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# Depletion forces near a soft surface

## I Introduction

In a recent experiment, Dinsmore and collaborators dinsmorePRL98  measured the probability distribution of a single colloidal bead enclosed in a rigid, pear-shaped vesicle. They find that upon addition of much smaller spheres, density gradients give rise to an effective force field that pushes the particle towards the wall. These depletion forces have been discussed for almost fifty years aoJCP54 ; richmondCPL74 ; vrijPAC76 ; joannyJpolSci79 , especially since they can be used to organize self-assembled structures xiaAdvMatt00 . The remarkable feature observed in dinsmorePRL98  is that entropic interactions drastically affect the distribution in a way that depends on the *local shape* of the membrane. Indeed, it has been shown rothPRL99  that inhomogeneities in the curvature distribution induce additional forces that bring the particle to *inwardly* curved regions. The authors then suggested that if curvature induces forces on particles, the latter may in turn lead to shape transitions provided that the membrane is flexible enough dinsmorePRL98 .

If this last statement is valid, it would be conceivable to take advantage of depletion forces to mimic biological processes such as protein integration, membrane fusion, or encapsulation. For instance, polyethylene glycol is a (polymeric) depleting agent known for its low toxicity: By changing its mass or concentration, one can selectively tune the range and the depth of the depletion potential without affecting any physiological parameter, i.e., pH, temperature and ionic strengths. This remarkable versatility further justifies the growing interest in depletion interactions and makes them particularly suitable for applications such as gene transfection behrPNAS95 .

In this article, we present a systematic study of entropic forces near a fluctuating interface. The additional degree of freedom associated with surface softness induces numerous antagonistic features that have to be carefully accounted for. Besides the eventuality of shape transformation, a fluid membrane experiences thermal undulations whose amplitude is inversely proportional to its bending rigidity helfrichZfP73 . The steric forces between adjacent bilayers, originating from shape excitations, are invoked to explain the phase behavior of lamellar stacks of membranes helfrichZfP78 . Similarly, a colloidal particle has first to overcome a repulsive barrier prior to adhering to a fluctuating membrane. This point is usually ignored in discussions concerning colloidal adsorption, even though it may deeply affect the kinetics of the binding process. A more refined consequence is the effect of membrane fluctuations on the concentration profile of small particles, which in turn affects the depletion potential. It is the aim of this work to theoretically address these different issues. The paper is organized as follows: In Section II, we give a brief outlook of some general results regarding effective, entropic interactions. The balance between depletion and bending forces is studied in Section III, where we derive a tentative phase diagram of the system. We present in Section IV our findings concerning the corrections to the depletion potential. We conclude this report with a discussion and summary of our results in Section V.

## II Effective interactions in a colloidal solution

We consider a binary mixture of small and large spherical beads with radius $`R_s`$ and $`R`$, respectively. In a single-component description, the large particles can then be seen as moving in an *effective force field* created by the other species likosPR01 . From a theoretical point of view, this corresponds to integrate out the partition function over the degrees of freedom of the small particles. The partial trace can be performed for a dilute solution within the formalism of density functional theory rothPRE00 . At low density, the effective potential $`W(𝐫)`$ acting on a *single* colloid immersed in a “sea” of small particles is gotzelmannEPL99

$$\beta W(𝐫)=d^3𝐫^{}\left\{\rho (𝐫^{})\rho _b\right\}f(𝐫𝐫^{}),$$
(1)
with $`\beta =(k_BT)^1`$, $`\rho (𝐫)`$ the density of small components and $`\rho _b=\rho (\mathrm{})`$ the bulk value. The Mayer function equals $`f(𝐫)=\mathrm{exp}[\beta v(𝐫)]1`$, with $`v(𝐫)`$ the direct interaction potential between small and large components. Note that in Eq. (1), the thermodynamic quantities have to be evaluated *before* insertion of the large particle. This assertion happens to be essential since the symmetries of the relevant functions are solely determined by the geometry of the system. For instance in the presence of a planar wall at $`z=0`$, the density profiles depend on the $`z`$-coordinate only, whereas translational symmetry in the $`(x,y)`$-plane is broken after particle insertion.

Eq. (1) provides a low-density expansion for the depletion potential even if the interactions between the species are soft and possibly contains attractive contributions. It also encompasses the hard-sphere limit considered in the original theory of Asakura and Oosawa aoJCP54 , for which the Mayer function reduces to $`f_{HS}(𝐫)=H(R+R_s|𝐫|)`$. $`H(x)`$ is the usual Heaviside step function that equals $`1`$ for $`x>0`$ and $`0`$ otherwise. In the presence of a planar wall, the volume fraction of depleting particles $`\phi (z)\widehat{=}4\pi R_s^3\rho (z)/3`$ is also expressed in terms of the step function, namely $`\phi (z)=\phi _bH(zR_s)`$. The convolution Eq. (1) is then a measure of the overlap volume — see Fig. 1. For a separation $`l`$ between the surface of the large sphere and the wall, the depletion potential reads aoJPS58 ; vrijPAC76

$$\beta W^{(0)}(l)=3\phi _b\frac{R}{R_s}\left(1\frac{l}{2R_s}\right)^2\left(1+\frac{R_s+l}{3R}\right)$$
(2)
for $`l<2R_s`$, and $`\beta W^{(0)}(l)=0`$ otherwise. The value at contact is $`\beta W^{(0)}(0)=3\phi _b\alpha ^1`$, where we introduce the aspect ratio $`\alpha =R_s/R`$. For typical volume fraction $`\phi _b=0.2`$ and aspect ratio $`\alpha =0.1`$, the depth of the potential well is $`W^{(0)}(0)=6k_BT`$. Thus, these entropic effects cannot be ignored as they may eventually overcome the direct interactions. Actually, they appear to be essential in describing phase separation and aggregation phenomena in polydisperse mixtures russelbook .

While much of the theoretical and numerical effort assumes that the small particles are structureless spheres, experimental studies mainly use polymers as depleting agents. Actually, the formal mapping of a polymer solution onto a fluid of “soft” particles is a challenging problem because of intricate many-body interactions louisJCP01 ; louisJCP02 . For most of practical purposes however, the exact nature of the small components can be ignored: at low concentrations, polymer coils can be regarded as spherical particles of radius $`R_g`$, their radius of gyration. Note that this assertion is still valid above the overlap concentration, provided that one substitutes $`R_g`$ with the correlation length of the solution joannyJpolSci79 ; ohshimaPRL97 .

In the recent years, a variety of experimental techniques have been developed to probe soft materials at the sub-micrometer scale: optical tweezers, surface force apparatus (SFA), atomic force microscopy (AFM), or total internal reflection microscopy (TIRM). These progress have enabled direct comparison with theoretical predictions, and numerous experimental works have confirmed the validity of Eq. (2) for volume fractions $`\phi _b0.25`$ ohshimaPRL97 ; kaplanPRL94 ; rudhartPRL98 . At higher concentrations, a repulsive barrier forms at distances $`l2R_s`$, followed by secondary minima reminiscent of the layered structure of the small-component liquid richettiPRL92 ; maoPhysA95 ; bibenJPCM96 ; gotzelmannPRE98 ; crockerPRL99 . Eventually, kinetics effects will prevent the colloidal particle to reach the primary minimum andersonNature02 . In the present work, we assume that the packing fraction is low enough to neglect the correlations between small particles. The kinetics is also ignored throughout the treatment vliegPeprint02 .

## III Depletion-induced wrapping

The adsorption of colloidal particles on a soft surface is an essential step in many biological processes. The underlying physics of this mechanism has been extensively studied for simple model systems dietrichJP297 ; desernoJPCB02 ; nogushiBPJ02 ; boulbitchEPL02 . Here, we investigate the special case of adhesion driven by depletion forces. We specify the interface profile through the displacement field $`u(𝐫_{})`$, where $`𝐫_{}=(x,y)`$ spans the horizontal reference plane at $`z=0`$, and define the Fourier representation $`u_𝐪=d^2𝐫_{}\mathrm{exp}(i\mathrm{𝐪𝐫}_{})u(𝐫_{})`$. The statistical behavior of the surface can be studied within a continuum model based on the following Hamiltonian helfrichZfP73

$$_{}=\frac{1}{2}\frac{d^2𝐪}{(2\pi )^2}|u_𝐪|^2\left(r+\sigma q^2+\kappa q^4\right),$$
(3)
with $`\kappa `$ the bending rigidity and $`\sigma `$ the surface tension. The elastic coefficient $`r`$ is related to the curvature of an eventual external potential (gravitational field, effective “mean-field” intermembrane interactions). This model allows us to describe a wide class of surfaces, ranging from liquid-liquid or liquid-gas interfaces, with high surface tension and vanishing bending modulus, to pure fluid membranes with finite bending modulus and zero surface tension. The intermediate combination where both $`\sigma `$ and $`\kappa `$ are finite would for instance correspond to a surfactant monolayer at the oil/water interface avibillbook .

