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# Weak localization and conductance fluctuations in a quantum dot with parallel magnetic field and spin-orbit scattering

## I Introduction

A two-dimensional (2D) electron gas offers ample opportunity for manipulation of the electron’s spin and orbital state. In the absence of spin-orbit coupling, such manipulation can be performed separately on the electron spin and orbital degree of freedom, by means of magnetic fields of various orientations and electrostatic gates. On one hand, a magnetic field parallel to the plane of the 2D gas lifts the spin degeneracy and allows for a measurement that distinguishes between the transport properties of “up” and “down” spins: As long as the confining potential that determines the 2D electron gas is sharp, it does not significantly affect the electron’s orbital degrees of freedom. On the other hand, gate voltages and a weak magnetic field perpendicular to the quantum well act on the orbital degrees of freedom and do not couple significantly to the electron’s spin.mesoreview1

Spin-orbit scattering couples the spin and orbital degrees of freedom. Conventionally, the main signature of spin-orbit coupling in the 2D electron gas in GaAs heterostructures is the observation of weak anti-localization, a small positive quantum correction to the conductivity that is suppressed by a magnetic field.Hikami  Weak anti-localization is the counterpart of weak localization, a negative correction to the conductivity at zero magnetic field caused by the constructive interference of back-scattered electron waves in a phase-coherent disordered conductor in the absence of spin-orbit scattering.Bergmann  Only recently, spin-dependent phase coherent transport was considered for a quantum dot, a small island of the electron gas confined by gates Khaetskii . Motivated by an experiment by Folk *et al.*,Folk  theoretical works by Halperin *et al.*Halperin  and by two of the authors,AF  have shown that the combination of spin-orbit scattering and a spin degeneracy lifting parallel magnetic field leads to a remarkably rich structure of quantum interference phenomena in III-V semiconductor quantum dots, that far surpasses a simple interpolation between weak localization and weak antilocalization physics.

Not only does the crossover regime between weak localization and anti-localization represent an interesting issue of its own, understanding features imposed upon quantum transport by spin-orbit coupling is needed for a correct extraction of the decoherence time from experimental data. For electrons in a small dot with weak but finite spin-orbit coupling, the the crossover of weak localization to anti-localization manifests itself as a suppression of the zero-temperature value of localization correction to the dot conductance. This suppression of the weak localization correction may be misinterpreted as a saturation of the decoherence time $`\tau _\varphi `$ at low temperatures. Without a priori knowledge of the spin-orbit coupling constants for a given semiconductor dot, one must use the features of spin-orbit coupling induced interference effects in order to identify the origin of what can be mistaken for a suppression of the interference part of conductance, when the observed weak localization correction is less than the prediction of the quantum transport theory for to the crossover between orthogonal and unitary symmetry classes.

In this publication, we present a detailed quantitative analysis of the influence of the coupling between electron spin and orbital motion in a two-dimensional semiconductor on the interference corrections to the conductance of a quantum dot. We consider the effects of enhanced/suppressed back-scattering and the variance and correlation properties of universal conductance fluctuations. The calculations, which are performed in the framework of the random scattering matrix approach of random matrix theory, are described in Sections III and IV. In Section III, we present the analysis of the average conductance of a chaotic dot, Section IV is devoted to conductance fluctuations. For technical reasons, we limit our attention to the case of a large number of channels, $`N_1`$ and $`N_2`$ in the point contact connecting the dot to the bulk, though all qualitative features we discover for $`N1`$ would persist in the case of $`N1`$. These two technical sections are preceded by a qualitative discussion (Sec. II) and followed by an analysis of the effect of a spatially non-uniform spin-orbit coupling strength (Sec. V).

## II Interplay between SO coupling and Zeeman splitting in quantum dots

In GaAs/AlGaAs heterostructures, spin-orbit coupling owes its existence to the asymmetry of the potential confining the 2DEG and the lack of inversion symmetry in the crystal structure, leading to the Bychkov-Rashba and Dresselhaus terms in the Hamiltonian. In the theory we present below, we consider electrons in a heterostructure or quantum well lying in the (001) crystallographic plane of a zinc-blend type semiconductor and choose coordinates $`x_1,x_2`$ along crystallographic directions $`\widehat{𝐞}_1=[110]`$ and $`\widehat{𝐞}_2=[1\overline{1}0]`$ (coordinate $`x_3`$ is perpendicular to the plane of the two-dimensional electron gas). The effective two-dimensional Hamiltonian of electrons in a quantum dot takes the form

$``$ $`=`$ $`{\displaystyle \frac{1}{2m}}\left[\left(p_1eA_1{\displaystyle \frac{\sigma _2}{2\lambda _1}}\right)^2+\left(p_2eA_2+{\displaystyle \frac{\sigma _1}{2\lambda _2}}\right)^2\right]`$ (1)
$`+V(𝐫)+{\displaystyle \frac{1}{2}}\mu _Bg𝐁𝝈.`$
where $`𝐁`$ is the magnetic field, $`𝐀=B_3(\widehat{𝐞}_3\times 𝐫)/2c`$ is the vector potential corresponding to the component of the magnetic field perpendicular to the plane of the two-dimensional electron gas, and $`𝝈=(\sigma _1,\sigma _2,\sigma _3)`$ the vector of Pauli matrices. The potential $`V`$ both confines the electrons to the quantum dot and describes elastic scattering from non-magnetic impurities in the dot. The two length scales, $`\lambda _1`$ and $`\lambda _2`$ are associated with spin-orbit coupling for an electron moving along the principal crystallographic directions $`\widehat{𝐞}_1`$ and $`\widehat{𝐞}_2`$,RashbaDresselhaus  and characterize the length at which spin of an initially polarized electron would precess with an angle $`2\pi `$.

For a dot with homogeneous electron density and, therefore, parameters of confining potential, spin-orbit coupling parameters $`\lambda _1`$ and $`\lambda _2`$ are independent of the position. In that case, the spin-orbit coupling takes the form of a spin-dependent ”vector potential”, which is non-abelian since the Pauli matrices do not commute with each other.Meir ; MathurStone ; Oreg  If $`\lambda _1`$ and $`\lambda _2`$ are large compared to the dot size $`L`$, the non-commutativity of this spin-dependent vector potential involves higher powers of $`L/\lambda _{1,2}`$, so that the spin-orbit coupling can be “gauged out” to leading order in $`L/\lambda _{1,2}`$. This may be achieved through the unitary transformation $`\psi (𝐫)=U(𝐫)\stackrel{~}{\psi }(𝐫)`$,

$`U`$ $`=`$ $`\mathrm{exp}\left({\displaystyle \frac{ix_1\sigma _2}{2\lambda _1}}{\displaystyle \frac{ix_2\sigma _1}{2\lambda _2}}\right)`$ (2)
$`=`$ $`\mathrm{cos}R+\left({\displaystyle \frac{ix_1\sigma _2}{2\lambda _1}}{\displaystyle \frac{ix_2\sigma _1}{2\lambda _2}}\right){\displaystyle \frac{\mathrm{sin}R}{R}},`$
$`R`$ $`=`$ $`\sqrt{\left({\displaystyle \frac{x_1}{2\lambda _1}}\right)^2+\left({\displaystyle \frac{x_2}{2\lambda _2}}\right)^2},`$ (3)
which performs a position-dependent rotation of the spin out of the plane of the two-dimensional electron gas to the locally adjusted frame.AF  Below, we assume that $`R1`$, and use $`R`$ as a small parameter to derive the form of the Hamiltonian $`\stackrel{~}{}=U^{}U`$ in the locally rotated spin-frame,

$`\stackrel{~}{}`$ $`=`$ $`{\displaystyle \frac{1}{2m}}\left(i\mathrm{}e𝐀𝐚_{}𝐚_{}\right)^2+h^\mathrm{Z}+h_{}^\mathrm{Z}+V(𝐫).`$
(4)
Here we introduced the spin-dependent vector potential

$$𝐚_{}=\frac{\sigma _3}{4\lambda _1\lambda _2}[\widehat{𝐞}_3\times 𝐫]$$

that has the same form as a magnetic field $`\pm ec\widehat{𝐞}_\mathrm{𝟑}/2\lambda _1\lambda _2`$ with opposite directions for electrons with spins “up” and “down” in the new spin-frame, and we also abbreviated

$`𝐚_{}`$ $`=`$ $`{\displaystyle \frac{1}{6\lambda _1\lambda _2}}\left({\displaystyle \frac{x_1\sigma _1}{\lambda _1}}+{\displaystyle \frac{x_2\sigma _2}{\lambda _2}}\right)[\widehat{𝐞}_3\times 𝐫]`$
$`h^\mathrm{Z}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mu _Bg𝐁𝝈,`$
$`h_{}^\mathrm{Z}`$ $`=`$ $`\mu _Bg\left({\displaystyle \frac{B_1x_1}{2\lambda _1}}+{\displaystyle \frac{B_2x_2}{2\lambda _2}}\right)\sigma _3.`$ (5)
The Hamiltonian (4) describes electrons in a rotated spin frame. It contains all relevant terms that lift the high degree of symmetry of a system with uncoupled orbital and spin degrees of freedom, to leading order in the small parameter $`L/\lambda _{1,2}`$. In these equations, we omitted sub-leading terms of higher order in $`L/\lambda _{1,2}`$ that do not affect the symmetry of the Hamiltonian.

As long as the rate at which electrons escape from the quantum dot into the leads is much smaller than the Thouless energy $`E_{\mathrm{Th}}`$, transport properties of the quantum dot can be calculated using random matrix theory.Beenakker97  The use of random matrix theory requires an analysis of the symmetries of the scattering matrix, which are set by the relative magnitudes of characteristic energy scales for each of the terms in the Hamiltonian (4) and the escape rate. These energy scales are

$`\epsilon _B`$ $`=`$ $`\kappa E_{\mathrm{Th}}\left(eB_3L^2/2\mathrm{}\right)^2,`$
$`\epsilon _{}^{\mathrm{so}}`$ $`=`$ $`\kappa E_{\mathrm{Th}}\left(L^2/4\lambda ^2\right)^2,`$
$`\epsilon _{}^{\mathrm{so}}`$ $`=`$ $`\kappa ^{}\left(L^2/4\lambda ^2\right)\epsilon _{}^{\mathrm{so}},`$ (6)
$`\epsilon ^\mathrm{Z}`$ $`=`$ $`\mu _BgB,`$
$`\epsilon _{}^\mathrm{Z}`$ $`=`$ $`{\displaystyle \frac{\kappa ^{\prime \prime }(\epsilon ^\mathrm{Z})^2}{E_{\mathrm{Th}}}}\left(L^2/4\lambda ^2\right),`$
for the orbital contribution of the magnetic field, the spin-orbit terms $`a_{}`$ and $`a_{}`$, and the Zeeman coupling terms $`h^\mathrm{Z}`$ and $`h_{}^\mathrm{Z}`$, respectively. For weak uniform spin-orbit coupling in a small dot such that $`L/\lambda _{1,2}1`$, one has the strong inequalities

$$\epsilon _{}^{\mathrm{so}}\epsilon _{}^{\mathrm{so}},\epsilon _{}^\mathrm{Z}\epsilon ^\mathrm{Z}.$$
(7)
Here $`E_{\mathrm{Th}}`$ is the Thouless energy, which is the largest energy scale in the problem, $`\lambda ^2=\lambda _1\lambda _2`$, and $`\kappa `$, $`\kappa ^{}`$, and $`\kappa ^{\prime \prime }`$ are coefficients of order unity. The coefficients $`\kappa ^{}`$ and $`\kappa ^{\prime \prime }`$ depend on the sample geometry and on the ratio $`\lambda _1/\lambda _2`$ of the spin-orbit lengths. The coefficient $`\kappa ^{\prime \prime }`$ also depends on the direction of the magnetic field. The coefficient $`\kappa `$ depends on the sample geometry only; it appears both for the orbital contribution of the magnetic field and for the spin-orbit term $`a_{}`$ because both terms have the same spatial dependence. For a circular quantum dot with radius $`L`$, mean free path $`lL`$, Fermi velocity $`v_F`$, and $`\lambda _1=\lambda _2=\lambda `$, one has $`E_{\mathrm{Th}}=\mathrm{}v_Fl/2L^2`$, $`\kappa =2`$, $`\kappa ^{}=1/3`$ and $`\kappa ^{\prime \prime }0.292`$, see App. A.

If the spin-orbit coupling is non-uniform, i.e., when the spin-orbit lengths $`\lambda _1`$ and $`\lambda _2`$ depend on position, the “spin-dependent vector potential” in Eq. (1) can no longer be gauged away to leading order in $`L/\lambda _{1,2}`$. A spatially non-uniform spin-orbit coupling can be created intentionally, with the help of a metal gate parallel to the two-dimensional electron gas that changes the asymmetry of the quantum well.Shayegan ; Marcus ; Zumbuehl , or arise as a by-product of the confining gates. Generically, the non-uniformity gives rise to a term in the Hamiltonian of the same symmetry as $`𝐚_{}`$ in Eq. (4).BCH  Hence, the main effect of non-uniformities is to increase the corresponding energy scale $`\epsilon _{}^{\mathrm{so}}`$ by an amount of order $`E_{\mathrm{Th}}(L/\lambda _{\mathrm{fl}})^2`$, where $`1/\lambda _\mathrm{f}`$ is a measure of the fluctuations of the spin-orbit coupling $`\lambda _{1,2}^1`$.BCH  For very small quantum dots, this increase of $`\epsilon _{}^{\mathrm{so}}`$ may eventually reverse the first inequality in Eq. (7).

It is the existence of two energy scales each to describe the strength of the spin-orbit and Zeeman terms in the Hamiltonian that leads to the rich parameter dependence of the conductance distribution of a chaotic quantum dot. When all relevant energy scales are either much larger or much smaller than the escape rate, the scattering matrix has a well defined symmetry, and the conductance distribution can be found using symmetry considerations alone.AF  It is the goal of this paper to address the general parameter regime, where an interpolation between the various symmetry classes is called for. Our results are important for a quantitative analysis of recent experiments by Zumbühl *et al.*,Zumbuehl  and for the development of techniques for experimental determination of spin-orbit coupling parameters. Looking into various regimes, we show how to extract such information from (a) weak localization measurements in the presence of an in-plane magnetic field; (b) an analysis of how the in-plane magnetic field gives rise to a component of the magnetoconductance that is anti-symmetric in the perpendicular magnetic field; and (c) from the possible observation of a “magnetic field echo” in the auto-correlation function of conductance fluctuations.

