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# Positron plasma diagnostics and temperature control for antihydrogen production

## Abstract

Production of antihydrogen atoms by mixing antiprotons with a cold, confined, positron plasma depends critically on parameters such as the plasma density and temperature. We discuss non-destructive measurements, based on a novel, real-time analysis of excited, low-order plasma modes, that provide comprehensive characterization of the positron plasma in the ATHENA antihydrogen apparatus. The plasma length, radius, density, and total particle number are obtained. Measurement and control of plasma temperature variations, and the application to antihydrogen production experiments are discussed.

The ATHENA collaboration recently produced and detected cold antihydrogen atoms Amoretti2002a  at the CERN Antiproton Decelerator (AD) Maury1997 . A similar result has been subsequently reported by the ATRAP collaboration Gabrielse2002 . The antihydrogen was made by mixing low energy antiprotons with a cold, dense positron plasma in a nested Penning trap Gabrielse1988 . A knowledge of the characteristics of the positron plasma is important for several reasons. The most likely antihydrogen formation mechanisms, spontaneous recombination and three body recombination, have different dependences on both the density and the temperature of the positron plasma Holzscheiter1999 . Knowing these parameters is crucial in helping to elucidate the antihydrogen formation mechanism. Control and simultaneous monitoring of the positron plasma temperature allow the antihydrogen formation reaction to be effectively turned off while maintaining overlap between antiprotons and positrons. This provides a good measurement of the total background signal for our unique antihydrogen detector Amoretti2002a . Furthermore, the space charge potential of a sufficiently dense ($`10^8`$ cm-3) and extensive (length 3 cm) positron plasma considerably alters the effective electrostatic potential in the positron trap and thus the dynamics of the antiprotons in the nested trap.

Harmonically confined one component plasmas at temperatures close to absolute zero are known to form spheroids of constant charge density Turner1987 . In our case the shape is a prolate ellipsoid characterized by the aspect ratio $`\alpha =z_p/r_p`$ where $`z_p`$ and $`r_p`$ are the semi-major axis and semi-minor axis respectively \[Fig. 1(a)\]. A cold fluid theory Dubin1991  relating the frequencies of the low-order plasma modes to the density and the aspect ratio of spheroidal plasmas was confirmed experimentally for laser cooled ion plasmas Heinzen1991 ; Bollinger1993  and successfully applied to cold electron plasmas Weimer1994 . Work on finite temperature electron plasmas demonstrated that mode detection could be used as a diagnostic of density and aspect ratio and that for a plasma of known density and aspect ratio the frequency of the quadrupole mode is dependent on the plasma temperature Tinkle ; Higaki2002 .

Here we describe an extension to the above work which provides a non-destructive diagnostic based on measurements of the first two axial modes of a finite temperature positron plasma. The diagnostic has no discernable effect on the normal evolution of the plasma, so it can be used during antihydrogen production. We have developed a model in which the plasma length can be extracted from the shape of the resonance when the dipole mode is excited. Thus the aspect ratio, density, and length can be measured and the radius and positron number obtained. We show that we can monitor induced changes in the temperature while ensuring that the normal evolution of other plasma parameters is not changed. Using this monitor and suitable radio frequency excitation of the dipole mode we can set the plasma temperature during the interaction between positrons and antiprotons.

In ATHENA, the positrons and antiprotons are confined by cylindrical electrodes of radius $`r_w`$=1.25 cm. These are inserted in a cryostat and immersed in a 3 T magnetic field. The positrons are held in the central part of the trap by an harmonic axial potential \[see Fig. 1(b)\]. In the high magnetic field the positrons cool by synchrotron radiation O'Neil1980 . We have not measured the temperature of the positron plasma but note that the lower limit is set by the temperature of the trap electrodes (15 K).

The first two axial modes (dipole and quadrupole modes) are excited by applying a sinusoidal perturbation to one electrode with an electromotive force $`V_t=v_te^{j\omega t}`$. The oscillation of the plasma induces a current in the pick-up electrode Kapetanakos1971 ; Wineland1975  and a voltage $`V_r=v_r(\omega )e^{j\omega t}`$ is detected across the resistance $`R_r`$ \[Fig. 1(b)\]. Experimentally the ratio $`T_L(\omega )=v_r(\omega )/v_t`$ is measured as a function of the drive frequency $`\omega `$ by means of a network analyzer. A narrow step-wise frequency sweep is made of the voltage source across the resonance frequency of each mode. The excitation amplitude $`v_t`$ is of the order of 100 $`\mu `$V and the dwell time for each 5 kHz step is 3.96 ms. The number of scan steps is usually 50. The choice of scan width is a balance between following scan-to-scan changes in mode frequency and avoiding perturbations to the normal evolution of the plasma. To follow changes in the plasma over a longer time scale an automatic frequency tracking code has been implemented to allow the excitation to be locked to the mode frequencies. For each frequency step, the amplitude and phase (relative to that of the driving signal) of the voltage induced by the plasma motion are acquired. The cross talk signal between the transmitting and receiving electrodes is acquired without positrons and subtracted from the signal measured with the plasma present.

The plasma number density $`n`$ and aspect ratio $`\alpha `$ can be extracted from the zero-temperature analytical model Dubin1991  using the measured frequencies ($`\omega _1`$, $`\omega _2`$) of the dipole and quadrupole modes. We have developed an equivalent circuit model which explicitely includes the plasma dimensions. This method yields directly the plasma length when $`\alpha `$ and $`n`$ are known. In contrast other equivalent circuit approaches utilizing tuned circuits and assuming small cloud dimensions measured the total number of particles in Penning traps Wineland1975 . Our model describes the signal induced on an electrode by the coherent oscillations of the dipole mode when an external driving force is applied. In particular we write AmorettiSubmitted

$$T_L=\frac{g_t(\alpha ,z_p)g_r(\alpha ,z_p)R_r}{R_s+j\omega L\left(1\omega _1^2/\omega ^2\right)}.$$
(1)
The dimensionless functions $`g_r`$ and $`g_t`$ depend on the shape of the plasma and on the geometry of the trap. They describe the effects of the finite plasma extension both on the mode excitation and detection. $`g_t(\alpha ,z_p)V_t/2r_w`$ is the electric field acting on the center of mass of the plasma when the dipole mode is excited by applying a voltage $`V_t`$ to the transmitting electrode with the other electrodes grounded. The function $`g_r(\alpha ,z_p)`$ is related to the current $`I_r`$ induced by the dipole mode oscillation on the receiving electrode, $`I_r=Neg_r(\alpha ,z_p)v_{cm}/2r_w`$ where $`v_{cm}`$ is the velocity of the particles due to the dipole mode and $`e`$ is the positron (electron) charge. $`T_L`$ is obtained by measuring $`T_L^{}=AT_L`$ where $`A`$ is the net gain of the electronics chain and it is independent of the plasma properties. We used electrons to fine tune this parameter by comparing the number obtained by this diagnostic with the number measured on a Faraday cup. Electrons were chosen as they can be loaded faster, with a wider range of total number N. The inductance $`L`$ of the equivalent circuit is related to the plasma length,

$$L=\frac{3\alpha ^2r_w^2m}{\pi ne^2z_p^3},$$
(2)
where $`m`$ is the positron (or electron) mass AmorettiSubmitted . The resistance $`R_s`$ characterizes the damping rate of the mode. $`\alpha `$ and $`n`$ are determinated independently by the frequency analysis. The power transmitted trough the plasma $`|T_L|^2`$ is related to $`R_s`$ and $`z_p`$ by Eq. (2) and Eq. (1). Thus a fit to the measured transmitted power yields $`z_p`$. The radius $`r_p`$ and the total number $`N`$ can now be found.

An example of an application of this diagnostic to positrons is shown in Fig. 2. Here the total number obtained with the model is plotted against the number found by extraction to a Faraday cup. In this regime the linearity and good correspondence in the absolute number show that both the model and its implementation constitute a complete, real-time, non-destructive plasma diagnostic. Typical properties of the ATHENA positron plasma for antihydrogen production were $`7\times 10^7`$ positrons at a density of about $`1.7\times 10^8`$ cm-3 in a plasma approx. 3.2 cm long ($`2z_p`$) with a radius of about 0.25 cm and a storage time of several hundreds of seconds. The maximum change in the plasma parameters during the mixing cycle of 190 seconds was less than 10%.

Because of the importance of temperature in antihydrogen production, we have also investigated whether this diagnostic system can be used to detect changes in the plasma temperature. Previous authors have demonstrated, with work on similar electron plasmas Tinkle ; Higaki2002 , that temperature changes manifest themselves in frequency shifts of the quadrupole mode. In particular they find

$$k\mathrm{\Delta }T=\frac{mz_p^2}{5}[(\omega _2^h)^2(\omega _2)^2]\left[3\frac{\omega _p^2\alpha ^2}{2\omega _2^2}\frac{d^2f(\alpha )}{d\alpha ^2}\right]^1,$$
(3)
where $`f(\alpha )=2Q_1(\alpha /\sqrt{\alpha ^21})/(\alpha ^21)`$ and $`Q_1`$ is a Legendre function of the second kind, $`\omega _2^h`$ is the quadrupole frequency with heating applied and $`\omega _p`$ is the plasma frequency. The values of $`\alpha `$, $`\omega _p`$ and $`z_p`$ are evaluated in the cold fluid limit. Provided that these parameters do not vary significantly when the plasma temperature changes, a measured shift in the quadrupole frequency can be used to calculate the magnitude of the temperature change.

We have used the mode diagnostic system to investigate the response of a cold and dense positron plasma without antiprotons to heating, implemented by applying an excitation near the dipole frequency (21 MHz) to one of the trap electrodes \[Fig. 1(a)\]. Off-resonance heating pulses were not effective. The excitation is a variable amplitude signal that is swept from 20 MHz to 22 MHz at a repetition rate of about 1 kHz. This is done to ensure that the dipole mode frequency is covered and that the plasma reaches thermal equilibrium. Previous authors report an equilibration rate of some tens of kHz in similar conditions Beck . Figure 3 shows the behavior of the quadrupole frequency when the initially cold plasma is subjected to heating off/heating on cycles. Application of the excitation results in a rapid, voltage-dependent rise in the quadrupole frequency. When the excitation is removed, the quadrupole frequency returns to a value in step with the evolution of the unperturbed plasma which is also shown in Fig. 3. The unperturbed plasma evolution is characterized by a slow decrease in the frequency of the quadrupole mode and corresponding decrease in aspect ratio and density. This is consistent with a slow expansion of the plasma. The heating and the cooling times are faster than our sampling interval resulting in the observed discontinuities of the frequency shifts on the time scale of Fig. 3.