A flexible surface as described by the Hamiltonian $`_{}`$ is not a simple planar surface, but i) can be deformed under an external constraint, and ii) presents an intrinsic roughness due to thermal fluctuations. In this section, we derive the phase diagram for the different wrapping states of the colloid. For the sake of simplicity, we restrict ourselves to the bending regime $`r=\sigma =0`$. The critical behavior of the system results from a balance between the driving depletion force and the membrane bending energy. The former separates into an entropic and an enthalpic contribution, that we study separately.

### III.1 Depletion *vs.* Helfrich repulsion

A colloidal particle feels in the vicinity of the membrane a steric repulsion resulting from the thermal undulations helfrichZfP78 . An analytical expression for this repulsion is known only for a membrane close to an infinite, flat wall: the free energy at given mean separation $`l`$ scales as $`V_{Helfrich}(l)=A(k_BT)^2/(\kappa l^2)`$, with $`A=\pi ^2/128`$ kleinertPhysLettA99 . One way to make contact with the curved geometry is to use the Derjaguin approximation derjaguinKollZ34 , which relates the force between a sphere and a plane to the potential between two planes. In the limit $`lR`$, the force exerted by the fluctuating surface on the spherical particle is $`F(l)=2\pi RV_{Helfrich}(l)`$. Here, $`l`$ is the distance between the surface of the particle and the average position of the membrane. It follows that the effective potential between a sphere and a membrane equals $`V_{rep}(l)=_l^{\mathrm{}}F(z)𝑑z`$. For $`l<2R_sR`$, the total potential $`V(l)=V_{rep}(l)+W^{(0)}(l)`$ is

$$\beta V(l)=\frac{\pi ^3}{64\stackrel{~}{\kappa }}\left(\frac{R}{l}\right)3\phi _b\alpha ^1\left(1\frac{l}{2R_s}\right)^2,$$
(4)
with $`\stackrel{~}{\kappa }=\kappa /(k_BT)`$, whereas only the repulsive part survives at separations $`l>2R_s`$. Minimizing $`V`$ gives the position of the minimum $`l_e(\pi ^3/(192\stackrel{~}{\kappa }\phi _b))^{1/2}R_s`$. Moreover, the requirement that $`l_e`$ corresponds to a *global* minimum defines a critical bending modulus

$$\stackrel{~}{\kappa }_{c,1}=\frac{\pi ^3}{192\phi _b}.$$
(5)
Below this critical value, there is no bound state and the particle can never reach the surface. In the adhesive regime $`\stackrel{~}{\kappa }>\stackrel{~}{\kappa }_{c,1}`$, the particle localizes at the minimum $`l_e`$ of the potential that equals $`l_e0.5R_s`$ for $`\stackrel{~}{\kappa }=10`$ and $`\phi _b=0.2`$.

One could argue that the superposition of the Helfrich repulsion and the direct potential in an attempt to produce an effective potential is in general not correct lipowskyPRL86 . Rather, a virial expansion of the direct part is needed to describe the thermodynamics of the system milnerJPhysI92 . Here however, both the attractive and repulsive parts of the potential are entropic in nature, thus possibly justifying such a superposition.

### III.2 Depletion *vs.* bending energy

We now assume that once the repulsive barrier is overcome, the colloidal particle is adsorbed on a purely elastic sheet. As shown on Fig. 1, the depletion contribution to the free energy is further decreased if the membrane envelops the particle. Note that we assume here that the solvent on both sides of the surface is incompressible: the only volume contribution comes from the variation of the overlap volume. The natural parameter that describes the wrapping transition is the degree of penetration $`\omega `$ defined as the ratio between the covered area and the total area of the colloid. The equilibrium value of $`\omega `$ is set by the balance between osmotic and bending forces. Neglecting the fluctuations, the free energy contributions divides into three parts. The first term is the bending energy of the covered area that simply equals $`8\pi \kappa \omega `$. In the limit of a small aspect ratio, the overlap volume is $`\mathrm{\Delta }V_{ov}=8\pi R^3\omega \alpha +𝒪(\alpha ^2)`$, so that the depletion-induced adsorption can be described in terms of a constant adhesion energy per unit area $`\mathrm{\Gamma }=2k_BT\rho _bR_s`$ desernoJPCB02 . This approximation is certainly not valid in the early stages of the wrapping process where $`\omega \alpha `$, but remember that we are interested by the limit $`\omega 1`$. The last contribution arises from the free part of the membrane and is more difficult to evaluate, since it generally requires one to solve the full non-linear shape equations seifertPRA90 ; seifertAdvPhys97 ; tordeuxPRE02 . Fortunately the problem greatly simplifies for a membrane with no surface tension, providing that there is no pressure difference between both sides of the surface. In this particular case, no forces are applied to the free part of the membrane. The deformation profile becomes a catenoid, a surface with zero curvature and consequently a *vanishing bending energy*. The free energy of the system is then a linear function of $`\omega `$

$$\beta \mathrm{\Delta }F(w)=8\pi \omega \left(\stackrel{~}{\kappa }\frac{3}{4\pi }\phi _b\alpha ^2\right).$$
(6)
Eq. (6) then defines a second critical bending rigidity

$$\stackrel{~}{\kappa }_{c,2}=\frac{3}{4\pi }\phi _b\alpha ^2.$$
(7)
The colloidal bead is in the unwrapped state above $`\stackrel{~}{\kappa }_{c,2}`$, whereas the membrane completely encapsulates the particle below this critical value desernobick02 . It is worthwhile to note that the minimum of the free energy is not an extremum, but corresponds to either boundaries of the domain $`\omega =0`$ or 1. Therefore, the equilibrium profile does not have to satisfy the usual stationarity requirement $`c^{}=1/R+\sqrt{2\mathrm{\Gamma }/\kappa }`$, with $`c^{}`$ the mean curvature at the detachment point seifertPRA90 .

The conditions Eq. (5) and (7) enable us to draw the phase diagram of the system presented in Fig. 2. For low bending rigidity or volume fraction, the colloid is always in the unbound state because of the Helfrich repulsion. Also, the membrane cannot wrap the particle if the bending modulus is too high. Conversely, the membrane envelops the colloid when the bending modulus lies within the range $`\stackrel{~}{\kappa }_{c,1}<\stackrel{~}{\kappa }<\stackrel{~}{\kappa }_{c,2}`$. For typical values $`\alpha =0.1`$ and $`\phi _b=0.2`$ the boundaries correspond to $`\stackrel{~}{\kappa }_{c,1}0.77`$ and $`\stackrel{~}{\kappa }_{c,2}4.77`$. Depending on the volume fraction and the aspect ratio of the small colloids, this interval can actually vanish: the condition of existence of a wrapped state is given by the inequality

$$\frac{\alpha \pi ^2}{12}<\phi _b<1.$$
(8)
Arguably, the heuristic derivation presented here is not accurate enough to predict the nature of the transitions and the exact values of the numerical constants. The influence of finite-size effects on the unbinding transition would in particular deserve a further analysis in the future. However, this phenomenological description provides some important insights for the understanding of the wrapping transition.

## IV Fluctuations of the interface and corrections to the depletion interaction

We derived in the preceding section the phase diagram for the wrapping of a colloidal particle. In particular, we found that encapsulation can indeed be driven by depletion forces. However, we have not yet addressed another relevant question arising from the surface softness, namely the effect of thermal undulations on the depletion potential itself. As explained in Section II, the derivation of this potential only involves the density profile of the small components. Here we adopt a procedure in a sense opposite to the original route pursued by Asakura and Oosawa, and construct the equilibrium concentration profile for a *polymer* solution, instead of spherical beads, near a fluctuating surface. We then apply this result to evaluate the effective depletion potential.

### IV.1 Statistical mechanics

We consider a generic interface described by the Helfrich Hamiltonian Eq. (3). The thermodynamic properties are specified by two lengths $`\xi _{}`$ and $`\xi _{}`$ seifertAdvPhys97 : $`\xi _{}`$ characterizes the exponential decay of the height-height correlation function

$$G(𝐫_{})=u(𝐫_{})u(0)_{}e^{r_{}/\xi _{}},$$
(9)
whereas $`\xi _{}=u(𝐫_{})^2_{}^{1/2}`$ is a measure of the roughness of the surface. For instance, a fluid membrane has a vanishing surface tension $`\sigma =0`$ and the in and out-of-plane correlations lengths are $`\xi _{}=(4\kappa /r)^{1/4}`$ and $`\xi _{}=\xi _{}/(4\sqrt{\stackrel{~}{\kappa }})`$, respectively.