The latter prediction is made on the basis of the following theoretical observation. After the unitary transformation (2), the leading spin-orbit term $`𝐚_{}^{\mathrm{so}}`$ has precisely the same spatial dependence as the vector potential due to the orbital magnetic field (in a symmetric gauge). Hence, $`𝐚_{}^{\mathrm{so}}`$ can be regarded as an effective magnetic field perpendicular to the plane of the quantum well and of opposite sign for the two spin directions. A suitably chosen orbital magnetic field can balance this effective field, or change its sign for one spin direction, leading to a partial re-appearance of weak localization and to a “magnetic field echo”in the auto-correlation function of conductance fluctuations. The magnetic field echo appears in the magnetoconductance autocorrelation function for a magnetic field difference

$$\mathrm{\Delta }B_3=\frac{\mathrm{}}{e\lambda _1\lambda _2};$$
(8)
The shift of weak localization peaks is by half this field strength.

According to the Onsager’s relations, the two-terminal conductance of a non-magnetic system is symmetric with respect to reversal of the magnetic field $`𝐁`$. In the absence of spin-orbit coupling, the symmetry with respect to the reversal of the perpendicular magnetic field component $`B_3`$ would persist even in the presence of Zeeman splitting caused in a 2D electron gas by the in-plane magnetic field $`𝐁_{}`$ (excluding effects arising from the finite width of the quantum well.FJ ) However, in the presence of even a weak SO coupling, the exact symmetry exists only if both $`B_3`$ and $`B_{}`$ are reversed simultaneously, whereas the reversal of the perpendicular component only generates an antisymmetric contribution to the magnetoconductance with variance

$$\mathrm{var}\left[G(B_3,B_{})G(B_3,B_{})\right]\frac{\left(\epsilon ^\mathrm{Z}\right)^2\epsilon _{}^{\mathrm{SO}}}{\left(N\mathrm{\Delta }/2\pi \right)^3}\left(\frac{e^2}{h}\right)^2,$$
(9)
where $`N`$ is the number of channels in the leads, $`\mathrm{\Delta }`$ is the mean level spacing in the dot, and $`G`$ is the ensemble-averaged conductance of the quantum dot. Since the fluctuating antisymmetric contribution the conductance, $`G(B_3,B_{})G(B_z,B_{})`$ is linear in the in-plane magnetic field, $`\epsilon ^\mathrm{Z}g\mu _BB_{}`$, it dominates over the conductance asymmetry caused by inter-subband mixing due to the in-plane magnetic field for intermediate magnetic fields strengths,FJ  which is proportional to $`B_{}^3`$.

## III Average conductance

The starting point of our calculation is the Landauer formula for the two-terminal conductance $`G`$ of the quantum dot at zero temperature,

$$G=\frac{2e^2}{h}\frac{N_1N_2}{N}\frac{e^2}{h}\text{tr}S\mathrm{\Lambda }S^{}\mathrm{\Lambda },$$
(10)
where the diagonal matrix $`\mathrm{\Lambda }`$ has elements

$$\mathrm{\Lambda }_{jj}=\{\begin{array}{cc}N_2/N,\hfill & j=1,\mathrm{},N_1,\hfill \\ N_1/N,\hfill & j=N_1+1,\mathrm{},N.\hfill \end{array}$$
(11)
As a matrix of complex numbers, the scattering matrix $`S`$ has dimension $`2N=2(N_1+N_2)`$; it may also be seen as an $`N\times N`$ matrix of quaternions, which are $`2\times 2`$ matrices with special rules for complex conjugation and transposition.Mehta

In order to calculate the average of the conductance at Fermi energy $`\epsilon `$ and magnetic field $`𝐁`$, or the covariance at energies $`\epsilon `$ and $`\epsilon ^{}`$ and magnetic fields $`𝐁`$ and $`𝐁^{}`$, it is sufficient to compute the average

$$S_{kl;\mu \nu }(\epsilon ,𝐁)S_{k^{}l^{};\mu ^{}\nu ^{}}(\epsilon ^{},𝐁^{})^{},$$
(12)
where roman indices refer to the propagating channels in the leads, and Greek indices refer to spin. Hereto, we need a statistical description of the scattering matrix $`S`$ in the presence of spin-orbit scattering and for arbitrary values of the magnetic field $`𝐁`$ and Fermi energy $`\epsilon `$. Within the “random scattering matrix approach” of random-matrix theory, this is provided by the “stub model”.WavesRM  In this model, a fictitious “stub” is attached to the quantum dot, see Fig. 1. If the number of channels in the stub is $`MN`$, the scattering matrix $`S`$ can be written

$$S=PU(1Q^{}RQU)^1P^{},$$
(13)
where $`U`$ is the $`M\times M`$ scattering matrix of the quantum dot (without stub), $`R`$ is the $`(MN)`$-dimensional reflection matrix of the stub, and $`P`$ and $`Q`$ are $`N\times M`$ and $`(MN)\times M`$ projection matrices, respectively, with $`P_{ij}=\delta _{i,j}𝟙`$, and $`Q_{ij}=\delta _{i+N,j}𝟙`$. (Here $`𝟙`$ is the $`2\times 2`$ unit matrix in spin space.) The area and width of the stub are chosen such that (i) the dwell time in the stub is much larger than the dwell time in the quantum dot and (ii) the time for ergodic exploration of the dot plus stub system is much shorter than the time for escape into one of the two leads. The first condition ensures that all dependence on Fermi energy, magnetic field, or spin-orbit scattering rate will be through the reflection matrix $`R`$, so that the matrix $`U`$ can be taken at a fixed reference energy $`\epsilon =0`$ and at zero magnetic field and spin-orbit scattering rate. Since scattering from the quantum dot is chaotic, this implies that elements of $`U`$ are proportional to the $`2\times 2`$ unit matrix in spin space $`𝟙`$ and that $`U`$ can be chosen from Dyson’s circular orthogonal ensemble of random matrix theory.Beenakker97  The second condition, which requires $`MN`$, ensures that electrons explore the phase space of the combined dot plus stub system ergodically before they exit to the leads, so that the distribution of the scattering matrix $`S`$ remains universal and is unaffected by the addition of the stub. Indeed, the parametric dependence of the scattering matrix described by the stub model has been shown to be the same as that described by the Hamiltonian approach of random-matrix theory.WavesRM

We take the reflection matrix $`R`$ of the form

$$R=\text{exp}\left[\frac{2\pi i}{M\mathrm{\Delta }}(\epsilon ^{})\right],$$
(14)
where $`\mathrm{\Delta }`$ is the mean level spacing of the closed dot and $`^{}`$ is an $`(MN)`$ dimensional matrix which describes the effect of the magnetic field and spin-orbit scattering,

$`^{}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }}{2\pi }}[i𝒳(x𝟙+𝕒_{}\sigma _\mathrm{𝟛})+𝕚𝕒(𝒜_\mathrm{𝟙}\sigma _\mathrm{𝟙}+𝒜_\mathrm{𝟚}\sigma _\mathrm{𝟚})`$ (15)
$`𝐛𝝈+b_{}_h\sigma _3)].`$
Here $`𝒳`$, $`𝒜_1`$ and $`𝒜_2`$ are real antisymmetric matrices, with $`\text{tr}𝒳𝒳^T=M^2`$ and $`\text{tr}𝒜_i𝒜_j^T=\delta _{ij}M^2`$, while $`_h`$ is a real symmetric matrix with $`\text{tr}_h^2=M^2`$. The dimensionless parameters $`x`$, $`a_{}`$ , $`a`$, $`b`$, and $`b_{}`$ correspond to the energy scales defined in Eq. (6) as

$`x^2`$ $`=`$ $`\pi \epsilon _B/\mathrm{\Delta },`$
$`a_{}^2`$ $`=`$ $`\pi \epsilon _{}^{\text{so}}/\mathrm{\Delta },`$
$`a^2`$ $`=`$ $`\pi \epsilon _{}^{\text{so}}/\mathrm{\Delta },`$ (16)
$`b`$ $`=`$ $`\pi \epsilon ^\mathrm{Z}/\mathrm{\Delta },`$
$`b_{}^2`$ $`=`$ $`\pi \epsilon _{}^\mathrm{Z}/\mathrm{\Delta }.`$
We define the corresponding quantities $`x^{}`$, $`b^{}`$, and $`b_{}^{}`$ when calculating a correlator between scattering matrix elements at different values $`𝐁`$ and $`𝐁^{}`$ of the magnetic field. For weak uniform spin-orbit scattering, one has the strong inequalities $`aa_{}`$, $`b_{}b`$.

To calculate the correlator (12), we expand $`S`$ in powers of $`U`$ using Eq. (13) and integrate $`U`$ over the space of unitary symmetric matrices using the diagrammatic technique of Ref. diagrams, . To leading order in $`1/M`$ and $`1/N`$ we can take the elements of $`U`$ to be Gaussian random variables with mean zero and with variance $`U_{ij}U_{kl}^{}=M^1\left(\delta _{ik}\delta _{jl}+\delta _{il}\delta _{jk}\right)`$. Then only ladder diagrams and maximally crossed diagrams contribute to the correlator Eq. (12). Summing the contributions from these two classes of diagrams yields

$`S_{kl;\mu \nu }^{}(\epsilon ,𝐁)S_{k^{}l^{};\mu ^{}\nu ^{}}^{}(\epsilon ^{},𝐁^{})`$ $`=`$ $`\delta _{kk^{}}\delta _{ll^{}}D_{\mu \nu ;\nu ^{}\mu ^{}}`$
$`+\delta _{kl^{}}\delta _{lk^{}}(𝒯C𝒯)_{\mu \nu ;\mu ^{}\nu ^{}},`$
where

$`D`$ $`=`$ $`(M𝟙𝟙\text{tr}^{}{}_{}{}^{})^1,`$
$`C`$ $`=`$ $`(M𝟙𝟙\text{tr}^{}{}_{}{}^{})^1.`$ (18)
Here $`R^{}`$ is given by Eq. (14), with $`x`$, $`b`$, $`b_{}`$ and $`\epsilon `$ replaced by $`x^{}`$, $`b^{}`$, $`b_{}^{}`$ and $`\epsilon ^{}`$, respectively. The superscript $``$ denotes the quaternion complex conjugate of $`R^{}`$, $`𝒯=𝟙\sigma _\mathrm{𝟚}`$, and the trace is taken over the channel indices only. The tensor multiplication in Eq. (18) has a reverse-order multiplication for the Pauli matrices in second place,

$$(\sigma _i\sigma _j)(\sigma _i^{}\sigma _j^{})=(\sigma _i\sigma _i^{})(\sigma _j^{}\sigma _j).$$
(19)
The two contributions $`C`$ and $`D`$ are the equivalents of cooperon and diffuson in the conventional diagrammatic perturbation theory.SimonsAltshuler  Taking the limit $`M\mathrm{}`$ and using Eq. (14) we find

$`D^1`$ $`=`$ $`N𝟙𝟙+{\displaystyle \frac{\mathrm{𝟚}\pi 𝕚(\epsilon \epsilon ^{})}{\mathbb{\Delta }}}𝟙𝟙`$ (20)
$`+{\displaystyle \frac{1}{2}}[(xx^{})𝟙𝟙+𝕒_{}(\sigma _\mathrm{𝟛}𝟙𝟙\sigma _\mathrm{𝟛})]^\mathrm{𝟚}`$
$`+{\displaystyle \frac{1}{2}}a^2(\sigma _1𝟙𝟙\sigma _\mathrm{𝟙})^\mathrm{𝟚}`$
$`+{\displaystyle \frac{1}{2}}a^2(\sigma _2𝟙𝟙\sigma _\mathrm{𝟚})^\mathrm{𝟚}`$
$`+i𝐛(𝝈𝟙𝟙𝝈)`$
$`+{\displaystyle \frac{1}{2}}(h\sigma _3𝟙𝕙^{}𝟙\sigma _\mathrm{𝟛})^\mathrm{𝟚}.`$
$`C^1`$ $`=`$ $`N𝟙𝟙+{\displaystyle \frac{\mathrm{𝟚}\pi 𝕚(\epsilon \epsilon ^{})}{\mathbb{\Delta }}}𝟙𝟙`$ (21)
$`+{\displaystyle \frac{1}{2}}[(x+x^{})𝟙𝟙+𝕒_{}(\sigma _\mathrm{𝟛}𝟙𝟙\sigma _\mathrm{𝟛})]^\mathrm{𝟚}`$
$`+{\displaystyle \frac{1}{2}}a^2(\sigma _1𝟙𝟙\sigma _\mathrm{𝟙})^\mathrm{𝟚}`$
$`+{\displaystyle \frac{1}{2}}a^2(\sigma _2𝟙𝟙\sigma _\mathrm{𝟚})^\mathrm{𝟚}`$
$`+i𝐛(𝝈𝟙+𝟙𝝈)`$
$`+{\displaystyle \frac{1}{2}}(h\sigma _3𝟙+𝕙^{}𝟙\sigma _\mathrm{𝟛})^\mathrm{𝟚}.`$
Setting $`x^{}=x`$, $`𝐛=𝐛^{}=b\widehat{e_1}`$ and $`b_{}^{}=b_{}`$, we find the average conductance,

$`G`$ $`=`$ $`{\displaystyle \frac{2e^2}{h}}{\displaystyle \frac{N_1N_2}{N_1+N_2}}+\delta G,`$ (22)
$`\delta G`$ $`=`$ $`{\displaystyle \frac{e^2}{h}}{\displaystyle \frac{N_1N_2}{N_1+N_2}}{\displaystyle \underset{\mu ,\nu }{}}\left(𝒯C𝒯\right)_{\mu \nu ;\mu \nu }`$ (23)
$`=`$ $`{\displaystyle \frac{e^2}{h}}{\displaystyle \frac{N_1N_2}{N_1+N_2}}({\displaystyle \frac{1}{4a^2+F_C}}`$
$`+{\displaystyle \frac{4b^2+G_C^2+2G_CF_C16a_{}^2x^2}{4G_Cb^2+G_C^2F_C16a_{}^2F_Cx^2}}),`$
where we abbreviated