Furthermore, for these heating amplitudes, without antiprotons we observe no discernable positron loss with our positron annihilation detector which covers a solid angle of 80$`\%`$ of 4$`\pi `$ Rainfoot . Figure 4(a) shows the response of the plasma quadrupole frequency during heating off/heating on cycles with different amplitudes $`V_d`$ of generated heating voltage \[directly proportional to $`V_h`$ of Fig. 1(a)\]. Thus the dependence of temperature increase $`\mathrm{\Delta }T`$ on $`V_d`$ was found and the result is shown in Fig. 4(b). For the data reported here the minimum measureable temperature was about 15 meV due to the frequency step size used (20 kHz). The minimum step size of 5 kHz would give a sensitivity of a few meV. The observed linear dependence of the temperature rise on $`V_d`$, is in contrast with the linear dependance on the the power (and thus on $`V_d^2`$) that one would expect. This could be most likely due to non linear effects of the on-resonance heating. A nonlinear regime could also explain the fact that the temperature rise in Fig. 4(b) appears to extrapolate to zero at finite $`V_d`$.

The utility of the mode diagnostic system as applied to antihydrogen production is immediately apparent if we consider that the radiative reaction rate is proportional to $`n`$ and to $`T^{1/2}`$, while the three-body reaction rate varies as $`n^2`$ and $`T^{9/2}`$ Holzscheiter1999 . In order to gain insight into the experimental production mechanism and to ensure reproducible results, careful monitoring of any changes in these parameters is essential. The ability to reproducibly add heat to the positron plasma, and to thereby control the reaction rate, is also very desirable. We have already utilized the heating and temperature diagnostic to “turn off”antihydrogen production in ATHENA Amoretti2002a , providing a useful null measurement.

The implementation of automated mode analysis measurement has allowed us to log the plasma parameters at all times when positrons are in the trap. The system is wide band and does not require that any resonant circuitry be mounted internally on trap electrodes. We are thus free to choose a wide range of depths for our harmonic positron trap and are therefore able to tune the shape of our positron plasma at will. Knowing the size of the positron cloud is crucial to assuring a good spatial overlap between antiprotons and positrons in the reaction region. The space charge potential of our positron plasma flattens the potential inside its volume along the z direction reducing the potential barrier seen by the antiprotons in the mixing trap by several volts. Information about the effective potential is important in helping to understand the antiproton cooling and interaction dynamics.

We have extended the plasma mode diagnostic method to provide comprehensive characterization of a cold, dense positron plasma employed in the ATHENA antihydrogen experiment. The method has already been utilized to great advantage in ATHENA, and promises to be an essential element of future experiments. The technique, while particularly useful for non-destructive measurements on difficult-to-produce species such as positrons, has immediate applicability to other Penning trap plasmas.

This work was supported by INFN (Italy),CNPq and FAPERJ (Brazil), MEXT (Japan), SNF (Switzerland), SNF (Denmark) and EPSRC (UK).


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# Universal behavior of crossover scaling functions for continuous phase transitions

(Received 3 March, 2003, published 27 May 2003)

## Abstract

We consider two different systems exhibiting a continuous phase transition into an absorbing state. Both models belong to the same universality class, i.e., they are characterized by the same scaling functions and the same critical exponents. Varying the range of interactions we examine the crossover from the mean-field-like to the non-mean-field scaling behavior. A phenomenological scaling form is applied in order to describe the full crossover region which spans several decades. Our results strongly supports the hypotheses that the crossover function is universal.

Phase transition, Universal scaling, crossover, absorbing phase transitions  preprint: Physical Review Letters 90, 210601 (2003)

The critical behavior of a system exhibiting a second order phase transition with non-mean-like scaling behavior is strongly affected by the range of interactions. The longer the range of interactions the stronger will be the critical fluctuations reduced. In the limit of infinite interactions the system is characterized by the mean-field scaling behavior. But according to the well known Ginzburg criterion GINZBURG\_1 , mean-field-like behavior occurs even for finite interaction ranges sufficiently far away from the critical point. A crossover to the non-mean-field scaling behavior takes place if one approaches the transition point. Although crossover phenomena are well understand in terms of competing fix points of the corresponding renormalization group approaches (see for instance YEOMANS\_1 ), some aspects of crossover phenomena are still open. For instance it is an open question whether the so-called effective exponents fulfill certain scaling relations over the entire crossover region (see CHANG\_1 ; LUIJTEN\_1 ; LUIJTEN\_2 ; MARQUES\_1  and references therein). A second open question is the main theme of this paper and addresses the universality of the crossover scaling functions. The range where the universal critical scaling behavior applies is usually restricted to a small vicinity around the critical point. Therefore it is questioned that the full crossover region, that spans several decades in temperature or conjugated field, can be described in terms of universal scaling functions. Renormalization group approaches predicted a non-universal behavior if one uses finite cutoff lengths whereas infinite cutoff lengths (which corresponds to an unphysical vanishing molecular size) lead to a universal crossover behavior (see for instance ANISIMOV\_1 ; BELYAKOV\_1 ). On the other hand the experimental situation is also unclear since measurements over the whole crossover region are difficult and accurate results are rare (see LUIJTEN\_1  for a short discussion). Thus several attempts were performed in order to address this question via numerical simulations. For instance the two- and three-dimensional Ising model with various interaction ranges is considered in a series of papers LUIJTEN\_1 ; LUIJTEN\_2 ; MON\_1 ; LUIJTEN\_3 . Using a sophisticated cluster algorithm for long-range interactions it was possible to cover the full crossover region. In particular a collapse of the susceptibility for different values of the interaction range was observed. Thus the crossover can be described by a single scaling function in agreement with renormalization group approaches. But this result does not present an evidence that this scaling function is universal, since only one system of a given universality class was considered.

The purpose of this paper is to demonstrate via numerical simulations that the crossover from non-mean-field to mean-field-like scaling behavior can be represented by universal functions. We therefore consider two different systems exhibiting a continuous phase transition; both belong to the same universality class. The dynamics of the models is characterized by simple particle hopping processes, i.e., various interaction ranges can be easily implemented and highly accurate data are available. In this way it is possible to observe the full crossover region. Notice that we focus in our investigations on the particular universality class of absorbing phase transitions only for technical reasons. The demonstrated universality of crossover scaling functions can be applied to continuous phase transitions in general.

The first considered model is the so-called conserved lattice gas (CLG) which was introduced in ROSSI\_1 . In the CLG lattice sites may be empty or occupied by one particle. In order to mimic a repulsive interaction a given particle is considered as active if at least one of its neighboring sites on the lattice is occupied by another particle. If all neighboring sites are empty the particle remains inactive. Active particles are moved in the next update step to one of their empty nearest neighbor sites, selected at random.

The second model is the so-called conserved transfer threshold process (CTTP) ROSSI\_1 . Here, lattice sites may be empty, occupied by one particle, or occupied by two particles. Empty and single occupied sites are considered as inactive whereas double occupied lattice sites are considered as active. In the latter case one tries to transfer both particles of a given active site to randomly chosen empty or single occupied nearest neighbor sites.

In our simulations (see LUEB\_22 ; LUEB\_24  for details) we have used square lattices of linear size $`L2048`$. Every simulation starts from a random distribution of particles. After a transient regime both models reach a steady state characterized by the density of active sites $`\rho _\text{a}`$. The density $`\rho _\text{a}`$ is the order parameter and the particle density $`\rho `$ is the control parameter of the absorbing phase transition, i.e., the order parameter vanishes at the critical density $`\rho _\text{c}`$ according to, $`\rho _\text{a}\delta \rho ^\beta `$ , with the reduced control parameter $`\delta \rho =\rho /\rho _\text{c}1`$. Additionally to the order parameter we consider its fluctuations $`\mathrm{\Delta }\rho _\text{a}`$. Approaching the transition point from above ($`\delta \rho >0`$) the fluctuations diverge according to (see LUEB\_22 ; LUEB\_24 ) $`\mathrm{\Delta }\rho _\text{a}\delta \rho ^\gamma ^{}`$. Below the critical density (in the absorbing phase) the order parameter as well as its fluctuations are zero in the steady state.

It was shown recently that the order parameter as well as its fluctuations obey the scaling forms LUEB\_26

$`\rho _\text{a}(\delta \rho ,h)`$ $``$ $`\lambda ^\beta \stackrel{~}{R}(a_\rho \delta \rho \lambda ,a_hh\lambda ^\sigma ),`$ (1)
$`a_\mathrm{\Delta }\mathrm{\Delta }\rho _\text{a}(\delta \rho ,h)`$ $``$ $`\lambda ^\gamma ^{}\stackrel{~}{D}(a_\rho \delta \rho \lambda ,a_hh\lambda ^\sigma ),`$ (2)
where $`h`$ denotes an external field which is conjugated to the order parameter LUEB\_22 . The universal scaling functions $`\stackrel{~}{R}(x,y)`$ and $`\stackrel{~}{D}(x,y)`$ are the same for all systems belonging to a given universality class whereas all non-universal system-dependent features (e.g. the lattice structure, the update scheme, etc.) are contained in the so-called non-universal metric factors $`a_\rho `$, $`a_h`$, and $`a_\mathrm{\Delta }`$ PRIVMAN\_1 . The universal scaling functions are normed by the conditions $`\stackrel{~}{R}(1,0)=\stackrel{~}{R}(0,1)=\stackrel{~}{D}(0,1)=1`$ and the non-universal metric factors can be determined from the amplitudes of

$`\rho _\text{a}(\delta \rho ,h=0)`$ $``$ $`(a_\rho \delta \rho )^\beta ,`$ (3)
$`\rho _\text{a}(\delta \rho =0,h)`$ $``$ $`(a_hh)^{\beta /\sigma },`$ (4)
$`a_\mathrm{\Delta }\mathrm{\Delta }\rho _\text{a}(\delta \rho =0,h)`$ $``$ $`(a_hh)^{\gamma ^{}/\sigma }.`$ (5)
These equations are obtained by choosing in the scaling forms \[Eqs. (1, 2)\] $`a_\rho \delta \rho \lambda =1`$ and $`a_hh\lambda ^\sigma =1`$, respectively.

Usually scaling functions are only known above the upper critical dimension $`D_\text{c}`$ where the mean-field theory applies. In the case of the CLG model and CTTP the mean-field scaling functions are given by LUEB\_25 ; LUEB\_26  $`\stackrel{~}{R}_{\text{M}F}(x,y)=x/2+(y+(x/2)^2)^{1/2}`$ as well as $`\stackrel{~}{D}_{\text{M}F}(x,y)=\stackrel{~}{R}_{\text{M}F}(x,y)/(y+(x/2)^2)^{1/2}`$ i.e., the mean-field exponents are $`\beta _{\text{M}F}=1`$, $`\sigma _{\text{M}F}=2`$, and $`\gamma _{\text{M}F}^{}=0`$ (corresponding to a finite jump of the fluctuations). Below the upper critical dimension the universal scaling functions depend on the dimension and are unknown due to a lack of analytical solutions.

