Search

We investigate an SIR model of epidemic propagation on networks in the context of mean-field games. In a real epidemic, individuals adjust their behavior depending on the epidemic level and the impact it might have on them in the future. These individual behaviors in turn affect the epidemic dynamics. Mean-field games are a framework in which these retroaction effects can be captured. We derive dynamical equations for the epidemic quantities in terms of individual contact rates, and via mean-field approximations we obtain the Nash equilibrium associated with the minimization of a certain cost function. We first consider homogeneous networks, where all individuals have the same number of neighbors, and discuss how the individual behaviors are modified when that number is varied. We then investigate the case of a realistic heterogeneous network based on real data from a social contact network. Our results allow to assess the potential of such an approach for epidemic mitigation in real-world implementations., Comment: 6 pages, 2 figures, this submission includes Supplementary Material containing additional analyses and figures

In our urbanised societies, the management and regulation of traffic and pedestrian flows is of considerable interest for public safety, economic development, and the conservation of the environment. However, modelling and controlling the collective dynamics of vehicles and pedestrians raises several challenges. Not only are the individual entities self-propelled and hard to describe, but their complex nonlinear physical and social interactions makes the multi-agent problem of crowd and traffic flow even more involved. In this chapter, we purport to review the suitability and limitations of classical modelling approaches through four examples of collective behaviour: stop-and-go waves in traffic flow, lane formation, long-term avoidance behaviour, and load balancing in pedestrian dynamics. While stop-and-go dynamics and lane formation can both be addressed by basic reactive models (at least to some extent), the latter two require anticipation and/or coordination at the level of the group. The results highlight the limitations of classical force-based models, but also the need for long-term anticipation mechanisms and multiscale modelling approaches. In response, we review new developments and modelling concepts., Comment: 20 pages, 6 figures

The design of coherent and efficient policies to address infectious diseases and their consequences requires to model not only epidemics dynamics, but also individual behaviors, as the latter has a strong influence on the former. In our work, we provide a theoretical model for this problem, taking into account the social structure of a population. This model is based on a Mean Field Game version of a SIR compartmental model, in which individuals are grouped by their age class and interact together in different settings. This social heterogeneity allows to reproduce realistic situations while remaining usable in practice. In our game theoretical approach, individuals can choose to limit their contacts by making a trade-off between the risks incurred by infection and the cost of being confined. The aggregation of all these individual choices and optimizations forms a Nash equilibrium through a system of coupled equations that we derive and solve numerically. The global cost born by the population within this scenario is then compared to its societal optimum counterpart (i.e. the optimal cost from the society viewpoint), and we investigate how the gap between these two costs can be partially bridged within a constrained Nash equilibrium for which a governmental institution would impose lockdowns. Finally we consider the consequences of the finiteness of the population size $N$, or of a time $T$ at which an external event would end the epidemic, and show that the variation of these parameters could lead to first order phase transitions in the choice of optimal strategies. In this paper, all the strategies considered to mitigate epidemics correspond to non-pharmaceutical interventions (NPI), and we provide here a theoretical framework within which guidelines for public policies depending on the characteristics of an epidemic and on the cost of restrictions on the society could be assessed., Comment: 37 pages, 18 figures, 3 tables

Understanding and modeling pedestrian dynamics in dense crowds is a complex yet essential aspect of crowd management and urban planning. In this work, we investigate the dynamics of a dense crowd crossed by a cylindrical intruder using a Mean-Field Game (MFG) model. By incorporating a discount factor to account for pedestrians' limited anticipation and information processing, we examine the model's ability to simulate two distinct experimental configurations: pedestrians facing the obstacle and pedestrians giving their back to the intruder. Through a comprehensive comparison with experimental data, we demonstrate that the MFG model effectively captures essential crowd behaviors, including anticipatory motion and collision avoidance., Comment: 2 figures, 10 pages. arXiv admin note: text overlap with arXiv:2302.08945

In this paper we use a minimal model based on Mean-Field Games (a mathematical framework apt to describe situations where a large number of agents compete strategically) to simulate the scenario where a static dense human crowd is crossed by a cylindrical intruder. After a brief explanation of the mathematics behind it, we compare our model directly against the empirical data collected during a controlled experiment replicating the aforementioned situation. We then summarize the features that make the model adhere so well to the experiment and clarify the anticipation time in this framework., Comment: 8 pages, 4 figures. Submitted to Collective Dynamics as proceedings of the Traffic and Granular Flow (TGF) conference held in 2022 at Indian Institute of Technology Delhi (India)