$`F_C`$ $`=`$ $`N+2\left(x^2+b_{}^2\right)`$ (24)
$`G_C`$ $`=`$ $`N+2\left(x^2+a^2+a_{}^2\right).`$
The expression for the average conductance simplifies considerably when either the perpendicular magnetic field or the parallel magnetic field is zero. In the first case, $`b=b_{}=0`$, one finds

$`\delta G`$ $`=`$ $`{\displaystyle \frac{e^2}{h}}{\displaystyle \frac{N_1N_2}{N_1+N_2}}[{\displaystyle \frac{1}{N+2x^2}}{\displaystyle \frac{1}{4a^2+N+2x^2}}`$ (25)
$`{\displaystyle \underset{\pm }{}}{\displaystyle \frac{1}{2a^2+N+2(a_{}\pm x)^2}}].`$
This simple result can be understood recalling that the spin-orbit coupling term $`a_{}`$ acts as an effective perpendicular field with opposite sign for up and down spins. When the applied perpendicular field $`x`$ exactly cancels this effective field, i.e., when $`x=\pm a_{}`$, time-reversal symmetry is “restored” for one spin direction, leading to a weak localization-like correction to the conductance centered at $`x=\pm a_{}`$. A non-zero value of the spin-orbit coupling term $`a`$ leads to a weak antilocalization peak at $`x=0`$, while a finite parallel magnetic fields causes a weak-localization peak at zero perpendicular field, as is illustrated in Fig. 2b and a, respectively. Both a parallel magnetic field and the spin-orbit coupling term $`a`$ suppress the features at $`x=\pm a_{}`$. (The case $`aa_{}`$ is applicable when the spin-orbit coupling is not uniform, as discussed in the introduction.) Figure 2c shows an example for the dependence of the conductance $`G`$ on the perpendicular field in the crossover regime when all parameters ($`a_{}`$, $`a`$, and $`b`$) are important.

In the special case when the perpendicular magnetic field, $`x`$, is zero, we find

$`\delta G`$ $`=`$ $`{\displaystyle \frac{e^2}{h}}{\displaystyle \frac{N_1N_2}{N_1+N_2}}[{\displaystyle \frac{1}{N+2a^2+2a_{}^2}}`$ (26)
$`{\displaystyle \frac{2a^2+2a_{}^2b_{}^2}{4b^2+(N+2b_{}^2)(N+2a^2+2a_{}^2)}}`$
$`+{\displaystyle \frac{1}{N+4a^2+2b_{}^2}}].`$
In the case of uniform spin-orbit scattering, this may be further simplified using $`a^2a_{}^2`$ and $`b_{}^2b`$,AF

$`\delta G`$ $`=`$ $`{\displaystyle \frac{e^2}{h}}{\displaystyle \frac{N_1N_2}{N_1+N_2}}[{\displaystyle \frac{1}{2a_{}^2+N}}`$
$`{\displaystyle \frac{1}{4a^2+2b_{}^2+N}}+{\displaystyle \frac{a_{}^2}{4b^2+N^2+2Na_{}^2}}].`$
At finite temperatures, dephasing will lead to a further suppression of weak localization. Dephasing can be included in the theory presented here by the introduction of a fictitious voltage probe.BuettikerVoltage ; BM ; BB  This amounts to the replacement $`NN+\mathrm{}/\tau _\varphi \mathrm{\Delta }`$ in the final results (23)–(III), where $`\tau _\varphi `$ is the dephasing time and $`\mathrm{\Delta }`$ is the mean level spacing in the closed quantum dot.BCH

## IV Conductance fluctuations

Conductance fluctuations are described by the covariance of the conductance at two different values $`\epsilon `$ and $`\epsilon ^{}`$ of the Fermi energy and at two different magnetic fields $`𝐁`$ and $`𝐁^{}`$,

$`\text{cov}[G(\epsilon ,𝐁),G(\epsilon ^{},𝐁^{})]`$ $`=`$ $`G(\epsilon ,𝐁),G(\epsilon ^{},𝐁^{})`$
$`G(\epsilon ,𝐁)G(\epsilon ^{},𝐁^{}).`$
For this calculation, we need to know the average of a product of four scattering matrix elements. However, if the conductance is expressed in terms of the scattering matrix $`S`$ using Eq. (10), to leading order in $`1/N`$, the scattering matrix elements may be considered Gaussian random numbers, and the average of four scattering matrix elements can be factorized into products of pair averages of the form of Eq. (12).Argaman  One thus obtains

$`\text{cov}[G(\epsilon ,𝐁),G(\epsilon ^{},𝐁^{})]`$ $`=`$ $`\left({\displaystyle \frac{e^2}{h}}\right)^2\left({\displaystyle \frac{N_1N_2}{N_1+N_2}}\right)^2`$ (29)
$`\times \left(V_D+V_C\right),`$
where

$`V_D`$ $`=`$ $`{\displaystyle \underset{\mu ,\nu ,\mu ^{},\nu ^{}=\pm }{}}D_{\mu \nu ;\mu ^{}\nu ^{}}D_{\nu ^{}\mu ^{};\nu \mu }`$
$`=`$ $`{\displaystyle \frac{\mathrm{\Xi }_D}{|(b^2b^{}{}_{}{}^{2})^2+2K_D(4a^2bb^{}+(b^2+b^{}{}_{}{}^{2})L_D)+(L_D^24a^4)(K_D^24a_{}^2(xx^{})^2)|^2}},`$
$`V_C`$ $`=`$ $`{\displaystyle \underset{\mu ,\nu ,\mu ^{},\nu ^{}=\pm }{}}\left(𝒯C𝒯\right)_{\mu \nu ;\mu ^{}\nu ^{}}\left(𝒯C𝒯\right)_{\mu ^{}\nu ^{};\mu \nu }`$
$`=`$ $`{\displaystyle \frac{\mathrm{\Xi }_C}{|(b^2b^{}{}_{}{}^{2})^2+2K_C(4a^2bb^{}+(b^2+b^{}{}_{}{}^{2})L_C)+(L_C^24a^4)(K_C^24a_{}^2(x+x^{})^2)|^2}},`$
Here we abbreviated

$`\mathrm{\Xi }_D`$ $`=`$ $`2|K_D(4a^4L_D^2)+4a^2bb^{}L_D(b^2+b^{}{}_{}{}^{2})|^2+2|K_D(b^2+b^{}{}_{}{}^{2})+K_D^2L_D4a_{}^2L_D(xx^{})^2|^2`$
$`+8a_{}^2(xx^{})^2\left(\left(b+b^{}\right)^2+\left|L_D+2a^2\right|^2\right)\left(\left(bb^{}\right)^2+\left|L_D2a^2\right|^2\right)+8\left|K_Dbb^{}+a^2(K_D^24a_{}^2(xx^{})^2)\right|^2`$
$`+4|b(b^2b^{}{}_{}{}^{2})K_D(2a^2b^{}bL_D)|^2+4|b^{}(b^{}{}_{}{}^{2}b^2)K_D(2a^2bb^{}L_D)|^2+8|a^2(b^2+b^{}{}_{}{}^{2})bb^{}L_D|^2`$
$`\mathrm{\Xi }_C`$ $`=`$ $`2|K_C(4a^4L_C^2)4a^2bb^{}L_C(b^2+b^{}{}_{}{}^{2})|^2+2|K_C(b^2+b^{}{}_{}{}^{2})+K_C^2L_C4a_{}^2L_C(x+x^{})^2|^2`$
$`+8a_{}^2(x+x^{})^2\left(\left(bb^{}\right)^2+\left|L_C+2a^2\right|^2\right)\left(\left(b+b^{}\right)^2+\left|L_C2a^2\right|^2\right)+8\left|K_Cbb^{}+a^2(K_C^2+4a_{}^2(x+x^{})^2)\right|^2`$
$`+4|b(b^2b^{}{}_{}{}^{2})+K_C(2a^2b^{}+bL_C)|^2+4|b^{}(b^{}{}_{}{}^{2}b^2)+K_C(2a^2b+b^{}L_C)|^2+8|a^2(b^2+b^{}{}_{}{}^{2})+bb^{}L_C|^2`$
and

$`K_D`$ $`=`$ $`N+{\displaystyle \frac{2\pi i(\epsilon \epsilon ^{})}{\mathrm{\Delta }}}+{\displaystyle \frac{1}{2}}\left(xx^{}\right)^2+2\left(a^2+a_{}^2\right)+{\displaystyle \frac{1}{2}}\left(b_{}+b_{}^{}\right)^2,`$
$`L_D`$ $`=`$ $`N+{\displaystyle \frac{2\pi i(\epsilon \epsilon ^{})}{\mathrm{\Delta }}}+{\displaystyle \frac{1}{2}}\left(xx^{}\right)^2+2a^2+{\displaystyle \frac{1}{2}}\left(b_{}b_{}^{}\right)^2,`$
$`K_C`$ $`=`$ $`N+{\displaystyle \frac{2\pi i(\epsilon \epsilon ^{})}{\mathrm{\Delta }}}+{\displaystyle \frac{1}{2}}\left(x+x^{}\right)^2+2\left(a^2+a_{}^2\right)+{\displaystyle \frac{1}{2}}\left(b_{}b_{}^{}\right)^2,`$
$`L_C`$ $`=`$ $`N+{\displaystyle \frac{2\pi i(\epsilon \epsilon ^{})}{\mathrm{\Delta }}}+{\displaystyle \frac{1}{2}}\left(x+x^{}\right)^2+2a^2+{\displaystyle \frac{1}{2}}\left(b_{}+b_{}^{}\right)^2.`$
### IV.1 Variance

The variance of the conductance at zero temperature is obtained from Eq. (29) by setting $`\epsilon ^{}=\epsilon `$ and $`𝐁^{}=𝐁`$,

$`\text{var}G`$ $`=`$ $`{\displaystyle \frac{e^4}{h^2}}{\displaystyle \frac{N_1^2N_2^2}{(N_1+N_2)^2}}[{\displaystyle \frac{1}{N^2}}+{\displaystyle \frac{1}{G_D^2}}+{\displaystyle \frac{8b^2+G_D^2+(4a^2+N)^2}{(4a^2G_D+4b^2+G_DN)^2}}+{\displaystyle \frac{1}{(4a^2+F_C)^2}}`$ (32)
$`+{\displaystyle \frac{2F_C}{G_C(4b^2+G_CF_C)16a_{}^2F_Cx^2}}+{\displaystyle \frac{(4b^2+G_C^2+16a_{}^2x^2)^2+64a_{}^2x^2(F_C^2G_C^2)}{(G_C(4b^2+G_CF_C)16a_{}^2F_Cx^2)^2}}].`$
where $`F_C`$ and $`G_C`$ are given by Eq. (24), and

$$G_D=N+2\left(a^2+a_{}^2+b_{}^2\right).$$
(33)
Simplifications occur in the limits of zero parallel or perpendicular field, and for large perpendicular field. In the absence of a parallel field, $`b=b_{}=0`$, one finds the variance

$`\text{var}G`$ $`=`$ $`{\displaystyle \frac{e^4}{h^2}}{\displaystyle \frac{N_1^2N_2^2}{(N_1+N_2)^2}}[{\displaystyle \frac{1}{(2a^2+N+2(a_{}x)^2)^2}}+{\displaystyle \frac{1}{(N+2x^2)^2}}+{\displaystyle \frac{1}{(4a^2+N+2x^2)^2}}`$ (34)
$`+{\displaystyle \frac{1}{(2a^2+N+2(a_{}+x)^2)^2}}+{\displaystyle \frac{1}{N^2}}+{\displaystyle \frac{1}{(4a^2+N)^2}}+{\displaystyle \frac{2}{(2(a^2+a_{}^2)+N)^2}}],`$
while in the absence of a perpendicular magnetic field, $`x=0`$, one has

$`\text{var}G`$ $`=`$ $`{\displaystyle \frac{e^4}{h^2}}{\displaystyle \frac{N_1^2N_2^2}{(N_1+N_2)^2}}[{\displaystyle \frac{1}{N^2}}+{\displaystyle \frac{1}{(4a^2+2b_{}^2+N)^2}}+{\displaystyle \frac{2}{[2(a^2+a_{}^2+b_{}^2)+N]^2}}+{\displaystyle \frac{2}{4b^2+(4a^2+N)[2(a^2+a_{}^2)+N]}}`$ (35)
$`+{\displaystyle \frac{2}{4b^2+N(2(a^2+a_{}^2)+N)}}+{\displaystyle \frac{4(a^2+a_{}^2)^2}{\left(4b^2+N[2(a^2+a_{}^2)+N]\right)^2}}+{\displaystyle \frac{4(a^2a_{}^2)^2}{\left(4b^2+(4a^2+N)[2(a^2+a_{}^2)+N]\right)^2}}].`$
In the last equality we also used $`b_{}b^2`$. In the limit of large perpendicular field, $`x1`$, one has

$`\text{var}G`$ $`=`$ $`{\displaystyle \frac{e^4}{h^2}}{\displaystyle \frac{N_1^2N_2^2}{(N_1+N_2)^2}}[{\displaystyle \frac{1}{N^2}}+{\displaystyle \frac{2}{4b^2+(4a^2+N)\left[2(a^2+a_{}^2+b_{}^2)+N\right]}}`$ (36)
$`+{\displaystyle \frac{1}{\left[2(a^2+a_{}^2+b_{}^2)+N\right]^2}}+{\displaystyle \frac{4(a^2+a_{}^2+b_{}^2)^2}{\left(4b^2+(4a^2+N)\left[2(a^2+a_{}^2+b_{}^2)+N\right]\right)^2}}].`$
When both the perpendicular and the parallel field are large, i.e. $`x^2,ba_{}^2,a^2,b_{}^2,N`$ a particularly simple expression for the variance results

$`\text{var}G`$ $`=`$ $`{\displaystyle \frac{e^4}{h^2}}{\displaystyle \frac{N_1^2N_2^2}{(N_1+N_2)^2}}\left[{\displaystyle \frac{1}{N^2}}+{\displaystyle \frac{1}{\left(N+2a^2+2a_{}^2+2b_{}^2\right)^2}}\right].`$
The variance of the conductance in the presence of spin-orbit coupling is shown in Fig. 3, for three different parallel field strengths. An increase of the conductance fluctuations is observed around $`x=\pm a_{}`$. This feature is explained noting that at $`x=\pm a_{}`$ the perpendicular magnetic field exactly cancels the effective magnetic field due to the spin-orbit coupling term $`a_{}`$ for one spin direction, so that the effective Hamiltonian for that spin direction is real, not complex. A parallel field and the spin-orbit coupling term $`a`$ suppress this feature (data for $`a`$ not shown). Both effects also reduce the variance at zero perpendicular field by a factor of two.