In the original CLG model and the original CTTP particles of active sites are moved to nearest neighbors only, i.e., the range of interactions is $`R=1`$. In the following we consider a modified CLG model and a modified CTTP where particles of active sites are moved (according to the rules of each model) to randomly selected sites within a radius $`R`$. The order parameter is plotted in Fig. 1 for various ranges of interactions ($`R\{1,2,4,\mathrm{},128\}`$). In the following we examine how the varying interaction range affects the scaling behavior in the vicinity of the absorbing phase transition which now takes place at the critical density $`\rho _{\text{c},R}`$.

The crossover scaling function at zero field has to incorporate the range of interactions as an additional scaling field. We make the phenomenological ansatz

$$\rho _\text{a}(\rho ,R_{\text{eff}})\lambda ^{\beta _{\text{MF}}}\stackrel{~}{}(𝔞_\rho (\rho \rho _{\text{c},R})\lambda ,𝔞_\text{R}^1R_{\text{eff}}^1\lambda ^\varphi ),$$
(6)
where the scaling function $`\stackrel{~}{}`$ is universal since we allow for the non-universal metric factors $`𝔞_\rho `$ and $`𝔞_\text{R}`$. The Ginzburg criterion states that the mean-field picture is self-consistent in the active phase as long as the fluctuations within a correlation volume are small compared to the order parameter itself (see ALSNIELSEN\_1 ). Thus the crossover exponent is given by $`\varphi =(2\beta _{\text{M}F}\nu _{\text{M}F}D)/D=(4D)/2D`$, where $`\nu _{\text{M}F}=1/2`$ denotes the critical exponents of the spatial correlation length. In order to avoid lattice effects we use the effective interaction range MON\_1

$$R_{\text{eff}}^2=\frac{1}{z}\underset{ij}{}|\underset{¯}{r}_i\underset{¯}{r}_j|^2,|\underset{¯}{r}_i\underset{¯}{r}_j|R$$
(7)
where $`z`$ denotes the number of lattice sites within a radius $`R`$ (see Table 1). The mean-field scaling behavior should be recovered for $`R\mathrm{}`$, thus

$$\stackrel{~}{}(x,0)=\stackrel{~}{R}_{\text{M}F}(x,0)=x^{\beta _{\text{M}F}}$$
(8)
which implies $`𝔞_\rho =a_{\rho ,R\mathrm{}}/\rho _{\text{c},R\mathrm{}}`$ These factors were already determined in previous works where absorbing phase transitions with infinite particle hopping were investigated LUEB\_25 . The non-universal metric factor $`𝔞_\text{R}`$ has to be determined by a second condition. Several ways are possible (e.g. $`\stackrel{~}{}(0,1)=1`$) but for the sake of convenience we force that $`\stackrel{~}{}`$ scales as

$$\stackrel{~}{}(x,1)x^{\beta _D},\text{for}x0,$$
(9)
where $`\beta _D`$ denotes the non-mean-field order parameter exponent of the corresponding $`D`$-dimensional system. Setting $`𝔞_\text{R}^1R_{\text{eff}}^1\lambda ^\varphi =1`$ in Eq. (6) yields for zero field

$$\rho _\text{a}(\rho ,R_{\text{eff}})(𝔞_\text{R}R_{\text{eff}})^{\beta _{\text{MF}}/\varphi }\stackrel{~}{}(𝔞_\rho (\rho \rho _{\text{c},R})𝔞_\text{R}^{1/\varphi }R_{\text{eff}}^{1/\varphi },1)$$
(10)
Taking into account that the $`D`$-dimensional scaling behavior is recovered for $`R=1`$ we find

$$𝔞_\text{R}=\left(\frac{\rho _{\text{c},R=1}}{a_{\rho ,R=1}}\frac{a_{\rho ,R\mathrm{}}}{\rho _{\text{c},R\mathrm{}}}\right)^{\varphi \beta _D/(\beta _{\text{M}F}\beta _D)}.$$
(11)
According to the above scaling form we plot in Fig. 2 the rescaled order parameter $`\rho _a(𝔞_\text{R}R_{\text{eff}})^2`$ as a function of the rescaled control parameter $`𝔞_\rho (\rho \rho _{\text{c},R})(𝔞_\text{R}R_{\text{eff}})^2`$ for the two-dimensional ($`\varphi =1/2`$) CLG model and the two-dimensional CTTP. The values of the metric factors are listed in Table 2 and are determined from data of previous simulations (via a direct measurement of the amplitudes of the corresponding power-laws). Thus no parameter fitting is applied. We observe an excellent data collapse for the entire range of the crossover confirming the phenomenological ansatz. In the inset of Fig. 2 we plot the same data without metric factors. As can be seen each model is characterized by its own scaling function.

Since the entire crossover region covered several decades it could be difficult to observe small but systematic differences between the scaling functions of both models. It its therefore instructive to examine the crossover via the so-called effective exponent LUIJTEN\_2

$$\beta _{\text{eff}}=\frac{}{\mathrm{ln}x}\mathrm{ln}\stackrel{~}{}(x,1).$$
(12)
The corresponding data are shown in Fig. 2. The excellent data collapse of $`\beta _{\text{eff}}`$ of both models over more than 7 decades strongly supports the hypothesis that the crossover function is a universal function.

We now consider the order parameter fluctuations. Analogous to the order parameter we make the scaling ansatz ($`\gamma _{\text{M}F}^{}=0`$)

$$𝔞_\mathrm{\Delta }\mathrm{\Delta }\rho _\text{a}(\rho ,R_{\text{eff}})\stackrel{~}{𝔇}(𝔞_\rho (\rho \rho _{\text{c},R})\lambda ,𝔞_\text{R}^1R_{\text{eff}}^1\lambda ^\varphi ).$$
(13)
Again the mean-field behavior should be recovered for $`R\mathrm{}`$, implying $`\stackrel{~}{𝔇}(x,0)=\stackrel{~}{D}_{\text{M}F}(x,0)=2`$ as well as $`𝔞_\mathrm{\Delta }=a_{\mathrm{\Delta },R\mathrm{}}`$. Setting $`𝔞_\text{R}^1R_{\text{eff}}^1\lambda ^\varphi =1`$ yields

$$𝔞_\mathrm{\Delta }\mathrm{\Delta }\rho _\text{a}(\rho ,R_{\text{eff}})\stackrel{~}{𝔇}(𝔞_\rho (\rho \rho _{\text{c},R})𝔞_\text{R}^{1/\varphi }R_{\text{eff}}^{1/\varphi },1).$$
(14)
For finite $`R`$, the fluctuations diverge at the critical point, i.e., the universal function $`\stackrel{~}{𝔇}`$ scales as

$$\stackrel{~}{𝔇}(x,1)m_{\mathrm{\Delta },\rho }x^{\gamma _D^{}},\text{for}x0.$$
(15)
The universal amplitude $`m_{\mathrm{\Delta },\rho }`$ can be determined in the following way: The scaling form Eq. (13) has to equal for $`R=1`$ the $`D`$-dimensional scaling behavior \[see Eq. (2)\]

$$\mathrm{\Delta }\rho _\text{a}a_{\mathrm{\Delta },R=1}^1\stackrel{~}{D}(1,0)\left(a_{\rho ,R=1}\frac{(\rho \rho _{\text{c},R=1})}{\rho _{\text{c},R=1}}\right)^{\gamma _D^{}}.$$
(16)
Thus we find

$$m_{\mathrm{\Delta },\rho }=\stackrel{~}{D}(1,0)\frac{a_{\mathrm{\Delta },R\mathrm{}}}{a_{\mathrm{\Delta },R=1}}\left(\frac{\rho _{\text{c},R=1}}{a_{\rho ,R=1}}\frac{a_{\rho ,R\mathrm{}}}{\rho _{\text{c},R\mathrm{}}}\right)^{\frac{\gamma _D^{}\beta _{\text{M}F}}{\beta _{\text{M}F}\beta _D}}$$
(17)
where the value of the universal scaling function $`\stackrel{~}{D}(1,0)=1.87\pm 0.11`$ is obtained via direct measurements of the corresponding two-dimensional systems. According to the scaling form Eq. (14) we plot in Fig. 3 the rescaled fluctuations as a function of the rescaled control parameter for the two-dimensional CLG model as well as for the CTTP. We observe again a good collapse of the data over the entire region of the crossover. Furthermore, both asymptotic behaviors are recovered, confirming the scaling ansatz Eq. (13).

The corresponding effective exponent $`\gamma _{\text{eff}}^{}=\mathrm{ln}\stackrel{~}{𝔇}(x,1)/\mathrm{ln}x`$ is displayed in the inset of Fig. 3. Although the data of the effective exponent are suffering from statistical fluctuations one can see that both models are characterized by the same universal behavior.

At the end we consider the critical amplitudes of the scaling functions. Using the above discussed scaling forms it easy to show that these amplitudes display a singular dependence on the range of interactions. For instance the order parameter scales sufficiently close to the transition point ($`x0`$) as \[see Eqs. (9, 10,11)\]

$$\rho _\text{a}(\rho ,R_{\text{eff}})R_{\text{eff}}^{(\beta _D\beta _{\text{MF}})/\varphi }\left(a_{\rho ,R=1}\frac{\rho \rho _{\text{c},R}}{\rho _{\text{c},R=1}}\right)^{\beta _D}.$$
(18)
Thus this scaling law and the corresponding scaling law for the fluctuations are only valid for finite interaction ranges whereas they become useless for infinite $`R`$, signaling the change in the universality class for $`R\mathrm{}`$. This amplitude scaling can be observed in simulations. The inset of Fig. 1 shows the corresponding data for the CTTP. As can be seen, the data of various interaction ranges tend to the same power-law behavior if one approaches the transition point.

In conclusion, the crossover from mean-field to non-mean-field scaling behavior is numerically investigated for two different models exhibiting an absorbing phase transition. Increasing the range of interactions we are able to cover the full crossover region which spans several decades of the control parameter. The excellent collapse of the effective exponents of both models strongly supports the interpretation of the crossover scaling functions in terms of universality, i.e., the crossover function is universal.

I would like to thank P. K. Mohanty for useful comments. This work was financially supported by the Minerva Foundation (Max Planck Gesellschaft).


text:
# Coherence and Coulomb blockade in single electron devices: a unified treatment of interaction effects

## I Introduction

Electron-electron interactions play a crucial role in single electron devices (quantum dots, metallic islands), see for instance Kastner (1992); Grabert and Devoret (1992); Alhassid (2000); Aleiner et al. (2002). The electrostatic repulsion between electrons in the dot can be described by the energy required to change the charge in the dot by one unit, $`E_c`$. At temperatures, or frequencies, below this charging energy, but much greater than the spacing between the electronic levels in the dot, $`\delta E`$, Coulomb blockade effects dominate Averin and Likharev (1991); Fulton and Dolan (1987); Lafarge et al. (1991); Joyez et al. (1997), and the conductance through the dot is suppressed, except at degeneracy points. At scales below the level splitting within the dot, and when the ground state of the dot is degenerate, electronic coherence can be restored by the Kondo effect Kondo (1964); Hewson (1996), leading to an increase in the conductance Glazman and Raikh (1988); Ng and Lee (1988); Goldhaber-Gordon et al. (1998); Cronenwett et al. (1998); Kouwenhoven and Glazman (2001). Hence, when the charging energy is much greater than the level spacing within the dot, $`E_c\delta E`$, and the number of electrons in the dot is odd, one expects a crossover between a high temperature regime where Coulomb blockade effects dominate, and a low temperature one described by the Kondo effect Glazman and Pustilnik (2003).

