the ultralow-frequency regime the timing of pulsars. To this end, we derive expressions
are strongly motivated by the existence of supermassive for the correlation between timing model parameters. We
black hole (SMBH) binaries [37], which are expected to exploit this result to search for the SGWB in existing
give rise to a signal within reach of current pulsar timing data sets of pulsar timing parameters. While we do not
array (PTA) analyses. Recent measurements of a signal detect a signal in the data used for our analyses, we find
sensitivity comparable to that of existing PTA analyses
near 1 nHz and comment on future detection prospects.
The paper is organized as follows. In Sec. II, we review
1 Note that other proposals to use pulsar timing models to probe the results of Ref. [23], presenting two observables within
this regime appear in the literature [24–33], however they were the pulsar timing model that are particularly sensitive
substantially less sensitive then the methodology presented in
Ref. [23]. See also Refs. [15, 34–36] for discussions of using as-
to ultralow-frequency gravitational waves. In Sec. III,
trometric lensing as a complementary probe of this frequency we calculate the impact of a stochastic background on
range. these observables and discuss the behavior of the sig-
2

FIG. 1: The spectral sensitivity of pulsar timing parameters to the ultralow-frequency SGWB (red). We show
results for an analysis using existing measurements of the second derivative of the pulsar period (P̈ ) and the binary
orbital period derivative (Ṗb ). For comparison, we show results from NANOGrav (dark blue) [44], EPTA
(blue) [45], and PPTA (light blue) [46]. We also present the expected signal from supermassive black hole
mergers, assuming the tentative signal above 1 nHz persists (yellow). The lower frequency part of the SMBH
spectrum is taken to be driven by stellar scattering, and we show a few possible bending frequencies [47]. The bound
from the effective number of degrees of freedom in the early Universe is shown in gray [1]. For a discussion of this
figure, see Sec. V A.

nal. In Sec. IV, we present the data sets and statistical the array appear as deterministic trends in the data. As
methodology we employ to search for a signal. In Sec. V, a result, if the timing model is sufficiently extensive, the
we apply the search to three possible gravitational-wave fitting procedure removes ultralow-frequency GWs from
spectra and discuss the results in Sec. VI. the residuals. Nevertheless, the best-fit values of the fit
parameters themselves remain sensitive to GWs.
The set of timing model parameters used to describe
II. GRAVITATIONAL-WAVE DETECTION a particular pulsar varies but always includes the pulsar
USING PARAMETER DRIFTS period (P ), its first-time derivative (Ṗ ), and potentially
its second-time derivative (P̈ ). The parameters for pul-
Pulsar timing arrays measure the pulse arrival times sars in a binary system include the binary period (Pb )
of the order of a hundred stable millisecond pulsars over and its time derivative (Ṗb ). In Ref. [23], we advocated
decades-long timescales. The times of arrival (TOAs) are for studying two clean timing model parameters to search
measured with high accuracy and are sensitive to small for ultralow-frequency GWs: Ṗb and P̈ . For these param-
deviations induced by gravitational waves. In a conven- eters, the best-fit values (denoted by subscript “obs” for
tional PTA analysis, a timing model of the pulsar is fit “observed”) comprise of a sum of distinct, independent
to the arrival times to capture deterministic trends in physical effects.
the data. Once the timing model parameters are deter- The change in the binary period is given by,
mined, the model prediction for the TOAs is subtracted
from the data to produce the timing residuals. GWs with Ṗb,obs Ṗb,int v2
frequencies above the inverse observation time of the ar- = − ⊥ − aMW − aGW , (1)
Pb Pb d
ray induce correlations in these residuals that serve as
the target of conventional analyses. In contrast, GWs where the left-hand side is the observed value. The first
with frequencies below the inverse observation time of term on the right-hand side is the intrinsic decrease in the
3

