# Quantum dot to disordered wire crossover: A complete solution in all length scales for systems with unitary symmetry

Transport in phase coherent devices has become a rather topical subject, ever since modern nanolithographic techniques have achieved sufficient precision to manufacture a great variety of such systems . These mesoscopic structures can be broadly divided into two categories: (I) disordered conductors, where static defects generates disorder scattering with an elastic mean free path, $`l`$, smaller then the device dimensions and (II) ballistic cavities, where $`l`$ exceeds the device dimensions and boundary scattering dominates. The hallmark of mesoscopic phenomena is the relevance of quantum interference effects due to multiply scattered waves. These in turn implies that the only really important feature of the microscopic scattering mechanism is the preservation of phase memory.

In spite of the many similarities of mesoscopic effects in systems of type I and II, the microscopic theoretical models to describe them are quite different. In the most understood regime (the semiclassical), impurity average diagrammatic techniques  are used to study disordered conductors, whilst quantum chaotic scattering theory and trace formulas are used to describe transport in ballistic cavities . There are many alternative (non-microscopic) approaches to quantum transport that substitute the detailed information on the scattering potentials by more generic statistical hypothesis on macroscopic quantities, e.g. by assuming independent randomness in the scattering matrix of a macroscopic portion of the system.

These alternative theories (known generically as random-matrix models ) have proved exact in many situations and are very useful in describing non-perturbative mesoscopic effects. The most remarkable aspect of these random-matrix models is the existence of an underlying mathematical structure that captures the relevant statistical information to the description of mesoscopic phenomena, which is known as the supersymmetric non-linear $`\sigma `$-model and has been introduced in condensed matter physics through the pioneering work by Efetov . For disordered systems non-linear $`\sigma `$-models of various kinds have been rigorously derived from microscopic models and succesfully applied to the non-perturbative regime . More recently, derivations of non-linear $`\sigma `$-models for ballistic chaotic cavities have been presented . The crucial underlying concept of these recent works is the existence of an intimate connection between the irreversible classical dynamics and the statistical quantum properties of the system.

The inevitable conclusion is that the non-linear $`\sigma `$-model is a key concept in the search for a unified description of systems of type I and II. Earlier atempts in this direction have been confined to the semiclassical regime  or to the thick-wire limit . In this letter we provide the complete picture by incorporating all physical regimes and useful limits. Specifically, we use a supersymmetric non-linear $`\sigma `$-model to describe the continuous crossover between a quantum dot (ballistic chaotic cavity) and a quantum wire (quasi-one-dimensional disordered conductor) in the absence of time-reversal symmetry. The system is coupled ideally (no transmission barriers) to two electron reservoirs through perfectly conducting leads that support and arbitrary number of open channels. We find an exact solution of the model and obtain closed expressions for several important transport properties. We show that our solution reproduces many known results of the literature by taking particular limits.

Our starting point is the Landauer-Büttiker formalism, by which transport observables can be related to scattering functions, such as the transmission matrix $`t`$ of the system. Let $`N_1`$ and $`N_2`$ denote the number of channels in lead 1 and 2 respectively. We define $`t`$ as an $`N_1\times N_2`$ random transmission matrix describing the ideal coupling of the modes in lead 1 to those in lead 2 though a disordered sample of length $`L`$. In the limit $`L0`$ the system represents a quantum dot or a ballistic chaotic cavity, in which disorder scattering is negligible and the irregular fluctuations in the transmission matrix are due to surface scattering at the boundaries of the cavity. We shall measure the sample’s size $`L`$ in units of the localization length $`\xi `$, which we take as a free parameter, so that $`s2L/\xi `$ is a dimensionless variable controling the crossover from the ballistic ($`s=0`$) to the insulating regime ($`s1`$). The mean free path, $`l`$, sets the typical size of the cavity, so that when the disordered portion has length $`L>0`$ the combined dot-wire system has length $`L_{sys}>l`$. For $`\xi l`$ (large number of scattering channels) the system exhibits a metallic (or diffusive) behaviour which interpolates between the ballistic and the insulating regimes.