The ability to actually implement epidemic models is a crucial stake for public institutions, as they may be overtaken by the increasing complexity of current models and sometimes tend to revert to less elaborate models such as the SIR. In our work, we study a simple epidemic propagation model, called SIR-$k$, which is based on a homogeneous network of degree $k$, where each individual has the same number $k$ of neighbors. This model is more refined than the basic SIR which assumes a completely homogeneous population. We show that nevertheless, analytical expressions, simpler and richer than the ones existing for the SIR model, can be derived for this SIR-$k$ model. In particular we obtain an exact implicit analytical solution for any $k$, from which quantities such as the epidemic threshold or the total number of agents infected during the epidemic can be obtained. We furthermore obtain simple exact explicit solutions for small $k$'s, and in the large $k$ limit we find a new formulation of the analytical solution of the basic SIR model, which comes with new insights., Comment: 6 pages, 2 figures, letter

We study the time evolution of mean values of quantum operators in a regime plagued by two difficulties: The smallness of $\hbar$ and the presence of strong and ubiquitous classical chaos. While numerics become too computationally expensive for purely quantum calculations as $\hbar \to 0$, methods that take advantage of the smallness of $\hbar$ -- that is, semiclassical methods -- suffer from both conceptual and practical difficulties in the deep chaotic regime. We implement an approach which addresses these conceptual problems, leading to a deeper understanding of the origin of the interference contributions to the operator's mean value. We show that in the deep chaotic regime our approach is capable of unprecedented accuracy, while a standard semiclassical method (the Herman-Kluk propagator) produces only numerical noise. Our work paves the way to the development and employment of more efficient and accurate methods for quantum simulations of systems with strongly chaotic classical limits., Comment: 6+9 pages, 3+5 figures. Published version

It was demonstrated in [Bonnemain et al., Phys. Rev. E 107, 024612 (2023)] that the anticipation pattern displayed by a dense crowd crossed by an intruder can be successfully described by a minimal Mean-Field Games model. However, experiments show that changes in the pedestrian knowledge significantly modify the dynamics of the crowd. Here, we show that the addition of a single parameter, the discount factor $\gamma$, which gives a lower weight to events distant in time, is sufficient to observe the whole variety of behaviors observed in the experiments. We present a comparison between the discounted MFG and the experimental data, also providing new analytic results and insight about how the introduction of $\gamma$ modifies the model., Comment: 19 pages, 9 figures, comments are welcome

We consider the spread of infectious diseases through a Mean Field Game version of a SIR compartmental model with social structure, in which individuals are grouped by their age class and interact together in different settings. In our game theoretical approach, individuals can choose to limit their contacts if the epidemic is too virulent, but this effort comes with a social cost. We further compare the Nash equilibrium obtained in this way with the societal optimum that would be obtained if a benevolent central planner could decide of the strategy of each individual, as well as to the more realistic situation where an approximation of this optimum is reached through social policies such as lockdown., Comment: 6 pages, 2 figures

Matter wave revivals depend on a delicate interplay of constructive many-body quantum interferences in the developing dynamics of an ultracold bosonic system in an optical lattice. It is shown that the interplay between weak intersite tunneling and strong onsite interactions can lead to the quantum dynamics of a density wave displaying several features not found in the mean-field limit: occupancy oscillations, resurgent revivals, and a (anti-) synchronization of revival peaks and occupancy oscillation peaks. This implies cooperative interference effects that alternate between constructive and destructive features leading to the peak revival behaviors. These many-body quantum interference phenomena create striking features in various observables, which are accessible in experimental measurements., Comment: 6 pages, 4 figures

The local navigation of pedestrians amid a crowd is generally believed to involve no anticipation beyond (at best) the avoidance of the most imminent collisions. We show that current models rooted in this belief fail to reproduce some key features experimentally evidenced when a dense static crowd is crossed by an intruder. We identify the missing ingredient as the pedestrians' ability to plan their motion well beyond the next interaction, whence they may accept to move towards denser regions for a short time. To account for this effect, we introduce a minimal model based on mean-field game theory, which proves remarkably successful in replicating the aforementioned observations as well as other daily-life situations involving collective behaviour in dense crowds, such as partial metro boarding. This demonstrates the ability of game approaches to capture the anticipatory effects at play in operational crowd dynamics.