binary period from gravitational-wave emission,2 which the inverse observation time. We carry out the analysis
can be calculated with independent measurements of the assuming the timing model fit incorporates P̈ and Ṗb as
companion mass and orbital parameters. The second is fit parameters. If this is the case, ultralow-frequency sig-
a kinematic effect due to proper motion on the sky (v⊥ ) nals have been removed from the residuals by the fitting
of a pulsar a distance d away. These can be measured procedure and now reside in the fit parameters them-
independently using timing data at higher frequencies or selves.4
Very Long Baseline Interferometry techniques. The third The timing model parameters in Eqs. (1) and (2) are
term is due to acceleration induced by the Milky Way po- sensitive to the secular motion of the SSB-pulsar sys-
tential. While typically negligible, this contribution can tem. The corresponding acceleration and jerk induced
be estimated from models of the galactic mass distribu- by ultralow-frequency GWs are given by derivatives of
tion. The final term is the target of our analysis, the Eq. (3) if the GW is well approximated by its Taylor
acceleration induced by ultralow-frequency GWs. Sub- expansion around t = 0. We take this requirement to
tracting the first three contributions from the observed correspond to restricting the frequency to be less than
value gives a measurement of aGW . fT ≡ 1/4Tmax , where Tmax is the maximum observation
The case of P̈ is considerably simpler; all non-GW con- time of a pulsar in a data set.
tributions can be estimated to be far below current exper- To carry out a search for an SGWB, we must under-
imental error bounds (see App. B of Ref. [23]). Therefore, (a) (a)
stand how aGW and jGW are distributed. Since they
the only term contributing to a non-zero P̈obs /P is due (a)
to the jerk induced by GWs: arise as time-derivatives of vGW , they are functionals of
the gravitational field; since the SGWB hij behaves as
P̈obs a Gaussian random field, they obey a Gaussian distribu-
= jGW . (2) tion of mean zero with correlations entirely specified by
P
their covariance matrix.
Gravitational waves induce a strain, which we denote (a) (a)
For an SGWB, aGW and jGW are intrinsically ran-
as hTijT (x, t) in the traceless-transverse gauge, which is dom variables. For gravitational waves with frequencies
observable as an apparent line-of-sight velocity between well above fT , their values (along with higher derivatives)
the solar system barycenter (SSB) and a pulsar.3 This are sampled repeatedly within the TOAs, and their vari-
velocity is given as an integral over the line of sight (see, ance is approximately given by its ergodic average (even
e.g., App. A of Ref. [23]), in the case of data from a single pulsar). In contrast,
Z t   in the ultralow-frequency regime, they take on approx-
(a) 1 ∂ TT 0 imately constant values for the observation time of the
vGW (t) = n̂ia n̂ja dt0 h (t , x) (3)
2 t−da ∂t0 ij (a)
x=x (t0 ) experiment; as such, their values exhibit significant cos-
0
mic variance. Owing to this, instead of using temporal
where n̂a denotes the direction vector pointing from correlations to estimate their variance, one must study
the SSB to the pulsar, da is the SSB-pulsar distance, pulsar-pulsar correlations.
x0 (a) (t0 ) ≡ (t − t0 )n̂a , and we introduce an index a to To study the acceleration and jerk distribution, we be-
specify values for pulsar a. Note that the derivative acts gin with the Fourier transform of the gravitational wave
only on the first argument of hTT ij . One can calculate field split into the + and × polarization,
(a) (a)
aGW and jGW by taking temporal derivatives of Eq. (3).
X Z ∞ Z
TT −2πif (t−n̂·x)
hij = df d2 n̂ h̃A (f, n̂)eA
ij (n̂)e ,
A=+,× −∞
III. STOCHASTIC SIGNALS AT ULTRALOW (4)
FREQUENCIES where eA (n̂) is the + or × polarization tensor. Inserting
ij
Eq. (4) into Eq. (3) gives an expression for the apparent
The stochastic gravitational-wave background has relative velocity between the SSB and the pulsar,
been studied extensively at higher frequencies (see, e.g.,
(a)
X Z ∞
Ref. [48] for a review). However, the signal changes dra- vGW = d2 n̂ h̃A (f, n̂)FaA (n̂)e−2πif t
matically in regimes at which the frequency falls below A=+,× −∞
h i
× 1 − e2πif da (1+n̂·n̂a ) , (5)

2 Note that these are not the ultralow-frequency GWs of inter-


est, but rather the gravitational radiation generated by binary
motion.
3 While vGW acts like a velocity when considering a single line of 4 In the case where P̈ or Ṗb is not included in the fit, the residuals
sight, the quadrupolar structure of gravitational waves induces can, in principle, still be used to search for ultralow frequency
correlations between different lines of sight that are not the dipo- GWs. In this case, the residual two-point correlator is not sta-
lar correlations that would be induced by simple motion along tionary and looks quite different from its traditional form (see
an axis. App. A for details).
4

where the Fa (n̂) are the “pattern functions” associated relations assume simplified forms,
with a gravitational plane wave, Z

(a) (b)
aGW aGW → C(θab ) Sh (f )(2πf 2 )df and (14)
n̂ia n̂ja êA
ij (n̂)
FA (n̂) ≡ . (6) Z
2(1 + n̂ · n̂a )
(a) (b)
jGW jGW → C(θab ) Sh (f )(2πf 4 )df . (15)
The power spectrum of the gravitational field is defined
via its correlator, We exploit this simplification in Sec. V B.
In the ultralow-frequency regime, Kab cannot always
δ 2 (n̂, n̂0 ) 1 be set to unity. The exponential terms in Kab cease os-
h̃∗A (f, n̂)h̃A0 (f 0 , n̂0 ) = δ(f − f 0 )


δAA0 Sh (f ) ,
4π 2 cillating for frequencies below either of the SSB-pulsar
(7) distances, resulting in a frequency-dependent correlator
and upon substitution into Eq. (5), this yields the veloc- distinct from the Hellings-Downs average. This effect is
ity two-point function, important for frequencies below the inverse distance to