A conventional approach to quantum transport is to study the statistical properties of a particular observable, such as the system’s conductance. Here, we shall instead consider a generating function  from which many transport properties can be derived (such as the first three moments of the conductance or the average shot-noise power). Consider thus the following function

$$𝒵(\{\theta \})=\mathrm{det}\left(\frac{1\mathrm{sin}^2(\theta _0/2)tt^{}}{1+\mathrm{sinh}^2(\theta _1/2)tt^{}}\right)$$
(1)   
and let $`\mathrm{\Psi }_s(\{\theta \})`$ be the average of $`𝒵(\{\theta \})`$ over realizations on the ensemble of random transmission matrices. Note that the joint distribution of the eigenvalues of $`tt^{}`$ contains $`s`$ as a parameter. Using a non-linear $`\sigma `$-model to be presented later we shall prove that

$`\mathrm{\Psi }_s(\{\theta \})`$ $`=`$ $`1+(\mathrm{cos}\theta _0\mathrm{cosh}\theta _1){\displaystyle \underset{n=0}{\overset{N1}{}}}{\displaystyle _0^{\mathrm{}}}𝑑\mu _{nk}c_{nk}^{(N)}c_{nk}^{(M)}`$ (3)   
$`\times P_n(\mathrm{cos}\theta _0)P_{1/2+ik}(\mathrm{cosh}\theta _1)e^{\epsilon _{nk}s},`$   
where $`d\mu _{nk}=(\epsilon _{nk})^1(2n+1)k\mathrm{tanh}\left(k\pi \right)dk`$ is the integration measure, $`\epsilon _{nk}=k^2+1/4+n(n+1)`$, $`N=\mathrm{min}(N_1,N_2)`$, $`M=\mathrm{max}(N_1,N_2)`$, $`P_n(x)`$ is the Legendre polynomial, $`P_{1/2+ik}(x)`$ is the conical function and

$`c_{nk}^{(N)}={\displaystyle \frac{\left|\mathrm{\Gamma }(N+1/2+ik)\right|^2}{(Nn1)!(N+n)!}}.`$Equation (3) is the central result of this letter. It constitutes the exact solution of a realistic model of quantum transport that applies to all regimes of physical interest, namely: ballistic, diffusive, insulating, semiclassical and the extreme quantum limit. Furthermore, it contains the exact solution of important models, such as the thick wire  and the DMPK theory , as particular cases. In order to demonstrate the usefulness of our explicit solution, we shall now discuss some concrete applications. (i) Moments of the conductance

According to the Landauer-Bütikker scattering approach, the two probe conductance of a phase coherent system is given by $`G=G_0\mathrm{tr}(tt^{})`$, where $`G_0=2e^2/h`$ is the conductance quantum. It is easy to verify from (1) that the first three moments of the conductance can be obtained from $`\mathrm{\Psi }_s(\{\theta \})`$ through the relations:

$`G/G_0_s=2\left(D_{\theta _0}\mathrm{\Psi }_s(\{\theta \})\right)|_{\{\theta \}=0}`$

$`\left(G/G_0\right)^2_s=4\left(D_{\theta _0}D_{\theta _1}\mathrm{\Psi }_s(\{\theta \})\right)|_{\{\theta \}=0}`$

$`\left(G/G_0\right)^3_s=4\left(D_{\theta _0}D_{\theta _1}(D_{\theta _1}D_{\theta _0})\mathrm{\Psi }_s(\{\theta \})\right)|_{\{\theta \}=0}`$where $`D_\theta /(\mathrm{cos}\theta )`$. Using Eq. (3) we obtain the compact result

$$\left(G/G_0\right)^m_s=2\underset{n=0}{\overset{N1}{}}_0^{\mathrm{}}𝑑\mu _{nk}c_{nk}^{(N)}c_{nk}^{(M)}g_{nk}^{(m)}e^{\epsilon _{nk}s},$$
(4)   
where $`g_{nk}^{(1)}=1`$, $`g_{nk}^{(2)}=k^2+1/4+n(n+1)`$ and $`g_{nk}^{(3)}=\frac{1}{4}(k^2+1/4)(k^2+9/4)+2n(n+1)(k^2+1/4)+\frac{1}{4}(n+2)(n+1)n(n1)`$.