We present an extension of the chaos-assisted tunneling mechanism to spatially periodic lattice systems. We demonstrate that driving such lattice systems in an intermediate regime of modulation maps them onto tight-binding Hamiltonians with chaos-induced long-range hoppings $t_n \propto 1/n$ between sites at a distance $n$. We provide a numerical demonstration of the robustness of the results and derive an analytical prediction for the hopping term law. Such systems can thus be used to enlarge the scope of quantum simulations to experimentally realize long-range models of condensed matter., Comment: 13 pages, 10 figures

Mean Field Game is a rather new field initially developed in applied mathematics and engineering in order to deal with the dynamics of a large number of controlled agents or objects in interaction. For a large class of these models, there exists a deep relationship between the associated system of equations and the non linear Schr\"odinger equation, which allows to get new insights on the structure of their solutions. In this work, we deal with related aspects of integrability for such systems, exhibiting in some cases a full hierarchy of conserved quantities, and bringing some new questions which arise in this specific context., Comment: 15 pages, 1 figure

Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled agents in interaction. Here we consider such systems when the interactions between agents result in a negative coordination and analyze the behavior of the associated system of coupled PDEs using the now well established correspondence with the non linear Schr\"odinger equation. We focus on the long optimization time limit and on configurations such that the game we consider goes through different regimes in which the relative importance of disorder, interactions between agents and external potential varies, which makes possible to get insights on the role of the forward-backward structure of the Mean Field Game equations in relation with the way these various regimes are connected.

Semiclassical Mechanics allows for a description of quantum systems which preserves their phase information, while using only the system's classical dynamics as an input. Over the time an identification has been developed between stationary phase approximation and semiclassical mechanics. Although it is true that in most of the cases in semiclassical mechanics the significant contributions come from the neighborhood of the stationary points, there are some important exceptions to it. In this paper we address one of these exceptions, occurring in the evaluation of the time evolution of the expectation value of an operator. We explain why it is necessary to include contributions which are not in the neighborhood of stationary points and provide new semiclassical expressions for the evolution of the expectation values. For our analysis we employ and discuss two major semiclassical tools. The first one is the association of the quantum evolution of a wavefunction to the classical evolution of a Lagrangian manifold, as done by Maslov. The second one is the derivation of an expression for the semiclassical Wigner function whose properties under canonical transformation are made explicit. Using the canonical invariance of the formalism, we derive an expression for the expectation value of observables for the one-dimensional case and then generalize it to higher dimensions. We find that the expression can be written as the sum of a classical contribution which corresponds to what is referred to as the Truncated Wigner Approximation (TWA) in the cold-atoms physics context, or the Linearized Semiclassical Initial Value Representation(LSC-IVR) in chemical or molecular physics, and additional terms associated with interferences. Along the way, we get a deeper understanding of the origin of these interference effects and an intuitive geometric picture associated with them., Comment: 31 pages, 4 figures

Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled objects in interaction. Though these models are much simpler than the underlying differential games they describe in some limit, their behavior is still far from being fully understood. When the system is confined, a notion of "ergodic state" has been introduced that characterizes most of the dynamics for long optimization times. Here we consider a class of models without such an ergodic state, and show the existence of a scaling solution that plays similar role. Its universality and scaling behavior can be inferred from a mapping to an electrostatic problem., Comment: 7 pages, 1 figure

Although highly successful, the truncated Wigner approximation (TWA) leaves out many-body quantum interference between mean-field Gross-Pitaevskii solutions as well as other quantum effects, and is therefore essentially classical. Turned around, this implies that if a system's quantum properties deviate from TWA, they must be exhibiting some quantum phenomenon, such as localization, diffraction, or tunneling. Here, we consider in detail a particular interference effect arising from discrete symmetries, which can lead to a significant enhancement of quantum observables with respect to the TWA prediction, and derive an augmented version of the TWA in order to incorporate them. Using the Bose-Hubbard model for illustration, we further show strong evidence for the presence of dynamical localization due to remaining differences between the TWA predictions and quantum results., Comment: 6 pages, 2 figures

Motivated by the study of a Mean Field Game toy model called the "seminar problem", we consider the Fokker-Planck equation in the small noise regime for a specific drift field. This gives us the opportunity to discuss the application to diffusion problem of the WKB approach "a la Maslov", making it possible to solve directly the time dependant problem in an especially transparent way.