At finite temperatures, both the effects of thermal smearing and dephasing need to be taken into account for a calculation of the variance of the conductance. Dephasing (with dephasing time $`\tau _\varphi `$) is incorporated in the results (29)–(IV.1) by the substitution $`NN+\mathrm{}/\tau _\varphi \mathrm{\Delta }`$. The effect of thermal smearing requires an integration over the energies $`\epsilon `$ and $`\epsilon ^{}`$,

$$\text{var}G\left(T\right)=𝑑\epsilon 𝑑\epsilon ^{}\frac{df}{d\epsilon }\frac{df}{d\epsilon ^{}}\text{cov}[G(\epsilon ),G(\epsilon ^{})],$$
(37)
where $`f`$ is the Fermi distribution function. The integrations over energy needs to be done by numerical methods in all but a few special cases. We refer to Ref. thesis,  for details. Equation (37) was used for a quantitative comparison of theory and experiment by Zumbühl *et al*.Zumbuehl

### IV.2 Symmetry with respect to perpendicular magnetic field inversion

The presence of spin-orbit coupling has interesting consequences for the symmetry of the conductance under reversal of the perpendicular field. Although, in general, the conductance does not change when the total magnetic field is reversed, $`bb`$, $`b_{}b_{}`$, and $`xx`$, the conductance need not be symmetric under reversal of the perpendicular component $`x`$ only. In order to study the symmetry of the conductance under reversal of the perpendicular component $`x`$ of the magnetic field, we consider the correlator

$$Q(x)=\frac{G(x)G(x)G(x)^2}{\text{var}G(x)}$$
(38)
for $`x^2N`$. Perfect symmetry under reversal of the perpendicular component of the magnetic field only implies $`Q(x)=1`$, while the absence of any correlations between $`G(x)`$ and $`G(x)`$ implies $`Q(x)=0`$.

Note that the invariance of the two-terminal conductance conductance under a complete reversal of the magnetic field implies that

$$G(x,b)G(x,b)=G(x,b)G(x,b),$$

so that $`Q`$ can also be defined as a correlator for conductances at opposite values of the parallel magnetic field, keeping the perpendicular field constant.

In the absence of an in-plane magnetic field, reversal of the perpendicular magnetic field component is the same as reversal of the total magnetic field, so that $`G`$ is trivially symmetric in $`x`$. In the absence of spin-orbit scattering, the sole effect of the parallel magnetic field is to lift spin degeneracy, and symmetry of $`G`$ follows from the fact that the conductance for each spin species is symmetric in $`x`$. In the presence of both spin-orbit scattering and an in-plane field, there is no general symmetry that requires that $`G`$ is symmetric under reversal $`B_3B_3`$, however the measure of observable asymmetry depends upon to what cross-over symmetry class the generated random matrix theory ensemble belongs.

Indeed, calculation of the correlator $`Q(x)`$ using our general result (29) for the covariance of the conductance shows that the symmetry of the conductance with respect to reversal of the perpendicular component of the magnetic field is destroyed when either $`b0`$ and $`a0`$, $`b_{}0`$ and $`a_{}0`$, or $`b_{}0`$ and $`a0`$. In the case $`a=0`$ and $`b_{}=0`$, the conductance remains symmetric in $`x`$, even if $`a_{}0`$ and $`b0`$. In that case, the effective Hamiltonian (4) still has the extra symmetry $`\sigma _1\stackrel{~}{}\sigma _1=\stackrel{~}{}`$, which ensures the symmetry with respect to the perpendicular magnetic field reversal.AF  Symmetry in the perpendicular component of the magnetic field is also preserved if the parallel magnetic field is so large that both $`b`$, $`b_{}0`$, but $`a_{}^2N`$ and $`a^2N`$, see Ref. AF,  for a symmetry argument. Figure 4 shows plots of $`Q(x)`$ for the two minimal cases $`a=0`$ or $`b_{}=0`$.

The general parameter dependence of $`Q(x)`$ for $`x^2N`$ can be obtained from Eq. (29). Simple expressions are found in the cases $`bN`$ and $`a_{}^2N`$, for which we have

$$Q=\frac{N^2}{\left(4a^2+2b_{}^2+N\right)^2},$$
(39)
and for $`bN`$, while still $`b_{}=0`$,

$`Q`$ $`=`$ $`1\left[1{\displaystyle \frac{N^2}{(4a^2+N)^2}}\right]`$
$`\times \left[1{\displaystyle \frac{N^2}{2\left[(a^2+a_{}^2)^2+(a^2+a_{}^2+N)^2\right]}}\right].`$
On the other hand, if $`bN`$ and $`b_{}N`$, the correlation function $`Q`$ is given by

$$Q=\frac{N^2}{\left(2a^2+2a_{}^2+N\right)^2},$$
(41)
confirming that $`G`$ remains a symmetric function of $`x`$ if $`b`$ and $`b_{}`$ are large but $`a`$ and $`a_{}`$ are not.

Experimentally, the component of the conductance fluctuations that is antisymmetric with respect to the reversal $`B_3B_3`$ in the presence of in-plane magnetic field can be used as a test to the strength of spin-orbit coupling, even if $`bN`$. This is because an alternative mechanism of time-reversal symmetry breaking by an in-plane magnetic field via the inter-subband mixingFJ  generates anti-symmetric conductance fluctuations in the third order in the field only, thus $`1Q(xN)B_{}^6`$. In contrast, the spin-orbit-coupling induced asymmetry, which can be analyzed by expanding $`Q(x)`$ with respect to $`b^2`$ and $`b_{}^2`$, has

$`Q`$ $`=`$ $`14[4a^2b^2(32a^4a_{}^4+24a^2a_{}^4N+6a_{}^4N^2+4a_{}^2N^3+N^4)`$ (42)
$`+a_{}^2b_{}^2(128a^6a_{}^4+96a^4a_{}^4N+24a^2a_{}^4N^2+4a_{}^4N^3+6a_{}^2N^4+3N^5)]`$
$`\times [N(4a^2+N)(2a_{}^2+N)(16a^4a_{}^4+8a^2a_{}^4N+2a_{}^4N^2+2a_{}^2N^3+N^4)]^1,`$
for the case of uniform spin-orbit coupling. In the limit of a dot with a large number of channels $`Na_{}^2`$ but still in the universal regime $`NE_{\mathrm{Th}}/\mathrm{\Delta }`$, this simplifies to

$$Q=116a^2b^2N^3.$$
(43)
Replacing the dimensionless spin-orbit coupling and magnetic field $`a_{}`$ and $`b_{}`$ by their dimensionful counterparts, one arrives at the result (9) advertised in the introduction.

### IV.3 Autocorrelation function and the “correlation echo”

Correlations between the conductance $`G`$ at different values of the perpendicular magnetic field $`x`$ are studied through the conductance autocorrelation function

$$\chi (x,x^{})=G(x)G(x^{})G(x)G(x^{}).$$
(44)
For large perpendicular fields, $`x^2,x^{}{}_{}{}^{2}N`$, the autocorrelator $`\chi (x,x^{})`$ depends on the difference $`(xx^{})`$ only. Since time-reversal symmetry is fully broken for such large magnetic fields, any features in the autocorrelator are signatures of the spin-orbit coupling.

For zero parallel field, $`b=b_{}=0`$, one finds from Eq. (29),

$`\chi (\xi )`$ $`=`$ $`\left({\displaystyle \frac{2e^2}{h}}{\displaystyle \frac{N_1N_2}{N_1+N_2}}\right)^2[{\displaystyle \frac{1}{(2N+8a^2+\xi ^2)^2}}`$ (45)
$`+{\displaystyle \frac{1}{(2N+\xi ^2)^2}}+{\displaystyle \frac{1}{(2N+4a^2+(2a_{}+\xi )^2)^2}}`$
$`+{\displaystyle \frac{1}{(2N+4a^2+(2a_{}+\xi )^2)^2}}],`$
where $`\xi =xx^{}`$.

A plot of $`\chi (xx^{})`$ for different values of $`a_{}`$ is shown in Fig. 5. Remarkably, the conductance autocorrelator shows an “echo” at $`|xx^{}|=2a_{}`$. This echo appears even for large values of $`a_{}`$, for which the conductance correlations have decayed for intermediate values of the magnetic-field difference, see Fig. 5a. The magnetic-field echo has the same origin as the reappearance of the weak localization and conductance fluctuations at finite values of the perpendicular magnetic field $`x`$: The spin-orbit term $`a_{}`$ acts as a homogeneous perpendicular field with a different direction for the up and down spins (defined with respect to the axis $`\widehat{𝐞}_3`$ perpendicular to the plane of the quantum well). In the presence of an external perpendicular magnetic field $`x`$, Up spins and down spins experience effective perpendicular magnetic fields $`x+a_{}`$ and $`xa_{}`$, respectively. If the magnetic field difference $`xx^{}`$ equals $`\pm 2a_{}`$, one spin species at field $`x`$ moves in the same effective perpendicular field as the other spin species at field $`x^{}`$. Hence, in the absence of a parallel field and a spin-orbit term $`a`$, the conductance has identical fluctuating contributions at $`x`$ and $`x^{}`$. However, only one spin species is involved in the “echo” — the autocorrelation function reaches only one half of the total variance of the conductance; the other spin species have uncorrelated contributions to the conductance at the external fields $`x`$ and $`x^{}`$. A magnetic field in the plane of the quantum well and the spin-orbit coupling term $`a`$ suppress the echo, since they cause scattering between the $`\pm \widehat{𝐞}_3`$ spin directions, see Figs. 5b and c.

## V Effect of a non-uniform SO coupling.

The expressions of the previous two sections are valid for arbitrary magnitudes of the dimensionless spin-orbit rates $`a_{}`$ and $`a`$. In the case of uniform spin-orbit coupling, one has the strong inequality $`aa_{}`$. In general, the spin-orbit coupling may be non-uniform throughout the quantum dot, e.g., as a result of a spatial modulation of the asymmetry of the quantum well or as a result of a modulation of the electron density (and therefore confining potential width) across the dot. The main effect of a non-uniformity of the spin-orbit coupling is an increase of $`a`$,BCH  thus promoting the crossover into the standard symplectic ensemble. In this section, we’ll give a quantitative estimate of this effect for a special choice of the non-uniformity. Another effect of a non-uniform spin-orbit coupling is a rescaling of $`a_{}`$, and will not be considered here.

Assuming that the non-uniformity of spin-orbit coupling affects only its strength without changing the generic form of the Hamiltonian, we describe its effect via coordinate dependent spin-orbit coupling lengths $`\lambda _{1,2}^1(𝐫)`$,

$``$ $`=`$ $`{\displaystyle \frac{1}{2m}}\left(𝐩e𝐀𝐚\right)^2,`$
$`𝐚`$ $`=`$ $`{\displaystyle \frac{\sigma _2}{2\lambda _1(𝐫)}}\widehat{𝐞_\mathrm{𝟏}}{\displaystyle \frac{\sigma _1}{2\lambda _2(𝐫)}}\widehat{𝐞_\mathrm{𝟐}}.`$ (46)
In the case that

$$\beta =\times 𝐚=\frac{\sigma _2}{2}_{x_2}\lambda _1^1(𝐫)+\frac{\sigma _1}{2}_{x_1}\lambda _2^1(𝐫)0,$$

it is not possible to eliminate the spin-orbit coupling from the Hamiltonian in the first order in spin-orbit coupling constant by a unitary transformation. Qualitatively, this explains why the spatial variation of the spin-orbit coupling length gives rise of a term with the symmetry of $`𝐚_{}`$. For a quantitative estimate of how much the spatial variations of $`\lambda _{1,2}`$ contribute to the energy scale $`\epsilon _{}`$, we note that it is still possible to find a transformation $`U`$ such that the resulting non-Abelian vector potential in a locally rotated spin frame,

$$\stackrel{~}{𝐚}=iU^{}UU^{}𝐚U,$$
(47)
would satisfy the conditions

$$\stackrel{~}{𝐚}=0$$
(48)
in the interior of the quantum dot and $`\widehat{𝐧}\stackrel{~}{𝐚}=0`$, on the dot boundary, where $`\widehat{𝐧}`$ is the unit vector normal to the dot’s boundary, at least, in the lowest order in SO coupling. Such conditions would enable one to satisfy boundary conditions for Cooperon and diffuson propagators from diagrammatic perturbation theory, which is needed in order to make the zero-dimensional approximation necessary for the use of random matrix theory. This program is carried out in the appendix for a circular quantum dot with a special choice of the coordinate dependence of the spin-orbit coupling lengths $`\lambda _{1,2}`$.