(a) (b) 1 ∞
Z the nearest millisecond pulsar, which we denote fd . For
vGW vGW = Sh (f )C(θab , f ) df , (8) the data sets we use, fd ' 100 pHz.
2 −∞

where
IV. METHODS
Z 2
d n̂ X
C(θab , f ) ≡ Kab (f, n̂) FaA (n̂)FbA (n̂) , (9)
4π We now use the results of the previous section to search
A
for a stochastic gravitational-wave background. To this
and end, we carry out a log-likelihood ratio test using the
h ih i acceleration and jerk correlators (Eqs. (11) and (12)) to
Kab (f, n̂) ≡ 1 − e−2πif da (1+n̂·n̂a ) 1 − e2πif da (1+n̂·n̂b ) . calculate the expected signal and compare it to the data.
In this way, we are able to place strong constraints on
(10)
the SGWB at sub-nHz frequencies, as described below.
This correlator can be extended to acceleration and jerk
by taking time derivatives of Eq. (5) prior to averag-
ing. Carrying out the calculation and introducing a high-
A. Ṗb and P̈ Data Sets
frequency cut-off at fT results in
fT
To search for signals in Ṗb and P̈ , we use the same data
Z
(a) (b)
Sh (f )(2πf )2 C(θab , f ) df

aGW aGW = (11) sets as in Ref. [23]. We briefly summarize the salient
0
features of these data sets. Details of the pulsars used
and can be found in App. B.
Z fT
The binary pulsar catalog used for the Ṗb data was ini-

(a) (b)
jGW jGW = Sh (f )(2πf )4 C(θab , f ) df , (12) tially compiled by Ref. [50] to search for the Milky Way
0 potential [51–59] (see also Ref. [60] for a similar analysis).
Each of the 14 binary pulsars in the data set has estimates
where we have used Sh (−f ) = Sh (f ) to restrict the inte- of the intrinsic and kinematic contribution to its observed
grals to positive frequencies. Ṗb (first two terms of the right-hand side of Eq. (1)). We
estimate the contribution due to the Milky Way poten-
tial (third term of Eq. (1)) using the MWPotential2014
The function Kab also appears in traditional pulsar model implemented in the galpy Python package [61].
searches, but its effects are typically neglected, setting We assume a 20% uncertainty on the value of aMW , in
this factor to unity. This is a good approximation for line with typical uncertainties of the galactic fit param-
f da  1 since Kab is a highly oscillatory function, and eters in MWPotential2014. To estimate aGW for each
contributions from the oscillating components are neg- pulsar, we subtract away the intrinsic, kinematic, and
ligible. In this limit, the spatial correlations are fre- galactic contributions to Ṗb,obs . The dominant source of
quency independent, and the final result is the well- uncertainty changes from pulsar to pulsar, with the most
known Hellings-Downs correlation matrix [49], sensitive pulsar (J1713+0747) reaching an estimated ac-
celeration of aGW = (0.7 ± 3.0) × 10−20 sec−1 . Further-
1 1 1 more, we checked the χ2 per degree of freedom for the
C(θab , f ) → C(θab ) = xab log xab − xab + + δab , aGW data set, finding a value of 1.4, consistent with the
6 3 3
(13) assumption of no missed additional sources of Ṗb and a
GW signal subdominant to noise.
where xab ≡ 21 (1 − cos θab ) and θab is the angle between The data set used for the P̈ analysis consists of 46
two pulsars. In this limit, the acceleration and jerk cor- pulsars, whose observed P̈ were calculated in Ref. [62]
5

using data from the EPTA [52] and PPTA [51] col- dependence of the sensitivity. The second is a bounded
laborations. Three pulsars in the set (J1024-0719, distribution with support only at frequencies exceeding
B1821-24A, and B1937+21) are poorly suited for a search fd . Finally, we consider power-law distributions, such as
for gravitational-wave signals due to a wide binary com- that expected from supermassive black hole binaries, and
panion, location within a dense cluster, or significant compare our limits on these distributions to the tentative
ultralow-frequency red noise. We omit these three from signal currently observed at higher frequencies.
our analysis. The most sensitive pulsar in this search is
the same as the Ṗb analysis, J1713+0747, and provides
an estimate of jGW = −(0.5 ± 0.5) × 10−30 sec−2 . The
value of χ2 per degree of freedom for the jerk estimates
in the data set is 1.2. A. Spectral Analysis