Far out-of-equilibrium many-body quantum dynamics in isolated systems necessarily generate interferences beyond an Ehrenfest time scale, where quantum and classical expectation values diverge. Of great recent interest is the role these interferences play in the spreading of quantum information across the many degrees of freedom, i.e.~scrambling. Ultracold atomic gases provide a promising setting to explore these phenomena. Theoretically speaking, the heavily-relied-upon truncated Wigner approximation leaves out these interferences. We develop a semiclassical theory which bridges classical and quantum concepts in many-body bosonic systems and properly incorporates such missing quantum effects. For mesoscopically populated Bose-Hubbard systems, it is shown that this theory captures post-Ehrenfest quantum interference phenomena very accurately, and contains relevant phase information to perform many-body spectroscopy with high precision., Comment: 6 pages, 2 figures - the second version has a new Fig 1 with a new caption and remarks, more discussion around Eq. 2, and a changed final paragraph

Mean field games were introduced independently by J-M. Lasry and P-L. Lions, and by M. Huang, R.P. Malham\'e and P. E. Caines, in order to bring a new approach to optimization problems with a large number of interacting agents. The description of such models split in two parts, one describing the evolution of the density of players in some parameter space, the other the value of a cost functional each player tries to minimize for himself, anticipating on the rational behavior of the others. Quadratic Mean Field Games form a particular class among these systems, in which the dynamics of each player is governed by a controlled Langevin equation with an associated cost functional quadratic in the control parameter. In such cases, there exists a deep relationship with the non-linear Schr\"odinger equation in imaginary time, connexion which lead to effective approximation schemes as well as a better understanding of the behavior of Mean Field Games. The aim of this paper is to serve as an introduction to Quadratic Mean Field Games and their connexion with the non-linear Schr\"odinger equation, providing to physicists a good entry point into this new and exciting field., Comment: 62 pages, 4 figures

Mean Field Games (MFG) provide a theoretical frame to model socio-economic systems. In this letter, we study a particular class of MFG which shows strong analogies with the {\em non-linear Schr\"odinger and Gross-Pitaevski equations} introduced in physics to describe a variety of physical phenomena ranging from deep-water waves to interacting bosons. Using this bridge many results and techniques developed along the years in the latter context can be transferred to the former. As an illustration, we study in some details an example in which the "players" in the mean field game are under a strong incentive to coordinate themselves., Comment: 5 pages, 1 figure, should interest people working in both the physical and economical community

Mean field games were introduced by J-M.Lasry and P-L. Lions in the mathematical community, and independently by M. Huang and co-workers in the engineering community, to deal with optimization problems when the number of agents becomes very large. In this article we study in detail a particular example called the 'seminar problem' introduced by O.Gu\'eant, J-M Lasry, and P-L. Lions in 2010. This model contains the main ingredients of any mean field game but has the particular feature that all agent are coupled only through a simple random event (the seminar starting time) that they all contribute to form. In the mean field limit, this event becomes deterministic and its value can be fixed through a self consistent procedure. This allows for a rather thorough understanding of the solutions of the problem, through both exact results and a detailed analysis of various limiting regimes. For a sensible class of initial configurations, distinct behaviors can be associated to different domains in the parameter space . For this reason, the 'seminar problem' appears to be an interesting toy model on which both intuition and technical approaches can be tested as a preliminary study toward more complex mean field game models.

We consider the low temperature regime of the mesoscopic Kondo problem, and in particular the relevance of a Fermi-liquid description of this regime. Using two complementary approaches -- a mean field slave fermion approximation on the one hand and a Fermi-liquid description "\`a la Nozi\`eres" supplemented by an argument of separation of scale on the other hand -- we show that they both lead to (essentially) the same quasi-particle spectra, providing in this way a strong indication that they both give the correct physics of this regime.

Both the weakly coupled and strong coupling Anderson impurity problems are characterized by a Fermi-liquid theory with weakly interacting quasiparticles. In an Anderson box, mesoscopic fluctuations of the effective single particle properties will be large. We study how the statistical fluctuations at low temperature in these two problems are connected, using random matrix theory and the slave boson mean field approximation (SBMFA). First, for a resonant level model such as results from the SBMFA, we find the joint distribution of energy levels with and without the resonant level present. Second, if only energy levels within the Kondo resonance are considered, the distributions of perturbed levels collapse to universal forms for both orthogonal and unitary ensembles for all values of the coupling. These universal curves are described well by a simple Wigner-surmise type toy model. Third, we study the fluctuations of the mean field parameters in the SBMFA, finding that they are small. Finally, the change in the intensity of an eigenfunction at an arbitrary point is studied, such as is relevant in conductance measurements: we find that the introduction of the strongly-coupled impurity considerably changes the wave function but that a substantial correlation remains., Comment: 17 pages, 7 figures