The theoretical analysis of these two regimes, Coulomb blockade and the Kondo effect, has been carried out using rather different techniques. Coulomb blockade can be studied, when the coupling between the leads and the dot is weak, by describing electron transport in terms of sequential hopping processes Grabert and Devoret (1992), i.e. perturbatively in the tunneling matrix element. When the conductance is large, it is convenient to describe the internal degrees of freedom of the dot in terms of a collective variable, the phase conjugated to the total charge Ho (1983); Ben-Jacob et al. (1983); Göppert and Grabert (2001). Using this representation, the renormalization of the effective charging energy by virtual fluctuations can be studied by a variety of methods Guinea and Schön (1986); Panyukov and Zaikin (1991); Schön and Zaikin (1990); Göppert et al. (1997); Joyez et al. (1998); Golubev et al. (1997); Herrero et al. (1999). This approach becomes exact when the level spacing within the dot tends to zero and the number of transmitting channels is large, which applies infact to the physical situation of metallic islands. In this limit the Kondo effect disappears. In the opposite limit, when the level spacing within the dot becomes comparable to other scales of interest, the standard procedure is to truncate the Hilbert space of the dot, and keep only the interacting electronic states closest to the Fermi level of the leads, so that the system is reduced to the Anderson model Anderson (1961); Ng and Lee (1988), see Glazman and Raikh (1988); Meir et al. (1991); Pustilnik and Glazman (2001). The situation when many levels within a magnetic impurity contribute to the Kondo effect was initially discussed inYamada et al. (1984). The same effect in quantum dots was analyzed inInoshita et al. (1993). Other modifications of the Kondo effect in a quantum dot due the presence of many levels are discussed in Pohjola et al. (1997); Palacios et al. (1999); Yeyati et al. (1999); Silvestrov and Imry (2000, 2001); Hofstetter and Schoeller (2002); Guinea (2003). Recent experimentsFühner et al. (2002) suggest that the regime where level spacing, level broadening and the charging energy are comparable can be achieved by present day techniques.

The aim of this paper is to analyze the different regimes of a quantum dot characterized by the charging energy, $`E_c`$, level spacing, $`\delta E`$, and coupling to the leads, $`\mathrm{\Gamma }`$, where $`\mathrm{\Gamma }`$ is the typical width of each level. We introduce a new scheme which describes the charge excitations of the dot in terms of a collective phase, but also retains information about the electronic degrees of freedom on the dot. This approach allows to recover the Kondo effect in the case of quantum impurities with exactly degenerate levels (slave rotor representation introduced in Florens and Georges (2002) by two of us). Technically, the new scheme draws inspiration from self-consistent resummations used for describing the Kondo effect in single impurity models (the so-called Non Crossing Approximation, or NCA Pruschke and Grewe (1989); Parcollet and Georges (1997)), but adapted in an economical way to the situation of mesoscopic structures (that can contain up to thousands of electrons).

The outline of this paper is as follows. In section II we review basic properties of the single electron box, and present the model that we will study throughout. The self-consistent approach used to analyze the model is presented in section III, and will be shown to describe the Coulomb blockade regime of metallic grains exactly (also for quantum dots); we will furthermore show that it is a reasonable approximation for dealing with the Kondo effect (in quantum dots). In section IV we will investigate in more detail intermediate regimes of conduction that were not previously attainable or considered in earlier works. In particular we will be interested in the different manner in which one goes from coherent, Kondo assisted transport to the Coulomb blockade regime. Extensions of our approach to other systems such as quantum dot arrays will be briefly outlined in the conclusion.

## II Model for single electron devices

### II.1 Phase representation and electronic degrees of freedom

Let us first review the standard model for single electron devices. The basic ingredient that determines the behavior of quantum dots as well as metallic islands is the relatively large Coulomb energy $`E_c=e^2/(2C)1K`$ associated with small capacitances of the structure, $`C10^{15}F`$. We will take also into account the internal structure of the small charge droplet, with energy levels $`ϵ_p`$ (which are shape - and disorder - dependent), and an index $`\sigma =1\mathrm{}𝒩`$ associated to transmitting channels to the outside circuit. The electrodes, to which the mesoscopic region is coupled, are described as Fermi Liquids with a spectrum $`\epsilon _k`$ associated with a finite density of states $`D(0)`$ at the Fermi level. Physical quantities, such as the conductance $`G`$, are also determined as a function of temperature T (we set $`\beta 1/T`$) and applied gate voltage $`V_g`$. Summarizing all these energy scales, we arrive at the following hamiltonian:

$$H=\underset{k\sigma }{}\epsilon _ka_{k\sigma }^{}a_{k\sigma }+\underset{p\sigma }{}ϵ_pd_{p\sigma }^{}d_{p\sigma }+E_c\left(\underset{p\sigma }{}d_{p\sigma }^{}d_{p\sigma }n_g\right)^2+\underset{k\sigma p}{}t_k^p\left(a_{k\sigma }^{}d_{p\sigma }+d_{p\sigma }^{}a_{k\sigma }\right)$$
(1)
We have introduced here the coupling $`t_k^p`$ between the mode $`p`$ in the electrode and mode $`k`$ in the electron box. The index $`p=1\mathrm{}N_L`$ corresponds to the $`N_L`$ energy levels of the dot (or metallic island), and $`\sigma =1\mathrm{}𝒩`$ is the conserved channel index (including spin). We defined also $`n_g`$ as a dimensionless external gate voltage, $`n_geV_g/(2E_c)`$. Because of the large number of degrees of freedom involved with respect to a single impurity Anderson model ($`N_L`$ or $`𝒩`$ can be quite large), this hamiltonian is remarkably complicated.

One way to make progress is to single out the relevant charge variable on the dot, and pilot its dynamics by means of a rotor degree of freedom:

$$\underset{p\sigma }{}d_{p\sigma }^{}d_{p\sigma }=\widehat{L}=i/\theta $$
(2)
This mapping is motivated by the fact that the hamiltonian $`H_{\mathrm{rotor}}=E_c\widehat{L}^2`$, with its quadratic spectrum, reproduces exactly the charging energy term in (1). Alternatively, one can argue, as in Ho (1983); Ben-Jacob et al. (1983), that a metallic grain can be studied with the same formalism used for a superconducting grain, except that the gap vanishes. In this case, the phase is the collective variable conjugate to the number of particles, as implied by equation (2).

In order to fulfill the Pauli principle, one must however keep fermionic degrees of freedom, so that the creation of a physical electron on the dot is represented as:

$$d_{p\sigma }^{}=f_{p\sigma }^{}e^{i\theta }$$
(3)
using a channel - and momentum - carrying quasiparticle $`f_{p\sigma }^{}`$. According to (2), a constraint $`\widehat{L}=_{p\sigma }f_{p\sigma }^{}f_{p\sigma }`$ must also be implemented Florens and Georges (2002), introducing for this purpose a Lagrange multiplier $`\delta \mu `$. Integrating explicitly the electrode in (1), one gets the following expression for the action of the original model in this new representation:

$$S=_0^\beta 𝑑\tau \underset{p\sigma }{}f_{p\sigma }^{}(_\tau +ϵ_p\delta \mu )f_{p\sigma }+\frac{(_\tau \theta +i\delta \mu )^2}{4E_c}+in_g_\tau \theta +_0^\beta 𝑑\tau _0^\beta 𝑑\tau ^{}\frac{1}{N_L}\underset{pp^{}\sigma }{}\mathrm{\Delta }^{pp^{}}(\tau \tau ^{})f_{p\sigma }^{}(\tau )f_{p^{}\sigma }(\tau ^{})e^{i\theta (\tau )i\theta (\tau ^{})}$$
(4)
In principle, $`\delta \mu `$ should be integrated over $`[0,2\pi /\beta ]`$ in order to preserve the correct structure of the Hilbert space. One can notice in this expression how the indices are positioned in the last term ($`\sigma `$ is conserved by the charge transfer procedure, whereas $`p`$ is not). We also have defined the bath function:

$$\mathrm{\Delta }^{pp^{}}(i\omega )\underset{k}{}\frac{N_Lt_k^pt_k^p^{}}{i\omega \epsilon _k}=d\epsilon D(\epsilon )\frac{N_Lt^p(\epsilon )t^p^{}(\epsilon )}{i\omega \epsilon }$$
(5)
introducing the lead density of states $`D(\epsilon )=_k\delta (\epsilon \epsilon _k)`$ (we have extracted here a factor $`1/N_L`$ for future convenience).

### II.2 Metallic grains: phase only approach

In the case of small metallic islands Fulton and Dolan (1987); Lafarge et al. (1991), the number of transverse channels $`𝒩10^410^61`$ is quite large, so that the fermionic degrees of freedom can be integrated out explicitely from (4). Technically, this is done by expanding the initial action (4) in the coupling function $`\mathrm{\Delta }^{pp^{}}(\tau )`$, leading to an exact expression of the effective action:

$`S[\theta ]`$ $`=`$ $`{\displaystyle _0^\beta }𝑑\tau {\displaystyle \frac{(_\tau \theta +i\delta \mu )^2}{4E_c}}+in_g_\tau \theta `$
$`\mathrm{log}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)}{n!}}^n<{\displaystyle \underset{m=1}{\overset{n}{}}}{\displaystyle _0^\beta }𝑑\tau _m{\displaystyle _0^\beta }𝑑\tau _m^{}{\displaystyle \frac{1}{N_L}}{\displaystyle \underset{p_mp_m^{}\sigma _m}{}}\mathrm{\Delta }^{p_mp_m^{}}(\tau _m\tau _m^{})e^{i\theta (\tau _m)i\theta (\tau _m^{})}f_{p_m\sigma _m}^{}(\tau _m)f_{p_m^{}\sigma _m}(\tau _m^{})>_0`$
The average over the fermionic variables $`<\mathrm{}>_0`$ in the preceding expression is taken with respect to the free fermionic action $`S_0=_0^\beta d\tau _{p\sigma }f_{p\sigma }^{}(_\tau +ϵ_p\delta \mu )f_{p\sigma }`$, and simplifies considerably in the large $`𝒩`$ limit because Wick contractions at leading order occur between pair of fermions holding the same channel index $`\sigma _m`$. We can then re-exponentiate the last term in (II.2), and, if one notes that the multiplier $`\delta \mu `$ can be treated in the grand canonical ensemble, i.e. reabsorbed in $`n_g`$ (due to small charge fluctuations over many accessible states), one gets the effective phase-only action:

$$S[\theta ]=_0^\beta 𝑑\tau \frac{(_\tau \theta )^2}{4E_c}+in_g_\tau \theta _0^\beta 𝑑\tau _0^\beta 𝑑\tau ^{}\alpha _0(\tau \tau ^{})e^{i\theta (\tau )i\theta (\tau ^{})}$$
(7)
The kernel $`\alpha _0(\tau )`$ in the last equation is given by the expression:

$$\alpha _0(\tau )=\frac{1}{N_L}\underset{pp^{}\sigma }{}\mathrm{\Delta }^{pp^{}}(\tau )<f_{p\sigma }^{}(\tau )f_{p^{}\sigma }(0)>_0$$
(8)
which can be evaluated:

$`\alpha _0(\tau )`$ $``$ $`\alpha _t{\displaystyle \frac{(\pi /\beta )^2}{[\mathrm{sin}(\pi \tau /\beta )]^2}}`$ (9)
$`\mathrm{with}\alpha _t`$ $`=`$ $`𝒩N_Lt^2D(0)\rho _0(0)`$ (10)
Here $`\rho _0(ϵ)=_p\delta (ϵϵ_p)`$ is the grain density of states, which is supposed to be continous for metallic islands, and we have taken the large bandwidth limit to obtain equation (9). We have also assumed for simplicity that the coupling to the lead is a constant, $`t_k^p=t`$ (point contact), and that it is sufficiently small so that $`\alpha _t`$ is at most of order one when both $`N_L`$ and $`𝒩`$ are large. The parameter $`\alpha _t`$ is interpreted as the (dimensionless) high temperature conductance between the dot and the island, to lowest order in the hopping $`t`$ Ho (1983); Ben-Jacob et al. (1983); Schön and Zaikin (1990).

Physically, the use of the phase-only action Schön and Zaikin (1990) is vindicated by the fact that the charge fluctuations are suppressed by the Coulomb blockade phenomenon, allowing one to forget about the fermionic statistics of the charge carriers (incoherent transport through the island).

This phase-only action (7) can be handled using a variety of techniques Guinea and Schön (1986); Panyukov and Zaikin (1991); Schön and Zaikin (1990); Göppert et al. (1997); Joyez et al. (1998); Golubev et al. (1997); Herrero et al. (1999). An important question, which is very relevant for experiments on small metallic grains strongly coupled to the environment Joyez et al. (1997); Chouvaev et al. (1999), is the destruction of Coulomb blockade in the strong tunneling regime $`\alpha _t0.1`$. This implies a generic renormalization of the Coulomb energy $`E_c`$ towards smaller values, denoted here by $`E_c^{}`$ Panyukov and Zaikin (1991); Göppert et al. (1997). In the following, we will be more interested in this question in the context of quantum dots, for which the model (7) is inadequate. However, the phase-only approach will be considered as an important benchmark for any approach that intends to describe the Coulomb blockade regime.

## III Unified approach to single electron devices

### III.1 Self-consistent scheme

Our purpose here is to develop a simple approximation scheme (avoiding direct numerical solution of the model (1)) that could encompass the main interaction effects in single electron devices: the Coulomb blockade and the Kondo effect. One can note that one is usually forced to employ different techniques to handle the Coulomb interaction, depending on the regime one is interested in. Since the details of the dynamics of the electrons are not usually involved in the Coulomb blockade phenomenon, introducing the total charge as the physically relevant variable and using the phase-only action (7) seems mandatory to deal with this regime. On the other hand, dealing with the Kondo effect requires a rather sophisticated treatment of the correlation effects among electrons, and a simplification of the initial model (1) is unavoidable. We will see in this paper that one can reconcile these two paradigms if one treats on an equal footing fermionic degrees of freedom and the phase variable conjugated to the total charge.

Drawing inspiration from strong coupling approaches for single impurity models (NCA Pruschke and Grewe (1989) and its generalization to the phase representation (2) as introduced by two of us Florens and Georges (2002)), we will perform a self-consistent decoupling of the fermion-rotor coupling in (4):

$`S`$ $``$ $`{\displaystyle _0^\beta }𝑑\tau {\displaystyle \underset{p\sigma }{}}f_{p\sigma }^{}(_\tau +ϵ_p\delta \mu )f_{p\sigma }+{\displaystyle _0^\beta }𝑑\tau {\displaystyle _0^\beta }𝑑\tau ^{}{\displaystyle \frac{1}{N_L}}{\displaystyle \underset{pp^{}\sigma }{}}\mathrm{\Delta }^{pp^{}}(\tau \tau ^{})<e^{i\theta (\tau )i\theta (\tau ^{})}>f_{p\sigma }^{}(\tau )f_{p^{}\sigma }(\tau ^{})`$ (11)
$`+`$ $`{\displaystyle _0^\beta }𝑑\tau {\displaystyle \frac{(_\tau \theta +i\delta \mu )^2}{4E_c}}+in_g_\tau \theta +{\displaystyle _0^\beta }𝑑\tau {\displaystyle _0^\beta }𝑑\tau ^{}{\displaystyle \frac{1}{N_L}}{\displaystyle \underset{pp^{}\sigma }{}}\mathrm{\Delta }^{pp^{}}(\tau \tau ^{})<f_{p\sigma }^{}(\tau )f_{p^{}\sigma }(\tau ^{})>e^{i\theta (\tau )i\theta (\tau ^{})}`$ (12)
This approximation goes far beyond the lowest order perturbative result that led to the phase-only action (7), and is the central starting point of the present work. Its distinctive feature is the decoupling of fermionic and phase degrees of freedom, whose joint dynamics is nevertheless determined self-consistently. Indeed, the fermionic self-energy obviously depends on the phase-phase correlator, and reciprocally. Moreover, the bosonic part of the effective action (12) is similar in structure to the phase-only approach (7), allowing to use the large body of work on this particular model.

In order to detail the method of solution, we start here by simplifying the kernels appearing in the previous self-consistent action. The bosonic kernel can be expressed in terms of the full propagator $`G_f^{pp^{}}`$ of the $`f_{p\sigma }^{}`$ fermions:

$`\alpha (\tau )`$ $``$ $`{\displaystyle \frac{1}{N_L}}{\displaystyle \underset{pp^{}\sigma }{}}\mathrm{\Delta }^{pp^{}}(\tau )<f_{p\sigma }^{}(\tau )f_{p^{}\sigma }(0)>`$ (13)
$`=`$ $`𝒩{\displaystyle \frac{1}{N_L}}{\displaystyle \underset{pp^{}}{}}\mathrm{\Delta }^{pp^{}}(\tau )G_f^{pp^{}}(\tau )`$
where the Green’s function $`\widehat{G}_f`$ has been introduced in a matrix notation:

$$\widehat{G}_f=\left[\widehat{G}_0^1\frac{1}{N_L}\widehat{\mathrm{\Sigma }}_f\right]^1=\widehat{G}_0\left[1\frac{1}{N_L}\widehat{\mathrm{\Sigma }}_f\widehat{G}_0\right]^1$$
(14)
with the free propagator in the electron box:

$$G_0^{pp^{}}(i\omega )=\frac{\delta _{pp^{}}}{i\omega ϵ_p+\delta \mu }$$
(15)
We also have introduced the self-energy of the quasiparticles:

$$\mathrm{\Sigma }_f^{pp^{}}(\tau )=\mathrm{\Delta }^{pp^{}}(\tau )<e^{i\theta (\tau )i\theta (0)}>$$
(16)
The “self-consistent phase action” that one needs to solve finally reads:

$$S=_0^\beta 𝑑\tau \frac{(_\tau \theta +i\delta \mu )^2}{4E_c}+in_g_\tau \theta _0^\beta 𝑑\tau _0^\beta 𝑑\tau ^{}\alpha (\tau \tau ^{})e^{i\theta (\tau )i\theta (\tau ^{})}$$
(17)
with $`\alpha (\tau )`$ given previously. The set of equations (13-17) is the main technical result of this paper. In practice, this is solved by an iterative procedure which starts with a given kernel $`\alpha (\tau )`$ as input to the action (17), from which a new correlator $`<e^{i\theta (\tau )i\theta (\tau ^{})}>`$ is computed. It is then fed back to the self-energy (16), allowing to compute the quasiparticle propagator (14), and then a new kernel $`\alpha (\tau )`$ from equation (13). This full cycle is repeated until convergence is reached.

In all further calculations, we will assume a point contact between lead and box, $`t_k^p=t`$, so that $`\mathrm{\Delta }^{pp^{}}(\tau )=\mathrm{\Delta }(\tau )`$ and $`\mathrm{\Sigma }_f^{pp^{}}(\tau )=\mathrm{\Sigma }_f(\tau )=\mathrm{\Delta }(\tau )<e^{i\theta (\tau )i\theta (\tau ^{})}>`$, which allows to simplify expressions (13) and (14) into:

$`\alpha (\tau )`$ $`=`$ $`𝒩\mathrm{\Delta }(\tau )G_f^{loc}(\tau )`$ (18)
$`G_f^{loc}(i\omega )`$ $``$ $`{\displaystyle \frac{1}{N_L}}{\displaystyle \underset{pp^{}}{}}G_f^{pp^{}}(i\omega )`$ (19)
$`\left[G_f^{loc}(i\omega )\right]^1`$ $`=`$ $`{\displaystyle \frac{1}{{\displaystyle \frac{1}{N_L}}_p{\displaystyle \frac{1}{i\omega ϵ_p+\delta \mu }}}}\mathrm{\Sigma }_f(i\omega )`$ (20)
In the following two paragraphs, we will sketch how this novel scheme allows to capture both Coulomb blockade and Kondo effect in single electron devices.

### III.2 Metallic islands: Coulomb blockade

We consider here the case of a metallic island, for which the energy spectrum is taken as a continuous density of states $`\rho _0(ϵ)`$. Due to the smallness of the Fermi wavelength with respect to the typical transverse size of the island, the number of transmitting channels is usually quite large, $`𝒩1`$, as discussed before in section II.2.

One interesting remark is that our self-consistent phase model (11-12) exactly reproduces the phase-only approach (7) in this case. Indeed, we note that the fermionic self-energy (16) is suppressed with respect to the kernel (18) by a relative factor of order $`1/𝒩`$. The self-consistency between fermions and the phase variable can therefore be ignored at $`𝒩1`$ (one has to scale $`t1/\sqrt{𝒩}`$), leading to a free fermionic propagator:

$`G_0^{pp^{}}(\tau )`$ $``$ $`<f_{p\sigma }^{}(0)f_{p^{}\sigma }(\tau )>_0`$ (21)
$`G_0^{pp^{}}(i\omega )`$ $`=`$ $`{\displaystyle \frac{\delta _{pp^{}}}{i\omega ϵ_p}}`$ (22)
Putting this expression back into (13), one recovers indeed the phase-only action (7-8). This test case implies that our self-consistent scheme allows to deal correctly with the Coulomb blockade phenomenon in metallic grains.