In this subsection, we estimate a bound on the relic


B. Statistical Analysis energy density per unit log frequency,

To carry out the analysis, we construct a likelihood in- 4π 2 f 3


ΩGW (f ) = Sh (f ) . (18)
dividually for each data set, assuming uncertainties be- 3H02
tween the measurements are uncorrelated. We denote the
data by {sGW } = {aGW } or {jGW }, the signal model for At frequencies above 1 nHz, pulsar timing collabora-
 (a)  (a)
all the pulsars with a bar ({s̄GW } = āGW or j̄GW ), tions perform this estimation via “free-spectrum anal-
and the uncertainty in the measurement as σa . The like- ysis,” where the spectral power is taken as a sum over
lihood is: N monochromatic contributions with frequencies fn =
  n/T ; n = 1, 2, ... N [44–46]. Here T is the longest obser-
Y 1 1 (a) (a) 2 vation time for a pulsar in the dataset. For each fn , they
L(s̄GW | {sGW }) = √ exp − (s − s̄GW ) . study the bound on the corresponding amplitude, allow-
a
2πσa 2σa GW
ing all other amplitudes to vary and marginalize over
(16)
their posteriors. A bound on the amplitude is taken as
The model prediction, {s̄GW }, is a random vector of a bound on hc (f ), which can be translated into a bound
on ΩGW (f ).
length 14 (46) for the Ṗb (P̈ ) analysis respectively. For
each analysis, we average the likelihood over 10,000 re- We study a simplified version of the analysis by intro-
alizations of the vector, each drawn from a multivariate ducing a monochromatic source with a power-spectral
Gaussian distribution with a correlator given by Eq. (11) density,
or Eq. (12). The averaging procedure yields a marginal-
ized likelihood that, due to the presence of Sh (f ) in the Sh (f ) = S0 δ(f − f0 ) . (19)
correlators from which the mock data was sampled, is
The total energy density corresponding to Eq. (19) is
implicitly a function of the GW spectrum. We denote
given by the integral,
this marginalized likelihood LM . We compute the log-
likelihood ratio using LM between a signal model spec- Z ∞
df 4π 2 f 3 4π 2 f02 S0
ified by the dimensionless normalization of Sh (f ) (de- 2 Sh (f ) = . (20)
noted S0 ) and the null hypothesis of zero GW signal 0 f 3H0 3H02
(S0 = 0): To carry out a spectral analysis, for each f0 , we set a
  bound on S0 , which we translate into a bound on the
LM (S0 | {sGW })
q̂(S0 ) = −2 log . (17) total energy density using Eq. (20). We approximate
LM (S0 = 0| {sGW }) this as the bound on ΩGW (f0 ), a differential quantity.
We assume this statistic obeys Wilks’ theorem for a pa- As discussed in Sec. III, for our methodology to apply,
rameter bounded on one side by zero [63] to set the 95% the signal must resemble a slow secular drift. We ensure
confidence limit on S0 at q̂(S0 ) = 2.71. this by restricting our analysis to frequencies below fT .
For the Ṗb (P̈ ) data set, Tmax = 22 (17.7) yr, correspond-
ing to fT = 360 pHz (466 pHz). At frequencies above fT ,
V. APPLICATIONS AND RESULTS oscillatory features of the GW signal are important, and
instantaneous derivatives of vGW no longer determine the
As with any gravitational-wave analysis, a bound on impact to the timing model.
the stochastic background can only be set once one spec- The limits on ΩGW (f ) set by the P̈ and Ṗb analy-
ifies a power spectrum, Sh (f ). In this section, we con- ses are shown in Fig. 1 (red) alongside previous limits
sider three types of gravitational-wave distributions and set by the pulsar timing collaborations [44–46] (blue).
set limits on each. The first is a monochromatic distribu- We also show a bound on the maximum allowed energy
tion, which is particularly useful for elucidating spectral density of gravitational waves produced prior to recom-
6