If a colloidal solution is in contact with this surface, we argue that the rigorous treatment of the fluctuations should be as follows: assume that the density profile $`\rho [u]`$ is known for a given conformation $`u(𝐫_{})`$ of the surface. The thermal fluctuations can then be traced out according to

$$\rho (z)=\rho (𝐫_{},z)_{}=\frac{{\displaystyle 𝒟ue^\beta _{}\rho [u]}}{{\displaystyle 𝒟ue^\beta _{}}},$$
(10)
so that $`\rho (z)`$ is finally expressed as a functional of the Fourier transform of the surface correlation function

$$G(𝐪)=|u_𝐪|^2_{}=\frac{k_BT}{r+\sigma q^2+\kappa q^4}.$$
(11)
The remaining problem is to evaluate the functional $`\rho [u]`$. To this end, we will assume that the depleting particles are linear polymer chains instead of spherical beads. This idea might at first seem questionable as a macromolecule has many more degrees of freedom than a simple hard sphere. Nevertheless, the partition function $`𝒵_N(𝐫_{},z)`$ of an ideal chain of $`N`$ monomers with one extremity fixed at $`(𝐫_{},z)`$ can be obtained using an analogy to Brownian motion doiedwardsbook . The complexity of surface impenetrability then reduces to a boundary condition problem that can be solved analytically. The polymer concentration is then expressed in the low-density limit as pggbook

$$\rho (𝐫_{},z)=\frac{\rho _b}{N}_0^N𝑑n𝒵_n(𝐫_{},z)𝒵_{Nn}(𝐫_{},z).$$
(12)
Far from the wall, the bulk value equals $`\rho _b=𝒩/V`$ with $`𝒩`$ the total number of chains in solution. The average value Eq. (10) of the density profile follows immediately.

The evaluation of $`𝒵_N`$ for a any surface profile $`u(𝐫_{})`$ is in general a fairly complex task honeMacro87 ; hankePRE99 . Here, we follow a perturbative approach based on the work of polymers grafted to a fluid membrane published elsewhere bickelPRE00 ; bickelEPJE01 . The key ingredient of the derivation is to write the partition function as a series $`𝒵_N=_i𝒵_N^{(i)}`$, where $`𝒵_N^{(i)}`$ is of order $`u^i`$. The expansion of the partition function of a Gaussian chain in the vicinity of a non-planar surface is detailed in the Appendix. All the results displayed in the following are exact up to linear order in the natural expansion parameter $`\stackrel{~}{\kappa }^1`$.

At this point, it should be mentioned that our perturbative scheme is only valid in the limit of “almost flat surface”, i.e., for $`\xi _{}`$ much smaller than the radius of gyration $`R_g`$ of the coils. This condition can be written in terms of the in-plane correlation length as

$$\left(\frac{\xi _{}}{R_g}\right)^216\stackrel{~}{\kappa }.$$
(13)
It implies that our calculations are valid even for $`R_g<\xi _{}`$, provided that the bending rigidity is large enough. For instance, for a bending modulus $`\stackrel{~}{\kappa }=10`$, the consistency of the approach is still fulfilled for $`\xi _{}`$ as high as $`\xi _{}=10R_g`$.

### IV.2 Gibbs adsorption

We begin the discussion with the first moment of the distribution, which is less computationally demanding. In the vicinity of the interface, the proportion of polymers that belongs to the adsorption or depletion layer may be quantified by the adsorbance $`\mathrm{\Gamma }`$ defined as widombook

$$\mathrm{\Gamma }=_0^{\mathrm{}}𝑑z\left(\rho (z)\rho _b\right).$$
(14)
The adsorbance usually scales as $`\mathrm{\Gamma }\xi \rho _b`$, with $`\xi `$ the typical length-scale over which the concentration relaxes towards the bulk value. Note that the length $`\xi `$ is an algebraic quantity: a positive value reflects particle accumulation, whereas a negative value expresses a deficit of particles in a layer of thickness $`\xi `$. For instance, the concentration profile $`\rho ^{(0)}`$ of ideal chains depleted from a flat, infinitely repulsive surface is marquesMacromol90 ; eisenbook

$$\begin{array}{cc}\hfill \rho ^{(0)}(\zeta )=& \rho _b\{\zeta ^2[1+\text{erf}(\zeta /2)2\text{erf}(\zeta )]+2\text{erf}(\zeta /2)\hfill \\ & \text{erf}(\zeta )\frac{2}{\sqrt{\pi }}[e^{\zeta ^2}e^{\zeta ^2/4}]\},\hfill \end{array}$$
(15)
with $`\zeta =z/R_g`$ the (dimensionless) distance from the wall, and $`R_g=\sqrt{Na^2/6}`$ the radius of gyration of the polymer coil. The corresponding adsorbance is tuinierJCP00

$$\mathrm{\Gamma }^{(0)}=\frac{2}{\sqrt{\pi }}\rho _bR_g.$$
(16)
In the rigid wall limit ($`\stackrel{~}{\kappa }\mathrm{}`$), the particles are excluded from the vicinity of the surface over a distance $`d_{\mathrm{}}R_g`$. If the prescription $`R_s=2R_g/\sqrt{\pi }`$ is used, the excess surface density for the hard sphere and the polymer solutions are the identical, which illustrates the connection with the original model of Asakura and Oosawa.

For a finite rigidity ($`\stackrel{~}{\kappa }<\mathrm{}`$), one would at first expect the thickness of the depletion layer to increase according to $`d_{\stackrel{~}{\kappa }}R_g+\xi _{}`$. This can be checked by performing the trace over the surface conformations Eq. (10). We find the correction $`\mathrm{\Delta }\mathrm{\Gamma }=\mathrm{\Gamma }\mathrm{\Gamma }^{(0)}`$ to the adsorbance

$$\begin{array}{cc}\hfill \mathrm{\Delta }\mathrm{\Gamma }=\frac{1}{\sqrt{\pi }}\frac{\rho _b}{R_g}\frac{d^2𝐪}{(2\pi )^2}& G(𝐪)(e^{q^2R_g^2}\hfill \\ & +\sqrt{\pi }qR_g\text{erf}(qR_g)1),\hfill \end{array}$$
(17)
where the correlation function $`G(𝐪)`$ is defined by Eq. (11). One should note that $`\mathrm{\Delta }\mathrm{\Gamma }`$ is always negative, reflecting an *expansion* of the depletion layer. Expression (17) can be evaluated for a membrane without surface tension: we get for $`\sigma =0`$

$$\mathrm{\Delta }\mathrm{\Gamma }\{\begin{array}{cc}\stackrel{~}{\kappa }^1\rho _b\xi _{}\hfill & \text{for }\xi _{}R_g,\hfill \\ \stackrel{~}{\kappa }^1\rho _bR_g\hfill & \text{for }\xi _{}R_g.\hfill \end{array}$$
(18)
We see that in both limits, the depletion layer is increased by $`\stackrel{~}{\kappa }^1\mathrm{min}(\xi _{},R_g)`$. This seems to confirm the “naive” expectation that arises from the scaling argument. Nevertheless, this picture happens not to be completely accurate, since the adsorbance is only the first moment of the distribution and therefore does not contains all the information about the density profile.