### III.3 Quantum dots: interaction effects

In quantum dots, the discreteness of the energy spectrum $`ϵ_p`$ and the fact that $`𝒩`$ is generally of order one (unless the point contacts are quite open) invalidate the phase-only approach (7). This is clear from the fact that coherent transport through the dot can be restored due to the Kondo effect at low temperature. We now sketch how the self-consistent action (17) is able to describe this phenomenon.

#### III.3.1 Coulomb blockade regime in quantum dots

We consider first temperatures smaller than the charging energy $`E_c`$, but still greater than the interlevel spacing $`\delta E`$. We can therefore take a continuous limit for the dot (due to thermal smearing of the energy levels), which leads crudely to the simplification:

$$\frac{1}{N_L}\underset{p}{}\frac{1}{(i\omega ϵ_p+\delta \mu )}i\pi \rho _0(0)$$
(23)
From (20), this gives the $`f_{p\sigma }^{}`$ fermion propagator in the dot:

$$G_f^{loc}(i\omega )\left[\frac{i}{\pi \rho _0(0)}\mathrm{\Sigma }_f(i\omega )\right]^1$$
(24)
The constant imaginary part in the last expression dominates the long time behavior of the Green’s function $`G_f^{loc}(\tau )`$, so that the kernel (18) decays as $`1/\tau ^2`$, similarly to the case of the metallic island (9). There is therefore Coulomb blockade in this regime, as expected.

#### III.3.2 Kondo effect in quantum dots: first discussion

At temperatures below the interlevel spacing $`\delta E`$ in the dot, the discreteness of the spectrum becomes sizeable. Let us assume here that a single level sits close to the Fermi energy, so that we can forget all other levels. In this case, we can argue here that the factorization (11-12) reproduces the Kondo physics correctly. This property is well known if, instead of the phase variable $`\theta `$, one uses a slave boson representation of the interaction (in the case of the $`E_c=\mathrm{}`$ limit) Bickers (1987). This method has been extended recently by two of us to the case of finite $`E_c`$, using the phase representation $`d_{p\sigma }^{}=f_{p\sigma }^{}e^{i\theta }`$ Florens and Georges (2002), and shown to lead to a good approximation scheme for dealing with the Kondo effect.

In quantum dots, the Kondo effect manifests itself by the buildup of a many-body resonance close to the Fermi level that allows the coherent transport of charge through the structure. The existence of the Friedel sum rule (to be discussed later on) guarantees that the conductance through the dot can recover the unitarity limit (i.e. $`G=2e^2/h`$) at low temperature.

In conclusion, we can therefore expect that our self-consistent approach interpolates between the coherent Kondo regime (associated with a large and increasing conductance with decreasing temperature) and the Coulomb blockade (which leads to a suppression of the charge fluctuations on the dot and a decreasing conductance). In practice, we still need to solve the self-consistent phase problem (11-12). This will be done in the next section.

## IV Intermediate conduction regimes in quantum dots

### IV.1 Solution of the phase action in the spherical limit

The simplest, yet non trivial treatment of the bosonic action (17) is to take its spherical limit Renn (1997); Florens and Georges (2002); Drewes et al. (2003) (this is also equivalent to the large number of component limit for the sigma-model in the field theory litterature Sachdev (2000)). We introduce for this purpose the complex phase field $`X(\tau )e^{i\theta (\tau )}`$, with its correlator $`G_X(\tau )X(\tau )X^{}(0)`$. This representation is perfectly equivalent to the original problem if the hard constraint $`|X(\tau )|^2=1`$ is maintained exactly. The approximation that we will make in order to solve the (self-consistent) phase action (17) is to impose this constraint on average only. For this we introduce a Lagrange multiplier $`\lambda `$ to enforce the equality $`G_X(\tau =0)=<|X(\tau )|^2>=1`$. The main drawback (on a qualitative level) of this approximation is that, although it works fine close to the center of the charge plateaus, it eventually breaks down at the degeneracy points Florens and Georges (2002). We will also enforce the constraint $`_{p\sigma }f_{p\sigma }^{}f_{p\sigma }=\widehat{L}`$ on average. In the symmetric case (i.e. at the center of a plateau), this simply implies that $`\delta \mu =0`$.

The bosonic action is now purely quadratic, leading to the set of self-consistent equations <sup>1</sup><sup>1</sup>1We have renormalized the Coulomb energy by a factor of two to obtain the correct solution in the atomic limit, see Florens and Georges (2002).:

$`G_X(i\nu _n)`$ $`=`$ $`\left[{\displaystyle \frac{\nu _n^2}{2E_c}}+\lambda \alpha (i\nu _n)\right]^1`$ (25)
$`G_X(\tau =0)`$ $`=`$ $`1`$ (26)
$`G_f^{loc}(i\omega _n)`$ $`=`$ $`\left[{\displaystyle \frac{1}{\frac{1}{N_L}_p1/(i\omega _nϵ_p)}}\mathrm{\Sigma }_f(i\omega _n)\right]^1`$ (27)
$`\alpha (\tau )`$ $`=`$ $`𝒩\mathrm{\Delta }(\tau )G_f^{loc}(\tau )`$ (28)
$`\mathrm{\Sigma }_f(\tau )`$ $`=`$ $`\mathrm{\Delta }(\tau )G_X(\tau )`$ (29)
with the notation:

$$\mathrm{\Delta }(i\omega _n)=\underset{k}{}\frac{N_Lt^2}{i\omega _n\epsilon _k}$$
(30)
We have noted here $`\omega _n`$ (resp. $`\nu _n`$) a fermionic (resp. bosonic) Matsubara frequency. In addition to the relative simplicity of this scheme, we note that it allows to obtain a solution for real frequency quantities (doing the analytic continuation of these equations), as required for computing spectral and transport properties of quantum dots.

##### A few technical remarks:

The system of equations (25-30) was derived previously for the single-level Anderson model Florens and Georges (2002) using a slightly different route (namely a large-M multichannel point of view more suitable to understand some non Fermi Liquid aspects of the solution). We feel that a two-step procedure that starts with equations (11-12) is more appealing in the present context, as the self-consistent phase action (12) can be tackled in principle with variety of methods. We have therefore taken the point of view of simplicity in doing the spherical limit described in the previous paragraph.

The numerical solution of the coupled integral equations is straightforward using Fast Fourier Transforms (we will also give analytical arguments later on). In all calculations that follow, we take $`𝒩=2`$ (single channel of conduction per spin). The Coulomb energy is chosen as the reference, $`E_c=1`$, and the bandwidth of the continuous density of states of the electrodes is $`\mathrm{\Lambda }=50`$, which is the largest energy scale of the problem. The precise form of the spectrum in the electrodes playing little role in the low energy limit, we have chosen a semi-elliptic density of states:

$$\mathrm{\Delta }(i\omega )=N_L|t|^2\frac{8}{\mathrm{\Lambda }^2}\left(i\omega i\mathrm{Sign}(\omega )\sqrt{\omega ^2+(\mathrm{\Lambda }/2)^2}\right)$$
(31)
The single-level width $`\mathrm{\Gamma }|m\mathrm{\Delta }(i0^+)|/N_L=4t^2/\mathrm{\Lambda }`$ (see equation (4)) characterizes the strength of the coupling of the electrons in the dot to the reservoirs. Other important parameters, that we will also investigate, are the separation between the electronic levels of the dot, $`\delta E`$, and the number of states in the dot, $`N_L`$. We also define a typical “bandwidth” of the dot, $`W=\delta E(N_L1)`$ (although the spectrum is made up of dicrete states).

A technical aspect worth mentioning is the method of computation of the conductance through the dot. In the same spirit of the decoupling performed in equations (11-12), we will compute the Green’s function of the physical electron as $`G_d^{loc}(\tau )=G_f^{loc}(\tau )G_X(\tau )`$. An analytical continuation (performed numerically) allows then to get the (interacting) density of states in the dot, $`\rho _d(\omega )=(1/\pi )mG_d^{loc}(\omega +i0^+)`$. We will also use the interacting Landauer formula for the conductance Meir et al. (1991):

$$G=\frac{𝒩e^2}{h}N_L\mathrm{\Gamma }d\omega \left(\frac{n_F(\omega )}{\omega }\right)\pi \rho _d(\omega )$$
(32)
where $`n_F(\omega )=1/(e^{\beta \omega }+1)`$ is the Fermi function. This expression involves the “local” density of states (i.e. summed over all $`p=1\mathrm{}N_L`$) because of the form of the local coupling to the reservoir, see equation (1).

In the following, we explore situations that are intermediate to the single level Kondo effect and the Coulomb blockade regime, depending on the internal structure of the quantum dot. We insist on the fact that the results that we will obtain are not easily accessible to usual approaches of the hamiltonian (1), unless only a few levels in the dot are considered (for which case the Numerical Renormalization Group is quite successful Costi (2002); Hofstetter and Schoeller (2002)).

### IV.2 Results for finite interlevel spacing: Kondo effect and Coulomb blockade

We now analyze the case of a few, well separated energy levels in the dot. We start by discussing the Coulomb blockade using the spherical limit (for temperature larger than the interlevel spacing), then we give analytical arguments in favor of the existence of a Kondo resonance at lower temperature, and finally we show the full numerical solution of the self-consistent equations corresponding to the usual situation found in experiments.

#### IV.2.1 Renormalized Coulomb energy

As discussed in section III.3.1, for $`T\delta E`$ the quantum dot is in the Coulomb blockade regime, and the bosonic kernel (28) behaves at long times as $`\alpha (\tau )\alpha _t/\tau ^2`$, see eq.(9). Here $`\alpha _t`$ is a measure of the dimensionless high temperature conductance. One can now focus on equation (26), that we write (at low temperature) as:

$$\frac{\mathrm{d}\nu }{2\pi }\frac{1}{\nu ^2/(2E_c)+\pi \alpha _t|\nu |+\lambda \alpha (i0)}=1$$
(33)
The renormalized Coulomb energy $`E_c^{}`$ is obtained as the mass term in the phase propagator (25), which decays exponentially over time scales of order $`\mathrm{}/E_c^{}`$. Solving the previous equation, one gets:

$$E_c^{}=\frac{\lambda \alpha (i0)}{\pi \alpha _t}=2\pi \alpha _tE_ce^{\pi ^2\alpha _t}$$
(34)
which is exponentially small in the bare conductance $`\alpha _t`$. This quick calculation allows us to understand the origin of the Coulomb blockade for quantum dots in our formalism.

#### IV.2.2 Single level Kondo effect: analytical proof

In quantum dots, the basic manifestations of the Kondo effect are twofold: existence of a small energy scale, the Kondo temperature $`T_K`$, and restoration of the unitarity limit (at $`T<T_K`$), as discussed in section III.3.2.

