Using the numerical renormalization group (NRG), we analyze the temperature dependence of the spectral function of a magnetic impurity described by the single-impurity Anderson model coupled to superconducting contacts. With increasing temperature the spectral weight is gradually transferred from the $delta$-peak (Shiba/Yu-Shiba-Rusinov/Andreev bound state) to the continuous sub-gap background, but both spectral features coexist at any finite temperature, i.e., the $delta$-peak itself persists to temperatures of order $Delta$. The continuous background is due to inelastic exchange scattering of Bogoliubov quasiparticles off the impurity and it is thermally activated since it requires a finite thermal population of quasiparticles above the gap. In the singlet regime for strong hybridization (charge-fluctuation regime) we detect the presence of an additional sub-gap structure just below the gap edges with thermally activated behavior, but with an activation energy equal to the Shiba state excitation energy. These peaks can be tentatively interpreted as Shiba bound states arising from the scattering of quasiparticles off the thermally excited sub-gap doublet Shiba states, i.e., as high-order Shiba states.
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