### IV.3 Correction to the density profile

More difficult to evaluate analytically is the correction $`\mathrm{\Delta }\rho (z)=\rho (z)\rho ^{(0)}(z)`$ to the concentration profile. We first focus on the proximal region $`zR_g`$ remark3 . The value at the origin is easily obtained and equals

$$\mathrm{\Delta }\rho (0)=\frac{\rho _b}{16\stackrel{~}{\kappa }}\left(\frac{\xi _{}}{R_g}\right)^2.$$
(19)
Quite unexpectedly, we find that the polymers *accumulate* near the surface: $`\mathrm{\Delta }\rho (0)>0`$. Moreover, if we extend the calculations up to linear order in $`z`$ we obtain for a generic surface

$$\begin{array}{cc}\hfill \mathrm{\Delta }\rho (z)=\mathrm{\Delta }\rho (0)& \frac{\rho _b}{\sqrt{\pi }}\frac{z}{R_g^3}\frac{d^2𝐪}{(2\pi )^2}G(𝐪)(4e^{q^2R_g^2}\hfill \\ & +4\sqrt{\pi }qR_g\text{erf}(qR_g)1).\hfill \end{array}$$
(20)
Since the integrand is positive for any value of the parameters, the correction to the depletion profile starts with a *negative* slope. For a membrane without surface tension, we get the following limiting cases

$$\mathrm{\Delta }\rho (z)\{\begin{array}{cc}\mathrm{\Delta }\rho (0)\left(1\frac{2\sqrt{2}z}{\xi _{}}\right)\hfill & \text{for }R_g\xi _{},\hfill \\ \mathrm{\Delta }\rho (0)\left(1\frac{3z}{\sqrt{\pi }R_g}\right)\hfill & \text{for }R_g\xi _{}.\hfill \end{array}$$
(21)
This shows that the simple picture emerging from the scaling argument is in fact erroneous. Formally, the behavior described by Eqs. (19)–(21) is reminiscent to the adsorption of ideal polymer chains on a flat wall pggbook . It should be emphasized that the effects discussed here are more than a simple correction to $`\rho ^{(0)}`$. Indeed, expanding Eq. (15) for $`zR_g`$ gives $`\rho ^{(0)}(z)z^2`$, which vanishes at the surface. Therefore, Eq. (20) specifies not only the short-distance behavior of the correction $`\mathrm{\Delta }\rho `$ but actually describes the *total* concentration profile $`\rho =\rho ^{(0)}+\mathrm{\Delta }\rho `$. It is even possible to achieve a density at $`z=0`$ comparable to the bulk density, but for values of the parameters that reach the limit of validity of our approach — see Eq. (13).

The analytical expression for $`\mathrm{\Delta }\rho `$ is uninstructive and will not be given here. Fig. 3 presents the correction to the density profile for different values of the ratio $`\xi _{}/R_g`$ remark . As previously noted, the coils are first adsorbed in the proximal region, i.e., the chains have the tendency to “fill” the thermal undulations. Interestingly, the chains are *repelled* more from the fluctuating surface at intermediate distances. This effect ultimately dominates the overall profile since the adsorbance Eq. (17) is negative. Finally, the interface affects the distribution over a finite extension $`4R_g`$. As illustrated in Fig. 3, the effect is rather minor for small values of the ratio $`\xi _{}/R_g`$. On the other hand, the correction cannot be ignored for $`\xi _{}>R_g`$, and we plot in Fig. 4 the full depletion profile $`\rho (z)=\rho ^{(0)}(z)+\mathrm{\Delta }\rho (z)`$ for a bending rigidity $`\stackrel{~}{\kappa }=10`$.

### IV.4 Effective depletion potential

The non-monotonic behavior revealed in the preceding section strongly affects the depletion potential between the colloidal particle and the surface, mediated by the small polymer coils. At this point of the derivation, we have to evaluate the convolution product Eq. (1) numerically since it involves the complete density profile. For the sake of simplicity, we assume that the Mayer function characterizing the polymer/colloid interactions is still a step function. The correction $`\mathrm{\Delta }W=WW^{(0)}`$ is depicted in Fig. 5 in reduced units, where the combination $`\rho _bR_g^3`$ is analogous to the volume fraction $`\phi _b`$ of spherical particles. For reasonable values $`R=10R_g`$, $`\rho _bR_g^3=0.2`$, $`\stackrel{~}{\kappa }=10`$ and $`\xi _{}=5R_g`$, the depth of the well is increased by a substantial amount $`\mathrm{\Delta }W(0)1.4k_BT`$. In terms of the Asakura-Oosawa potential Eq. (2), this represents 25% of the original value at the wall. Of course, one has certainly to take into account the *direct* interaction between the colloidal particle and the surface at distances smaller than $`\xi _{}`$, but this question is beyond the scope of this report. For $`\xi _{}=5R_g`$ and $`\stackrel{~}{\kappa }=10`$, this distance is approximatively $`\xi _{}0.4R_g`$. Note also that the curves present an inflection point at a separation matching the minimum of $`\mathrm{\Delta }\rho (z)`$. As $`\xi _{}`$ increases, this point eventually becomes an minimum of $`\mathrm{\Delta }W(z)`$.

Actually, the amplitude of the effective potential can be inferred from very general arguments. Let us start with a solution of particles confined between two planes. It is easy to show remark2  that the value $`w(0)`$ (per unit area) of the depletion potential at contact scales as $`\beta w(0)\mathrm{\Gamma }^{(0)}`$, with the adsorbance given by Eq. (16). In the Derjaguin approximation, the corresponding force between a spherical particle of radius $`R`$ and a plane is $`Fw(0)R`$. Since the range of the depletion interaction is fixed by the size $`R_s`$ of the depleting particles, the value at contact of the depletion potential between a colloidal particle and a plane is $`\beta W^{(0)}(0)RR_s\mathrm{\Gamma }^{(0)}`$, in perfect agreement with Eq. (2). Assuming the same scaling for the correction to the potential, we expect $`\mathrm{\Delta }W`$ to behave like $`\beta \mathrm{\Delta }W(0)RR_s\mathrm{\Delta }\mathrm{\Gamma }`$. It is more instructive to consider the ratio $`\mathrm{\Delta }W/W^{(0)}`$

$$\frac{\mathrm{\Delta }W(0)}{W^{(0)}(0)}\{\begin{array}{cc}\stackrel{~}{\kappa }^1\left(\frac{\xi _{}}{R_g}\right)\hfill & \text{for }\xi _{}R_g,\hfill \\ \stackrel{~}{\kappa }^1\hfill & \text{for }\xi _{}R_g,\hfill \end{array}$$
(22)
showing that the effects discussed here can be more than a minor correction.

## V Discussion

The simple analysis described in this report has provided some very interesting and somewhat unexpected results for depletion effects at fluctuating interfaces. The phenomenological approach initiated in the first part of this study reveals that entropic interactions can indeed lead to full particle coverage. This route to particle encapsulation is particularly attractive since it benefits from the wide versatility offered by depletion forces.

The main part of this work is dedicated to the concentration profile of small particles near a fluctuating surface. For the last decade, intensive studies have focused on the way a colloidal suspension affects the elastic properties of the surface. Particularly well documented is the adsorption of polymers from dilute or semi-dilute solutions brooksJPhysII91 ; clementJPhysII97 ; skauEPJE02 , as well as the depletion of diverse objects like rigid rods yamanPRL97 , ideal or self-avoiding polymers hankePRE99 ; louisbJCP02 ; bickelEPJE02 . To the best of our knowledge, it is the first time that the opposite question, namely, the effect of the surface on the bulk properties, is theoretically addressed. For this derivation we make three major hypothesis: i) the particles are ideal polymer chains, ii) we treat only the very dilute case where the polymers act independently, and iii) we assume that surface undulations are only a perturbation to the planar configuration. Even within this restrictive set of assumptions, we find the following remarkable results. In the first regime $`z<\xi _{}`$, the polymers are closely bound to the surface by an effective, attractive potential. This primarily results from the tendency of the chains to fill the holes or valleys on a rough surface, and can be understood as follows: close to a wall, the colloidal solution is affected over a characteristic length fixed by the size $`R_s`$ of the particles. This naturally gives rise to a surface tension, defined as the free energy penalty per unit area to create the depletion layer. If the wall is slightly curved with radius $`R`$, the excess surface energy $`\gamma _s`$ can be expanded in powers of the ratio $`q=R_s/R`$

$$\gamma _s(q)=\gamma ^{(0)}\left(1+\alpha q+\beta q^2\right)+𝒪(q^3),$$
(23)
with $`\gamma ^{(0)}`$ the planar wall contribution that scales as $`\gamma ^{(0)}k_BT\rho _bR_s`$. Note that with this convention, a sphere has a positive curvature. The first correction $`\alpha `$ controls the affinity of the solution for the curved surface. It can be shown for ideal polymers that $`\alpha >0`$, meaning that the surface energy is lowered when the chains are in the vicinity of a concave region ($`R<0`$). In the language of curvature energy, one would infer that the surface bends more favorably *toward* the polymers with a spontaneous radius of curvature $`R_0R_g`$. In the reverse problem considered here we can conclude that the chains have a higher affinity for the concave regions, resulting in a *finite* concentration at $`z=0`$ after averaging over the surface degrees of freedom. This effect becomes more pronounced as one increases the in-plane correlation lengths. Indeed, the polymer coils can never fit into the fluctuations when $`\xi _{}R_g`$ and the correction is negligible. This is not the case in the regime where $`\xi _{}R_g`$. Here, the statistical weight of the undulations with curvature at their minima smaller than $`1/R_g`$ grows rapidly, followed by an increase of $`\mathrm{\Delta }\rho (0)`$ as shown in Fig. 3.