To prove the first point from our integral equations (25-30), we examine qualitatively the solution of the self-consistent equations at temperatures smaller than the interlevel spacing $`\delta E`$. There, the fermionic Green’s function (27) is dominated by the $`ϵ_p=0`$ pole, so that $`G_f^{loc}(\tau )1/(2N_L)\mathrm{Sign}(\tau )`$, at long times. From equation (28), this produces in turn a rotor self-energy $`\alpha (i\nu )(2𝒩\mathrm{\Gamma }/\pi )\mathrm{log}|\nu /T_0|`$ at low frequency (here $`T_0`$ is an undetermined cutoff, in practice of order $`\sqrt{E_c\mathrm{\Gamma }}`$). Upon lowering the temperature, this self-energy can reach the charging energy $`E_c`$ (assumed to be only weakly renormalized), indicating the suppression of Coulomb blockade and the beginning of the Kondo regime. This happens (very roughly) for $`(2𝒩\mathrm{\Gamma }/\pi )\mathrm{log}(T_K/T_0)E_c`$, giving the estimate:

$$T_K(N_L)=T_0\mathrm{exp}\left(\frac{\pi E_c}{2𝒩\mathrm{\Gamma }}\right)=T_0\mathrm{exp}\left(\frac{\pi U}{8\mathrm{\Gamma }}\right)$$
(35)
This is the well-known value of $`T_K`$ in the local moment regime (at half-filling), if one uses the standard notation $`E_cU/2`$ with $`𝒩=2`$ (single-channel). It clearly explains that one key step to the experimental observation of the Kondo effect in quantum dots Goldhaber-Gordon et al. (1998) lies in the realization of strongly coupled structures, having $`\mathrm{\Gamma }`$ comparable to $`E_c`$ in magnitude, such that the Kondo temperature remains accessible.

We finish by explaining precisely the restoration of full coherence below the Kondo temperature. In order to do this, we set the temperature to zero and perform an exact low-energy solution of the system of equations (25-30) (this was done in Appendix-C of Florens and Georges (2002)). This analysis, valid while $`\delta E0`$ for an arbitrary number of levels, leads to the following value of the zero temperature, zero frequency density of states in our approximation:

$$\rho _d(\omega =T=0)=\frac{1}{\pi N_L\mathrm{\Gamma }}\frac{\pi /2}{𝒩+1}\mathrm{tan}\left(𝒩\frac{\pi /2}{𝒩+1}\right)$$
(36)
The interpretation of this relation is that, whenever the temperature is lower than $`T_K`$, the density of states is pinned at its non-interacting value, no matter how large the Coulomb energy $`E_c`$ is. This reflects the presence of the Kondo resonance at low energy. The exact Friedel’s sum rule however is $`\rho _d^{\mathrm{exact}}(\omega =T=0)=1/(\pi N_L\mathrm{\Gamma })`$, independently of $`𝒩`$. The difference between equation (36) and this exact result is a consequence of the decoupling approximation made above, and is related to the non Fermi Liquid features described in ref. Florens and Georges (2002). This artefact is nevertheless quite small in practice, since (36) goes to the exact value for $`𝒩`$ large, and is only $`10\%`$ off for $`𝒩=2`$. The Friedel’s sum rule provides also a simple explanation for the restoration of the unitary limit in the conductance below the Kondo temperature, since the Landauer formula (32) at zero temperature leads to:

$$G(T=0)=\frac{𝒩e^2}{h}\left[\pi N_L\mathrm{\Gamma }\rho _d(0)\right]$$
(37)
#### IV.2.3 Kondo effect: numerical solution and crossover to the Coulomb blockade regime

The numerical solution of the set of self-consistent equations (25-30) allows in principle to investigate all regimes of parameters. We will first concentrate on the gradual suppression of the Kondo effect with decreasing values of the single-level coupling $`\mathrm{\Gamma }`$. In order to maintain the Coulomb blockade effect, we will keep in this section the total (multilevel) coupling fixed, $`\mathrm{\Gamma }^{\mathrm{multi}}N_L\mathrm{\Gamma }=0.5`$, and vary the number of levels $`N_L`$ to allow changes in $`\mathrm{\Gamma }=\mathrm{\Gamma }^{\mathrm{multi}}/N_L`$. We will also fix the total bandwidth of the dot, $`W=1`$, so that the level spacing (assumed to be uniform) is also decreasing, $`\delta E=W/(N_L1)`$. This way of proceeding allows to interpolate from the few, well-sepatated levels situation relevant for small quantum dots in the Kondo regime to the case of larger dots with small level spacing and many levels $`N_L`$, which shows only Coulomb blockade.

The figure 1 demonstrates indeed how the low temperature local density of states evolves from $`N_L=1`$ (single level: regular Kondo effect) to $`N_L=\mathrm{}`$ (continuum of levels: Coulomb blockade only). In particular the rapid suppression of the Kondo peak for diminishing values of $`\mathrm{\Gamma }`$ at increasing $`N_L`$ is in accordance with our previous discussion of the Kondo temperature, equation (35).

The temperature dependence of the electronic spectrum is presented for the three level case $`N_L=3`$ in figure 2. When temperature is lowered, the zero frequency density of states starts diminishing (by Coulomb blockade of states with different charge). One then reaches a minimum, before $`\rho _d(0)`$ begins shooting up, towards the unitarity limit (Friedel’s sum rule) at zero temperature.

It is useful to compare this evolution of the density of states to the variations of the conductance $`G(T,N_L)`$ with temperatures, figure 3. This figure illustrates the reduction of the Kondo temperature with $`\mathrm{\Gamma }`$ by the downward shifting of the minimum of conductance. The Coulomb blockade is present at higher temperature, as shown by the decrease of $`G(T)`$ for $`T_K<T<E_c^{}`$ upon lowering $`T`$ Glazman and Pustilnik (2003). For the last curve with a continuum of states in the dot, this behavior persists up to zero temperature. The inset in log-scale on the same plot allows to grasp more clearly the saturation of conductance below the Kondo temperature.

### IV.3 Effects due to overlapping resonances in multilevel dots

The analysis in the previous section describes the usual situation where a crossover from the Coulomb blockade regime to the Kondo effect takes place as the temperature is lowered below the interlevel spacing in the dot. A different behavior can be expected when there is a set of overlapping resonances at low energies within the dot, i.e. an ensemble of levels of individual width greater than their separation, $`\mathrm{\Gamma }\delta E`$, that act together as a single effective level with enhanced coupling to the leads (the typical bandwidth of this set of level should also be smaller than the charging energy). The presence of broad resonances near the Fermi level can be relevant to some experimental situations Silvestrov and Imry (2000, 2001). Note that the conductance distributions for open ballistic quantum dots, estimated from Random Matrix Theory are quite broadBaranger and Mello (1994); Jalabert et al. (1994). We give first some qualitative arguments in order to describe the new effects expected in this regime, and then present explicit calculations using the integral equations.

#### IV.3.1 Inverse crossover from the Kondo effect to Coulomb blockade

In practical situations encountered in quantum dots, the single-level Kondo temperature $`T_K`$ is usually much smaller than the level spacing $`\delta E`$ (which is typically comparable to $`E_c`$). Therefore Coulomb blockade occurs (if it does) inevitably before the Kondo effect sets in, as was shown at length in the previous section. There is however a simple mechanism that allows to obtain Kondo temperatures greater than both level spacing and renormalized Coulomb energy $`E_c^{}`$. The idea is that when the individual level width $`\mathrm{\Gamma }`$ exceeds the interlevel spacing $`\delta E`$, many levels are involved in the formation of the Kondo resonance. This leads to a “multi-level Kondo temperature”Yamada et al. (1984); Inoshita et al. (1993):

$$T_K^{\mathrm{multi}}T_0\mathrm{exp}\left(\frac{\pi E_c}{2𝒩N_{eff}\mathrm{\Gamma }}\right)$$
(38)
which can be greatly enhanced with respect to the single level estimate, equation (35), by the presence of many levels $`N_{eff}>1`$ acting together (increasing the number of channels $`𝒩`$ might also contributes to this effect). This way of enhancing the Kondo temperature allows to obtain a new regime where $`T_K^{\mathrm{multi}}E_c^{},\delta E`$, so that the Kondo effect can now occur before the Coulomb blockade (when lowering the temperature), in an inverse manner as observed traditionally in quantum dots. The fact that the Coulomb energy can be strongly renormalized to smaller values adds credibility to this idea. One further notes that, at even lower temperatures, a Kondo peak associated to the formation of a resonance which involves only one electronic state in the dot will ultimately emerge. One therefore has a “two-stage Kondo effect” (if the single-level Kondo temperature is not vanishingly small).

In order to be more precise, we will first give a concrete example with a limiting case that one can understand independently of any approximation scheme. Then, we will illustrate in detail this “inverse crossover” using our integral equations.

#### IV.3.2 Limit of exactly degenerate levels

We consider here the extreme limit in which $`N_L`$ levels in the dot are simultaneously put to zero: $`ϵ_p=0`$ for all $`p`$ (the total bandwidth $`W`$ is therefore also zero). We can formulate the model after a redefinition of the fermionic operators (unitary transformation) $`\left\{d_{p\sigma }^{}\right\}\left\{c_{p\sigma }^{}\right\}`$, such that:

$$c_{1\sigma }^{}=\frac{1}{\sqrt{N_L}}\underset{p=1}{\overset{N_L}{}}d_{p\sigma }^{}$$
(39)
In this case, the remaining fermionic degrees of freedom, $`c_{p\sigma }^{}`$ for $`p>1`$, simply decouple from the problem, leaving an effective single level Anderson model describing the fermion $`c_{1\sigma }^{}`$. Actually, a capacitive coupling persists between this fermion and all the other ones, but this influence gets frozen at low temperature. As the conductance through the dot is obtained from the Green’s function:

$$G_d^{loc}(\tau )\frac{1}{N_L}\underset{pp^{}}{}<d_{p\sigma }^{}(0)d_{p^{}\sigma }(\tau )>=<c_{1\sigma }^{}(0)c_{1\sigma }(\tau )>$$
(40)
one gets a full Kondo effect and a complete restoration of unitary conductance at low temperature. Furthermore, the width of this effective level is simply $`N_L\mathrm{\Gamma }`$, as one checks by inserting $`c_{1\sigma }^{}`$ in equation (4). This leads then to an enhanced Kondo temperature,

$$T_K^{\mathrm{deg}.}=T_0\mathrm{exp}\left(\frac{\pi E_c}{2𝒩N_L\mathrm{\Gamma }}\right)$$
(41)
as discussed in the introductory part of this section (because $`\delta E=0`$ in this limiting case, one has $`N_{eff}=N_L`$).

We can easily check that our self-consistent scheme preserves this interesting property of the model. Indeed, when all levels $`ϵ_p`$ are exactly degenerate ($`W=0`$), one gets from equation (27) the $`f`$-electrons Green’s function $`G_f(i\omega )=[i\omega \mathrm{\Sigma }_f(i\omega )]^1`$. We obtain therefore the Kondo effect of a single effective level Florens and Georges (2002).