We study mesoscopic fluctuations in a system in which there is a continuous connection between two distinct Fermi liquids, asking whether the mesoscopic variation in the two limits is correlated. The particular system studied is an Anderson impurity coupled to a finite mesoscopic reservoir described by random matrix theory, a structure which can be realized using quantum dots. We use the slave boson mean field approach to connect the levels of the uncoupled system to those of the strong coupling Nozi\`eres Fermi liquid. We find strong but not complete correlation between the mesoscopic properties in the two limits and several universal features., Comment: 6 pages, 3 figures

We provide a semiclassical description of the electronic transport through graphene n-p junctions in the quantum Hall regime. This framework is known to experimentally exhibit conductance plateaus whose origin is still not fully understood. In the magnetic regime (E < vF B), we show the conductance of excited states is essentially zero, while that of the ground state depends on the boundary conditions considered at the edge of the sample. In the electric regime (E > vF B), for a step-like electrostatic potential (abrupt on the scale of the magnetic length), we derive a semiclassical approximation for the conductance in terms of the various snake-like trajectories at the interface of the junction. For a symmetric configuration, the general result can be recovered using a simple scattering approach, providing a transparent analysis of the problem under study. We thoroughly discuss the semiclassical predicted behavior for the conductance and conclude that any approach using fully phase-coherent electrons will hardly account for the experimentally observed plateaus., Comment: 22 pages, 19 figures

We present a comprehensive theory of resonance-assisted tunneling in quantum systems that exhibit a mixed regular-chaotic classical phase space structure. After general considerations, we specifically focus on quantum systems with one degree of freedom that are subject to a periodic sequence of kicks or to a periodic driving. Tunneling takes place between energetically degenerate quasimodes that are localized on symmetric regular islands within the stroboscopic Poincare surface of section. In contrast to previous theoretical descriptions of resonance-assisted tunneling, we derive a more precise expression for the effective coupling matrix elements that induce the resonance-assisted tunneling process, and we take into account the influence of partial barriers within the chaotic part of the phase space. Comparison with numerically computed level splittings of eigenphases within the quantum kicked rotor shows very good agreement., Comment: 41 pages, 12 figures, preprint version of Chapter 8 of the book "Dynamical Tunneling - Theory and Experiment" edited by S. Keshavamurthy and P. Schlagheck (CRC Press, Boca Raton, 2011)

We provide a semiclassical description of the electronic transport through graphene n-p junctions in the quantum Hall regime. A semiclassical approximation for the conductance is derived in terms of the various snake-like trajectories at the interface of the junction. For a symmetric (ambipolar) configuration, the general result can be recovered by means of a simple scattering approach, providing a very transparent qualitative description of the problem under study. Consequences of our findings for the understanding of recent experiments are discussed., Comment: 10 pages, 2 figures

In a recent letter [Phys. Rev. Lett. {\bf 100}, 164101 (2008)] and within the context of quantized chaotic billiards, random plane wave and semiclassical theoretical approaches were applied to an example of a relatively new class of statistical measures, i.e. measures involving both complete spatial integration and energy summation as essential ingredients. A quintessential example comes from the desire to understand the short-range approximation to the first order ground state contribution of the residual Coulomb interaction. Billiards, fully chaotic or otherwise, provide an ideal class of systems on which to focus as they have proven to be successful in modeling the single particle properties of a Landau-Fermi liquid in typical mesoscopic systems, i.e. closed or nearly closed quantum dots. It happens that both theoretical approaches give fully consistent results for measure averages, but that somewhat surprisingly for fully chaotic systems the semiclassical theory gives a much improved approximation for the fluctuations. Comparison of the theories highlights a couple of key shortcomings inherent in the random plane wave approach. This paper contains a complete account of the theoretical approaches, elucidates the two shortcomings of the oft-relied-upon random plane wave approach, and treats non-fully chaotic systems as well., Comment: 7 figures

Experimental progresses in the miniaturisation of electronic devices have made routinely available in the laboratory small electronic systems, on the micron or sub-micron scale, which at low temperature are sufficiently well isolated from their environment to be considered as fully coherent. Some of their most important properties are dominated by the interaction between electrons. Understanding their behaviour therefore requires a description of the interplay between interference effects and interactions. The goal of this review is to address this relatively broad issue, and more specifically to address it from the perspective of the quantum chaos community. I will therefore present some of the concepts developed in the field of quantum chaos which have some application to study many-body effects in mesoscopic and nanoscopic systems. Their implementation is illustrated on a few examples of experimental relevance such as persistent currents, mesoscopic fluctuations of Kondo properties or Coulomb blockade. I will furthermore try to bring out, from the various physical illustrations, some of the specific advantages on more general grounds of the quantum chaos based approach., Comment: To appear in Rep. Prog. Phys

New fluctuation properties arise in problems where both spatial integration and energy summation are necessary ingredients. The quintessential example is given by the short-range approximation to the first order ground state contribution of the residual Coulomb interaction. The dominant features come from the region near the boundary where there is an interplay between Friedel oscillations and fluctuations in the eigenstates. Quite naturally, the fluctuation scale is significantly enhanced for Neumann boundary conditions as compared to Dirichlet. Elements missing from random plane wave modeling of chaotic eigenstates lead surprisingly to significant errors, which can be corrected within a purely semiclassical approach.