bination (gray) [1].5 The theoretical expectation from B. Distributions with f & fd
SMBH binaries is a broken power-law spectrum with a
known index at high frequencies and a spectral index If a GW spectrum has support dominantly at frequen-
at low frequencies sensitive to an undetermined energy cies greater than the inverse SSB-pulsar distance (f 
loss mechanism around separations of 1 pc.6 Following fd ' 100 pHz), the aGW and jGW correlators (Eqs. (11)
Ref. [47], we parameterize the spectrum as, and (12)) are separable into frequency-dependent and
angular-dependent components. In this limit, the fre-
A2? (f /f? )2−γ quency integral sets the overall amplitude of the corre-
Sh (f ) = , (21)
2f? 1 + (fb /f )κ lator and scales with the normalization. Consequently,
the entire integral can be constrained by following the
where f? = 1 yr−1 is a convenient normalization, fb is procedure in Sec. IV B.
an unknown “bending” frequency expected to be well Performing this analysis, we find
below 1 nHz, κ = 10/3 if stellar scattering dominates
the energy losses at large binary separations,7 and γ = Z fT
13/3 if gravitational-wave emission dominates the energy df (2πf )2 Sh (f ) < 2.2 × 10−39 sec−2 and (22)
loss at small separations. A recent fit combining data 0
Z fT
from NANOGrav [2], EPTA [4], and PPTA [3], the IPTA
df (2πf )4 Sh (f ) < 2.2 × 10−61 sec−4 . (23)
found a best-fit of the amplitude, A? = 2.8+1.2
−0.8 ×10
−15
for 0
γ = 13/3 [5]. We show the spectrum for κ = 10/3, γ =
13/3, A? given by the IPTA best-fit value, and different The powers of frequency within the integrals in Eq. (22)
bending frequencies in Fig. 1 (orange). and (23) show a general feature that the sensitivity of the
The P̈ sensitivity scales with the square of the fre- P̈ and Ṗb analysis will be most sensitive to the highest
quency for frequencies well above the inverse SSB-pulsar frequencies unless the spectrum falls rapidly with increas-
distances while the Ṗb sensitivity is approximately con- ing frequency. While these results are only applicable to
stant. This can be understood from the scaling of the distributions with support in a narrow range of frequen-
apparent velocity in the monochromatic regime. From cies, 100 pHz . f . 450 pHz (the upper bounds coming
Eq. (11), ha2GW i ∝ S0 f02 and hjGW 2
i ∝ S0 f04 . Since S0 from fT , see previous subsection), the expressions apply
is proportional to energy density over frequency squared for any such distribution, Sh (f ).
(see Eq. (20)), holding aGW or jGW fixed yields ΩGW ∝
f 0 (f −2 ) for an aGW (jGW ) search.
Below frequencies of O(10 pHz), the wavelength is C. Power law distributions
longer than the typical SSB-pulsar distance of 1 kpc. As
a result, the SSB and pulsar experience correlated mo- The expected stochastic signal from supermassive
tion that partially cancels the signal. In the P̈ analysis, black hole mergers or cosmological sources is often well
this results in the bend at approximately 10 pHz. In the approximated by a power law in the most sensitive ex-
P̈b analysis, the sensitivity is largely driven by two pul- perimental frequency range,
sars, both with distances of around 1 kpc. This results in
a noticeable bump in the sensitivity at the correspond- A2

f
2−γ
ing frequency due to the non-trivial functional form of Sh (f ) = ? . (24)
2f? f?
Kab (f, n̂) (Eq. (10)) and a subsequent bend in the sensi-
tivity at even lower frequencies. For the SMBH spectrum discussed in Sec. V A, this is a
While the P̈ analysis is significantly more sensitive reasonable approximation when contributions from f .
than the Ṗb analysis above a few pHz, the two serve fb are negligible. For the Ṗb (P̈ ) analysis, this tends to be
as complementary probes of a signal. If a signal is ob- the case when γ < 5 (< 7), both of which are satisfied by
served with both parameters, a joint search will provide the theoretical expectation of γ = 13/3. By substituting
significant insight into the spectral shape of the ultralow- Sh (f ) from Eq. (24) into the correlators in Eqs. (11) and
frequency SGWB. (12), we can carry out the analysis described in Sec. IV B
to produce limits on A? and γ.
The resulting limits from a P̈ analysis are shown in
5
Fig. 2 as a red curve. Limits from Ṗb are inferior to those
We approximate the bound on the energy density per unit log
frequency with the bound on the integrated energy density.
from P̈ except for very large values of γ. For γ < 7, the
6 See Ref. [64] for a discussion of possible modifications to this sensitivity of the P̈ analysis is driven by frequencies near
spectrum due to physics beyond the Standard Model. fT . In this case, by inserting the spectrum in Eq. (24)
7 The dominant energy loss mechanism during this stage has been into Eq. (23) one can see the approximately linear scal-
a topic of active discussion in the literature and is often referred ing of log A? with γ. The blue star denotes the best-fit
to as the “final parsec problem” [65] (see, e.g., Refs. [66–72] for
discussions on possible resolutions and Refs. [73, 74] for discus- value of the signal from IPTA, and the contours corre-
sion of how it may be probed by PTA analyses at frequencies spond to 1−, 2−, and 3 − σ confidence intervals [5]. We
above 1 nHz). conclude that doing a global analysis using both ultralow
7

relic energy density ΩGW (f ) < 3.9 × 10−9 at


450 pHz, with sensitivity which scales as the fre-
quency squared until approximately 10 pHz.

2. For spectra with dominant support between


100 pHz . f . 450 pHz, we put a generic con-
straint on integrals over the power spectral density,
Sh (f ).
3. We limit the amplitude of power-law spectra as a
function of a spectral index. For γ = 13/3 (ex-
pected by SMBH mergers), we find A? . 8×10−15 .

