Spectral analysis of universal conductance fluctuations

I. M. Suslov

Home/Archive/arXiv

arXiv · 2112.13678

Spectral analysis of universal conductance fluctuations

I. M. Suslov

View original source ↗Read source document ↗Export metadata ↓

Abstract

Universal conductance fluctuations are usually observed in the form of aperiodic oscillations in the magnetoresistance of thin wires as a function of the magnetic field B. If such oscillations are completely random at scales exceeding ξ_B, their Fourier analysis should reveal a white noise spectrum at frequencies below ξ_B^{-1}. Comparison with the results for 1D systems suggests another scenario: according to it, such oscillations are due to the superposition of incommensurate harmonics and their spectrum should contain discrete frequencies. An accurate Fourier analysis of the classical experiment by Washburn and Webb reveals a practically discrete spectrum in agreement with the latter scenario. However, this spectrum is close in shape to the discrete white noise spectrum whose properties are similar to a continuous one. More detailed analysis reveals the existence of the continuous component, whose smallness is explained theoretically. A lot of qualitative results are obtained, which confirm the presented picture. The distribution of phases, frequency differences and the growth exponents agree with theoretical predictions. Discrete frequencies depends weakly on the treatment procedure. The discovered shift oscillations confirm the analogy with 1D systems. Microscopical estimates show agreement of the obtained results with geometrical dimensions of the sample.

Explore related subjects

cond-mat.dis-nn cond-mat.mes-hall cond-mat.stat-mech

Keep this discovery

Explore connections, maps & timelines

BibTeX RIS

I. M. Suslov. 2021-12-22. Spectral analysis of universal conductance fluctuations. https://arxiv.org/abs/2112.13678

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

The critical slowing down in training diffusion models

Computational sampling has been central to the sciences since the mid-20th century. While machine-learning-based approaches have recently enabled major advances, their behavior remains poorly understood, with limited theoretical control over when and why they succeed. Here we provide such insight for diffusion models---a class of generative schemes highly effective in practice---by analyzing their application to the $O(n)$ model of statistical field theory in the Gaussian limit $n \to \infty$. In this analytically tractable setting, we show that training a score model with a one-layer network architecture matching the exact solution exhibits a form of critical slowing down in parameter learning. This slowing down also impacts the generation process, indicating that the well-known difficulties of sampling near criticality persist even for learned generative models. To overcome this bottleneck, we consider the power of architectural depth. We find that using a two-layer architecture drastically reduces the critical slowing down, with the training time scaling logarithmically rather than quadratically with system size. Using a Fourier implementation of the architecture, we further show that this acceleration in training time can be achieved without drastically increasing operational complexity. Taken together, these results demonstrate that diffusion models can overcome the critical slowing down through appropriate architectural design, and establish a controlled framework for understanding and improving learned sampling methods in statistical physics and beyond.

cond-mat.dis-nn↗

arXiv2026

Switching diffusivity selects Pareto tail exponent in random growth with redistribution

Random multiplicative growth with redistribution generates stationary Pareto wealth tails in the Bouchaud-Mézard model, but assumes a fixed multiplicative noise intensity. This is restrictive for physical and financial growth processes, where volatility (diffusivity) is often fluctuating. We replace the constant noise intensity by a switching diffusivity and ask how these fluctuations select the Pareto stationary tail. For a geometric Brownian motion with switching diffusivity, the long-time Gaussian limit holds when the redraw law has finite mean and variance. The asymptotic variance retains a contribution from diffusivity persistence. With redistribution and a general redraw law, the stationary large-wealth problem is characterized by a spectral condition for admissible algebraic modes. For a two-state diffusivity, an exact tail analysis gives a Pareto exponent interpolating between the high-diffusivity slow-refresh limit and the mean-diffusivity fast-refresh Bouchaud-Mézard limit.

cond-mat.dis-nn↗

arXiv2026

Signatures of Nonergodicity in Sparse Random Matrices

The prevalence of sparsity in the Fock space graph of interacting many-body systems motivates an investigation into the spectral statistics of sparse random matrices with on-site disorder. We numerically determine the delocalization-localization transition in the ground state as a function of the sparsity. The short-range energy correlation in the bulk indicates that the Anderson transition at infinite temperature occurs at the critical percolation limit of the sparse graph. By analytically deriving the energy moments and calculating the shifted kurtosis, we show that the critical sparsity threshold matches the Anderson transition. Furthermore, long-range energy correlations in the bulk spectrum reveal a Thouless energy scale, suggesting a broad nonergodic regime within the delocalized phase.

cond-mat.dis-nn↗