Here, as an example, we consider here the case where the spin-orbit coupling is stronger in the center of a quantum dot (where density is higher and the well is narrower) than at the edges (where density is lower and the well is broader),

$$\frac{1}{\lambda _{1,2}}=\frac{1}{\lambda ^\mathrm{c}}\frac{\left(r/L\right)^2}{\lambda ^\mathrm{f}},$$
(49)
where $`L`$ is the typical size of the dot, without making a restriction of the size of the dot. We perform a unitary transformation

$$U=\mathrm{exp}\left(i\frac{x_1\sigma _2x_2\sigma _1}{2\lambda ^\mathrm{c}}\left[1\frac{\lambda ^\mathrm{c}}{3\lambda ^\mathrm{f}}\left(\frac{r}{L}\right)^2\right]\right),$$
(50)
which rotates to a local spin reference axis. With this transformation, the matrix vector $`\stackrel{~}{𝐚}`$ becomes, to lowest order in the inverse spin-orbit coupling length,

$`\stackrel{~}{𝐚}`$ $`=`$ $`iU^{}U𝐚+𝒪(\lambda ^2)`$ (51)
$`=`$ $`{\displaystyle \frac{x_1\sigma _1+x_2\sigma _2}{3\lambda ^\mathrm{f}L^2}}\left[\widehat{𝐞}_3\times 𝐫\right].`$
We conclude that (a) the spin relaxation and the crossover into symplectic ensemble start, indeed, in the lowest order in the non-uniform part of the spin-orbit coupling and (b) for the non-uniform coupling (49), the functional form of the perturbation after transformation is equal to that of the term $`𝐚_{}`$ in Eq. (4). The latter observation allows us to express the contribution of the non-uniformity to the energy scale $`\epsilon _{}`$ as

$$\epsilon _{}=\frac{1}{4}\kappa ^{}\kappa E_{\mathrm{Th}}\left(\frac{L^2}{4\lambda ^{\mathrm{f2}}}\right),$$
(52)
where the geometry-dependent coefficients $`\kappa `$ and $`\kappa ^{}`$ are the same as those defined for the spatially homogeneous spin-orbit coupling in Eq. (6).

## VI Conclusions

In this paper we calculated the average and the fluctuations of the conductance of a chaotic quantum dot in the presence of Bychkov-Rashba and (linear) Dresselhaus spin-orbit coupling and a magnetic field and studied the symmetry of the conductance under reversal of the perpendicular component of the magnetic field. The calculations were done to leading order in $`1/N`$, where $`N=N_1+N_2`$ is the total number of open channels in the leads connecting the quantum dot to the reservoirs. After a unitary transformation, the spin-orbit term in the Hamiltonian and the Zeeman coupling to the external magnetic field are transformed into four terms that all have different symmetries.AF  The corresponding energy scales are the conventional Zeeman energy $`\epsilon ^\mathrm{Z}=\mu _BgB`$ and three energy scales that depend on the spin-orbit coupling: two spin-orbit scales $`\epsilon _{}^{\mathrm{so}}`$ and $`\epsilon _{}^{\mathrm{so}}`$, and the second Zeeman energy scale $`\epsilon _{}^\mathrm{Z}`$. With the help of the theory presented here, the energy scales $`\epsilon _{}^{\mathrm{so}}`$, $`\epsilon _{}^{\mathrm{so}}`$, and $`\epsilon _{}^\mathrm{Z}`$ can be obtained from a measurement of the conductance autocorrelation function of the quantum dot.

Our results provide several routes to a direct measurement of the product of the spin-orbit coupling lengths $`\lambda _1`$ and $`\lambda _2`$. The product $`\lambda _1\lambda _2`$ can be found from a “magnetic-field echo” in the conductance fluctuations as a function of the perpendicular magnetic field. The magnetic-field echo appears at the magnetic-field difference

$$\mathrm{\Delta }B=\frac{\mathrm{}}{e\lambda _1\lambda _1}.$$
(53)
The same magnetic-field scale splits the weak-localization peak in the absence of a parallel magnetic field. The ratio $`\lambda _1/\lambda _2`$ can be found from a measurement of the energy scale $`\epsilon _{}^\mathrm{Z}`$ in a roughly circular quantum dot. In this case, $`(\lambda _2/\lambda _1)^2`$ is equal to the ratio of the energy scales $`\epsilon _{}^\mathrm{Z}`$ for the in-plane magnetic field in the crystallographic directions $`\widehat{e}_1=[110]`$ and $`\widehat{e}_2=[1\overline{1}0]`$. Measurement of $`\epsilon _{}^{\mathrm{so}}`$ is less suitable to determine $`\lambda _1/\lambda _2`$, as it may be affected by non-uniformities in the spin-orbit scattering rate.

The theory presented here has been used for the interpretation of measurements of the conductance of quantum dots in GaAs/GaAlAs heterostructures with spin-orbit coupling as a function of parallel and perpendicular components of the magnetic field by Zumbühl et al.Zumbuehl  The quantum dots used in the experiments of Ref. Zumbuehl,  were built of the same material, but they varied in size, ranging from $`L/\lambda =0.27`$ to $`0.64`$. Here $`\lambda =(\lambda _1\lambda _2)^{1/2}`$ is the geometric average of the spin-orbit lengths $`\lambda _1`$ and $`\lambda _2`$. Whereas the conductance of smaller dots had a minimum at zero perpendicular magnetic field, the conductance of larger dots had a (local) maximum at zero magnetic field. From a fit to our expression for the average conductance at zero parallel field, Eq. (23), values for the experimentally unknown parameters $`\lambda =4.4\mu \mathrm{m}`$, the decoherence time $`\tau _\varphi `$ and a geometrical factor, see Eqs. (6), were extracted. Measurement of the average conductance in the presence of a magnetic field parallel to the plane of the two-dimensional electron gas was in good agreement with our Eq. (23), without additional fit parameters and up to a parallel field of about 0.3 T.Zumbuehl  Upon inclusion of the effects of time-reversal symmetry breaking by a strong parallel field due to the finite extent of the electron wavefunction across the heterostructure,FJ  the authors of Ref. Zumbuehl,  could extend the agreement between theory and experiment is extended to even higher magnetic fields.

###### Acknowledgements.

We thank Igor Aleiner, Boris Altshuler, Bertrand Halperin, Charles Marcus, Jeffrey Miller, Yuli Nazarov, and Dominik Zumbühl for important discussions. This work was supported by NSF under grant no. PHY 0117795 (JC), by the NSF under grant no. DMR 0086509 and by the Packard foundation (PWB), and by EPSRC and NATO CLG (VF).

## Appendix A Geometry-dependent coefficients for a circular quantum dot

In this appendix, we calculate

$`𝒟_{\mu _1\nu _1;\mu _2\nu _2}(𝐫_1,𝐫_2)`$ $`=`$ $`G_{\mu _1\nu _1}^\mathrm{R}(𝐫_1,𝐫_2)(E,B)`$ (54)
$`\times G_{\mu _2\nu _2}^\mathrm{A}(𝐫_1,𝐫_2)(E^{},B^{})`$
for a disordered circular quantum dot with spin-orbit scattering. Here $`G^\mathrm{R}`$ and $`G^\mathrm{A}`$ are the retarded and advanced Green functions (inverses of $`\epsilon `$ for $`\epsilon `$ just above and just below the real axis, respectively), respectively, and the indices $`\mu _1`$, $`\mu _2`$, $`\nu _1`$, and $`\nu _2`$ refer to the electron spin. Comparison of our result with the random matrix theory of Sec. III allows us to find the geometry-dependent coefficients $`\kappa `$, $`\kappa ^{}`$, and $`\kappa ^{\prime \prime }`$ of Eqs. (6).

In a closed dot of volume $`V`$ and with diffusive dynamics, the diffuson $`𝒟(𝐫{}_{1}{}^{},𝐫_2)`$ obeys the equation

$$(i\mathrm{}\omega +\mathrm{\Pi })𝒟(𝐫{}_{1}{}^{},𝐫_2)=\frac{2\pi }{V\mathrm{\Delta }}\delta (𝐫_1𝐫_2)𝟙𝟙,$$
(55)
where $`\mathrm{}\omega =\epsilon ^{}\epsilon `$ and the differential operator $`\mathrm{\Pi }`$ is given by

$`\mathrm{\Pi }`$ $`=`$ $`(D/\mathrm{})(i\mathrm{}_{𝐫_1}+𝐚𝟙𝟙𝐚^{})^\mathrm{𝟚}`$ (56)
$`+ih_\mathrm{Z}𝟙𝕚𝟙𝕙_\mathrm{Z}^{}.`$
Here $`D=v_Fl/2`$ is the diffusion coefficient in the quantum dot, the matrix vector potentials $`𝐚`$ and $`𝐚^{}`$ are the sum of a spin-independent contribution from the perpendicular magnetic field and a spin-dependent contribution from the Bychkov-Rashba and Dresselhaus spin-orbit coupling,

$`𝐚`$ $`=`$ $`\left({\displaystyle \frac{eB_3y}{2c}}{\displaystyle \frac{\mathrm{}}{2\lambda _1}}\sigma _2\right)\widehat{𝐞}_1\left({\displaystyle \frac{eB_3x}{2c}}{\displaystyle \frac{\mathrm{}}{2\lambda _2}}\sigma _1\right)\widehat{𝐞}_2,`$
$`𝐚^{}`$ $`=`$ $`\left({\displaystyle \frac{eB_3^{}y}{2c}}{\displaystyle \frac{\mathrm{}}{2\lambda _1}}\sigma _2\right)\widehat{𝐞}_1\left({\displaystyle \frac{eB_3^{}x}{2c}}{\displaystyle \frac{\mathrm{}}{2\lambda _2}}\sigma _1\right)\widehat{𝐞}_2,`$
while $`h_\mathrm{Z}`$ and $`h_\mathrm{Z}^{}`$ represent the Zeeman coupling to the magnetic field,

$$h_\mathrm{Z}=\frac{1}{2}\mu _Bg𝐁𝝈,h_\mathrm{Z}^{}=\frac{1}{2}\mu _Bg𝐁^{}𝝈.$$

Equation (55) is supplemented with the boundary condition

$$\widehat{n}(i\mathrm{}_{𝐫_1}+𝐚𝟙𝟙𝐚^{})𝒟(𝐫{}_{\mathrm{𝟙}}{}^{},𝐫_\mathrm{𝟚})=\mathrm{𝟘}$$
(58)
at the sample boundary, where $`\widehat{n}`$ is the unit vector normal to the boundary.

To find $`𝒟`$, we shift to the basis of eigenfunctions of the diffusion equation (i.e., eigenfunctions of $`\mathrm{\Pi }`$ in the absence of spin-orbit scattering and a magnetic field) and calculate the matrix elements of $`\mathrm{\Pi }`$ in that basis. For this procedure to work, it is important that the matrix vector potentials $`𝐚`$ and $`𝐚^{}`$ do not change the Von Neumann boundary conditions (58), i.e., that

$$\widehat{𝐧}𝐚=\widehat{𝐧}𝐚^{}=0$$
(59)
at the boundary of the quantum dot. This requirement ensures that the eigenfunctions of the diffusion equation with Von Neumann boundary conditions can be used to construct the diffuson $`𝒟`$. In order to fix the gauge, we also require that

$$𝐚=𝐚^{}=0$$
(60)
in the interior of the dot (London gauge).

As discussed in Ref. AF,  and in the introduction of this paper, the requirements (59) and (60) are realized by performing a suitable unitary transformation $`U`$ to the Hamiltonian, $`U^{}U`$. For Eq. (55), such a unitary transformation implies

$`𝒟`$ $``$ $`(U^{}U)𝒟(UU^{}),`$ (61)
$`\mathrm{\Pi }`$ $``$ $`(U^{}U)\mathrm{\Pi }(UU^{}).`$ (62)
We’ll now perform an explicit calculation for the case of a circular quantum dot of radius $`L`$, the origin of our coordinate system being chosen at the center of the dot. In polar coordinates $`x_1=r\mathrm{cos}\varphi `$, $`x_2=r\mathrm{sin}\varphi `$, the tensor eigenfunctions of the diffusion equation are of the form

$`f_{n0}^{ij}(r,\varphi )`$ $`=`$ $`c_{n0}J_0(rx_{n0}/L)\sigma _i\sigma _j,`$
$`f_{nm}^{ij}(r,\varphi )`$ $`=`$ $`c_{nm}J_m(rx_{nm}/L)\mathrm{cos}(m\varphi )\sigma _i\sigma _j,`$
$`g_{nm}^{ij}(r,\varphi )`$ $`=`$ $`c_{nm}J_m(rx_{nm}/L)\mathrm{sin}(m\varphi )\sigma _i\sigma _j,`$ (63)
where $`i,j=0,1,2,3`$, $`m=1,2,\mathrm{}`$, $`x_{nm}`$, $`n=1,2,\mathrm{}`$, is the $`n`$th positive root of $`J_m^{}(x)=0`$, and we used the notation $`\sigma _0=𝟙`$. The corresponding eigenvalues are

$$\lambda _{nm}=D\mathrm{}(x_{nm}/L)^2$$
(64)
and the normalization constants are

$$c_{nm}^2=\frac{1}{2}\pi L^2(J_m(x_{nm})^2J_{m+1}(x_{nm})^2)(1+\delta _{m0}).$$
(65)
The smallest eigenvalue is found for $`n=m=0`$, $`\lambda _{00}=0`$; all other eigenvalues are larger than the Thouless energy $`E_{\mathrm{Th}}=D\mathrm{}/L^2`$.

