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Orbital Maghetism in Two-Dimensional Integrable Systems

E. Gurevich, B. Shapiro

To cite this version:

E. Gurevich, B. Shapiro. Orbital Maghetism in Two-Dimensional Integrable Systems. Journal de

Physique I, EDP Sciences, 1997, 7 (6), pp.807-820. �10.1051/jp1:1997194�. �jpa-00247364�

(2)

Orbital Magnetism in Two-Dimensional Integrable Systems

E. Gurevich and B.

Shapiro (*)

Department

of

Physics,

Technion-Israel Institute of

Technology,

Haifa 32000, Israel

(Received

5

January 1997,

received in final form ii

Februajj.

1997,

accepted

19

February1997)

PACS.75.20.-g Diamagnetism

and paramagnetism

PACS.73.20.Dx Electron states in low-dimensional structures

(superlattices,

quantum well structures and

multilayers)

Abstract. We

study

orbital

magnetism

of a

degenerate

electron gas in a number of two- dimensional

integrable

systems, within linear response theory. There are three relevant energy scales:

typical

level

spacing /h,

the energy r, related to the inverse time of

flight

across the system, and the Fermi energy SF-

Correspondingly,

there are three distinct temperature

regimes:

microscopic (T

<

hi, mesoscopic (A

« T £

r)

and macroscopic

(r

« T «

eF).

In the first two

regimes

there are

large

finite-size effects in the

magnetic susceptibility

x, ~vhereas in the third

regime

X approaches its macroscopic value. In some cases, such as a quasi-one-dimensional strip or a harmonic

confining

potential, it is possible to obtain

analytic

expressions for x in the

entire temperature range.

1. Introduction

A

degenerate

electron gas, in the presence of a weak

magnetic field,

exhibits weak orbital

magnetism ill (the

Landau

diamagnetism).

For a two-dimensional gas the value of the orbital

magnetic susceptibility

is

given by

XL =

-e~ /12~Mc~,

where lzI is the electron mass.

(Double degeneracy

with

respect

to

spin

is

implied

in this

expression,

as well as in all

subsequent formulae.)

This result

applies

to a macroscopic

system.

Whether a

sample

of a

given

size L can be considered as

macroscopic depends

on the tempera- ture T.

Namely,

T

(in

energy

units)

should be

compared

with the characteristic

size-dependent energies

such as the mean level

spacing,

A ci

2~h~/fi£L~,

or the inverse time of

flight

across

the

sample,

r ci AUF

IL

ci

kF

LA

/2~,

where vF and

kF

are the Fermi

velocity

and wave number.

Generally,

one should

distinguish

between three temperature

regimes:

ii)

For T < A

(the "microscopic" regime)

discreteness of the energy levels comes into

play

and the

sample

can be viewed as a

giant

atom. The

magnetic

response in this case can be very

strong

and includes such exotic

possibilities

as

perfect diamagnetism

and Meissner effect [2].

(ii)

For

higher temperatures,

A « T

$ r,

the

system enters

the

mesoscopic regime (for

recent reviews see Refs.

[3, 4]).

Here the

typical

value of the

magnetic susceptibility

is

(* Author for

correspondence (e-mail: borisflphysics.technion.ac.il)

©

Les

#ditions

de

Physique

1997

(3)

of order

(kFL)°

XL and can have either

sign.

The

exponent

a

depends

on the

sample

ge-

ometry.

For most two-dimensional

integrable systems

a =

3/2, although

other values are also

possible

in some

special

cases

(see below).

For

completely

chaotic two-dimensional

systems

a = I.

(iii)

For still

higher temperatures,

when T » r

(but

smaller than the Fermi energy

eF),

the

system

can be considered as

macroscopic

and its

magnetic susceptibility,

up to small

corrections,

is

given by

the Landau value XL

Thus,

at

present

there is a

good qualitative understanding

of the

phenomenon

of orbital

magnetism

in various

temperature regimes

and for various

geometries. However,

reliable quan- titative results are scarce. Most of such results refer to the

mesoscopic regime [4-6]

and are based on a semiclassical

approximation

for the

density

of states. This

approximation

becomes

inadequate

both at very low

temperatures,

T <

A,

and at

high

temperatures, T > r.

It, therefore,

seems useful to consider a few

simple systems, starting

with an exact

expression

for the

susceptibility

x, and to observe the behaviour of x in the entire

temperature

range. This is done in the present paper

by u8ing

a linear response

expression

for x.

In Section 2 we present several

equivalent expressions

for the orbital

magnetic susceptibility

within the linear response

theory.

In Sections

3, 4,

5 we consider

specific examples

of a

strip, disc,

and

square-geometries.

Section 6 is devoted to an electron gas confined

by

a two- dimensional

parabolic potential.

2. Linear

Response Theory

for the

Magnetic Susceptibility

We consider an electron gas, confined to some domain in the

xv-plane

and

subjected

to a weak

magnetic

field B in the z-direction. The

jrand-canonical potential

Q

=

/ dEp(E) In[I

+

efl~"~~)], (l)

fl

where ~t is the chemical

potential, fl

= I

IT

and

p(E)

is the

single-particle density

of states.