This expression reproduces (for $`m=1,2`$) the exact solution of the DMPK equation, presented in Ref. , by letting $`M\mathrm{}`$ (note that in this case $`c_{nk}^{(M)}1`$ and Eq. (4) remains otherwise unchanged). Another known exact solution is that obtained in Ref.  for the first two moments of the conductance of a thick wire. It can be recovered by taking the limits $`N,M\mathrm{}`$, which implies $`c_{nk}^{(N)}c_{nk}^{(M)}1`$ and the sum is extended to infinity. Physically, in each of these limits we are neglecting (or reducing) the effects of the contact resistances at the lead-sample interfaces. We remark that the exact expressions for the third moment of the conductance in both limits (DMPK and thick wire) are presented here for the first time.

There are a number of interesting transport regimes that can be described by our explicit solution. Let us consider here some of them separately.

(a) The insulating regime ($`L\xi `$)

In this regime the system becomes an effective disordered 1D wire and all moments of the conductance decay exponentially with increasing length as a consequence of wave-function localization. Is this case we may evaluate Eq. (4) for $`s1`$ using the saddle-point method, we find

$`G/G_0_s`$ $``$ $`4\left(G/G_0\right)^2_s{\displaystyle \frac{64}{9}}\left(G/G_0\right)^3_s`$   
$``$ $`2c_{0,0}^{(N_1)}c_{0,0}^{(N_2)}\left({\displaystyle \frac{\pi }{s}}\right)^{3/2}e^{s/4}.`$   
(b) The quasi-ballistic regime ($`L_{sys}l`$)

In this regime the system is in the transition from boundary surface dominated to bulk disorder dominated scattering as its length, $`L_{sys}`$, increases from its ballistic value $`l`$. We get expressions in this limit by expanding $`(G/G_0)^m_s`$ in a power series about $`s=0`$. We find

$`G/G_0_s=g_c\left(1{\displaystyle \frac{g_cs}{1(\alpha g_c)^2}}+\mathrm{}\right)`$and

$`\mathrm{var}(G/G_0)={\displaystyle \frac{(\alpha g_c^2)^2}{1(\alpha g_c)^2}}\left(1+{\displaystyle \frac{2(14\alpha g_c^2)s}{\alpha g_c\left(1(2\alpha g_c)^2\right)}}+\mathrm{}\right),`$where $`g_c=N_1N_2/(N_1+N_2)`$ is the dimensionless contact conductance and $`\alpha (N_1N_2)^1`$. Note that the first term reproduces the results of Ref.  for quantum dots.

(c) The semiclassical regime ($`N_1,N_21`$)

This is the most studied regime of quantum transport and corresponds to a situation where quantum interference effects can be treated as a perturbation to classical transport theory. There are several useful methods to obtain expressions for observables in this regime, such as the diagrammatic impurity average perturbation theory , the large $`N`$ expansion of the non-linear $`\sigma `$-model  and the semiclassical approach using trace formulas . For the present model we obtain

$`G/G_0_s{\displaystyle \frac{1}{1/g_c+s}},`$which corresponds to the expected length dependence of the classical Ohm’s law. For the variance of the conductance we get

$`\mathrm{var}(G/G_0){\displaystyle \frac{1}{15}}\left(1{\displaystyle \frac{6\gamma _5\gamma _1(1+g_cs)5\gamma _3^2}{\left(1+g_cs\right)^6\gamma _1^6}}\right),`$where $`\gamma _mN_1^m+N_2^m`$. This result agrees qualitatively with that of Ref. , where a discrete version of the non-linear $`\sigma `$-model has been used. The quantitative difference is not surprising since the continuum limit smoothes the ballistic-diffusive crossover (see also Ref. , where a different continuum model has been studied). In the diffusive limit, i.e. when $`sg_c1`$, we get simply $`G/G_0_ss^1`$ and $`\mathrm{var}(G/G_0)1/15`$ in agreement with rigorous microscopic diagrammatic calculations . We remark that one recovers the result of the ballistic-diffusive crossover predicted by the DMPK theory simply by taking the limit $`N_2\mathrm{}`$ (or $`N_1\mathrm{}`$) in all formulas.