For a circular quantum dot, the magnetic-field contribution to the matrix vector potential of Eq. (56) already satisfies the requirements (59) and (60). For the spin-orbit contribution we use the transformation

$`U`$ $`=`$ $`\mathrm{exp}[i{\displaystyle \frac{x_1\sigma _2}{2\lambda _1}}i{\displaystyle \frac{x_2\sigma _1}{2\lambda _2}}`$
$`i{\displaystyle \frac{(x_1^2+x_2^23L^2)}{48\lambda _1\lambda _2}}({\displaystyle \frac{x_2\sigma _1}{\lambda _1}}{\displaystyle \frac{x_1\sigma _2}{\lambda _2}})],`$
which fulfills the requirements (59) and (60) to leading order in $`L/\lambda `$. \[Note: although the transformation of Eq. (2) is sufficient to satisfy the requirements to order $`L/\lambda `$, the remaining term $`a_{}`$ of Eq. (4) does not obey Eq. (60).\]

With this transformation, the matrix vector potential $`𝐚`$ and the Zeeman term $`h_\mathrm{Z}`$ change to

$`𝐚`$ $``$ $`\widehat{𝐞}_1[{\displaystyle \frac{eB_3x_2}{2c}}+{\displaystyle \frac{\mathrm{}x_2\sigma _3}{4\lambda _1\lambda _2}}`$
$`+{\displaystyle \frac{\mathrm{}}{16\lambda _1\lambda _2}}({\displaystyle \frac{2x_1x_2\sigma _1}{\lambda _1}}+{\displaystyle \frac{(3x_2^2+x_1^2L^2)\sigma _2}{\lambda _2}})]`$
$`\widehat{e}_2[{\displaystyle \frac{eB_3x_1}{2c}}+{\displaystyle \frac{\mathrm{}x_1\sigma _3}{4\lambda _1\lambda _2}}`$
$`+{\displaystyle \frac{\mathrm{}}{16\lambda _1\lambda _2}}({\displaystyle \frac{2x_1x_2\sigma _2}{\lambda _2}}+{\displaystyle \frac{(3x_1^2+x_2^2L^2)\sigma _1}{\lambda _1}})],`$
$`h_\mathrm{Z}`$ $``$ $`{\displaystyle \frac{1}{2}}\mu _Bg𝐁𝝈{\displaystyle \frac{1}{2}}\sigma _3\mu _Bg\left({\displaystyle \frac{B_1x_1}{\lambda _1}}+{\displaystyle \frac{B_2x_2}{\lambda _2}}\right),`$ (67)
with similar changes for $`𝐚^{}`$ and $`h_\mathrm{Z}^{}`$.

As long as all relevant energy scales are much smaller than $`E_{\mathrm{Th}}`$, it is sufficient to know the action of $`\mathrm{\Pi }`$ on the 16 eigenfunctions at $`f_{00}^{ij}`$ at $`n=m=0`$. In tensor notation, this action is

$`\mathrm{\Pi }`$ $`=`$ $`{\displaystyle \frac{D\mathrm{}}{2L^2}}\left({\displaystyle \frac{e}{ch}}(\mathrm{\Phi }\mathrm{\Phi }^{})𝟙𝟙+{\displaystyle \frac{𝕃^\mathrm{𝟚}}{\mathrm{𝟜}\lambda ^\mathrm{𝟚}}}(\sigma _\mathrm{𝟛}𝟙𝟙\sigma _\mathrm{𝟛})\right)^2`$ (68)
$`+{\displaystyle \frac{D\mathrm{}L^6}{96\lambda ^4}}\left({\displaystyle \frac{\sigma _1𝟙𝟙\sigma _\mathrm{𝟙}}{2\lambda _1}}\right)^2+{\displaystyle \frac{D\mathrm{}L^6}{96\lambda ^4}}\left({\displaystyle \frac{\sigma _2𝟙𝟙\sigma _\mathrm{𝟚}}{2\lambda _2}}\right)^2`$
$`+i{\displaystyle \frac{\mu _Bg𝐁}{2}}(𝝈𝟙𝟙𝝈)+{\displaystyle \frac{\mu _𝔹^\mathrm{𝟚}𝕘^\mathrm{𝟚}𝕃^\mathrm{𝟜}}{𝔻\mathrm{}}}\kappa _𝕙\left({\displaystyle \frac{𝔹_\mathrm{𝟙}^\mathrm{𝟚}}{\lambda _\mathrm{𝟙}^\mathrm{𝟚}}}+{\displaystyle \frac{𝔹_\mathrm{𝟚}^\mathrm{𝟚}}{\lambda _\mathrm{𝟚}^\mathrm{𝟚}}}\right)(𝟙\sigma _\mathrm{𝟛}\sigma _\mathrm{𝟛}𝟙)^\mathrm{𝟚}.`$
where $`\mathrm{\Phi }=B_3\pi L^2`$ is the magnetic flux through the quantum dot and

$$\kappa _h=\frac{1}{2}\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{x_{1n}^4(x_{1n}^21)}0.0182$$

is a numerical constant. Confining ourselves to the case $`\lambda =\lambda _1=\lambda _2`$ and comparing this result to Eq. (20), we can make the identifications

$`x^2`$ $`=`$ $`\left({\displaystyle \frac{e\mathrm{\Phi }}{ch}}\right)^2{\displaystyle \frac{\mathrm{}v_Fl\pi }{L^2\mathrm{\Delta }}},`$ (69)
$`a_{}^2`$ $`=`$ $`\left({\displaystyle \frac{L^2}{4\lambda ^2}}\right)^2{\displaystyle \frac{\mathrm{}v_Fl\pi }{L^2\mathrm{\Delta }}},`$ (70)
$`a^2`$ $`=`$ $`\left({\displaystyle \frac{L^2}{4\lambda ^2}}\right)^3{\displaystyle \frac{v_Fl\pi }{3L^2\mathrm{\Delta }}},`$ (71)
$`b`$ $`=`$ $`{\displaystyle \frac{\mu _Bg\pi B}{\mathrm{\Delta }}},`$ (72)
$`b_{}`$ $``$ $`1.83{\displaystyle \frac{L^2}{\mathrm{}v_Fl\mathrm{\Delta }}}(\mu _BBg)^2\left({\displaystyle \frac{L^2}{4\lambda ^2}}\right).`$ (73)
For the geometry-dependent constants $`\kappa `$, $`\kappa ^{}`$, and $`\kappa ^{\prime \prime }`$ in Eq. (6), this implies $`\kappa =2`$, $`\kappa ^{}=1/3`$ and $`\kappa ^{\prime \prime }0.292`$.

If the spin-orbit coupling is not uniform throughout the quantum dot, see Sec. V, the above estimates for $`a_{}`$ and $`a`$ and the corresponding energy scales $`\epsilon _{}^{\mathrm{so}}`$ and $`\epsilon _{}^{\mathrm{so}}`$ need to be revisited. Here we consider the example of Eq. (49), $`\lambda _{1,2}^1(𝐫)=\lambda _\mathrm{c}^1+(r^2/L^2\lambda ^\mathrm{f})`$, and construct the unitary transformation $`U`$ that ensures that the conditions (59) and (60) are satisfied to lowest order in $`1/\lambda _f`$,

$`U`$ $`=`$ $`\mathrm{exp}[i{\displaystyle \frac{x_1\sigma _2}{2\lambda _1^\mathrm{c}}}i{\displaystyle \frac{x_2\sigma _1}{2\lambda _2^\mathrm{c}}}`$
$`+ix_1\sigma _2{\displaystyle \frac{(x_1^2+x_2^2+L^2)}{8L^2\lambda _1^\mathrm{f}}}`$
$`ix_2\sigma _1{\displaystyle \frac{(x_1^2+x_2^2+L^2)}{8L^2\lambda _2^\mathrm{f}}}].`$
With this transformation, the matrix vector $`𝐚`$ is mapped to

$`𝐚`$ $``$ $`\widehat{𝐞}_\mathrm{𝟏}[{\displaystyle \frac{eB_3x_2}{2c}}+{\displaystyle \frac{\mathrm{}x_2\sigma _3}{4\lambda _1^\mathrm{c}\lambda _2^\mathrm{c}}}`$
$`{\displaystyle \frac{\mathrm{}}{8L^2}}({\displaystyle \frac{2x_1x_2\sigma _1}{\lambda _2^\mathrm{f}}}+{\displaystyle \frac{(3x_2^2+x_1^2L^2)\sigma _2}{\lambda _1^\mathrm{f}}})]`$
$`\widehat{𝐞}_\mathrm{𝟐}[{\displaystyle \frac{eB_3x_1}{2c}}+{\displaystyle \frac{\mathrm{}x_1\sigma _3}{4\lambda _1^\mathrm{c}\lambda _2^\mathrm{c}}}`$
$`{\displaystyle \frac{\mathrm{}}{8L^2}}({\displaystyle \frac{2x_1x_2\sigma _2}{\lambda _1^\mathrm{f}}}+{\displaystyle \frac{(3x_1^2+x_2^2L^2)\sigma _1}{\lambda _2^\mathrm{f}}})].`$
Comparing Eqs. (LABEL:eq:anonunif) and (67), we immediately conclude that with a non-uniform spin-orbit scattering strength of the form (49) with $`\lambda ^\mathrm{f}=\lambda _1^\mathrm{f}=\lambda _2^\mathrm{f}`$ one should make the identification

$$a^2=\left(\frac{L^2}{4(\lambda ^\mathrm{f})^2}\right)\frac{v_Fl\pi }{12L^2\mathrm{\Delta }}.$$
(76)
In terms of the energy scale $`\epsilon _{}^{\mathrm{so}}`$, this implies

$$\epsilon _{}^{\mathrm{so}}=\frac{1}{6}E_{\mathrm{Th}}\left(\frac{L^2}{4(\lambda ^\mathrm{f})^2}\right),$$
(77)
in agreement with the general relation (52).


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# Noise sensitivity of sub- and supercritically bifurcating patterns with group velocities close to the convective-absolute instability

## I Introduction

The formation of macroscopic structures CH93  in systems that are driven out of thermal equilibrium by an externally imposed generalized stress are usually investigated by deterministic field equations. However, under specific circumstances the influence of external deterministic or stochastic perturbations and of internal thermal noise on the pattern formation process should be taken into account to achieve a more realistic and quantitative description of experiments. One prominent example are the so-called noise sustained structures D85 ; BAC ; Steinberg ; MLK92 ; SR92 ; LR93 ; SBH94 ; Deissler94 ; NWS96 ; LS97 ; T97 ; SCMW97 ; CWS99  in the convectively unstable parameter regime BersBriggs ; Huerre  in, e.g., the Taylor-Couette BAC ; Steinberg ; LR93 ; SBH94 ; Deissler94 , the Rayleigh-Bénard MLK92 ; SR92 ; T97  system, or nonlinear optics SCMW97 . Further examples are certain open-flow instabilities , e.g., in wakes and jets that are reviewed in Huerre .

The noise sustained structures D85 ; BAC ; Steinberg ; MLK92 ; SR92 ; LR93 ; SBH94 ; Deissler94 ; NWS96 ; LS97 ; T97 ; SCMW97 ; CWS99  arise when an externally imposed through-flow or an internally generated group velocity $`v`$ is large enough to ”blow” the pattern out of the system according to the deterministic field equations. In this driving regime one observes in experiments BAC ; Steinberg ; SR92 ; T97 ; SCMW97  structures that are sustained by sources that generate perturbations in the band of modes that are amplified according to the supercritical deterministic growth dynamics in downstream direction sufficiently far away from the inlet.

The criterion BersBriggs ; Huerre  at which $`v`$ the pattern is blown out of the system under deterministic laws which gave the threshold for the appearance of the noise sustained, supercritically bifurcating patterns in the above described experiments is a linear one. It was nonlinearly extended by Chomaz Chomaz92  to the question of the propagation direction of nonlinear deterministic fronts in infinite systems that connect the unstructured state to the finite-amplitude structured one.

Here we study and compare the noise sensitivity of pattern forming systems in which the above described fronts are linear or nonlinear ones. To that end we investigate the cubic Ginzburg-Landau amplitude equation (GLE) for a supercritical forwards bifurcation and the quintic GLE for a subcritical inverted bifurcation, respectively, in one spatial dimension.

We solve the GLE with additive stochastic forcing numerically. Our systems are finite but sufficiently long to allow the establishment of a statistically stationary large-amplitude bulk part – provided the latter is possible with the boundary condition of vanishing amplitude at the ends. We focus our attention to parameters in the vicinity of the convective-absolute threshold at which the fronts of the deterministic GLE cease to propagate. And we investigate in particular the statistical dynamics of phase and amplitude fluctuations in the front region.

## II SYSTEM

We consider the stochastic, 1D Ginzburg-Landau equation

$$(_t+v_x)A=(\mu +_x^2+g_3|A|^2+g_5|A|^4)A+\sigma \eta $$
(1)
for the complex amplitude

$$A=\mathrm{}A+\mathrm{i}\mathrm{}A=Re^{\mathrm{i}\mathrm{\Phi }}$$
(2)
depending on $`x,t`$. Here $`\mathrm{}(\mathrm{})`$ denotes the real (imaginary) part and $`R=|A|`$ is the modulus and $`\mathrm{\Phi }`$ the phase of $`A`$. The coefficients in (1) are taken as real for simplicity. We checked however that taking into account the (small) imaginary parts, that appear e.g. in the case of transverse Rayleigh-Bénard convection rolls propagating downstream in a small externally imposed lateral through-flow MLK92  or in the case of downstream propagating Taylor vortices BAC ; RLM93  does not change the major findings presented in this paper significantly. We consider the group- or mean flow velocity $`v0`$ in positive $`x`$-direction and the linear growth rate $`\mu `$ of $`A`$ as control parameters.

We investigate two fixed combinations of the nonlinear coefficients ($`g_3,g_5`$) that we refer to in this paper as follows

$`g_3=1,g_5=\mathrm{\hspace{0.33em}0}`$ $`:`$ cubic GLE (3a)
$`g_3=\mathrm{\hspace{0.33em}1},g_5=1`$ $`:`$ $`\text{quintic GLE}.`$ (3b)
The quantity $`\sigma `$ in (1) measures the real strength of the complex stochastic force

$$\eta (x,t)=\mathrm{}\eta (x,t)+\mathrm{i}\mathrm{}\eta (x,t)$$
(4)
with statistically independent real and imaginary parts $`\mathrm{}\eta `$ and $`\mathrm{}\eta `$, respectively. Both are Gaussian distributed with zero mean and $`\delta `$-correlated such that

$$<\eta (x_1,t_1)[\eta (x_2,t_2)]^{}>=\mathrm{\hspace{0.33em}2}\delta (x_1x_2)\delta (t_1t_2).$$
(5)
### II.1 Unforced homogeneous solution

We are interested in the effect of small additive noise on the spatio-temporal structure formation in large but finite or semiinfinite systems. Nevertheless it is useful to briefly recall first the properties of the most simple solutions of the unforced GLE in an infinite system. This shows what one might expect to see in the bulk of a very large system far away from the boundaries — ignoring for the moment questions related to boundary induced pattern selection processes.