Sometimes it is

useful, by integrating by parts twice,

to rewrite

equation (I)

as:

Q =

/ dEQ(E)$ (2)

where

f(E)

=

(I

+

exp[fl(E ~)])~~

is the Fermi function and the

quantity

Q(E)

=

/~ dE' /~ dE"p(E") (3)

-c~

-~

has the

meaning

of a

grand-canonical potential,

for the same

system,

at zero

temperature

and with the chemical

potential equal

to E.

The

density

of states can be written as

PIE)

=

-)Im

Tr

G(E)

=

-)Im

Tr

lE

+

i~ H)~~

,

14)

where

G(E)

is the retarded Green's

function,

at energy E. The full

(single-particle)

Hamilto- nian H is

split

into the

unperturbed part, Ho,

and the

perturbation

~

&Ic~

~ ~ 2fifc~ ~ ' ~~~

(4)

which describes the effect of the

(static) magnetic

field. It is assumed that the vector

potential

A satisfies the condition div A

= 0.

Expanding G(E)

in terms of the

unperturbed

Green's

functions, Go (E)

=

(E

+

i~ Ho)~~,

one

obtains,

up to second

order,

G =

Go

+

GOVGO

+

Go VGOVGO, (6)

which,

on substitution into

equation (4),

leads to the

following expression

for the correction

bp(E)

to the

density

of states:

The first

and the econd term

describe,

spectively,

the para-

lugging

nto

(I)

nd rating by

parts

gives:

IQ =

This

expression

is

proportional

to

B~,

so that the

susceptibility,

in the B ~ 0

limit,

is x =

-2bQ/B~A,

where A is the

sample

area.

For further calculations it is useful to have an

expression

for x in terms of

xo(E)

which is the

susceptibility

of the

system

at T

=

0,

~

= E

(compare

with

Eq. (2)):

X "

/ dEXo(E)$

191

Equation (8)

is written in an abstract operator form. For

practical

calculations it is useful to use a

particular representation.

For

example,

if one

computes

the traces

using

as a basis the

eigenstates

of

Ho (with

the

appropriate boundary conditions),

one

obtains,

after some

algebra:

AB2

~

bet

~

~

i

~~~~~~~"

~

~~

~~'~~ ~~~~

Here the summation is over all states of the

unperturbed

Harniltonian

Ho,

with

eigenenergies

e~. The

energies e(

and

el'

denote the first

(I.

e.

proportional

to

B)

and the second

(proportional

to

B~)

corrections to the

unperturbed energies

ei. The first correction can exist

only

for levels which are

degenerate

in the absence of B.

Another useful

expression

for x is obtained

by writing equation (8)

in the coordinate represen- tation. This results in:

x =

~

~ ~

Im

/

dE

f(E) / d~r / d~r'

~AB fi£c

x

(-h2 A(ri )Go (r, r'; )j A(r') )Go (r',

r;

Eij

+

Miir r'iGo jr, r'; E1421ri), iii)

where

Go(r,r'; E)

is the

unperturbed (retarded)

Green's function in the coordinate represen- tation. Since this

representation

is

usually

the most

appropriate

for

making

various approx-

imations, equation ill)

is a

good starting point

in many cases. It was

used,

for

instance,

in the

study

of

mesoscopic

effects in disordered

systems

[7]

(in

this case

Go

includes the random

potential

of

impurities).

It also

helps

to prove in the most direct way

that,

for T >

r,

the sus-

ceptibility approaches

its

macroscopic

value XL,

independently

of the

sample geometry. Indeed,

(5)

the Fermi function

f(E)

has

poles

at values

En

= ~ +

i(~ lpi (2n +1).

Therefore the

integral

over E in

equation (11)

can be

replaced by

a sum

containing Go (r, r'; En).

This function in an infinite

system decays

with distance as

exp(-kF (r r'[ ~(2n+1) /fl~).

It is therefore clear that for a system with size L

larger

than

fl~/kF,

i.e. for T >

r,

the

susceptibility

ceases to

depend

on

sample

size or on its

geometry. Therefore,

for T > r linear response

theory

is

applicable

as

long

as the

cyclotron

energy

hwc

is smaller than T.

However,

for T < r the

susceptibility-

x

does

depend

on

sample

size and its

geometry,

and the linear response condition

requires

that

hwc

is smaller than the level

spacing

£h

(I.e.

the

magnetic

flux ib

through

the

sample

is smaller

than the flux

quantum

ibo =

2~hcle).

A useful

approximate expression

for x is obtained upon

using

the semi-classical

approxima-

tion [8] for the Green's functions in

equation (11).

Let us

briefly

outline the derivation

(details

are

presented

elsewhere

[9]).

First, one derives a semi-classical

approximation

for the function to

(E).

This is done

by rewriting

the Green's functions in terms of the

propagators K(r, r', t),

approximating

the

propagators by

their semi-classical

expressions

[8] and

performing

the inte-

grals

within a

saddle-point approximation.

Then one substitutes xo

(El

into

equation (9)

and

integrates

over

E, making

use of the

approximation

/

dE E"

CDS(F(Eii $

QS /L" CDS

(F(/L)I

l~

i~F'(/LlT) (121

where

F(E)

is some smooth function of E

(I.e.

does not

change appreciably

within an interval of order

T)

and

11(x)

e

xl

sinh x. The

resulting

semi-classical

expression

for x is

Here I labels families of

primitive periodic

orbits for

integrable systems

or isolated orbits for chaotic ones. r is the

winding number,

TX is the

period

of a

primitive periodic

orbit and

Tt "

h/~T.

Factors

d>.r(~)

are related to the

oscillating

part of the

(unperturbed)

semi-

classical

density

of states

[8,10]:

Posc

(Ill

"

~j d>,r(/~). (14)

A,r

For

integrable system (A()

is an orbit area

squared

and

averaged

over the

family

~. For a chaotic

system

it is

simply

the

squared

area of an isolated orbit.

Averaging

over a

family

amounts to

integration

over one of the

angle

variables [4]

(All

=

) / ~~ A~(9)d9. (15)

The semi-classical

expression

for x,

equation (13),

coincides with the one derived in refer-

ence

[4],

in the B ~ 0 limit. This fact demonstrates that it does not matter which of the two

approximations,

I.e. linear response or semi-classics. is done first.

3.

Strip Geometry

In this section we consider electrons confined to a

strip -L~/2

< x <

L~ /2, -Ly/2

< y <

Ly/2.

Periodic and zero

boundary

conditions are assumed

along

x and y directions

respectively,

and

the limit

L~

~ oo is taken. It is convenient to choose the Landau gauge:

A~

=

-By,

(6)

Ay

=

Az

= 0.

Stationary

states are labeled

by

two

quantum numbers,

-cc < k < +cc and

n =

1, 2,.

The

eigenfunctions

~§n,k

lx, vi

=

e~k~un,k (VI,

where

u[,k

satisfies:

1/M )~

~

2~f ~~~

~