The following paragraph will allow us to make this discussion more meaningful, by studying the more realistic case of a quantum dot in the regime $`\mathrm{\Gamma }\delta E`$, corresponding to nearly degenerate levels.

#### IV.3.3 Inverse crossover: illustration

We now illustrate the inverse crossover discussed qualitatively in paragraph IV.3.1 by solving our integral equations in the regime $`\mathrm{\Gamma }\delta E`$, where multi-level effects play an important role. We will assume here that $`\mathrm{\Gamma }E_c`$ so that one can neglect the single level Kondo effect at low temperature (see however the next paragraph). For this computation, we have fixed $`\mathrm{\Gamma }=0.04`$, and taken $`N_L=9`$ states in the dot, varying the interlevel spacing from $`\delta E=0`$ (exactly degenerate level case considered in the previous paragraph) to $`\delta E=0.01\mathrm{\Gamma }`$ (possibility of multilevel effect) to $`\delta E=0.08>\mathrm{\Gamma }`$ (absence of multilevel effect).

The low-temperature local density of states displayed in figure 4 shows the expected multi-level enhanced Kondo peak at $`\delta E=0`$ corresponding to formula (41). Upon increasing the level spacing to $`\delta E=0.01`$, Coulomb blockade sets in at a scale $`E_c^{}<T_K^{multi}`$, however coherence effects remain around $`T_K^{multi}`$ (since we are in a regime with $`\delta E<\mathrm{\Gamma }`$). This results in a surprising splitting of the Kondo resonance at low energy. The last curve is taken with $`\delta E=0.08>\mathrm{\Gamma }`$, so that no multilevel Kondo effect is possible, and only Coulomb blockade is observed.

Another interesting consequence of this phenomenon is that the temperature dependance of the conductance is reversed with respect to the usual signature of the Kondo effect in quantum dots, i.e. to figure 3. Indeed, upon lowering the temperature, one notices an initial increase of the conductance (due to the multilevel Kondo effect), then a sharp decrease of the conductance because of the Coulomb blockade. This is illustrated by the middle curve in figure 5.

One can also perform a general evaluation of the multilevel Kondo temperature, starting from the leading behavior of the $`f`$-Green’s function at high temperature:

$$G_f^{loc}(i\omega )\frac{1}{N_L}\underset{p}{}\frac{1}{i\omega ϵ_p}$$
(42)
Equation (28) then leads to <sup>2</sup><sup>2</sup>2Naively the cut-off $`T_0`$ in this expression should be of order $`\mathrm{\Lambda }`$ as implied by the regularized expression of the bath $`\mathrm{\Delta }(\tau )=N_L\mathrm{\Gamma }\left[1\mathrm{exp}(\mathrm{\Lambda }|\tau |)\right]/(\pi \tau )`$. However logarithmic corrections to our approximative derivation imply that $`T_0\sqrt{E_c\mathrm{\Gamma }}`$.:

$$\alpha (i\nu )=\frac{𝒩\mathrm{\Gamma }}{\pi }\underset{p}{}\mathrm{log}\frac{\nu ^2+|ϵ_p|^2}{\nu ^2+(|ϵ_p|+T_0)^2}$$
(43)
The Kondo temperature is reached when this kernel is of the order of $`E_c`$, so that one finds the final equation which determines $`T_K^{\mathrm{multi}}`$:

$$\underset{p}{}\frac{(T_K^{\mathrm{multi}})^2+|ϵ_p|^2}{(T_K^{\mathrm{multi}})^2+(|ϵ_p|+T_0)^2}=\left(\frac{T_K}{T_0}\right)^2$$
(44)
where $`T_K`$ is the single level Kondo temperature (35). A similar result was obtained previously by a renormalization group argumentYamada et al. (1984). The limiting cases studied before are obviously contained in the previous equation: $`T_K^{\mathrm{multi}}`$ reduces to $`T_K`$ for widely separated levels ($`\delta E`$ large) and in the opposite limit of exactly degenerate levels (or if $`WT_K^{\mathrm{multi}}`$), $`T_K^{\mathrm{multi}}=T_0(T_K/T_0)^{1/N_L}`$, consistently with equation (41). In general, $`T_K^{\mathrm{multi}}`$ is enhanced with respect to the single level Kondo temperature $`T_K`$. As an example, formula (44) shows that in the regime $`\delta ET_K^{\mathrm{multi}}WE_c`$, one obtains then $`T_K^{\mathrm{multi}}T_0\mathrm{exp}[\pi E_c\delta E/(2𝒩\mathrm{\Gamma }T_K^{\mathrm{multi}})]`$, so that the number of effective levels taking part to the multilevel Kondo resonance is $`N_{eff}=T_K^{\mathrm{multi}}/\delta E`$, as discussed qualitatively in equation (38).

We conclude this paragraph by summing up the physical picture that leads to the observed non-monotonous conductance. In the case of many overlapping resonances, a quantum dot can be described as a small metallic grain dominated by Coulomb blockade at low temperature, which implies a vanishing zero-frequency density of states. Upon raising the temperature, many different charge states become available by the thermal smearing of the Coulomb blockade, and the conductance is rapidly increasing on a scale of the order of $`E_c^{}`$ (which is also the typical size of the dip observed in the split Kondo peak). Due to the large single level width considered in this regime, all these energy levels can then act coherently as a localized spin degree of freedom that undergoes the Kondo effect. This explains the upturn of the conductance when temperature reaches the Kondo energy $`T_K^{\mathrm{multi}}`$.

#### IV.3.4 Two-stage Kondo effect

Finally we consider again a multilevel case, $`\delta E\mathrm{\Gamma }`$, but now with $`\mathrm{\Gamma }E_c`$, so that the single-level Kondo resonance is accessible to the low temperature regime. Therefore, one witnesses a further increase of the conductance at low temperature, taking place after the inverse Kondo-to-Coulomb crossover that we discussed previously. The occurence of such a “two-stage Kondo effect” is depicted for the conductances shown in figure 6.

For this calculation, we have taken $`N_L=5`$ levels, $`\mathrm{\Gamma }=0.1`$ and various level spacings between zero and $`2.5\mathrm{\Gamma }`$.

The two curves with $`0<\delta E<\mathrm{\Gamma }`$ show indeed this two-stage Kondo effect: a first rise of the conductance at high temperature due to the multilevel resonance at $`TT_K^{multi}`$, then the Coulomb blockade at $`TE_c^{}`$ and then a further increase at $`TT_K`$ (smallest scale of the problem). The last two curves, with $`\delta E=0.1,0.25`$, show the usual crossover that was illustrated on the figure 3 in section IV.2.3.

A last point that was checked is that our results are weakly sensitive to the addition of more levels outside the energy window of width $`\mathrm{\Gamma }`$. This calculation is shown in figure 7.

#### IV.3.5 Summary of the different regimes of transport

A sketch of the different regimes analyzed in this paper is given in figure 8, as a function of the level spacing, $`\delta E`$, and single level width, $`\mathrm{\Gamma }`$. We assume that the number of electrons in the dot is odd, so that the ground state, in the absence of the coupling to the leads is degenerate. The transition between different regimes is a smooth crossover. We will not discuss in the following the effect of the renormalization of the charging energy, therefore the zone boundaries that locate the different regimes will not be determined here. However, this can be done in practice by solving the integral equations, as discussed in the body of the paper. Also it would be interesting to perform a full Renormalization Group analysis of the renormalization of both $`T_K`$ and $`E_c^{}`$ along the lines of Inoshita et al. (1993); König and Schoeller (1998).

The occurence of Kondo effect is signaled by a non monotonous temperature dependance of the conductance, and is observable at $`\mathrm{\Gamma }\delta E`$ for temperatures smaller than the single-level Kondo temperature $`T_K`$ given by equation (35). Depending on the relative values of level spacing $`\delta E`$ and Coulomb energy $`E_c`$, Coulomb blockade might also be present above the Kondo temperature, which is the usual experimental situation encountered in quantum dots. We emphasize that if $`\mathrm{\Gamma }`$ is much smaller than $`E_c`$ the Kondo temperature is extremely small and the Kondo effect inobservable in practice; this corresponds to weakly coupled dots, and this situation shows only Coulomb blockade. In the case $`\delta E\mathrm{\Gamma }`$ we have defined a region “MultiLevel” which corresponds actually to various regimes discussed previously. This describes the inverse crossover (Kondo to Coulomb Blockade), as well as the two-stage Kondo effect shown in section IV.3.4. This region can also imply that the Kondo effect is observed in the usual manner, but with a Kondo temperature greater than the single-level estimate. Note that the Kondo effect involving many levels can also occur in dots with an even number of electrons, in a similar manner to the Kondo resonance which arises at a singlet-triplet crossing in an applied magnetic fieldGiuliano et al. (2001). Finally, the region $`\mathrm{\Gamma }E_c`$ of the diagram (denoted “Coherent”) is associated with large conductances that are weakly modulated with temperature or applied gate voltage.

## V Conclusions

In this paper we have presented a method of calculation for strongly correlated mesoscopic systems in terms of a collective phase variable and the quasiparticle degrees of freedom. The scheme is valid both for the study of the Coulomb blockade regime and of the Kondo effect.

We have shown examples of the crossover between a Coulomb blockade regime at temperatures below the charging energy, and the formation of a Kondo resonance at temperatures lower than the separation between levels within the dot. In addition, we have described an inverse regime, where a Kondo like resonance is splitted at low energies by Coulomb blockade effects. This regime is associated to the existence of many conduction channels, or overlapping resonances within the dot, which contribute collectively to the Kondo effect. The coherence of this state is destroyed at low energies by Coulomb effects. At even lower energies, a narrow Kondo peak, asociated to a single level within the dot, will emerge.

Because the self-consistent approach used here was succesfully applied to model of strongly correlated electrons (Hubbard model) in a previous work Florens and Georges (2002), we can also envision possible applications of this work to the physics of granular materials or quantum dot arrays in the vicinity of the metal-insulator transition Arovas et al. ; Efetov and Tschersich (2002); Stafford and DasSarma (1994); Herzog et al. (1996). Disorder effects, that were neglected here, should also be included in future work along these lines.

Other possible development is an exact (numerical) solution of the self-consistent action (11-12) instead of taking the spherical limit as was done in section IV.1, which brings some limitations (as the restriction to valleys of conduction). Also importantly, we believe that the present work, both by the technical concepts and the physical ideas, connects in an original manner the fields of strongly correlated systems and mesoscopic physics.

## VI Acknowledgements

SF and AG are grateful to D. Esteve, H. Pothier and C. Urbina for a useful discussion. We appreciate the hospitality of the Kavli Institute of Theoretical Physics, where this work was initiated. The KITP is supported by NSF through grant PHY99-07949. P. San José and F. Guinea are thankful to MCyT (Spain) for financial support through grant MAT2002-04095-C02-01. SF acknowledges the support of the CNRS-PICS(1062) program.