Many-body phenomena, a key interest in the investigation of bulk solid state systems, are studied here in the context of the x-ray edge problem for mesoscopic systems. We investigate the many-body effects associated with the sudden perturbation following the x-ray excitation of a core electron into the conduction band. For small systems with dimensions at the nanoscale we find considerable deviations from the well-understood metallic case where Anderson orthogonality catastrophe and the Mahan-Nozieres-DeDominicis response cause characteristic deviations of the photoabsorption cross section from the naive expectation. Whereas the K-edge is typically rounded in metallic systems, we find a slightly peaked K-edge in generic mesoscopic systems with chaotic-coherent electron dynamics. Thus the behavior of the photoabsorption cross section at threshold depends on the system size and is different for the metallic and the mesoscopic case., Comment: 9 pages, 3 figures, Proceedings ``Quantum Mechanics and Chaos'' (Osaka 2006)

We study the development of electron-electron correlations in circular quantum dots as the density is decreased. We consider a wide range of both electron number, N<=20, and electron gas parameter, r_s<18, using the diffusion quantum Monte Carlo technique. Features associated with correlation appear to develop very differently in quantum dots than in bulk. The main reason is that translational symmetry is necessarily broken in a dot, leading to density modulation and inhomogeneity. Electron-electron interactions act to enhance this modulation ultimately leading to localization. This process appears to be completely smooth and occurs over a wide range of density. Thus there is a broad regime of ``incipient'' Wigner crystallization in these quantum dots. Our specific conclusions are: (i) The density develops sharp rings while the pair density shows both radial and angular inhomogeneity. (ii) The spin of the ground state is consistent with Hund's (first) rule throughout our entire range of r_s for all 4

Motivated by experiments on double quantum dots, we study the problem of a single magnetic impurity confined in a finite metallic host. We prove an exact theorem for the ground state spin, and use analytic and numerical arguments to map out the spin structure of the excitation spectrum of the many-body Kondo-correlated state, throughout the weak to strong coupling crossover. These excitations can be probed in a simple tunneling-spectroscopy transport experiment; for that situation we solve rate equations for the conductance., Comment: 4 pages, 4 figures

Properties of the "electron gas" - in which conduction electrons interact by means of Coulomb forces but ionic potentials are neglected - change dramatically depending on the balance between kinetic energy and Coulomb repulsion. The limits are well understood. For very weak interactions (high density), the system behaves as a Fermi liquid, with delocalized electrons. In contrast, in the strongly interacting limit (low density), the electrons localize and order into a Wigner crystal phase. The physics at intermediate densities, however, remains a subject of fundamental research. Here, we study the intermediate-density electron gas confined to a circular disc, where the degree of confinement can be tuned to control the density. Using accurate quantum Monte Carlo techniques, we show that the electron-electron correlation induced by an increase of the interaction first smoothly causes rings, and then angular modulation, without any signature of a sharp transition in this density range. This suggests that inhomogeneities in a confined system, which exist even without interactions, are significantly enhanced by correlations., Comment: final version, modified introduction and clarifications, 4 pages

We consider dynamical tunneling between two symmetry-related regular islands that are separated in phase space by a chaotic sea. Such tunneling processes are dominantly governed by nonlinear resonances, which induce a coupling mechanism between ``regular'' quantum states within and ``chaotic'' states outside the islands. By means of a random matrix ansatz for the chaotic part of the Hamiltonian, one can show that the corresponding coupling matrix element directly determines the level splitting between the symmetric and the antisymmetric eigenstates of the pair of islands. We show in detail how this matrix element can be expressed in terms of elementary classical quantities that are associated with the resonance. The validity of this theory is demonstrated with the kicked Harper model., Comment: 25 pages, 5 figures