~~~~~ ~"'~~~~ "~'~~~~'

Treating

the

magnetic

field as a

perturbation,

one obtains

ill]

that the first order correction

£[~

= 0 and the second order correction

,,

L(

eB ~ 6

k~L( ~2

15

1

~"~ 24M c ~2n2 ~ ~4 n2 n4 ~~~~

Thus, only

the first term in

equation (10)

is present, and the zero-temperature

susceptibility (including spin degeneracy) xo(E)

is

given by

x0(El

=

/~~ /)) () f £i~o(E ~n~i, j17)

n=1

where £nk

=

(h~k~/2M)

+

(h~~~n~/21zIL()

are the

unperturbed

energy levels.

Next,

we

integrate

over

k, apply

the Poisson summation formula

ill

to the sum over n, and insert the

resulting expression

for xo

(El

into

equation (9).

The

integral

over E is then

performed, using

the

approximation (12),

which amounts to

neglecting

small terms of order

T/~t.

The final

expression

for x is:

~

= l +

fi~

~°~

~~~(~~

~ ll

~~~)

+

Oil /fi), (18)

xL ~

~~

f

~~

r

where

kF

=

@,

r

=

h~kf/fifL~

=

hvf/Ly

and the

function11(x)

has been defined above. In

equation (18)

we wrote down

only

the

leading oscillating term,

of order

fi,

and the term

I, responsible

for the Landau

diamagnetism.

There exist also small

oscillating corrections,

of order

(kFLy)~~/~

and

smaller,

which are not written down

explicitly,

even

though they

are calculable [9]. Let us

only

mention

that,

in addition to

oscillating corrections,

there is also a small

non-oscillating paramagnetic correction,

9[XL

(/8kFLy,

to the Landau value xL.

Thus,

the

strip geometry provides

a rare

example

for which it is

possible

to obtain an

essentially

exact

(up

to small corrections of order

T/~) expression

for the linear

susceptibility

x,

including

all

size-dependent

terms. One can observe the

change

of x with T in the entire

temperature

range, from T

= 0 and up to T » r when x becomes

equal

to its

macroscopic

value XL-

Equation (18)

is

quite

similar to the

corresponding expression

for the case of a

parabolic

confinement

[12].

This fact demonstrates that the nature of confinement

(I.e.

hard walls or "soft"

confinement)

is immaterial for the

phenomenon

of

size-dependent

fluctuations.

In

fact,

the

leading oscillating

term in x can be

obtained,

within a semi-classical

approxi- mation,

for any

confining potential

and for

arbitrary magnetic

field

[9].

For small

fields,

the oscillations are

given by

an

expression

similar to

equation (18),

up to an overall factor of order

unity

and an extra

phase

in the

argument

of the cosine.

L~

should be understood as some

effective width of the

confining potential.

(7)

12.

~

©~

~

7.

m

~

~

~ 2

20 22.5 25 27.5 30 32.5 35 37.5

k~R

Fig.

1. Linear

magnetic susceptibility

in a disc geometry, calculated at T = 0. lb and normalized

to

(XL((kFR)~.

4. Circular

Geometry

The electron gas is confined to a disc of radius R. The

unperturbed,

I.e. zero-field

stationary

states are

given,

up to a normalization

factor, by exp(im9)Jm(~mnr/R),

where

~mn

is the n-th

zero of a Bessel function

Jm(x).

The

unperturbed energies

are £mn

=

(h~ /2MR~)~$~.

A

pair

of states

[m, n)

and m,

n)

have the same energy.