While our study already significantly influences the


prospects for searching for an SGWB, the data used in
the P̈ analysis are not from the most recent EPTA and
PPTA data sets, nor do they include any NANOGrav
observations. An updated analysis with the new data
releases might detect the SGWB at frequencies below
1 nHz. This regime is an important complementary GW
probe to conventional PTA analyses. Furthermore, it
FIG. 2: Comparison of the tentative signal found at would provide key insights into the spectral shape of the
frequencies above 1 nHz as fit by the IPTA [5] (blue) to SGWB that are only possible in the ultralow-frequency
the limits from the P̈ analysis (red) performed in regime. In the case of SMBH mergers, the ultralow-
Sec. V C. frequency signal is sensitive to the bending frequency fb
of the spectrum (Eq. (21)). This would provide insight
into the undetermined physics driving the merger at these
and higher frequencies would disfavor large values of γ. scales.
For supermassive black hole binaries, the stochastic Whether or not a sub-nanohertz detection is made by
gravitational-wave signal is expected to be within reach studying the pulsar timing model parameters using the
of existing PTA analyses. Importantly, it may be the most recent PTA data, we know that the SGWB is out
source of the common-process signal that the PTA col- there and is very likely observable in the near future. As
laborations are currently detecting at an amplitude A? ' such, the methodology described in this paper provides
2.8+1.2
−0.8 ×10
−15
[5]. Our results place constraints near this a guaranteed detection in the years to come, opening an
best-fit value, limiting A? < 8 × 10−15 at γ = 13/3. entirely new frequency range of the gravitational-wave
spectrum to explore.

VI. DISCUSSION Acknowledgements. The authors thank Steve Taylor and


the GW group at Vanderbilt for insight during the writ-
A stochastic background of gravitational waves below ing of this paper. WD would like to thank Daniel Egana-
1 nHz is well-motivated by the expected signal from Ugrinovic for lively discussion on the neutron magneto-
supermassive black hole mergers and potential cosmic sphere. JD would like to thank the Indian Pulsar Tim-
sources. In this paper, we have shown that the secular ing Array collaboration for enlightening discussions. The
drift of parameters in pulsar timing models can detect research of JD is supported in part by NSF CAREER
such an SGWB. We do not find significant evidence of a grant PHY-1915852 and in part by the U.S. Department
signal in existing data, and hence we place strong con- of Energy grant number DE-SC0023093. WD is sup-
straints on the SGWB spectrum. Our key results are as ported in part by Department of Energy grant number
follows: DE-SC0010107. Part of this work was performed at the
Aspen Center for Physics, which is supported by National
1. By performing a spectral analysis, we limit the Science Foundation grant PHY-1607611.

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Appendix A: Non-Stationary Residuals

In the main body of the text, we assumed the timing model is sufficiently extensive to capture all secular variation
in the time of arrival data. If this is not the case, e.g., the model does not fit P̈ in the presence of ultralow-frequency
signals, then a secular trend persists in the residuals. In this section, we compute the correlator of the residuals in
this case.
The residuals, which we denote as Rn (λ), are given as the difference between the arrival time of the nth pulse and
the expected time of arrival given the timing model, t̄n (λ), where λ denotes the model parameters. There are two
contributions to this difference. The first is from the mismatch of the timing model with the true parameters. The
second is from a GW signal and is equal to the sum over the product of the redshift induced by the GW and the
period of the pulsar at tn , Ta (tn ). In total, we have,
n
X
Rn (λ) ≡ tn − t̄n (λ) = t̄n (λ̂) − t̄n (λ) + Ta (tm )z(tm ) , (A1)
m=1

where λ̂ denotes the true model parameters. To a good approximation, Ta (t) ' Ta (the product of the change in the
period and the gravitational-wave influence is a second order effect), hence
n
X n
X
Ta (tm )z(tm ) ' Ta z(tm ). (A2)
m=1 m=1

Since the pulsar period is assumed to be short in comparison to the timescales on which GWs influence the system,
we can approximate the latter sum with an integral,
Z tn
Rn (λ) ' t̄n (λ̂) − t̄n (λ) + dt0 z(t0 ) . (A3)
0

Using Eq. (3) and a Fourier decomposition of the gravitational field, h̃, the redshift can be written as

X X Z h i
za (t) = df d2 n̂ h̃A (f, n̂)FaA e−2πif t 1 − e2πif da (1+n̂·n̂a ) . (A4)
A=+,× −∞
11

From here we can compute the ensemble average of a product of redshifts at two different times,

1 ∞
Z
0
hza (t)zb (t )i = df Sh (f )C(θab , f ) , (A5)
2 −∞

where C(θab , f ) is the overlap function introduced previously which reduces down the frequency-independent form
−1
at frequencies much greater than d−1 a and db . Note that unlike at higher frequencies, in the presence of ultralow-
frequency signals, this correlator does not obey ergodicity and must be interpreted as an average over possible
realizations of the signal. (This is the same interpretation of the correlator at higher frequencies, however high-
frequency correlators are often approximated via time-averaging, an approximation that implicitly relies on ergodicity.)
The correlator of the residuals is then given by

1 ∞
Z
Sh (f ) 0
hRa (t)Rb (t0 )i = 1 − e2πif t 1 − e−2πif t C(θab , f ) ,

df 2
(A6)
2 −∞ (2πf )
Z ∞
Sh (f )
= df C(θab , f ) (1 − cos(2πf t) − cos(2πf t0 ) + cos(2πf (t − t0 ))) . (A7)
0 (2πf )2

This equation is the general form of the correlator that must be used if one wants to study ultralow-frequency GWs
in non-extensive timing models. Clearly, it is not stationary; the residual two-point function depends on t and t0
explicitly.8