In the range $`\xi _{}<z<4R_g`$, the chains are on the contrary repelled more from the fluctuating surface than from a flat wall. This unusual behavior reflects a broadening of the interface: as the polymer coils move away from the average elevation $`z=0`$, they “feel” an effective layer of thickness $`\xi _{}`$ from which they are excluded. This repulsion actually corresponds to the force exerted by the fluctuating surface on a particle, and suggests that finite-size effects may lead to drastic changes to the Helfrich repulsion. This question is part of ongoing investigations and will be the subject of a future publication.

As a final remark, we point out that our formulation describes the particles as ideal chains. It is therefore natural to wonder how the results may be generalized to other species. A partial answer can be built following the “surface tension” argument presented below. It is known that the first order correction in Eq. (23) for self-avoiding walks and spherical beads is comparable to that found for ideal chains louisbJCP02 , so that it is tempting to extend our conclusions concerning particle accumulation at the wall. This is not completely obvious however as the second-order coefficient $`\beta `$ in the development Eq. (23) does not follow this trend: $`\beta `$ is *positive* for hard spheres, *negative* for self-avoiding walks, and *zero* for ideal polymers. Nevertheless, the physical picture presented in this report is expected, at least qualitatively, to remain valid, and will await for further numerical and experimental verification.

###### Acknowledgements.

M. Deserno, W. Gelbart, and D. Roux are deeply acknowledged for enjoyable and valuable discussions. This work has also beneficiated from the comments and encouragments of R. Bruinsma and C. Marques. Lastly, the author is particularly indebted to E. Torres for a critical reading of the manuscript. *

## Appendix A Perturbative calculation of $`𝒵_N`$

The fundamental object in polymer statistic is the Green function or propagator $`G_N(\{𝐫_{},z\},\{𝐫_{}^{},z^{}\})`$ of the chain. It represents the statistical weight of the random walk that starts at $`\{𝐫_{},z\}`$ and ends at $`\{𝐫_{}^{},z^{}\}`$ in $`N`$ steps. The Green function solves the Edwards equation doiedwardsbook

$$\left(\frac{}{n}b^2^2\right)G_n=\delta (n)\delta (𝐫_{}𝐫_{}^{})\delta (zz^{}),$$
(24)
with $`b=a/\sqrt{6}`$, $`a`$ being the monomer size. The surface impenetrability is expressed as a boundary condition $`G_N(\{𝐫_{},u(𝐫_{})\},\{𝐫_{}^{},z^{}\})=0`$. For the flat, reference case, the Green function can be factorized

$$\begin{array}{cc}\hfill G_N^{(0)}& (\{𝐫_{},z\},\{𝐫_{}^{},z^{}\})=\left(4\pi R_g^2\right)^{3/2}\mathrm{exp}\left[\frac{(𝐫_{}𝐫_{}^{})^2}{4R_g^2}\right]\hfill \\ & \times \left\{\mathrm{exp}\left[\frac{(zz^{})^2}{4R_g^2}\right]\mathrm{exp}\left[\frac{(z+z^{})^2}{4R_g^2}\right]\right\}\hfill \end{array}$$
(25)
with $`R_g=\sqrt{Nb^2}`$ the radius of gyration.

The partition function of a chain with one extremity fixed at $`\{𝐫_{},z\}`$ is defined as $`𝒵_N(𝐫_{},z)=𝑑𝐫_{}^{}𝑑z^{}G_N(\{𝐫_{},z\},\{𝐫_{}^{},z^{}\})`$, the integral running over all the space available for the free extremity. For instance, the partition function of a chain with one extremity fixed at distance $`z`$ from a flat wall is $`𝒵_N^{(0)}=\text{erf}(z/2R_g)`$, where $`\text{erf}(x)=_0^x𝑑u\mathrm{exp}(u^2)`$ is the error function.

The starting point of the derivation is to write the partition function as a series $`𝒵_N=_i𝒵_N^{(i)}`$, where $`𝒵_N^{(i)}`$ is of order $`u^i`$ bickelPRE00 ; bickelEPJE01 ; goldsteinPRA90 . The linearity of Eq. (24) then implies that each term satisfies an Edwards equation individually

$$\left(\frac{}{n}b^2^2\right)𝒵_n^{(i)}(𝐫_{},z)=0.$$
(26)
In addition, $`𝒵_N`$ verifies the boundary condition $`𝒵_N(𝐫_{},u(𝐫_{}))=0`$ that we also expand as a series of $`u^i`$

$$\begin{array}{cc}\hfill 0=& 𝒵_N(𝐫_{},u(𝐫_{}))\hfill \\ \hfill =& 𝒵_N(𝐫_{},0)+u(𝐫_{})\frac{𝒵_N}{z}|_0+\frac{1}{2}u(𝐫_{})^2\frac{^2𝒵_N}{z^2}|_0+\mathrm{}\hfill \end{array}$$
(27)
The problem is then solved recursively. The idea underlying this derivation is to recast the problem of modulated boundary conditions into a series of simpler problems in planar geometry. The calculations are performed up to second order, and we identify the corresponding conditions

$`𝒵_N^{(1)}(𝐫_{},0)`$ $`=u(𝐫_{}){\displaystyle \frac{𝒵_N^{(0)}}{z}}|_0`$ (28)
$`𝒵_N^{(2)}(𝐫_{},0)`$ $`=u(𝐫_{}){\displaystyle \frac{𝒵_N^{(1)}}{z}}|_0{\displaystyle \frac{u(𝐫_{})^2}{2}}{\displaystyle \frac{^2𝒵_N^{(0)}}{z^2}}|_0`$ (29)
The solutions of Eq. (26) can then be formally expressed in terms of the Green function $`G^{(0)}`$ of the problem carslawbook

$$𝒵^{(i)}(𝐫_{},z)=b^2_0^N𝑑nd^2𝐫_{}^{}\frac{G_n^{(0)}}{z^{}}|_0𝒵_{Nn}^{(i)}(𝐫_{}^{},0).$$
(30)
This convolution product is conveniently written in Fourier-Laplace representation as

$$\stackrel{~}{𝒵}^{(i)}(𝐪,z)=b^2\frac{\stackrel{~}{G}^{(0)}}{z^{}}(𝐪,z,0)\stackrel{~}{𝒵}^{(i)}(𝐪,0),$$
(31)
where the Laplace transform $`\stackrel{~}{F}`$ of a function $`F_N`$ is defined as $`\stackrel{~}{F}=_0^{\mathrm{}}𝑑ne^{sn}F_n`$. It is then fairly simple to obtain the partition function up to second order

$`\stackrel{~}{𝒵}^{(1)}(𝐪,z)`$ $`=u_𝐪{\displaystyle \frac{1}{b\sqrt{s}}}\mathrm{exp}\left[{\displaystyle \frac{z}{b}}\sqrt{s+(qb)^2}\right]`$ (32)
$`\stackrel{~}{𝒵}^{(2)}(𝐪,z)`$ $`={\displaystyle \frac{1}{2b^2}}\mathrm{exp}\left[{\displaystyle \frac{z}{b}}\sqrt{s+(qb)^2}\right]`$
$`\times {\displaystyle }{\displaystyle \frac{d^2𝐪^{}}{(2\pi )^2}}u_𝐪^{}u_{𝐪𝐪^{}}\{2{\displaystyle \frac{\sqrt{s+(q^{}b)^2}}{\sqrt{s}}}1\}`$ (33)
The set of Equations (32), (33) provides the exact expansion of the partition function of a Gaussian chain in the vicinity of a non-planar surface. The average value Eq. (10) of the density profile defined by Eq. (12) follows immediately.