The

perturbation

term in the

Hamiltonian,

due to the

magnetic field,

is:

iheB b

~

e~B~

~2

(19)

V~@@ 8Mc~'

and the first and second-order energy corrections are:

~~"

2Mc'~~'

~~" 8Mc~ ~'~~'~~~ ~'~~'~~' ~~~~

Note that the first-order term in V does not contribute to the correction

£$~

which is therefore

purely diamagnetic.

It now follows from

equation (10)

that

1 1 i(mnr~mni/(£mm

+

Ii m~ Al

(211

We

analyze

first the

low-temperature regime,

T < A e

2h~ /MR~.

Since

(mn[r~ [mn)

ci

R~,

the first

(diamagnetic)

term is of order of the total number of

electrons,

N cf

(kFR)~

=

4~ IA.

The second

(paramagnetic)

term exhibits

sharp peaks

every time when the chemical

potential

~ coincides with an energy level £mn.

Indeed,

for ~

= £mz~, the function

of /b£mn

is

equal

to

-1/4T,

and it

rapidly

decreases when ~ deviates from £mz~

by

a few T. Since the

quantum

number m, for states near ~, is

typically

of order

kFR,

the

height

of the

paramagnetic peaks

is of order

(kFR)~A/T

ct

~/T. Thus,

in the

low-temperature regime

the

susceptibility

x

(normalized

to the Landau value

[xL() Plotted

as a function of ~,

displays

a

diamagnetic background,

of order

~/A,

with

sharp paramagnetic peaks

of

height ~/T

and width T. An

exact numerical

computation

of the

expression (21)

confirms this

qualitative picture (Fig. Ii.

Next,

we consider

temperatures

in the range A « T

£

r e AUF

/2R.

For such

temperatures

the

paramagnetic peaks get

smeared and the

diamagnetic background,

of order

(kFR)~,

cancels

(8)

with the

corresponding paramagnetic

term. The net effect is an

oscillating

term, of order

(kFR)~/~

The calculation is based on a Poisson summation of the double sum in

equation (21)

and on a semi-classical

approximation

for the

unperturbed energies,

or

~mn,

which

satisfy

11

3]:

m2 m

arccos(m/~mz~)

=

~(n

+

~). (22)

Let us outline the calculation of the

paramagnetic

term

x~~~/(xL(

"

-(6h~/MR~) ~ m~(bf/b£mn).

As

usual,

it is

simpler

to consider first the

zero-temperature

case and then to use

equation (9).

At T

=

0,

b

f/b£

=

-b(~

El and

xj~~ (E)

= 12 XL

~j m~b(~$~ i~), (23)

m,n

where

i~

=

4~/A.

After

applying

the Poisson summation

formula,

m and n go over into continuous variables: m ~ x,

(n

+

~)

~ y. The

integral

over y is

immediate,

due to the )-function. The

integral

over x is done in the

saddle-point approximation, using

the

large

parameter i and the continuous version of

equation (22).

The

resulting expression

for

xj~~ (E)

is:

x~~~

(E)

= [XL

~

7~

+

i~/~ ~j #(K~, K~)

+

O(1)

,

~

(24)

K~,Ky

where the sum runs over I <

K~

< cc and 0 <

2K~

<

K~,

and

#(K~, K~)

=

~~

cos~ l~~~) sin~/~ ~~~~)

cos

21K~

sin

~~~~) ~~K~

+

j (25)

/~ KY KY KY

2 4

A similar treatment of the

diamagnetic

term results in a term

-31~/4 plus oscillating

correc-

tions of order

@. Thus,

the

large non-oscillating

terms cancel and the net result for xo

(El

is

given by

the second term in

equation (24). Finally, using equations (9, 12),

we find:

x =

lxL i~/~ ~j 4(Kz, Ky)

7~ ~

(~~

sin

~ )) (26)

K~,K~ Y

Thus,

in the temperature range A « T <

r,

the

susceptibility

x

is, typically,

of order

(kFR)~/~

and can have either

sign.

It

oscillates,

as a function of ~, with a

period

of order

(~ A)~/~

ci r.

In

Figure

2 we present x as a function of i. as obtained from

equation (26) (solid line).

For

comparison,

dots

represent

the result of a numerical

computation,

based on the exact

equation (10),

with £[ and £I'

given by equation (20).

These oscillations reflect the structure of the

density

of states smoothed over energy intervals AE

£ r,

in the same way as the

sharp peaks

of the

low-temperature regime

reflected the exact

(discrete)

spectrum of the system.

Equation (26)

can be obtained from the

corresponding expression

of reference

[4],

in the B ~ 0 limit. The derivation in reference [4] was based on a semi-classical

approximation

for the

density

of states

[8,10],

with a

subsequent

introduction of the

magnetic

field via the classical action.

In

contrast,

we have started with an exact

expression

for the linear

susceptibility

and used

(in

the

mesoscopic

temperature

regime)

a semi-classical

approximation

for the energy levels of the

system.

In this

respect

our derivation is similar to that of

Dingle [13].

He calculated the

orbital

magnetization

of a thin

cylinder

and a small

sphere,

and obtained an

expression

for x, which contained

oscillating

terms as well as a

large steady

term. His result for the

oscillating

terms appears to be

correct,

while the

steady

term is due to an error.

(9)

Q~ ~

~

l

%

~ ~

~-l

~ -2

-3

40 50 60 70 80

k~R

Fig.

2. Linear

magnetic susceptibility

in a disc geometry, calculated at T

= 5zh and normalized to XL

((kFR)~/~. Analytic

result obtained from

equation (26) (solid line)

is

compared

to numerical one based on equation

(35) (dots).

5.

Square Geometry

Here we discuss electrons within a square of size L. The

unperturbed energies

are

£nm =

(~~h~/2fi£L~)(n~

+

m~).

A state

in, m)

is

degenerate

with the state

[m,n) (there

can

be,

in

addition,

accidental

degeneracies

if a

pair n',

m' has the same sum of squares as the

pair

n,

m).

Let us first consider low temperatures, T « A e

2~h~ /ML~,

and discuss the

paramagnetic peaks

due to the second term in

equation (10).

The first order correction

£[~

is due to

lifting

of the double

degeneracies by

the

magnetic

field.

(We

do not consider accidental

degeneracies, although

the treatment is

readily

extended to include that case as

well.)

The

degeneracy

is lifted

only

if n and m have different

parity

and in that case