Appendix B: Analysis Data Sets

In this work we carried out two analyses with the pulsar timing model parameters, one using Ṗb and another using
P̈ . In this appendix, we provide tables of the parameter values used in each analysis. An extensive discussion of the
selection criteria and validation of these data sets can be found in App. S-IB of Ref. [23].
The Ṗb analysis was carried out using the data for the 14 pulsars with binary companions shown in Tab. I. The data
was initially compiled by Ref. [50]. We chose this set since each pulsar’s intrinsic and kinematic contributions were
already estimated via independent measurements. 9 The contributions from acceleration in the Milky Way potential
were estimated via MWPotential2014, as described in the main body of the text. The χ2 per degree of freedom for
the extracted aGW is 1.4, consistent with the assumption of no missed additional contributions to Ṗb and a small GW
signal size.
In Tab. II, we show the data for the 46 pulsars used in the P̈ analysis. The P̈ values for each pulsar were calculated
by Ref. [62]. In addition to the pulsars we list in this table, Ref. [62] studied P̈ for three other pulsars: J1024-0719,
B1821-24A, and B1937+21. J1024-0719 is believed to be in a wide binary orbit with a period between 2000-20000
years that induces a large anomalous P̈ [76], while B1821-24A is situated in a dense cluster in which gravitational
effects due to nearby stars are non-negligible [77]. The residuals of B1937+21 are subject to significant ultralow-
frequency red noise relative to its timing precision [78]. We, therefore, exclude these pulsars from our data set. The
χ2 per degree of freedom for the GW jerk estimates in the remaining 46 pulsars is 1.2, consistent with the assumption
of no known contributions to P̈ and a small GW signal size.

8 Note that in an analysis which targets frequencies such that 2πf t  1, the non-stationary pieces are small since the cosines become
rapidly oscillating functions for any t and t0 . In this limit,
Z ∞
Sh (f )
Ra (t)Rb (t0 ) ' C(θab ) 1 + cos(2πf (t − t0 )) .


df 2
0 (2πf )
Dropping the time-independent piece, which represents overall shifts in the residuals, gives the form typically found in the PTA literature
(see, e.g., Ref. [75]).
9 This reference did not estimate the intrinsic contribution to pulsars J0613-0200, J1614-2230, and J1713+0747; we used the quadrupole
radiation formula to estimate the intrinsic value.
12

TABLE I: Pulsars used for Ṗb analysis. (l, b) is the galactic longitude and latitude, da is the distance between the
Earth and the pulsar (a), T is the observation time, Ṗb,obs /Pb is the observed value of the line-of-sight acceleration,
2
Ṗb,int /Pb is the intrinsic relative change in the binary period induced by gravitational emission, v⊥ /dL is the
estimated contribution from Earth-pulsar proper motion, aMW is the estimated contribution from Galactic
accelerations, ∆a is the leftover contribution to the orbital pulsar derivative when the prior three are subtracted
from aobs , and Ref. is the reference from which we extracted the parameters. All contributions to Ṗb /Pb listed below
are in units of 10−18 s−1 . Pulsars for which the intrinsic contribution has been estimated using the quadrupole
approximation to binary radiation are demarcated with a † (*) with inputs taken from Ref. [79] ([80]).
2
Pulsar l (deg) b (deg) da (kpc) T (yr) Ṗb,obs /Pb Ṗb,int /Pb v⊥ /dL aMW ∆a Ref.
J0437-4715 253.39 -41.96 0.1570(22) 4.76 7.533(12) -0.00552(10) 7.59(11) -0.055(11) 0.0(1) [51]
J0613-0200 210.41 -4.10 0.80(8) 16.10 0.46(11) -0.02(5)† 0.215(22) 0.046(9) 0.2(1) [52]
J0737-3039AB 245.24 -4.50 1.15(18) 2.67 -142.0(1.9) -141.565(15) 0.053(16) -0.056(11) -0.5(19) [53]
J0751+1807 202.73 21.09 1.22(25) 17.60 -1.54(11) -1.91(17) 0.56(12) 0.048(10) -0.24(23) [52]
J1012+5307 160.35 50.86 1.41(34) 16.80 1.17(8) -0.1955(33) 2.3(5) -0.070(14) -0.8(5) [52]
J1022+1001 231.79 51.50 0.719(21) 5.89 0.82(34) -0.0021(19) 0.512(15) -0.130(26) 0.4(3) [51]
J1537+1155 19.85 48.34 1.16(24) 22.00 -3.766(8) -5.3060(8) 1.8(4) -0.19(4) -0.09(38) [54]
J1603-7202 316.63 -14.50 0.9(7) 6.00 0.57(28) 0.0(0) 0.13(10) -0.039(8) 0.5(3) [51]
J1614-2230 352.64 2.19 0.65(4) 8.80 2.10(17) -0.000558(5)* 1.66(12) 0.079(16) 0.4(2) [55]
J1713+0747 28.75 25.22 1.15(5) 21.00 0.058(26) -1.03(6)e-06† 0.111(5) -0.060(12) 0.007(28) [56]
J1738+0333 27.72 17.74 1.47(11) 10.00 -0.56(10) -0.91(6) 0.270(20) -0.0049(10) 0.09(12) [57]
J1909-3744 359.73 -19.60 1.161(18) 15.00 3.8645(10) -0.02111(23) 3.88(6) 0.034(7) -0.02(6) [58]
J2129-5721 338.01 -43.57 0.53(25) 5.87 1.4(6) 0.0(0) 0.19(9) -0.121(24) 1.3(6) [51]
J2222-0137 62.02 -46.08 0.2672(11) 4.00 0.9(4) -0.0365(19) 1.324(5) -0.098(20) -0.2(4) [59]
13