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# Conductance Peak Height Correlations for a Coulomb-Blockaded Quantum Dot in a Weak Magnetic Field

## I Introduction

Measurement of conductance peak heights in a Coulomb-blockaded quantum dot is one of few experimental tools to access properties of single-electron wavefunctions in quantum dots. Experimentally, the probability distribution of the conductance peak heights in quantum dots with an irregular shape was found to be in good agreement with predictions from random-matrix theory (RMT), Jalabert et al. (1992) both without magnetic field and in the presence of a time-reversal symmetry breaking magnetic field. Folk et al. (1996); Chang et al. (1996) According to random-matrix theory, wavefunctions in a chaotic quantum dot have a universal distribution, independent of details of the dot’s shape or mean free path, and wavefunction elements are independently gaussian distributed real or complex numbers depending on the presence or absence of time-reversal symmetry, respectively. There are no long-range correlations within a chaotic wavefunction and no correlations between different wavefunctions. Berry (1985); Mirlin (2000)

It is known that non-universal correlations between different wavefunctions and, hence, correlations between conductance peak heights exist in both ballistic and diffusive dots. kn:  In ballistic quantum dots, such correlations are the result of wavefunction scarring, Heller (1991) which causes a slow modulation of the variance $`|\psi _\mu (\stackrel{}{r})|^2`$ as a function of the level index $`\mu `$ and the position $`\stackrel{}{r}`$, although the RMT prediction for peak-height statistics remains valid for peaks at nearby energies. Narimanov et al. (1999) The scarring effect disappears in the limit of large quantum dots, and is absent in quantum dots with scatterers smaller than the Fermi wavelength. In disordered quantum dots (mean free path $`l`$ much smaller than dot size $`L`$), correlations between conductance peak heights are found to be of relative order $`(\mathrm{\Delta }/E_\mathrm{T})\mathrm{ln}(L/l)`$Mirlin (2000); Blanter and Mirlin (1997) where $`E_\mathrm{T}`$ is the Thouless energy of the quantum dot and $`\mathrm{\Delta }`$ the mean level spacing.

Here, we address two other mechanisms for peak-height correlations. On the one hand, we investigate correlations at a weak perpendicular magnetic field that only partially breaks time-reversal symmetry. These correlations follow from underlying correlations of wavefunctions, which were reported previously by Waintal, Sethna, and two of the authors. Adam et al. (2002) On the other hand, we also find correlations between peaks corresponding to different wavefunctions at two different values of a large magnetic field that fully breaks time-reversal symmetry. Unlike the two other causes for peak-height correlations, the source of correlations under investigation in this paper is universal and survives in the limit of large quantum dots. Furthermore, these correlations are not only of direct experimental relevance when Coulomb-blockade peaks are measured as a function of an external magnetic field, but our results also pertain to the case of quantum dots with weak spin-orbit scattering. We elaborate on this aspect at the end of the paper.

Our paper is organized as follows: in Section II, we introduce the Pandey-Mehta Hamiltonian, which is the RMT Hamiltonian appropriate for our calculations. We then proceed in Section III to formulate the problem in terms of orthogonal invariants of the Pandey-Mehta Hamiltonian and derive a general expression for the wavefunction correlator distribution function. This result is employed to calculate the actual peak height correlator distribution function whose first moment is compared to numerical RMT simulations, both for the case of a weak magnetic field (Sec. III.1) and different large magnetic fields (Sec. III.2). Finally, we apply our results to correlations in presence of spin-orbit coupling and to “spectral scrambling” in Section IV.

## II RMT Model

At temperatures $`k_BT\mathrm{\Delta }`$, the maximum conductance $`G_\mu ^{\mathrm{peak}}`$ of a Coulomb-blockade conductance peak is a function of the wavefunction $`\psi _\mu (\stackrel{}{r})`$ of the resonant state $`|\mu `$ only, Beenakker (1991); Aleiner et al. (2002)

$$G_\mu ^{\mathrm{peak}}=\left(\frac{e^2}{h}\frac{V\mathrm{\Delta }}{\kappa k_BT}\right)\frac{T_L|\psi _\mu (\stackrel{}{r}_L)|^2T_R|\psi _\mu (\stackrel{}{r}_R)|^2}{T_L|\psi _\mu (\stackrel{}{r}_L)|^2+T_R|\psi _\mu (\stackrel{}{r}_R)|^2}.$$
(1)
Here, $`V`$ is the area of the quantum dot, $`\kappa =\frac{3}{2}+\sqrt{2}`$, $`\stackrel{}{r}_R`$ and $`\stackrel{}{r}_L`$ are the positions of the tunneling contacts connecting the dot to source and drain reservoirs (cmp. Fig. 1), and $`T_L`$, $`T_R1`$ are the transmission probabilities of the contacts. Equation (1) is valid in the experimentally relevant range of thermally broadened conductance peaks, $`(T_L+T_R)\mathrm{\Delta }k_BT\mathrm{\Delta }`$.

The index $`\mu `$ is defined with respect to the orbital state. In the presence of spin degeneracy, each orbital state gives rise to two conductance peaks, although these two peaks do not need to appear in succession. Brouwer et al. (1999); Baranger et al. (2000) We express our results in terms of the distribution of the dimensionless peak height $`g_\mu `$,

$$G_\mu ^{\mathrm{peak}}=g_\mu \left(\frac{e^2}{h}\frac{\mathrm{\Delta }}{\kappa k_BT}\right)\frac{T_LT_R}{T_L+T_R},$$
(2)
and calculate the connected part of the joint conductance peak height distribution for two different levels $`\mu `$ and $`\nu `$,

$$P_c(g_\mu ,g_\nu )=P(g_\mu ,g_\nu )P(g_\mu )P(g_\nu ).$$
(3)
The single-peak distribution $`P(g_\mu )`$ for the case of weak magnetic fields was calculated by Alhassid et al.Alhassid et al. (1998)

Within random-matrix theory, the effect of a magnetic field is described by the Pandey-Mehta Hamiltonian Pandey and Mehta (1983)

$$H(\alpha )=S+i\frac{\alpha }{\sqrt{2N}}A,$$
(4)
where $`S`$ and $`A`$ are symmetric and antisymmetric $`N\times N`$ matrices, respectively, with identical and independent Gaussian distributions. The parameter $`\alpha `$ is proportional to the magnetic field $`B`$,

$$\alpha =\gamma \frac{eBV}{hc}\sqrt{\frac{E_T}{\mathrm{\Delta }}},$$
(5)
where $`\gamma `$ is a constant of order unity that depends on the precise geometry of the dot, for example $`\gamma =\sqrt{\pi /2}`$ for a diffusive disk of radius $`L`$ ($`E_T=\mathrm{}v_Fl/L^2`$) and $`\gamma =\pi /\sqrt{8}`$ for a ballistic disk with diffusive boundary scattering ($`E_T=\mathrm{}v_F/L`$). Frahm and Pichard (1995); Beenakker (1997); Polianski and Brouwer (2003)

## III Wavefunction Correlations and Peak Height Correlator

The joint distribution of eigenvectors of the Pandey-Mehta Hamiltonian (4) is determined by the orthogonal invariants $`\rho _{\mu \nu }v_\mu ^Tv_\nu `$, where the superscript $`T`$ denotes transposition. Adam et al. (2002) At fixed $`\rho _{\mu \nu }`$ and for large $`N`$, eigenvector components are distributed according to a multivariate Gaussian distribution with covariance matrix determined by the pair correlators

$`v_{\mu ,m}^{}v_{\nu ,n}_\rho ={\displaystyle \frac{\delta _{mn}\delta _{\mu \nu }}{N}},v_{\mu ,m}v_{\nu ,n}_\rho ={\displaystyle \frac{\delta _{mn}\rho _{\mu \nu }}{N}}.`$ (6)
The distribution of the orthogonal invariants is known for the limiting cases $`|\epsilon _\mu \epsilon _\nu |\mathrm{\Delta }`$ or $`\alpha 1`$, when their distribution is Gaussian with zero mean and with variance Adam et al. (2002)

$`|\rho _{\mu \nu }|^2`$ $`=`$ $`{\displaystyle \frac{2\alpha ^2(1+\delta _{\mu \nu })}{4\alpha ^4+\pi ^2(\epsilon _\mu \epsilon _\nu )^2/\mathrm{\Delta }^2}}.`$ (7)
Furthermore, if $`|\epsilon _\mu \epsilon _\nu |\mathrm{\Delta }`$ or $`\alpha 1`$, $`|\rho _{\mu \mu }|^2`$ and $`|\rho _{\nu \nu }|^2`$ are statistically independent. Eq. (7) is also valid in the limit $`\alpha 1`$, if an additional average over the energy levels $`\epsilon _\mu \epsilon _\nu `$ is taken. No analytical results are known for the distribution of the orthogonal invariants $`\rho _{\mu \nu }`$ when $`\mu \nu `$, $`\alpha `$ is of order unity, and $`|\epsilon _\mu \epsilon _\nu |\mathrm{\Delta }`$.