(ii) The average density of transmission eigenvalues

We define

$$\rho (\tau ,s)=\mathrm{tr}\delta (\tau tt^{})_s$$
(5)   
as the average density of eigenvalues of $`tt^{}`$ (usually called transmission eigenvalues). In our formalism $`\rho (\tau ,s)`$ can be obtained from Eq (3) through the equation 

$$\rho (\tau ,s)=\frac{1}{\pi \tau }\mathrm{Im}\left(\mathrm{tan}(\theta _0/2)\frac{}{\theta _0}\mathrm{\Psi }_s(\{\theta \})\right),$$
(6)   
in which $`\theta _0`$ and $`\theta _1`$ are related to $`\tau `$ by $`\mathrm{cos}\theta _0=\mathrm{cosh}\theta _1=12(\tau +i0^+)^1`$. Evaluating Eq. (6) we get

$`\rho (\tau ,s)`$ $`=`$ $`{\displaystyle \frac{2}{\pi \tau ^2}}{\displaystyle \underset{n=0}{\overset{N1}{}}}{\displaystyle _0^{\mathrm{}}}𝑑\mu _{nk}\mathrm{cosh}(k\pi )c_{nk}^{(N)}c_{nk}^{(M)}`$ (8)   
$`\times P_n\left(12\tau ^1\right)P_{1/2+ik}(2\tau ^11)e^{\epsilon _{nk}s}.`$   
In the limit $`s0`$ we recover the result of Ref.  for quantum dots

$`\rho (\tau ,0)=\tau ^\mu {\displaystyle \underset{n=0}{\overset{N1}{}}}(2n+\mu +1)\left\{P_n^{(\mu ,0)}(12\tau )\right\}^2,`$where $`\mu =MN`$ and $`P_n^{(\alpha ,\beta )}(x)`$ is the Jacobi polynomial. A useful application of Eq. (8) is the calculation of the ensemble average of arbitrary linear statistics, i.e. observables that can be written in the form $`A=\mathrm{tr}\left[f_A(tt^{})\right]`$. Using Eq. (5) one can see that

$$A_s=_0^1\rho (\tau ,s)f_A(\tau ).$$
(9)   
As a particular application of this formula we consider the shot-noise power, which is given by $`P=P_0\mathrm{tr}\left[tt^{}(1tt^{})\right]`$, where $`P_0=2e|V|G_0`$ ($`V`$ is the applied voltage), and thus $`f_P(\tau )=\tau (1\tau )`$. Using Eq. (9) we find

$`P/P_0_s=2{\displaystyle \underset{n=0}{\overset{N1}{}}}{\displaystyle _0^{\mathrm{}}}𝑑\mu _{nk}p_{nk}c_{nk}^{(N)}c_{nk}^{(M)}e^{\epsilon _{nk}s},`$where $`p_{nk}=3/4k^2+n(n+1)`$.

We shall now sketch the proof of Eq. (3). The starting point is the supersymmetric non-linear $`\sigma `$-model representation of the ensemble average of the generating function (Eq. (1)), which reads 

$`\mathrm{\Psi }_s(\{\theta \})={\displaystyle 𝑑Q^{}𝑑Q^{\prime \prime }V_2(Q_0,Q^{})W_s(Q^{},Q^{\prime \prime })V_1(Q^{\prime \prime },Q)}`$where $`V_i(Q,Q^{})=\mathrm{Sdet}^{N_i}(Q+Q^{})`$, $`i=1,2`$, (Sdet stands for the superdeterminant in the convention of Ref. ) and $`dQ`$ in the invariant measure of the coset space $`𝒞=U(1,1/2)/(U(1/1)U(1/1))`$.

This non-linear $`\sigma `$-model representation can be rigorously derived from a number of sofisticated stochastic approaches, such as the IWZ model  or the gaussian white noise potential . Here we take, however, the point of view of regarding the non-linear $`\sigma `$-model as an independent minimal field theoretical description of the system, in the sense that it is free from all the statistically irrelevant details of specific models (either microscopic or random-matrix approaches). The price one has to pay for this model independence is that the localization length becomes a free parameter and the theory merely stablishes a scaling law for the physical observables.

