Have they ever! We have a pretty good general idea, but the details of how that collision happened are still a very active field of study. In order to go into more details on how that particular impact may have happened, we need to have a good understanding of how impacts work in general, before we scale up to the one that created our Moon.
Impacts between any two objects are all about energy. The more energy you have, the bigger a mark you’re going to leave. There are two ways to have a lot of energy, if you are a rock hurtling towards the Earth — one is to be really, really fast, and the other is to be really, really large. Either of the two will do the trick — and of course, if you’re really fast and really large, you will do a double dose of damage to whatever you hit.
The reason you make so much of a mark when you crash into something else is that usually the thing you’ve hit is much bigger than you are, and doesn’t want to move, so as the smaller object, you must very abruptly come to a halt. This halting means that all of the energy that was carried with you in motion is transferred into whatever you’ve hit.
You can see this in small scale if you flick a pebble into some soft sand. As the pebble hits the sand, it sends up a sand-splash, which then rains down in a ring surrounding the pebble’s landing spot. Some of the energy which was held in the motion of the pebble got transferred to the sand, slowing the pebble and speeding up the sand. Sand is easily moved, because it’s made of a lot of very small pieces, and each piece is easily separated from every other piece. Sand doesn’t particularly like to be compressed underneath the incoming pebble, but will easily move in a different direction instead. If you flick the same pebble at a much bigger rock, that pebble probably just bounced off of the rock, making no such dent. (Rocks don’t like to move. More on this in a minute.)
The pebble you threw should be buried not too far under the sand (depending on how hard you threw it). But here, our pebble doesn’t have to slow down very much, and it’s hit a very soft material, which obligingly moved. The finer the powder any object hits, the slower the stopping process is, so the object will move further under the surface before stopping. If you want to test this, try throwing a marble into hard-packed brown sugar, loose sand (or sugar) and some flour. The flour, which is the finest powder, will allow the marble to sink much further into it, particularly in comparison to hard packed brown sugar, which is much thicker and less inclined to move. (If you do this test, I will not be held responsible for the state of your kitchen after you toss a marble into the flour — flour will go everywhere.)
How does this pebble flicking scale to much larger impacts? Pretty well, though the energies involved are much, much larger. If a meteoroid (our new, much larger, pebble analogue) happens to hit a surface which is particularly soft, like a moon which is mostly rubble, that meteoroid can pass through quite a bit of that rubble before it comes to a stop. However, odds are that a lot of asteroids (in the inner solar system, anyways) are going to wind up hitting another piece of rock. And in this situation, there’s one additional thing that happens with an impact of asteroid scales. The front edge of your boulder, which is slamming into rock, slows down faster than the back edge of your boulder, which means that the two sides wind up closer together, and so the whole thing flattens.
As we mentioned earlier, rock doesn’t like to compress, and now both the impacting object and the surface it’s hitting are doing it, and so the energy has to go somewhere. And so it does, into a shock wave in the surrounding Earth. Depending on how much energy there is (remember, either by speed of impact or massive impact), this can mean you punch a straightforward hole in the ground, à la Barringer Crater, or you can create a much larger hole, like the Chicxulub impact crater. With something like the Chicxulub impact crater, some of the energy went into vaporizing the impacting object, and some of the energy went into liquefying the surface that it hit.
The asteroid that hit our Earth at Chicxulub is estimated to have been about 12 miles across, generating a crater 110 miles across. It vaporized the impacting object, but left unusual amounts of shocked minerals and droplets of molten glass for us to find. And it made a mess of the entire planet, not helping the dinosaurs very much.
Now, going from a 12 mile asteroid hitting the Earth to something roughly the size of Mars, you can imagine you are doing another entire leap in how catastrophic your impact is. Mars is 4,200 miles across. The Earth is around 7,900 miles across. This is no longer a small object hitting a large object, but two objects which are reasonably close to each other in size, so the energy involved is going to be immense.
Some rock vaporization and liquefying is definitely in order. And here’s where various theories begin to diverge. The Moon’s rock and Earth’s rock are chemically close enough to each other that they should have once mostly been in the same place (namely on the Earth). So when this impacting object, which has been dubbed Theia, slammed into the earth, it’s thought that the core of Theia sank down into the core of the proto-Earth to join the Earth’s existing core. But a good chunk of material would have been flung out into space, both from Theia or from the Earth. These pieces of blasted off rock would have gradually collected back together to form the Moon. This is generally considered the most promising running theory, but it can’t explain a few details, so it still needs a little tweaking.
The most problematic detail is that this explanation typically means that Theia wasn’t utterly vaporized and distributed evenly between the Earth and the Moon — more of Theia should have wound up in the Moon, and less of it on the Earth. But the Earth and the Moon are very close to each other, chemically, so we might need a model that involves more mixing of the Earth and Theia.
A new theory suggests that perhaps the impact was more violent than we had thought — more energy was transferred — and Theia actually had been totally vaporized, along with the entire crust of the earth, and a good chunk of the upper mantle, leaving a glowing core of our planet surrounded by a haze of super dense gas, which was previously rock. Since pretty much everything is vaporized in this scenario, it helps explain why the surface of the Earth and the Moon would look so similar – they would have both re-condensed out of this same haze, which would have been a much more even mixture of the proto-Earth and Theia, the impact object.
No matter which theory of the Moon’s formation prevails in the long run, the impacting object would have certainly destroyed itself in the collision – remnants of it are in both the Earth and the Moon, having shredded at least the crust of the Earth, and at most, vaporizing a huge fraction of the Earth.
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