Using the correspondence between the eigenvectors of the Pandey-Mehta Hamiltonian and the wavefunctions in the quantum dot, we identify $`\psi _\mu (\stackrel{}{r}_L)`$ with $`v_{\mu ,1}`$ and $`\psi _\mu (\stackrel{}{r}_R)`$ with $`v_{\mu ,2}`$. We are interested in the joint distribution of the wavefunctions corresponding to the levels $`\mu `$ and $`\nu `$ and abbreviate $`x_1=N|v_{\mu ,1}|^2`$, $`x_2=N|v_{\mu ,2}|^2`$, $`y_1=N|v_{\nu ,1}|^2`$, and $`y_2=N|v_{\nu ,2}|^2`$. To leading order in $`\rho _{\mu \nu }`$, the connected part of an average of the form $`x_1^kx_2^ly_1^my_2^n_c=x_1^kx_2^ly_1^my_2^nx_1^kx_2^ly_1^my_2^n`$ can be calculated with the help of Wick’s theorem and Eq. (6),

$`x_1^kx_2^ly_1^my_2^n_c`$ $`=`$ $`|\rho _{\mu \nu }|^2[k^2m^2x_1^{k1}x_2^ly_1^{m1}y_2^n`$
$`+l^2n^2x_1^kx_2^{l1}y_1^my_2^{n1}].`$
In the regimes $`|ϵ_\mu ϵ_\nu |\mathrm{\Delta }`$ or $`\alpha 1`$, this relation allows us to express the connected part of the joint distribution function $`P_c(x_1,x_2;y_1,y_2)=P(x_1,x_2;y_1,y_2)P(x_1,x_2)P(y_1,y_2)`$ in terms of the distribution functions $`P(x_1,x_2)`$ and $`P(y_1,y_2)`$ for elements of a single eigenvector,

$`P_c(x_1,x_2;y_1,y_2)`$ $`=`$ $`{\displaystyle \frac{2\alpha ^2}{4\alpha ^4+\pi ^2(\epsilon _\mu \epsilon _\nu )^2/\mathrm{\Delta }^2}}`$ (8)
$`\times {\displaystyle \underset{j=1}{\overset{2}{}}}D_{x_j}P(x_1,x_2)D_{y_j}P(y_1,y_2),`$
where $`D_x_xx_x`$. The single-wavefunction distribution $`P(x_1,x_2)`$ for the Pandey-Mehta Hamiltonian was calculated by Fal’ko and Efetov. Fal’ko and Efetov (1996)

### III.1 Weak magnetic field

Using Eq. (8), the calculation of the peak-height correlation function $`P_c(g_\mu ,g_\nu )`$ becomes a matter of quadrature. Closed-form results can be obtained for the case $`\alpha 1`$:

$`P_c(g_\mu ,g_\nu )={\displaystyle \frac{1}{2\alpha ^2}}\mathrm{e}^{g_\mu g_\nu }(1g_\mu )(1g_\nu )`$ (9)
for highly asymmetric tunneling contacts ($`T_LT_R`$), whereas for symmetric contacts ($`T_L=T_R`$)

$`P_c(g_\mu ,g_\nu )`$ $`=`$ $`{\displaystyle \frac{1}{16\alpha ^2}}W(g_\mu )W(g_\nu ),`$ (10)
where the function $`W`$ is a linear combination involving modified Bessel functions,

$`W(g)=2g\mathrm{e}^g\left[(22g)K_0(g)+(12g)K_1(g)\right].`$ (11)
The degree of correlation is well characterized by the first moment of $`P_c(g_\mu ,g_\nu )`$,

$$C_{\mu \nu }=g_\mu g_\nu g_\mu g_\nu .$$
(12)
In the regime $`\alpha 1`$ we find from Eqs. (9) and (10)

$`C_{\mu \nu }`$ $`=`$ $`{\displaystyle \frac{1}{2\alpha ^2}}\text{if }T_LT_R,`$ (13a)
$`C_{\mu \nu }`$ $`=`$ $`{\displaystyle \frac{1}{9\alpha ^2}}\text{if }T_L=T_R.`$ (13b)
For very weak magnetic fields, $`\alpha 1`$, evaluation of the correlator $`P_c`$ requires knowledge of the $`|\mu \nu |`$-level spacing distribution functions for the Gaussian Orthogonal Ensemble of random-matrix theory. Although the solution to this problem is known in the form of a product of eigenvalues of a certain integral equation, Mehta (1991) no closed-form expressions exist to the best of our knowledge. Moreover, if the energy levels $`\mu `$ and $`\nu `$ are nearest neighbors, small-$`\alpha `$ perturbation theory fails for small level separations. (Upon averaging over energy, Eq. (7) gives a logarithmic divergence.) This problem can be circumvented, noting that the orthogonal invariants $`\rho _{\mu \nu }`$, the only source of correlations if $`\alpha 1`$, are completely determined by properties of the two energy levels under consideration. Therefore, the peak-height correlations may be calculated using a $`2\times 2`$ Hamiltonian instead of the full $`N\times N`$ random matrix. In the eigenvector basis of the Pandey-Mehta Hamiltonian (4) at $`\alpha =0`$, the appropriate two-level Hamiltonian reads

$`=\left(\begin{array}{cc}\epsilon _\mu & i\alpha A_{\mu \nu }/\sqrt{2N}\\ i\alpha A_{\nu \mu }/\sqrt{2N}& \epsilon _\nu \end{array}\right),`$ (16)
where $`\epsilon _\mu `$ and $`\epsilon _\nu `$ are the two energy levels at $`\alpha =0`$, and $`A_{\mu \nu }=A_{\nu \mu }`$ is the corresponding matrix element of the perturbing matrix $`A`$, cf. Eq. (4). Solving for the eigenvectors of $``$ and calculating the distribution of $`\rho _{\mu \nu }`$ exactly, we were able to compute the small-$`\alpha `$ behavior of the correlator $`C_{\mu \nu }`$ for $`\nu =\mu +1`$,

$`C_{\mu \nu }`$ $``$ $`{\displaystyle \frac{\alpha ^2}{2\pi }}\mathrm{ln}{\displaystyle \frac{4\pi }{\alpha ^2\mathrm{e}^2}}\text{if }T_LT_R,`$ (17a)
$`C_{\mu \nu }`$ $``$ $`{\displaystyle \frac{3\alpha ^2}{16\pi }}\mathrm{ln}{\displaystyle \frac{0.569}{\alpha ^2}}\text{if }T_L=T_R.`$ (17b)
The numerical coefficients inside the logarithms in Eqs. (17) were obtained by making use of the Wigner surmise $`P(s)=(\pi s/2)\mathrm{exp}(\pi s^2/4)`$ as a numerical approximation to the distribution of nearest-neighbor spacings $`s=|\epsilon _{\mu +1}\epsilon _\mu |/\mathrm{\Delta }`$Mehta (1991)

A comparison of our results with the result of numerical diagonalizations of the Pandey-Mehta Hamiltonian is shown in Fig. 2 for the case of symmetric tunneling contacts. We used random matrices of sizes $`N=100`$, $`200`$, and $`400`$ and extrapolated to $`N\mathrm{}`$ to eliminate finite-$`N`$ effects. Note that throughout the magnetic-field range of interest, correlations between peaks are positive: small peaks are more likely to be surrounded by small peaks, and large peaks attract more large peaks.

### III.2 Different large magnetic fields

We now turn to correlations between conductance peaks at different large values of the magnetic field. In particular, we are interested in the connected part of the joint distribution $`P(g_\mu ,g_\nu ^{})`$ where $`g_\mu `$ is a (dimensionless) peak height at magnetic-field strength $`\alpha `$, while $`g_\nu `$ is a peak height of a different orbital state at a different magnetic-field strength $`\alpha ^{}`$. (Magnetic-field autocorrelations for the same peak were studied by Bruus et al. in Ref. Bruus et al., 1996) Peaks corresponding to different wavefunctions are uncorrelated if measured at the same value of the magnetic field, but correlated at different values of the magnetic field. In order to describe these correlations, we still employ the Pandey-Mehta Hamiltonian (4) but now take $`\alpha `$ and $`\alpha ^{}`$ large. The joint distribution of eigenvectors $`v_\mu `$ and $`v_\nu `$ at different values of $`\alpha `$ is thus characterized by the unitary invariants

$$\stackrel{~}{\rho }_{\mu \nu }=v_\mu ^{}(\alpha )v_\nu (\alpha ^{}),$$
(18)
where $`v_\mu (\alpha )`$ denotes the eigenvector of the $`\mu `$th level at magnetic-field strength $`\alpha `$. At fixed $`\stackrel{~}{\rho }_{\mu \nu }`$, the eigenvector components are distributed according to a multivariate Gaussian distribution with covariance matrix determined by the pair correlator,