It has been shown  that points in $`𝒞`$ can be represented by supermatrices of the form

$`Q=U\left(\begin{array}{cc}\mathrm{cos}\widehat{\theta }& i\mathrm{sin}\widehat{\theta }\\ i\mathrm{sin}\widehat{\theta }& \mathrm{cos}\widehat{\theta }\end{array}\right)U^1;U=\left(\begin{array}{cc}u_1& 0\\ 0& u_2\end{array}\right),`$where $`\widehat{\theta }\mathrm{diag}(i\theta _1,\theta _0)`$; $`\theta _1>0`$, $`0<\theta _0<\pi `$, and $`u_1`$, $`u_2`$ are $`2\times 2`$ unitary supermatrices. In particular the origin of $`𝒞`$ is represented by $`Q_0=\mathrm{diag}(1,1,1,1)`$. The function $`W_s(Q^{},Q^{\prime \prime })`$ is the diffusion kernel of $`𝒞`$ and can be written as a path integral given by

$`W_s(Q^{},Q^{\prime \prime })={\displaystyle \underset{x=0}{\overset{s}{}}dQ(x)\mathrm{exp}\left(\frac{1}{16}_0^s𝑑x\mathrm{Str}(_xQ)^2\right)},`$with boundary conditions $`Q(0)=Q^{\prime \prime }`$ and $`Q(s)=Q^{}`$. Here Str is the supertrace as defined in Ref . As shown in Ref. , the high degree of symmetry in this approach implies that $`\mathrm{\Psi }_s(\{\theta \})`$ satisfies the following diffusion equation

$$\left(_s\mathrm{\Delta }_{\widehat{\theta }}\right)\mathrm{\Psi }_s(\{\theta \})=0$$
(10)   
with initial condition

$`\mathrm{\Psi }_0(\{\theta \})={\displaystyle 𝑑Q^{}V_2(Q_0,Q^{})V_1(Q^{},Q)},`$where $`\mathrm{\Delta }_{\widehat{\theta }}`$ is the radial part of the Laplace-Beltrami operator of $`𝒞`$. The initial condition integral has been studied in Ref.  and can be expressed in the following rather convenient form

$`\mathrm{\Psi }_0(\{\theta \})`$ $`=`$ $`1+(\mathrm{cos}\theta _0\mathrm{cosh}\theta _1){\displaystyle \underset{l=0}{\overset{N1}{}}}{\displaystyle \frac{(1)^{l+1}}{2}}`$   
$`\times {\displaystyle \frac{\mathrm{sin}^{2l}(\theta _0/2)}{\mathrm{sinh}^{2l+1}(\theta _1/2)}}\left[f_{Nl1}^{(\mu )}(\theta _0)g_{Nl1}^{(\mu )}(\theta _1)1\right]`$   
where $`f_n^{(\mu )}(\theta _0)=F(n,n\mu ;2n\mu ;\mathrm{sin}^2(\theta _0/2))`$ and $`g_n^{(\mu )}(\theta _1)=F(n+1,n+\mu +1;2n+\mu +2;\mathrm{sinh}^2(\theta _1/2))`$ are hypergeometric functions. We solve Eq. (10) by expanding $`\mathrm{\Psi }_s(\{\theta \})`$ in a complete set of eigenfunctions of $`\mathrm{\Delta }_{\widehat{\theta }}`$ (for a detailed discussion of this procedure see Ref ). The final result is Eq. (3).

In summary, we have studied a unified field-theoretical description of the quantum dot - quantum wire crossover for system with broken time-reversal symmetry. Using a generating function approach we have found closed expressions for a number of important transport properties, such as the first three moments of the conductance, the average shot-noise power and the average density of transmission eigenvalues. Extensions of our results to other symmetry classes (orthogonal and symplectic) and to more elaborate correlation functions (with explicit dependence on energy and/or magnetic field) appear to be possible by means of the theory of superharmonic analysis presented in Ref. . An interesting immediate application of the techniques presented here would be the derivation of extensions of the variance  and the length-correlation  formulas to all physical regimes and length scales.

This work was partially supported by CNPq, FACEPE and FINEP (Brazilian Agencies).