~~~ ~~"

~2 &Ic

(n2 m2)3

I

3

~~

d

~

~

~

~

20 30 40 50 60 70

k~L

Fig.

3. Linear

magnetic susceptibility

in a square geometry, calculated at T = 0.lA and normalized to

jxLiikfR)~/~

(10)

20 40 60 80 100

k~L

Fig.

4. Linear

magnetic susceptibility

in a square geometry, calculated at T

= 5 A and normalized to (XL(.

Analytic

result obtained from equation

(28) (solid line)

is compared to numerical one based

on equation

(35) (dots).

The

largest

corrections occur when n

= m + I. In such cases

£[~

ci

(heB/fi£c)kFL

and the

height

of the

corresponding peak

in

susceptibility

is xmax ci XL

(kFL)2A IT, just

as in the case of the disc.

Note, however,

that in the square

geometry

such

large peaks

are much more rare than in a disc. For a disc

large peaks

were

separated by

a distance of order A. For a square such

peaks

occur,

roughly,

for each

pair (n,

n +

Ii,

I.e. are

separated by

a distance of order n/h ci

kFL/h

ci r e AUF

IL.

The difference between a square and a disc is

clearly

seen, if one compares

Figure

3 to

Figure

I.

Except

for the

large paramagnetic peaks

in

Figure

3 one can

see an

oscillating background.

This

background

comes form the first term in

equation (10).

It will be shown below that this term can be either para- or

diamagnetic

and its

typical

value is of the order

(kFL)~/~.

In the

mesoscopic temperature regime,

/h < T <

r,

the

susceptibility

x is described

by

the semi-classical

expression (13).

This case was studied in detail in reference [6] and

particularly

in reference [4] where

expressions

for the factors

d>,r

and

(A()

can be found. The

resulting expression

for x is:

X 8

~

~j3

/2

f ~j

~~~

~~~~ ~~~

~

~~~~

(XL

5@

~

~ ~ ~

~l/2

(q~2 +

q~2)~/~

q~2q~2

~

/d/

~ ~ ~ ~

2~rfi~T

xll

,

(28)

F

where u~ and uy are

positive coprime integers,

which label

primitive

orbits.

Only

odd u~ and

uy enter the sum in

equation (28),

since otherwise the area enclosed

by

an orbit is

exactly

zero [4].

As an

example,

in

Figure

4 we

present xl

[XL as calculated from

equation (28) (solid line).

We chose the same ratio

Tllh

= 5 as in reference

[4].

The result is

practically indistinguishable

from the numerical one

(dots),

based on

equation (10) (Let

us note, that in reference [4] some

disagreement

between

equation (28)

and numerics was

observed).

There are some

qualitative

differences between the

mesoscopic

oscillations in the square

geometry (Fig. 4)

and those for a circle

(Fig. 2):

in the circle oscillations are modulated on an energy scale which exceeds r

by

an order of

magnitude.

(11)

Comparison

with an exact numerical

computation

demonstrates that

expression (28)

is valid down to

temperatures

T m

/h,

but fails for T < /h.

Nevertheless,

it can be used for

estimating

the aforementioned

background,

due to the first term in

equation (10).

The

point

is that this

term ceases to

change

when

temperature

is lowered from T m /h down to T = 0. To obtain

an estimate of

expression (28)

at low

temperatures,

we square it and average out the fast oscillations. This

gives,

for the

typical

value of

x~

in the

background,

X)ack

~

X~ i~ ~~~~~~ ~/~~

