Quantum dots are fabricated in a Ga[Al]As heterostructure by local oxidatio
n with an atomic force microscope. This technique, in combination with top
gate voltages, allows us to generate small lateral depletion lengths. The c
onfinement is characterized by low-temperature magnetotransport measurement
s, from which the dots energy spectrum is reconstructed. We find that in sm
all dots the addition spectrum can qualitatively be described within a Fock
-Darwin model. For a quantitative analysis, however, a steep-wall confineme
nt has to he considered. In large dots with small lateral depletion length,
our measurements indicate that the density of states within Landau level 2
inside the dot is larger than that within Landau level 1, an effect that w
e interpret in terms of steep walls. Furthermore, we demonstrate that our i
nterpretation is consistent within the charge-density model. The maximum wa
ll steepness achieved is of the order of 0.4 meV/nm.