Snowmass2021 theory frontier white paper: Astrophysical and cosmological probes of dark matter

While astrophysical and cosmological probes provide a remarkably precise and consistent picture of the quantity and general properties of dark matter, its fundamental nature remains one of the most significant open questions in physics. Obtaining a more comprehensive understanding of dark matter within the next decade will require overcoming a number of theoretical challenges: the groundwork for these strides is being laid now, yet much remains to be done. Chief among the upcoming challenges is establishing the theoretical foundation needed to harness the full potential of new observables in the astrophysical and cosmological domains, spanning the early Universe to the inner portions of galaxies and the stars therein. Identifying the nature of dark matter will also entail repurposing and implementing a wide range of theoretical techniques from outside the typical toolkit of astrophysics, ranging from effective field theory to the dramatically evolving world of machine learning and artificial-intelligence-based statistical inference. Through this work, the theory frontier will be at the heart of dark matter discoveries in the upcoming decade.