~~~~~~~~~~~

~~~~

The sum over

repetitions

r is estimated

by replacing

it with an

integral,

with an upper cutoff

provided by

the function 11. This

gives

a

logarithmic factor,

so that

iXbacki

C~ (XL(

(kFL)~~~@@. (30)

Let us mention that a similar

logarithmic

factor appears in chaotic

billiards,

at low temper-

atures

[5].

The behaviour of x in that case is, of course,

quite

different from the square

geometry:

the enhancement factor is

kFL,

instead of

(kFL)~/~,

and the

large paramagnetic peaks disappear.

6. Harmonic Confinement

Our last

example

is a

degenerate

electron gas confined

by

a harmonic

potential [14-17].

The

problem

of orbital

magnetism

in this case was considered

previously by

a number of

authors,

and some

analytical

and numerical results have been obtained for various temperatures and fields. Below we shall derive an

analytical expression

for the linear

susceptibility

x, as a function of temperature

[18].

This

expression

demonstrates the crossover from

strong magnetic

effects

towards the weak Landau

diamagnetism,

under increase of temperature.

We consider a

slightly anisotropic

harmonic

potential. U(x, y)

=

(M/2) (Hi x~

+

Q2 y~ ),

with

Hi

close to

Q2, namely [Hi Q2(

+ AR <

hQ( /~.

In the absence of a

magnetic

field the spectrum is

given by

En

m =

hoi (n

+

))

+

hQ2 (m

+

)),

where n, m

=

1, 2,.

For the

isotropic

case,

Hi

=

Q2

"

Q,

energy levels can be labeled

by

a

single integer

I

=

1,2,.

,

and the f-th level is t-fold

degenerate.

A small

anisotropy

~Q

splits

the

degenerate

levels into narrow

"multiplets".

The width of the n-th

multiplet

is of order

than,

which is

~AQ IQ

for

multiplets

near the energy ~. The above formulated

condition,

AR <

hQ~/~,

is

just

the

requirement

for

having

well defined

multiplets.

It is clear on

physical ground,

and is verified

by

the calculation

below,

that such weak

anisotropy

can affect the

physical properties

of the system

only

at

temperatures,

T <

~AQ IQ.

When a weak

magnetic

field is

applied,

energy levels

acquire

a second order correction

,,

1 eB ~

(n

+

))Qi

-.

(m

+

))Q2

~"'~

2

~

Mc

Q] -.Q]

~~~~

Since for any finite

anisotropy

the first order correction is zero,

equation (10) gives:

fi

"

~$

Qj Qj ~ (~l

+

))fli (nl

+

jlfl2j f(£nm). (32)

n,m

(12)

The effective radius R is determined from

MQ~R~/2

= ~, where Q

=

(Hi

+

Q2)/2

m

Hi Applying

to the double sum in

equation (32)

the Poisson summation

formula,

we obtain for the

zero-temperature susceptibility xo(E):

X°(~)

12

j~

~~~

i/> ,->y

[XL1

7(1 ~2j (~~) dY dx(z ~y)e~~~(lY+k~) ~~~j

I,k=-cu

where ~

=

Q2/Qi

and i =

~t/hQ

=

kFR/2.

Calculating

the

elementary integrals

and

making

use of

equations (9, 12),

one can obtain a final

expression

for the

susceptibility x(T).

This

expression

is rather cumbersome and will not be

given

here

[19].

For

temperatures

T »

ihAQ

and

anisotropy

AR « Q

Ii

it

simplifies

to:

~

= -l +

21~ f

cos(2~ri)11 ~~~

~

(34)

(XL

~~~

F

where r

=

hvf/2R

=

hQ/2. Except

for the

leading oscillating term,

of order

i~,

there are smaller

oscillating

terms which are not written in

equation (34).

This

equation

does not contain

anisotropy,

which demonstrates

that,'for

T much

larger

than the

multiplet

width

ihAQ,

the

anisotropy

does not come into

play (up

to

exponentially

small

corrections).

For T »

r,

the oscillations in

equation (34)

are

negligible

and x = XL For T

£ r,

one can

keep only

the first term in the sum, which results in an

oscillating

term of order

i~

ci

(kFR)~.

For

ihAQ

« T «

r,

many terms contribute to the sum. The

resulting expression

exhibits

paramagnetic peaks,

of

height (kFR)~r/16T

and width

T,

on a

diamagnetic background

of order

-(kFR)~.

For T <

ihAQ, equation (34)

ceases to be

applicable.

An

analysis

of the full

expression [19]

for

X(T)

shows that it matches the

equation (34)

at T m

ihAQ

and that

only

minor

changes

in

x(T)

occur when T is lowered below

ihAQ.

This means that at low

temperatures,

T <

ihAQ,

the width of the

paramagnetic peaks

becomes

ihAQ

and their

height

is of order

kFRr/hAQ.

This result is a manifestation of a

general

rule. If there is a cluster of

nearly degenerate

levels about some energy £c

(the

width of the cluster b is much smaller than the

typical

level

spacing /h),

then for T > b the cluster behaves as a

single degenerate

level: it

gives

rise to a

paramagnetic peak

of

height g(kFL)~/h/T,

where g is the number of non-zero

eigenvalues

of the matrix

(I[iz[j)

in the

subspace

of the cluster. For T <

b,

the width of the cluster becomes

relevant and the

peak

saturates at a value of order

g(kFL)~/h lb.