For generic mesoscopic systems like quantum dots or nanoparticles, we study the Anderson orthogonality catastrophe (AOC) and Fermi edge singularities in photoabsorption spectra in a series of two papers. In the present paper we focus on AOC for a finite number of particles in discrete energy levels where, in contrast to the bulk situation, AOC is not complete. Moreover, fluctuations characteristic for mesoscopic systems lead to a broad distribution of AOC ground state overlaps. The fluctuations originate dominantly in the levels around the Fermi energy, and we derive an analytic expression for the probability distribution of AOC overlaps in the limit of strong perturbations. We address the formation of a bound state and its importance for symmetries between the overlap distributions for attractive and repulsive potentials. Our results are based on a random matrix model for the chaotic conduction electrons that are subject to a rank one perturbation corresponding, e.g., to the localized core hole generated in the photoabsorption process., Comment: 10 pages, 8 figures, submitted to Phys. Rev. B

We show that there is no fermion sign problem in the Hirsch and Fye algorithm for the single-impurity Anderson model. Beyond the particle-hole symmetric case for which a simple proof exists, this has been known only empirically. Here we prove the nonexistence of a sign problem for the general case by showing that each spin trace for a given Ising configuration is separately positive. We further use this insight to analyze under what conditions orbitally degenerate Anderson models or the two-impurity Anderson model develop a sign., Comment: 2 pages, no figure; published version

When treating interactions in quantum dots within a RPA-like approach, time-reversal symmetry plays an important role as higher-order terms -- the Cooper series -- need to be included when this symmetry is present. Here we consider model quantum dots in a magnetic field weak enough to leave the dynamics of the dot chaotic, but strong enough to break time-reversal symmetry. The ground state spin and addition energy for dots containing 120 to 200 electrons are found using local spin density functional theory, and we compare the corresponding distributions with those derived from an RPA-like treatment of the interactions. The agreement between the two approaches is very good, significantly better than for analogous calculations in the presence of time-reversal symmetry. This demonstrates that the discrepancies between the two approaches in the time-reversal symmetric case indeed originate from the Cooper channel, indicating that these higher-order terms might not be properly taken into account in the spin density functional calculations., Comment: 4 pages, 3 figures

Nanoscale physics and dynamical mean field theory have both generated increased interest in complex quantum impurity problems and so have focused attention on the need for flexible quantum impurity solvers. Here we demonstrate that the mapping of single quantum impurity problems onto spin-chains can be exploited to yield a powerful and extremely flexible impurity solver. We implement this cluster algorithm explicitly for the Anderson and Kondo Hamiltonians, and illustrate its use in the ``mesoscopic Kondo problem''. To study universal Kondo physics, a large ratio between the effective bandwidth $D_\mathrm{eff}$ and the temperature $T$ is required; our cluster algorithm treats the mesoscopic fluctuations exactly while being able to approach the large $D_\mathrm{eff}/T$ limit with ease. We emphasize that the flexibility of our method allows it to tackle a wide variety of quantum impurity problems; thus, it may also be relevant to the dynamical mean field theory of lattice problems., Comment: 4 pages, 3 figures

We address the issue of accurately treating interaction effects in the mesoscopic regime by investigating the ground state properties of isolated irregular quantum dots. Quantum Monte Carlo techniques are used to calculate the distributions of ground state spin and addition energy. We find a reduced probability of high spin and a somewhat larger even/odd alternation in the addition energy from quantum Monte Carlo than in local spin density functional theory. In both approaches, the even/odd effect gets smaller with increasing number of electrons, contrary to the theoretical understanding of large dots. We argue that the local spin density approximation over predicts the effects of interactions in quantum dots., Comment: Final Version, to appear in PRB as a Rapid Comm

We study the effect of mesoscopic fluctuations on a magnetic impurity coupled to a spatially confined electron gas with a temperature in the mesoscopic range (i.e. between the mean level spacing $\Delta$ and the Thouless energy $E_{\rm Th}$). Comparing ``poor-man's scaling'' with exact Quantum Monte Carlo, we find that for temperatures larger than the Kondo temperature, many aspects of the fluctuations can be captured by the perturbative technique. Using this technique in conjunction with semi-classical approximations, we are able to calculate the mesoscopic fluctuations for a wide variety of systems. For temperatures smaller than the Kondo temperature, we find large fluctuations and deviations from the universal behavior.