TABLE II: Pulsars used for P̈ analysis. l is galactic longitude, b is galactic latitude, d is the distance between the
Earth and the pulsar, T is the observation time, P̈obs /P is the observed line-of-sight jerk, and Ref. is the reference
with we extracted the pulsar parameters.

Pulsar l (deg) b (deg) d (kpc) T (yr) P̈obs /P (10−30 s−2 ) Ref.


J0030+0451 113.141 -57.611 0.324 15.1 -4(4) [52]
J0034-0534 111.492 -68.069 1.348 13.5 0(20) [52]
J0218+4232 139.508 -17.527 3.150 17.6 -2(5) [52]
J0437-4715 253.394 -41.963 0.157 14.9 -1(1) [51]
J0610-2100 227.747 -18.184 3.260 6.9 0(50) [52]
J0613-0200 210.413 -9.305 0.780 16.1 0.6(6) [52]
J0621+1002 200.570 -2.013 0.425 11.8 -70(30) [52]
J0711-6830 279.531 -23.280 0.106 17.1 1(1) [51]
J0751+1807 202.730 21.086 1.110 17.6 0(2) [52]
J0900-3144 256.162 9.486 0.890 6.9 -10(20) [52]
J1012+5307 160.347 50.858 0.700 16.8 0.4(7) [52]
J1022+1001 231.795 51.101 0.645 17.5 -2(1) [52]
J1045-4509 280.851 12.254 0.340 17.0 -2(7) [51]
J1455-3330 330.722 22.562 0.684 9.2 6(20) [52]
J1600-3053 344.090 16.451 1.887 9.1 4(5) [51]
J1603-7202 316.630 -14.496 0.530 15.3 1(4) [51]
J1640+2224 41.051 38.271 1.515 17.3 -0.9(9) [52]
J1643-1224 5.669 21.218 0.740 17.3 -2(2) [52]
J1713+0747 28.751 25.223 1.311 17.7 -0.5(5) [52]
J1721-2457 0.387 6.751 1.393 12.7 -30(70) [52]
J1730-2304 3.137 6.023 0.620 16.9 0(2) [51]
J1732-5049 340.029 -9.454 1.873 8.0 20(20) [51]
J1738+0333 27.721 17.742 1.471 7.3 -30(90) [52]
J1744-1134 14.794 9.180 0.395 17.3 0.8(8) [52]
J1751-2857 0.646 -1.124 1.087 8.3 -10(50) [52]
J1801-1417 14.546 4.162 1.105 7.1 -30(100) [52]
J1802-2124 8.382 0.611 0.760 7.2 10(60) [52]
J1804-2717 3.505 -2.736 0.805 8.1 -40(40) [52]
J1843-1113 22.055 -3.397 1.260 10.1 -7(20) [52]
J1853+1303 44.875 5.367 2.083 8.4 -30(20) [52]
B1855+09 42.290 3.060 1.200 17.3 1(2) [52]
J1909-3744 359.731 -19.596 1.140 9.4 0.6(9) [52]
J1910+1256 46.564 1.795 1.496 8.5 30(20) [52]
J1911+1347 25.137 -9.579 1.069 7.5 14(8) [52]
J1911-1114 47.518 1.809 1.365 8.8 20(50) [52]
J1918-0642 30.027 -9.123 1.111 12.8 0(8) [52]
B1953+29 65.839 0.443 6.304 8.1 -20(50) [52]
J2010-1323 29.446 -23.540 2.439 7.4 20(20) [52]
J2019+2425 64.746 -6.624 1.163 9.1 -500(900) [52]
J2033+1734 60.857 -13.154 1.740 7.9 40(100) [52]
J2124-3358 10.925 -45.438 0.410 16.8 0(3) [51]
J2129-5721 338.005 -43.570 3.200 15.4 -1(2) [51]
J2145-0750 47.777 -42.084 0.714 17.5 -2(1) [52]
J2229+2643 87.693 -26.284 1.800 8.2 -20(20) [52]
J2317+1439 91.361 -42.360 1.667 17.3 -1(3) [52]
J2322+2057 96.515 -37.310 1.011 7.9 30(70) [52]

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