This is best seen if £( and £I' in

equation (10)

are written

explicitly using

the

symmetric

gauge. This leads to:

X

_

~~

~(i)r~)I) f(£1)

+

~ '~~'~'~~~ /~

~~

~'~~~

~~~~

~~~l

~~~~

j~~j

A

~

~

iJ °

When b < T < /h the

paramagnetic

contribution of the

cluster,

as

given by

the second term in

equation (35),

is

approximately -(3~/AM) f'(£c)

tr

L(,

where the trace is within the

subspace

of the cluster.

Estimating

the trace as

gh~(kFL)~

leads to the

expression g(kFL)~/h IT

for the

paramagnetic peak.

Let us,

finally,

mention that when the

anisotropy

AR

approaches

the value Q

Ii ii.

e.

neigh- bouring multiplets

start to

overlap),

the well

pronounced paramagnetic peaks disappear,

al-

though

the oscillations are still of order

(kFR)~.

(13)

7. Conclusions

We have calculated the linear

magnetic susceptibility x(T)

for several two-dimensional inte-

grable systems. Generally,

there are three distinct energy scales: level

spacing /h,

inverse time of

flight

r and the Fermi energy £F.

For T <

/h,

the

susceptibility

is sensitive to the detailed structure of the energy

spectrum

as well as the matrix elements of the

angular

momentum

operator.

In

particular, degeneracies

lead to

large paramagnetic peaks

of order

g(kFL)~/h IT,

g

being

the level

degeneracy.

At such low temperatures the

sample dimensionality

is of no

importance

and similar

peaks

exist also in three-dimensional systems with

degenerate

levels

[20].

For a

pair

of

nearly degenerate levels,

when the level

separation

b <

/h,

the

height

of the

corresponding peak

saturates at T m b.

The

typical

value of x between the

peaks

is also non-universal: for

systems

with rotational

symmetry

it is of order XL

(kFL)~

whereas for a square it is of order [XL

((kFL)~/~ ln(kFL)

and can be either para- or

diamagnetic.

For the

mesoscopic temperatures,

/h « T

£ r,

the orbital

magnetic susceptibility

remains

large.

In units of

[xL(,

it is of order

(kFL)"

and

oscillates,

as a function of the chemical

potential

~t, with a

period

A~t ct r. For

generic integrable systems

a =

3/2 (compare

to

a = I for chaotic

systems [3]).

For

quasi-one-dimensional

systems

(a strip)

a

=

1/2

and for a

harmonic

confining potential

a = 2.

Thus,

the harmonic

potential

is a very

special

case even

among the

integrable systems.

The

point

is

that,

for the

isotropic

case and at zero

magnetic field,

the two-dimensional harmonic

potential

exhibits "accidental"

degeneracies,

which are not related to the rotational symmetry

(alike

the "accidental"

degeneracies

in the

hydrogen atom).

Finally,

for r « T « ~t, all

large

orbital

magnetic

effects

disappear

and x becomes

equal

to the Landau value XL-

Thus,

for the

macroscopic

limit to be

achieved,

it is not sufficient to have T »

/h,

as one

might naively expect.

A much more

stringent condition,

T »

r,

is

needed. We close the paper with the

following

remarks:

(ii Although

our calculations have been done for the

grand-canonical ensemble,

one can

immediately

infer about the

picture

for the canonical ensemble. For T «

/h,

the sus-

ceptibility

can be very sensitive to the exact number of

particles

in the

system, provided

that the last

occupied

level is

degenerate.

If such a level is

partially occupied,

the sys- tem is

paramagnetic

with x Cf

c[xL((kFL)~/h/T,

where the factor c accounts for the

degeneracy

and occupancy of the level. For a

fully occupied level,

and in the presence of rotational

symmetry,

the response is

diamagnetic,

with x ci

xL(kFL)~. (The

discus-

sion can be

generalized

to the case of a cluster of

nearly degenerate levels,

as was done above for the

grand-canonical ensemble.)

For

mesoscopic temperatures,

/h « T

£ r,

the standard transition from the

grand-canonical

ensemble to the canonical one ap-

plies,

I.e.

xcan(N)

=

xgr(~t(N)). Indeed,

the thermal fluctuation IN ct

fi

in the number of

particles

is much smaller than the

change

in the number of

particles, (AN)

ci

(A~t)(bN/b~t)

ci

Tllh, corresponding

to a

significant change

in x.

(iii

So far we have discussed

only

the orbital

magnetic susceptibility.

The Zeeman

splitting,

due to the electron

spin,

also contributes. Within the linear response its contribution xs is

simply

added to the orbital

part

of the

susceptibility.

This is

clearly

seen form equa-

tion

(10),

if the Zeeman

splitting +~tBB

is included into the first order energy correction

£(.

This

gives

xi

=

A~~~t[(bN/b~t),

where N

=

£~ f(£i).

At low

temperatures,

T <

/h,

xs exhibits

paramagnetic peaks

xs ci [XL

/h/T,

which is

just

the Curie

paramagnetism

due to the last

occupied

level. For

temperatures

T »

/h,

xs is

given by

the Pauli param-

agnetism,

xs

"

3[xL(,

up to small corrections.

Thus,