The GLE (1) shows for $`\sigma `$=0 a continuous family of traveling wave (TW) solutions

$$A(x,t)=Re^{iq(xvt)}$$
(6)
with constant wave number $`q`$, frequency $`\mathrm{\Omega }=qv`$, and modulus $`R`$ given by

$$\mu q^2+g_3R^2+g_5R^4=0.$$
(7)
This TW solution family bifurcates at the marginal stability curve, $`\mu =q^2`$, of the $`A`$=0 solution out of the latter while the former becomes unstable there. The critical values are $`\mu _c=q_c=\mathrm{\Omega }_c`$=0. The bifurcation is nonhysteretic and forwards in the cubic case

$$R^2=\mu q^2$$
(8)
and hysteretic, backwards in the quintic case

$$R^2=\frac{1}{2}\pm \sqrt{\mu q^2+\frac{1}{4}}.$$
(9)
Here the lower sign refers to the lower unstable TW solution branch that exists for $`\frac{1}{4}\mu q^20`$. The upper TW solution branch identified by the + sign in Eq. (9) exists beyond the saddle-node bifurcation value $`\mu =q^2\frac{1}{4}`$. These TW solutions are stable for wave numbers outside the Eckhaus unstable band BD92 .

### II.2 Convective-absolute instability

The noise susceptibility of the pattern formation process described by the GLE (1) changes significantly D85 ; Huerre  when crossing the parameter combination of $`\mu ,v`$ shown in Fig. 1 for the so called convective-absolute instability BersBriggs . This combination

$`\mu _{ca}=\{\begin{array}{cc}\frac{1}{4}v^2\hfill & \text{cubic GLE}\hfill \\ \frac{3}{16}\left(v^2+\frac{2}{\sqrt{3}}v1\right)\hfill & \text{quintic GLE}\hfill \end{array}`$ (12)
is marked by the front solution of the deterministic GLE with $`\sigma =0`$ undergoing a reversal of the front propagating direction in an infinite system. Consider a front that connects the basic state $`A=0`$ being realized at $`x\mathrm{}`$ to a homogeneous solution with $`A0`$ at $`x\mathrm{}`$. For parameter values below (above) the respective curves in Fig. 1 this front moves to the right (left). Thus the basic state $`A=0`$ (the homogeneous solution $`A0`$) expands to the right (left). The region below (above) the respective curves in Fig. 1 where the basic state $`A=0`$ (the homogeneous state $`A0`$) invades the whole system is called the convectively (absolutely) unstable region of the $`A=0`$ solution D85 ; Huerre . Thus, the boundary (12) is also called the convective-absolute instability boundary.

For the cubic GLE the boundary $`\mu _{ca}=v^2/4`$ results from a linear analysis D85 . For the backwards bifurcating solution arising in the quintic GLE the respective front that reverts its propagation direction is a nonlinear one SH92 . Note that in the latter case the convective-absolute instability boundary Chomaz92  connects for $`v0`$ to the so-called Maxwell point $`\mu _{ca}=\mu _M=3/16`$: For this value the minima of the potential $`V(A)=\frac{\mu }{2}A^2\frac{1}{4}A^4+\frac{1}{6}A^6`$ have equal height $`V=0`$.

The boundary condition $`A(x=0,t)=0`$ that we apply in our simulations stops any front propagating to the left and it changes, i.e., it deforms the front profile when the front is sufficiently close to the boundary at $`x=0`$. This can be seen in Fig. 2 for the example of the deterministic quintic GLE. There the lines show the modulus profile $`R`$ and the spatial growth rate $`\kappa =R^{}/R`$ versus $`x`$ together with $`\kappa `$ versus $`R`$ obtained numerically for several parameter values above the convective-absolute instability boundary. To facilitate comparison of different cases we introduce the reduced horizontal ”distance”

$$\mathrm{\Delta }=\frac{v}{v_{ca}}1$$
(13)
from the boundaries shown in Fig. 1. Here

$`v_{ca}(\mu )=\{\begin{array}{cc}2\sqrt{\mu }\hfill & \text{cubic GLE}\hfill \\ \sqrt{\frac{4}{3}\left(1+4\mu \right)}\sqrt{\frac{1}{3}}\hfill & \text{quintic GLE}\hfill \end{array}`$ (16)
denotes the convective-absolute instability boundary (12).

The results that we present here were obtained for $`\mu >0`$, i.e., in a situation where the basic state $`A=0`$ is unstable. For the backwards bifurcation in the quintic GLE with negative growth rates $`\frac{3}{16}<\mu <0`$ for which the above cited potential has a minimum at $`A=0`$ the situation is more complicated CWS99 : Not only does the establishment of the final front connecting the inlet condition $`A=0`$ with a statistically stationary saturated bulk with $`|A|=𝒪(1)`$ depend sensitively on the initial condition \[say, $`A(x,t=0)=0`$ versus $`|A|=𝒪(1)`$\] in the absolutely unstable regime, $`\mathrm{\Delta }<0`$. But more importantly, in the convectively unstable regime, $`\mathrm{\Delta }>0`$, we found that small noise does not seem to be able to generate with the boundary condition $`A(x=0)=0`$ a noise sustained finite-amplitude structure with $`|A|^2`$ of order one when $`\mu <0`$: The deterministic front dynamics drives the large-amplitude part downstream and eventually any finite system is filled only with small-amplitude fluctuations of $`A`$ around the stable fixed point $`A=0`$ of the unforced system.

### II.3 Noise strength

For the quintic GLE we choose the noise strength $`\sigma =10^3`$. The noise intensity $`\sigma ^2`$ should be compared with the minimum of the potential

$$V(A)=\frac{\mu }{2}A^2g_3\frac{1}{4}A^4g_5\frac{1}{6}A^6.$$
(17)
For our quintic case ($`g_3=1,g_5=1`$) the minimum at $`A^2=R_N^2=\frac{1}{2}+\sqrt{\frac{1}{4}+\mu }`$ is $`V(R_N)=\frac{1}{24}[1+6\mu +(1+4\mu )^{3/2}]`$. Thus, the noise ”temperature” $`\sigma ^2`$ measured in units of $`V(R_N)`$ is $`\sigma ^2/|V(R_N)|=\mathrm{9.2\hspace{0.17em}10}^6`$ for the control parameter $`\mu =0.05`$ that we have used in most of our calculations.

A rough estimate for an equivalent noise strength for the cubic GLE would be to demand that the reduced noise ”temperature” $`\sigma ^2/V(R_N)`$ is in both cases the same. This would require for the cubic GLE at a common $`\mu `$ of, say, 0.05 that $`\sigma `$ is by about a factor of 13 smaller than for the quintic GLE.

However, basing the comparison on the requirement that $`\sigma ^2/V(R_N)`$ is the same for the cubic and quintic case one has to keep in mind that the curvatures of $`V`$ around the states $`A=0`$ and $`A=R_N`$ which are connected by the fronts remain different – cf. Fig. 3. Since these curvatures around $`A=0`$ ($`A=R_N`$) measure the growth (decay) rates of fluctuations around the respective states it is useful to compare their ratios via a kind of Ginzburg number $`G=|V^{^{\prime \prime }}(0)|/V^{^{\prime \prime }}(R_N)`$. One has $`G_{cubic}=1/2`$ independent of $`\mu `$ and $`g_3`$ while $`G_{quintic}=\stackrel{~}{\mu }\left[1+4\stackrel{~}{\mu }+\sqrt{1+4\stackrel{~}{\mu }}\right]^1`$ with $`\stackrel{~}{\mu }=g_5\mu /g_3^2`$. Thus for $`\mu =0.05`$ and $`g_3=1,g_5=1`$ one has $`G_{cubic}23G_{quintic}`$. This largely explains the stronger noise sensitivity of the cubic GLE for our parameters. In view of it we investigated the whole range of $`\sigma `$ between $`10^9`$ and $`10^2`$ for the cubic GLE.

The cubic GLE with additional (but very small) complex coefficients has previously been investigated, e.g., for noise strengths of about $`\sigma =1.910^6`$ in our units of eqs. (1-5). The corresponding noise ”temperature” $`\sigma ^2/V(R_N)`$ is about $`10^8`$ for a typical value of, say, $`\mu =0.035`$ BAC . This noise was found to fit the experimental results on the noise sustained traveling Taylor vortices under statistically stationary fronts in the convectively unstable regime of open Taylor-Couette systems with axial through-flow BAC .

### II.4 Numerical methods

Equation (1) was solved numerically with a forward-time, centered-space method Pre94  subject to the boundary conditions

$$A(x=0,t)=\mathrm{\hspace{0.33em}0}=A(x=L,t)$$
(18)
on the complex amplitude. System sizes $`L`$ were chosen to be sufficiently large to allow for the establishment of a saturated bulk amplitude. Typically, a spatial step $`dx=0.4`$ was used with a time step of $`dt=0.072`$. Calculations were performed for sequences of the paramater $`v`$ at several values of the control parameter $`\mu `$. Most of them were done at $`\mu =0.05`$. The noise source $`\eta `$ was realized by Gaussian distributed random numbers of unit variance that were divided by $`\sqrt{dtdx}`$ to ensure independence of the correlation functions of the discretization. A test of different pseudo random number generators, namely, L’Ecuyer’s method with Bays-Durham shuffle Pre94 , `ran3` Pre94 , and the `R250` shift-register random number generator R250  gave similar results.

After the simulations were started, a sufficiently long time depending on the parameters, e.g., on the closeness to the convective-absolute threshold had to be waited until the system relaxed into a statistically stationary state with time independent averages. Thereafter time averages were evaluated over several consecutive time intervals and finally averaged. Within the forward-time integration method $`A(x,t)`$ remains uncorrelated with $`\eta (x^{},t)`$ at the same time, $`<f(\eta )g(A)>=<f(\eta )><g(A)>`$, so that, e.g., $`<A\eta >=\mathrm{\hspace{0.33em}0}`$ as well as $`<q\eta >=\mathrm{\hspace{0.33em}0}`$. But $`<\mathrm{\Omega }\eta >\mathrm{\hspace{0.33em}0}`$. Here the frequency $`\mathrm{\Omega }`$ (wave number $`q`$) is defined as a forward-time (centered-space) difference of the phase (20).

## III Results

The influence of additive noise on the pattern formation process described by the GLE (1) is described in this section.

### III.1 Growth length $`\mathrm{}`$

In Fig. 4 we show how the growth length $`\mathrm{}`$ of the downstream pattern occurring in the forced cubic GLE varies with noise strength $`\sigma `$. Here $`\mathrm{}`$ is defined by the distance from $`x=0`$ at which the root-mean square $`\sqrt{<|A|^2>}`$ of the fluctuating complex amplitude $`A`$ reaches half its bulk value. In the absence of noise $`\mathrm{}`$ diverges at the convective-absolute threshold $`v=v_{ca}`$ since there the deterministic pattern is blown out of the system.

For finite $`\sigma `$ the solution with finite $`A`$ is noise-sustained in the convectively unstable regime $`\mathrm{\Delta }>0`$ D85 . In this regime $`\mathrm{}`$ is far from the convective-absolute threshold well described by the relation $`\mathrm{}(1+\sqrt{2\mathrm{\Delta }})\mathrm{ln}\sigma `$ following from a quasilinear analysis of the cubic GLE LS97  presented here in an appendix. However in the vicinity of the threshold $`\mathrm{\Delta }=\mathrm{\hspace{0.17em}0}`$ the growth length $`\mathrm{}`$ obtained from the nonlinear GLE shows a characteristic crossover to the behavior at $`\mathrm{\Delta }<0`$.

The noise influences also in this absolutely unstable regime, $`\mathrm{\Delta }<0`$, the finite amplitude solution at least close to threshold: The curves $`\mathrm{}(\mathrm{\Delta },\sigma )`$ in Fig. 4(a) break away from the dotted $`\mathrm{}(\mathrm{\Delta },\sigma =0)`$ reference growth length curve at negative $`\mathrm{\Delta }`$ values that decrease with increasing $`\sigma `$, i.e., further and further away from the convective-absolute threshold. The associated inflection points can be most easily identified by the maxima in $`\mathrm{}(\mathrm{\Delta },\sigma )/\mathrm{\Delta }`$ shown in Fig. 4(b). These peak positions of $`\mathrm{}/\mathrm{\Delta }`$ vary with $`\sigma `$ as shown in the inset of Fig. 4(b). So the growth length shows for the cubic GLE a definite noise sensitivity also in the absolutely unstable regime.

This sensitivity is significantly smaller in the quintic GLE. This can be seen by comparing the behavior of the growth length with the fluctuations of the modulus $`R=|A|`$, of the frequency, and of the wave-number (cf, Sec. III.2). To that end we show in Figs. 5 and 6 $`\mathrm{}`$ and $`\mathrm{}/\mathrm{\Delta }`$ together with the inverse of the standard deviations of the modulus

$$s_R=\sqrt{<R^2><R>^2},$$
(19)
of the frequency $`s_\mathrm{\Omega }`$ (29), and of the wave-number $`s_q`$ (29) at $`\mu `$=0.05 as functions of $`\mathrm{\Delta }`$ for the cubic and quintic GLE, respectively. The noise strengths $`\sigma =2.510^5`$ and $`10^3`$, respectively, used for these figures are roughly equivalent based on the criterion described in Sec. II.3. However, the potential minima in the cubic case are broader than in the quintic case – cf. Fig. 3 – and therefore the modulus fluctuations in the former are larger than those in the latter one. This can be seen by comparing the reduced inverse $`\sqrt{<R^2>}/s_R`$ in the absolutely unstable regime, $`\mathrm{\Delta }<0`$, of Figs. 5(c) and 6(c).

The peak position of $`\mathrm{}/\mathrm{\Delta }`$ coincides with the drop-off in the inverse standard deviations $`1/s`$. For the cubic GLE (Fig. 5) it occurs at $`\mathrm{\Delta }`$=-0.049, thus being shifted significantly into the absolutely unstable regime while that of the quintic GLE (Fig. 6) remains at $`\mathrm{\Delta }`$=0.

As an aside we mention that for the quintic GLE at a subcritical growth parameter of, say, $`\mu `$=-0.05 the behavior of the growth length $`\mathrm{}`$ and of $`\mathrm{}/\mathrm{\Delta }`$ is for $`\mathrm{\Delta }<0`$ similar to the one shown in Fig. 6(d) for $`\mu `$=0.05. For $`\mu <0,\mathrm{\Delta }>0`$ we did not find a noise sustained large-amplitude solution.