Despite considerable work on the energy-level and wavefunction statistics of disordered quantum systems, numerical studies of those statistics relevant for electron-electron interactions in mesoscopic systems have been lacking. We plug this gap by using a tight-binding model to study a wide variety of statistics for the two-dimensional, disordered quantum system in the diffusive regime. Our results are in good agreement with random matrix theory (or its extensions) for simple statistics such as the probability distribution of energy levels or spatial correlation of a wavefunction. However, we see substantial disagreement in several statistics which involve both integrating over space and different energy levels, indicating that disordered systems are more complex than previously thought. These are exactly the quantities relevant to electron-electron interaction effects in quantum dots; in fact, we apply these results to the Coulomb blockade, where we find altered spacings between conductance peaks and wider spin distributions than traditionally expected., Comment: Accepted for publication in Phys Rev B

We evaluate the magnitude of two important mesoscopic effects using a realistic model of typical quantum dots. ``Scrambling'' and ``gate effect'' are defined as the change in the single-particle spectrum due to added electrons or gate-induced shape deformation, respectively. These two effects are investigated systematically in both the self-consistent Kohn-Sham (KS) theory and a Fermi liquid-like Strutinsky approach. We find that the genuine scrambling effect is small because the potential here is smooth. In the KS theory, a key point is the implicit inclusion of residual interactions in the spectrum; these dominate and make scrambling appear larger. Finally, the gate effect is comparable in the two cases and, while small, is able to cause gate-induced spin transitions., Comment: 5 pages, 3 figures

We study the x-ray edge problem for a chaotic quantum dot or nanoparticle displaying mesoscopic fluctuations. In the bulk, x-ray physics is known to produce deviations from the naively expected photoabsorption cross section in the form of a peaked or rounded edge. For a coherent system with chaotic dynamics, we find substantial changes and in particular that a photoabsorption cross section showing a rounded edge in the bulk will change to a slightly peaked edge on average as the system size is reduced to a mesoscopic (coherent) scale., Comment: 4 pages, 3 figures, final version as published in PRL

We analyze the ground state energy and spin of quantum dots obtained from spin density functional theory (SDFT) calculations. First, we introduce a Strutinsky-type approximation, in which quantum interference is treated as a correction to a smooth Thomas-Fermi description. For large irregular dots, we find that the second-order Strutinsky expressions have an accuracy of about 5 percent compared to the full SDFT and capture all the qualitative features. Second, we perform a random matrix theory/random plane wave analysis of the Strutinsky SDFT expressions. The results are statistically similar to the SDFT quantum dot statistics. Finally, we note that the second-order Strutinsky approximation provides, in essence, a Landau Fermi liquid picture of spin density functional theory. For instance, the leading term in the spin channel is simply the familiar exchange constant. A direct comparison between SDFT and the perturbation theory derived ``universal Hamiltonian'' is thus made possible., Comment: Submitted to Physical Review B

We use Kohn-Sham spin-density-functional theory to study the statistics of ground-state spin and the spacing between conductance peaks in the Coulomb blockade regime for both 2D isolated and realistic quantum dots. We make a systematic investigation of the effects of electron-electron interaction strength and electron number on both the peak spacing and spin distributions. A direct comparison between the distributions from isolated and realistic dots shows that, despite the difference in the boundary conditions and confining potential, the statistical properties are qualitatively the same. Strong even/odd pairing in the peak spacing distribution is observed only in the weak e-e interaction regime and vanishes for moderate interactions. The probability of high spin ground states increases for stronger e-e interaction and seems to saturate around $r_s \sim 4$. The saturated value is larger than previous theoretical predictions. Both spin and conductance peak spacing distributions show substantial variation as the electron number increases, not saturating until $N \sim 150$. To interpret our numerical results, we analyze the spin distribution in the even $N$ case using a simple two-level model., Comment: 10 pages, 12 figures, submitted to Phys. Rev. B

Properties of the Kondo effect in quantum dots depend sensitively on the coupling parameters and so on the realization of the quantum dot -- the Kondo temperature itself becomes a mesoscopic quantity. Assuming chaotic dynamics in the dot, we use random matrix theory to calculate the distribution of both the Kondo temperature and the conductance in the Coulomb blockade regime. We study two experimentally relevant cases: leads with single channels and leads with many channels. In the single-channel case, the distribution of the conductance is very wide as $T_K$ fluctuates on a logarithmic scale. As the number of channels increases, there is a slow crossover to a self-averaging regime., Comment: 4 pages, 3 figures

We consider how the nature of the dynamics affects ground state properties of ballistic quantum dots. We find that ``mesoscopic Stoner fluctuations'', that arise from the residual screened Coulomb interaction, are very sensitive to the degree of chaos. It leads to ground state energies and spin-polarizations whose fluctuations strongly increase as a system becomes less chaotic. The crucial features are illustrated with a model that depends on a parameter that tunes the dynamics from nearly integrable to mostly chaotic.