$`v_{\mu ,m}^{}(\alpha )v_{\nu ,n}(\alpha ^{})_{\stackrel{~}{\rho }}={\displaystyle \frac{\delta _{mn}\stackrel{~}{\rho }_{\mu \nu }}{N}}.`$ (19)
The second moments $`|\stackrel{~}{\rho }_{\mu \nu }|^2`$ are known in the regimes $`|\epsilon _\mu \epsilon _\nu |\mathrm{min}(\mathrm{\Delta },|\alpha ^{}\alpha |\mathrm{\Delta })`$ or $`|\alpha ^{}\alpha |1`$Wilkinson and Walker (1995)

$`|\stackrel{~}{\rho }_{\mu \nu }|^2`$ $`=`$ $`{\displaystyle \frac{2(\alpha ^{}\alpha )^2}{(\alpha ^{}\alpha )^4+4\pi ^2(\epsilon _\mu \epsilon _\nu )^2/\mathrm{\Delta }^2}}.`$ (20)
The remainder of the calculation proceeds as before, the only difference being the slightly different expression for the average $`|\stackrel{~}{\rho }_{\mu \nu }|^2`$ in this case. We thus obtain

$`P_c(g_\mu ,g_\nu ^{})={\displaystyle \frac{2(\alpha ^{}\alpha )^2(1g_\mu )(1g_\nu )}{(\alpha ^{}\alpha )^4+4\pi ^2(\epsilon _\mu \epsilon _\nu )^2/\mathrm{\Delta }^2}}\mathrm{e}^{g_\mu g_\nu ^{}}`$ (21)
in the limit $`T_LT_R`$, whereas

$`P_c(g_\mu ,g_\nu ^{})={\displaystyle \frac{1}{4}}{\displaystyle \frac{(\alpha ^{}\alpha )^2W(g_\mu )W(g_\nu ^{})}{(\alpha ^{}\alpha )^4+4\pi ^2(\epsilon _\mu \epsilon _\nu )^2/\mathrm{\Delta }^2}}`$ (22)
for symmetric tunneling contacts, with the function $`W(g)`$ as defined in Eq. (11). For the correlator $`C_{\mu \nu }=g_\mu g_\nu ^{}g_\mu g_\nu ^{}`$, this implies

$`C_{\mu \nu }={\displaystyle \frac{2(\alpha ^{}\alpha )^2}{(\alpha ^{}\alpha )^4+4\pi ^2(\epsilon _\mu \epsilon _\nu )^2/\mathrm{\Delta }^2}}`$ $`\text{if }T_LT_R,`$
$`C_{\mu \nu }={\displaystyle \frac{4(\alpha ^{}\alpha )^2}{9(\alpha ^{}\alpha )^4+36\pi ^2(\epsilon _\mu \epsilon _\nu )^2/\mathrm{\Delta }^2}}`$ $`\text{if }T_L=T_R.`$
For $`|\alpha ^{}\alpha |1`$ this result is also valid for the case $`\mu =\nu `$ and agrees with previous work by Bruus et al. in Ref. Bruus et al., 1996. In Fig. 3, we compare $`C_{\mu \nu }`$ to numerical diagonalizations of the Pandey-Mehta Hamiltonian (4), using random matrices of sizes $`N=100`$, $`150`$, and $`300`$ with extrapolation to $`N\mathrm{}`$ to eliminate finite-$`N`$ effects.

## IV Application to Spin-Orbit Scattering and Spectral Scrambling

Although our calculations were performed for peak height correlations that resulted from an external magnetic field or a change in the external magnetic field, they can also be of relevance as an effective description of correlations due to spin-orbit scattering in GaAs quantum dots or due to “spectral scrambling”.

In two-dimensional GaAs quantum dots, spin-orbit scattering is described by the following two-dimensional effective Hamiltonian: Aleiner and Fal’ko (2001)

$`H_{\mathrm{SO}}={\displaystyle \frac{1}{2m}}\left[{\displaystyle \frac{p_2\sigma _1}{\lambda _2}}{\displaystyle \frac{p_1\sigma _2}{\lambda _1}}\right].`$
Here, $`\sigma _i`$ are Pauli-matrices, and $`\lambda _1`$, $`\lambda _2`$ are length scales associated with spin-orbit coupling along the directions $`\widehat{x}_1`$ and $`\widehat{x}_2`$ that span the plane in which the dot is formed. In the limit where $`\lambda _1`$, $`\lambda _2`$ are large compared to the linear dot size $`L`$, the spin-orbit contribution can be mapped onto an effective magnetic field $`\stackrel{}{B}_{\mathrm{SO}}`$ by means of a suitable unitary tranformation of $`H_{\mathrm{SO}}`$Aleiner and Fal’ko (2001)

$`\stackrel{~}{H}_{\mathrm{SO}}={\displaystyle \frac{1}{2m}}\left(\stackrel{}{p}\stackrel{}{\mathrm{a}}_{}\right)^2{\displaystyle \frac{\stackrel{}{p}^2}{2m}},`$ (24)
where

$`\stackrel{}{\mathrm{a}}_{}={\displaystyle \frac{\sigma _3}{4\lambda _1\lambda _2}}[\widehat{x}_3\times \stackrel{}{r}].`$ (25)
is the vector potential that generates the leading spin-orbit effect. Hence, weak spin-orbit scattering takes the form of an effective magnetic field $`B_{\mathrm{SO}}=\mathrm{}c/2e\lambda _1\lambda _2`$ of opposite sign for the two spin directions and perpendicular to the plane of the two-dimensional electron gas in which the dot is formed. The parameter $`\alpha `$ in the Pandey-Mehta Hamiltonian (4) is then given by

$`\alpha =\pm \gamma {\displaystyle \frac{V}{4\pi \lambda _1\lambda _2}}\sqrt{{\displaystyle \frac{E_T}{\mathrm{\Delta }}}},`$ (26)
where the $`\pm `$ corresponds to the two spin directions, and $`\gamma `$ is the same geometric factor as in Section II. Experimental estimates suggest $`\alpha 1`$, which implies that the effective magnetic field is weak enough to only partially break time-reversal symmetry. Zumbuhl et al. (2002)

The peak-height correlations for a weak magnetic field calculated in Section III.1 thus provide a good description of intrinsic peak-height correlations for a quantum dot with weak spin-orbit scattering in the absence of an external magnetic field. On the other hand, when a large external magnetic field $`B`$ is applied perpendicular to the dot, electrons move in different effective magnetic fields $`B\pm B_{\mathrm{SO}}`$, depending on the direction of their spin. At zero temperature, conductance peaks correspond to resonant tunneling for one of the two spin directions. Our calculations in Section III.2 show that peaks originating from resonances with the same spin direction, i.e. $`|\alpha ^{}\alpha |=0`$, will have uncorrelated heights, whereas peaks originating from resonances with opposite spin will have correlated heights, corresponding to the case of large magnetic fields with magnetic-field strength difference $`|\alpha ^{}\alpha |=\gamma (V/2\pi \lambda _1\lambda _2)\sqrt{E_T/\mathrm{\Delta }}`$.

“Scrambling” is the effect that each electron added to the quantum dot causes a small change to the self-consistent potential in the dot. Alhassid and Malhotra (1999); Alhassid and Gefen (2001) Hence, every conductance peak is taken at a slightly different realization of the dot’s potential. While this leads to a decorrelation of peak heights corresponding to the same orbital state, scrambling also causes a positive correlation between peak heights corresponding to different orbital states, as we have shown above for the case of a large applied magnetic field. (In the unitary ensemble, a change in potential has the same effect as a change in the applied magnetic field. The situation at zero applied magnetic field would correspond to the orthogonal ensemble of random-matrix theory, for which the calculation proceeds along the same lines and gives similar results. Braig (2002)) The effect of adding $`n`$ electrons to a disordered quantum dot corresponds to a parameter change $`|\alpha ^{}\alpha |n\sqrt{\mathrm{\Delta }/E_\mathrm{T}}`$Alhassid and Gefen (2001) where $`E_\mathrm{T}`$ is the Thouless energy. Hence, we conclude from our calculations that the resulting correlations between peak heights are of order $`n^2\mathrm{\Delta }/E_\mathrm{T}`$. While such correlations may be of numerical importance, its dependence on the ratio $`E_\mathrm{T}/\mathrm{\Delta }`$ is the same as that of the non-universal peak-height correlations in a disordered dot. Mirlin (2000) We therefore see that both types of correlations need to be taken into account for a complete understanding of spectral scrambling effects.

###### Acknowledgements.

We thank Harold Baranger, Henrik Bruus, Josh Folk, Mikhail Polianski, and Gonzalo Usaj for discussions. This work was supported by the Cornell Center for Materials Research under NSF grant no. DMR0079992, by the NSF under grant no. DMR 0086509, and by the Packard foundation.