in this case, there is no

appreciable

mesoscopic

effects due to the electron

spin.

(14)

(iii)

The

magnetic

field in this paper was treated as a

given (homogeneous)

external

field, Bext.

For

sufficiently large

x,

however,

the orbital

magnetic

currents

flowing

in the

sample produce

a field

Bcurr

which is

comparable

to

Bext.

In three-dimensional

saniplu

this

happens

when the

magnetization

M becomes

comparable

to

Be,t/4~.

or

ix

C~

1/4~.

In two dimensions the

magnetization

is defined as the

magnetic

moment per unit ar(>a

(rather

than per unit

volume),

so that x has units of

length. Also,

since the thickness uf the

sample (height

in

z-direction)

is much smaller than its size

L, Bcurr

differs very flinch from the volume

magnetization (demagnetization effect).

So one has to estimate the field

Bcurr

and compare it to

Bext.

The most

stringent

limitation is set

by

the

requirement,

that the

largest possible

value the local field

Bcurr

can assume should be much smaller than

Bext.

This

yields

[9]

[x[kF In(kFL)

« I

, or

[x/xL(

<

In(kFL)/kfre

,

where re

=

e~/fi£c~

is the classical electron radius.

(Though,

in some cases, e.g. in a square

geometry,

the condition is less severe,

namely ix /xL(

« L

In(kFL) Ire.)

As an

example

consider a disc

geometry,

where at

paramagnetic peaks x/(xL(

Cf

(kFL)~/h/T.

If

lF

Cf

10~~

cm and

kFL

ct

100, then,

as

long

as T »

10~~/h,

the self-consistent treatment is not necessary.

If the condition is not

satisfied,

one cannot assume anymore a

given

external field. but should solve the entire

problem self-consistently.

A self-consistent treatment leads to such

possibilities

as Meissner effect and orbital

ferromagnetism,

both in bulk

samples

and

rings [2, 3, 20-23].

An

interesting possibility

appears to exist in the

strip geometry,

considered in Section 3. Here the linear

susceptibility, equation (18),

is xo Cf

(xL(@~. However,

the

differential magnetic susceptibility,

xd, in a finite field B

$ &IcvfleLy,

turns out to be of order [XL

[(kFLy)~/~ (see

Ref.

[12],

where a

strip

with harmonic confinement was

analyzed) [24].

If

[xo[

«

lF /4~ln(kFL)

but

[xd[

>

lF/4~ln(kFL),

then one encounters a situation similar to the one which can occur in the de

Haas-van-Alphen

effect and leads to a break up of the

sample

into

magnetic

domains

[25].

Acknowledgments

This work was

supported by

the Fund for the Promotion of Research at the Technion.

References

iii

Landau L-D- and Lifshitz

E-M-,

Statistical

Physics,

3rd

Edition,

Part

1, (Pergamon Press, 1980).

[2]

Ginzburg V-L-, Uspekhi

Fiz. Nauk 48

(1952)

25

(German

translation in: Fortscht.

Phys.

1

(1953) 101).

[3]

Shapiro B., Physica

A200

(1993)

498.

[4j Richter

K.,

Ullmo D. and Jalabert

R-A-, Phys. Rep.

276

(1996)

1 and references therein.

[5j

Agam O.,

J.

Phys.

I France 4

(1994)

697.

[6] von

Oppen F., Phys.

Rev. 850

(1994)

17151.

[7] Akkermans E. and

Shapiro B., Europhys.

Lett. il

(1990)

467.

[8] Gutzwiller

M-C-,

Chaos in Classical and

Quantum

Mechanics

(Springer, 1990).

[9] Gurevich

E.,

Ms. Thesis

(Technion).

[10] Berry

3l.V. and Tabor

M.,

Proc. R. Sac. Land. A349

(1976)

101.

[11]

Friedman

L., Phys.

Rev. 134

(1964)

A336.

[12] Hajdu

J. and

Shapiro B., Europhys.

Lett. 28

(1994)

61.

(15)

[13j Dingle R-B-,

Proc.

Roy.

Sac. Land. A212

(1952) 47;

see also

Bogachek

E-N- and

Gogadze G-A-,

Sov.

Phys.

JETP 36

(1973)

973.

[14]

Nemeth

R.,

Z.

Phys.

B81

(1990)

89.

[15]

Yoshioka D. and

Fukuyama H.,

J.

Phys.

Sac.

Jpn

61

(1992)

2368.

[16]

Meir

Y.,

Entin-Wohlman O. and Gefen

Y., Phys.

Rev. 842

(1990)

8351.

[17]

Azbel

M.,

Solid State Commun. loo

(1996)

195.

[18]

The

analysis

can be extended to an

arbitrary magnetic

field

(Ref. [19] ).

[19]

Gurevich E. and

Shapiro B., preprint (1997)

[20]

See e-g- Buzdin

A-I-, Dolgov

O-V- and Lozovik

Y.E., Phys.

Lett. looA

(1984)

261.

[21]

Kulik

I.O.,

Pisma Zh.

Eksp.

Tear. Fiz. ll

(1970)

407

(JETP

Lett. ll

(1970) 275).

[22]

Wohlleben

D.,

J. Less Common Metals138

(1988) II;

Wohlleben D. et

al., Phys.

Rev.

Lett. 66

(1991)

3191.

[23]

Azbel

M.Ya., Phys.

Rev. 848

(1993)

4592.

[24]

This can be

explained

in terms of the semi-classical

picture.

In the

strip geometry

the

leading

contribution to xosc comes from the

"bouncing-ball" trajectories (at

B

= 0 these

are

self-retracing ones).

At zero

magnetic

field an area enclosed

by

the

trajectories

is

exactly

zero. This area increases

along

with B and becomes of order

L(

at B ~

mcvfleLy,

what

yields

Xd ~ )XL

)(kFL)~/~

at such a field.

[25]

Lifshitz

I-M-,

Azbel M.Ya. and

Kaganov M-I-,

Electron

Theory

of Metals

(Consultant

Bureau,

New

York, 1973).

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