### III.2 Frequency and wave-number correlations

Previous investigations of the forced cubic GLE in the bulk part of the solution at far downstream locations $`x\mathrm{}`$ showed for different but small noise strengths that frequency fluctuations are in the absolutely unstable regime much smaller than in the convectively unstable regime BAC . In order to study this question of the noise sensitivity in both regimes we have investigated in more detail the frequency and wave-number fluctuations at $`x=\mathrm{}/2,\mathrm{}`$, and $`2\mathrm{}`$. The results are shown in Fig. 5 for the cubic GLE and in Fig. 6 for the quintic GLE. Before we discuss them we first present some basic properties of the phase fluctuations as described by the forced GLE (1).

The phase fluctuations $`\mathrm{\Phi }`$ of the complex amplitude (2) define the frequency $`\mathrm{\Omega }`$ and the wave number $`q`$

$$\mathrm{\Omega }=\dot{\mathrm{\Phi }}=\mathrm{}\left(\frac{\dot{A}}{A}\right),q=\mathrm{\Phi }^{}=\mathrm{}\left(\frac{A^{}}{A}\right),$$
(20)
respectively. Here dot (prime) denotes temporal (spatial) derivative. The growth rate $`\kappa `$ of the modulus is given by

$$\kappa =\frac{R^{}}{R}=\mathrm{}\left(\frac{A^{}}{A}\right).$$
(21)
By means of Eq. (1) the frequency can be expressed as

$$\mathrm{\Omega }=(2\kappa v)q+q^{}+\frac{\sigma }{R^2}\mathrm{}\left(\eta A^{}\right).$$
(22)
This relation holds for the cubic as well as for the quintic GLE with real coefficients. By squaring and averaging Eq. (22) one gets the correlation functions

$`<\mathrm{\Omega }^2>`$ $`+`$ $`v^2<q^2>+2v<\mathrm{\Omega }q>+<q^{\mathrm{\hspace{0.33em}2}}>2<\mathrm{\Omega }q^{}>2v<qq^{}>`$
$``$ $`4v<\kappa q^2>+4<\kappa ^2q^2>4<\kappa \mathrm{\Omega }q>+4<\kappa qq^{}>`$
$``$ $`{\displaystyle \frac{\sigma ^2<|\eta |^2>}{2<R^2>}}.`$ (23)
On the r.h.s. we have used the fact that within our forward-time integration method $`A`$ remains uncorrelated with $`\eta `$ at the same time and we have approximated $`<1/R^2>`$ by $`1/<R^2>`$.

Given that $`<|\eta (t,x)|^2>=2/dxdt`$ in our finite difference simulation it is convenient to scale all correlations in Eq. (23) by the quantity

$`\mathrm{\Sigma }^2={\displaystyle \frac{\sigma ^2}{R_N^2}}{\displaystyle \frac{1}{dxdt}},R_N^2=\{\begin{array}{cc}\mu \hfill & \text{cubic GLE}\hfill \\ \frac{1}{2}+\sqrt{\mu +\frac{1}{4}}\hfill & \text{quintic GLE}\hfill \end{array}`$ (26)
thereby removing the singularities from the reduced correlation functions. For example one finds that

$$\frac{<(\mathrm{\Omega }+vqq^{})^2>}{\mathrm{\Sigma }^2}\frac{R_N^2}{<R^2>}.$$
(27)
Here we have neglected the second line in Eq. (23) since all correlations in Eq. (23) involving the growth rate $`\kappa `$ are very small.

$`<\mathrm{\Omega }^2>`$ is typically two orders of magnitude larger than $`<q^2>`$ in the absolutely unstable regime, $`\mathrm{\Delta }<0`$, – cf. Figs. 5 and 6 discussed further below. There the only contributions to Eqs. (23,27) of the same order as $`<\mathrm{\Omega }^2>`$ are $`<\mathrm{\Omega }q^{}>`$ and $`<q^2>`$ – all the other correlations can be neglected – and furthermore $`<\mathrm{\Omega }q^{}><q^2>`$. Thus,

$$<\mathrm{\Omega }^2>\mathrm{\Sigma }^2+<q^2>$$
(28)
in the bulk part of the system with saturated amplitude where $`<R^2>R_N^2`$. However, in the convectively unstable regime, $`\mathrm{\Delta }>0`$, with much larger phase fluctuations the situation is more complex. Here $`<q^2>`$ is larger than $`<\mathrm{\Omega }^2>`$ except for the upstream region where the reverse holds.

In Fig. 5 and Fig. 6 we show the inverse of the standard deviations

$`s_\mathrm{\Omega }`$ $`=`$ $`\sqrt{<\mathrm{\Omega }^2><\mathrm{\Omega }>^2},s_q=\sqrt{<q^2><q>^2},`$ (29)
reduced by $`\mathrm{\Sigma }`$ (26) for the cubic and quintic GLE, respectively, as functions of $`\mathrm{\Delta }`$ for $`x=\mathrm{}/2,\mathrm{}`$, and $`2\mathrm{}`$. For the parameters shown in Fig. 5 and Fig. 6 the mean frequency $`<\mathrm{\Omega }>`$ as well as the mean wave number $`<q>`$ are negligible. Plotting the inverse of $`s_\mathrm{\Omega }`$, $`s_q`$, and $`s_R`$ allows to visualize the small fluctuations in the absolutely unstable regime better than in a direct plot of, say, $`s_\mathrm{\Omega }^2`$. Such plots for $`s_\mathrm{\Omega }^2`$ have been presented previously for the small noise strengths occurring in Taylor-Couette experiments BAC . On the lower level of resolution inherent in this data presentation these results show similar behavior as ours. However, plotting $`1/s_\mathrm{\Omega }`$ instead allows to identify more clearly the crossover behavior from the parameter regime with small fluctuations to the one with large ones.

The $`\mathrm{\Delta }`$-variations of $`1/s_\mathrm{\Omega }`$, $`1/s_q`$, $`1/s_R`$, and of $`\mathrm{}/\mathrm{\Delta }`$ indicate that this transition is shifted to negative $`\mathrm{\Delta }`$, i.e. into the absolutely unstable regime. A similar result for the transition between deterministic and noise sustained standing wave solutions of complex coupled cubic GLE’s was deduced from the behavior of the second moments of the frequency and wave-number power spectra of the fluctuating amplitudes NWS96 : With decreasing $`\mu `$ the correlation length defined via the time average of the second moment of the Fourier spectrum of $`A(k,t)`$ begins to decrease towards values characteristic for noise-sustained structures in the convectively unstable regime clearly before $`\mu _{ca}`$ is reached when noise is present. Similarly the width of the frequency power spectrum starts to increase with decreasing $`\mu `$ already above the convective-absolute threshold $`\mu _{ca}`$ NWS96 .

However, the variation of $`1/s_\mathrm{\Omega }`$ with $`\mathrm{\Delta }`$ shows for the cubic case in Fig. 5 a broader crossover interval between large frequency fluctuations in the convectively unstable regime at $`\mathrm{\Delta }>0`$ and small frequency fluctuations in the absolutely unstable regime at $`\mathrm{\Delta }<0`$ than the curves $`1/s_q`$ and $`1/s_R`$ for wave-number and modulus fluctuations. The $`\mathrm{\Delta }`$-value at which $`1/s_q`$ and $`1/s_R`$ drop down towards zero agrees quite well with the peak location of $`\mathrm{}/\mathrm{\Delta }`$. The latter moves with increasing noise strength further into the absolutely unstable regime as shown, e.g., for the cubic GLE in the inset of Fig. 4(b).

The variations of $`s(\mathrm{\Delta })`$ with $`\mathrm{\Delta }`$ at different downstream locations $`x=\mathrm{}/2,\mathrm{}`$, and $`2\mathrm{}`$ are similar to each other: with $`\mathrm{\Delta }`$ becoming more negative, i.e., further and further into the absolutely unstable regime the fluctuations $`s_\mathrm{\Omega }`$ and $`s_q`$ become constant at levels that depend on the measuring location – the closer to the inlet where $`R`$ becomes smaller the larger are the fluctuations. This behavior is reflecting the relation $`s_\mathrm{\Omega }s_qR^1`$ that can be read off directly from Eq. (23).

The downstream reduction of the variance $`s_\mathrm{\Omega }`$ of the frequency fluctuations with increasing distance from the inlet and with increasing amplitude along the front is shown in Fig. 7 for the quintic GLE. There we compare the behavior of $`s_\mathrm{\Omega }`$ together with the front profiles of $`\sqrt{|A|^2}`$ in the absolutely and in the convectively unstable regime close to the threshold $`\mathrm{\Delta }=\mathrm{\hspace{0.17em}0}`$ for $`\mu =0.05`$.

## IV Conclusion

We have studied numerically the influence of small additive noise on pattern formation near a forwards and near an inverted bifurcation as described by a cubic and quintic GLE, respectively, when a finite group velocity $`v`$ can blow the finite-amplitude part out of the system, i.e., in the vicinity of the so-called convective-absolute instability at $`\mathrm{\Delta }=v/v_{ca}(\mu )1=0`$. The front that connects the inlet condition $`A(x=0)=0`$ to the finite-amplitude downstream bulk part $`|A|^2R_N^2`$ is for the cubic GLE more sensitive to the applied noise strength than for the quintic case. This is partly related to the different magnitudes of the curvatures of the deterministic GLE potentials around the states $`A=0`$ and $`A=R_N`$: the resulting growth enhancement of fluctuations near $`A=0`$ is larger in the cubic than in the quintic case and in addition the damping of fluctuations near $`A=R_N`$ is smaller in the cubic than in the quintic case.

In the cubic case the transition between the regimes of small and large fluctuations of amplitude, frequency, and wave number is shifted to a negative $`\mathrm{\Delta }`$ into the absolutely unstable regime. Simultaneously the pattern growth length $`\mathrm{}(\mathrm{\Delta })`$ has there a characteristic inflection point that shows up as a peak in $`\mathrm{}/\mathrm{\Delta }`$. In the quintic case all this occurs at the unshifted convective-absolute threshold $`\mathrm{\Delta }=0`$. Common to both cases is that the fluctuations decrease along the front in both regimes with growing pattern amplitude $`\sqrt{<|A|^2>}`$.

For negative subcritical amplitude growth rates, $`\mu <0`$, we did not find noise-sustained, large-amplitude, backwards bifurcating patterns when $`\mathrm{\Delta }`$ is positive: the nonlinear deterministic front dynamics of the quintic GLE blows any large-amplitude part downstream away from the inlet where $`A=0`$ and eventually any finite system is filled only with small-amplitude fluctuations of $`A`$ around the stable fixed point $`A=0`$ of the unforced system.

###### Acknowledgements.

Discussions with B. Neubert and his contributions to an early stage of this research project are gratefully acknowledged. One of us (A. S.) acknowledges the hospitality of the Universität des Saarlandes. *

## Appendix A

Here we estimate the noise dependence of the downstream growth length $`\mathrm{}`$ of the nonlinear structure in the convectively unstable regime of the cubic GLE where this structure is noise sustained. To that end we approximate $`\mathrm{}`$ by the length where the mean squared amplitude $`C_{lin}(x)=|A_{lin}(x)|^2`$ of the linear GLE has grown from the inlet value $`A(x=0)=0`$ to, say, one half of the nonlinearly saturated bulk value $`|A|^2\mu /2`$. So we solve the equation

$$C_{lin}(x=\mathrm{})=\frac{1}{2}\mu $$
(30)
for $`\mathrm{}`$. Actually the linear solution may not hold there anymore. But as it will become obvious below the result is roughly independent of the coefficient chosen in Eq. (30) so also smaller numbers than $`\frac{1}{2}`$ could be chosen here for a characteristic growth length.

We evaluate the equal-time correlation $`C_{lin}(x)`$ via the frequency integral of the spectrum $`C_{lin}(x,\omega )`$ of the time-displaced autocorrelation function of fluctuations of $`A_{lin}`$ at the same downstream position $`x`$. For large downstream distances $`x`$ from the inlet this spectrum is given by LS97

$$C_{lin}(x,\omega )=\frac{\sigma ^2}{2|K_1^{}K_2|^2}\left(\frac{1}{\mathrm{}K_1}+\frac{1}{\mathrm{}K_2}\right)e^{2\mathrm{}K_1x}$$
(31)
with

$$K_{\left(\genfrac{}{}{0pt}{}{1}{2}\right)}=\pm i\sqrt{\mu _{ca}\mu i\omega }i\sqrt{\mu _{ca}}.$$
(32)
This spectrum (31) is strongly peaked at the center, $`\omega =0`$, of the band of modes, $`2\sqrt{\mu \mu _{ca}}<\omega <2\sqrt{\mu \mu _{ca}}`$, that are amplified in the convectively unstable regime. Thus, the aforementioned frequency integral may be approximated by

$`C_{lin}(x)={\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{d\omega }{2\pi }}C_{lin}(x,\omega )\sqrt{\mu \mu _{ca}}C_{lin}(x,\omega =0)={\displaystyle \frac{\sigma ^2}{4\sqrt{\mu }}}\mathrm{exp}^{2iK_1\left(\omega =0\right)x}.`$ (33)
The last equality follows from Eq. (31) at $`\omega =0`$. Applying now the condition (30) one obtains

$$\mathrm{}\frac{1}{iK_1(\omega =0)}\mathrm{ln}\frac{2^{1/2}\mu ^{3/4}}{\sigma }.$$
(34)
Using $`\mu _{ca}/\mu =(1+\mathrm{\Delta })^2`$ in Eq. (32) one sees that $`iK_1(\omega =0)=\sqrt{\mu }\left[1\sqrt{2\mathrm{\Delta }}+𝒪(\mathrm{\Delta })\right]`$ for $`\mathrm{\Delta }1`$ so that finally at fixed $`\mu `$

$$\mathrm{}\left[1+\sqrt{2\mathrm{\Delta }}+𝒪(\mathrm{\Delta })\right]\left(\mathrm{ln}\sigma +const\right).$$
(35)