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\title{
  On the topology of solutions to random continuous constraint satisfaction problems
}

\author{Jaron Kent-Dobias\footnote{\url{jaron.kent-dobias@roma1.infn.it}}}
\affil{Istituto Nazionale di Fisica Nucleare, Sezione di Roma I, Italy}

\begin{document}

\maketitle

\begin{abstract}
  We consider the set of solutions to $M$ random polynomial equations with
  independent Gaussian coefficients on the $(N-1)$-sphere. When solutions
  exist, they form a manifold. We compute the average Euler characteristic of
  this manifold in the limit of large $N$, and find different behavior
  depending on the scaling of $M$ with $N$. When $\alpha=M/N$ is held constant,
  the average characteristic is 2 whenever solutions exist. When $M$ is
  constant, the average characteristic is also 2 up until a transition value
  $M_\textrm{th}$, above which it is exponentially large in $N$. To better
  interpret these results, we compute the average number of stationary points
  of a test function on the solution manifold. In both regimes, this reveals
  another transition between a regime with few and one with exponentially many
  stationary points. We conjecture that this transition corresponds to a
  geometric rather than a topological transition.
\end{abstract}

\tableofcontents

\section{Introduction}

Constraint satisfaction problems seek configurations that simultaneously
satisfy a set of equations, and form a basis for thinking about problems as
diverse as neural networks \cite{Mezard_2009_Constraint}, granular materials
\cite{Franz_2017_Universality}, ecosystems \cite{Altieri_2019_Constraint}, and
confluent tissues \cite{Urbani_2023_A}. All but the last of these examples deal
with sets of inequalities, while the last considers a set of equality
constraints. Inequality constraints are familiar in situations like zero-cost
solutions in neural networks with ReLu activations and stable equilibrium in the
forces between physical objects. Equality constraints naturally appear in the
zero-gradient solutions to overparameterized smooth neural networks and in vertex models of tissues.

In such problems, there is great interest in characterizing structure in the
set of solutions, which can be influential in how algorithms behave when trying
to solve them \cite{Baldassi_2016_Unreasonable, Baldassi_2019_Properties,
Beneventano_2023_On}. Here, we show how \emph{topological} information about
the set of solutions can be calculated in a simple model of satisfying random
nonlinear equalities. This allows us to reason about the connectivity of this
solution set.

We consider the problem of finding configurations $\mathbf x\in\mathbb R^N$
lying on the $(N-1)$-sphere $\|\mathbf x\|^2=N$ that simultaneously satisfy $M$
nonlinear constraints $V_k(\mathbf x)=V_0$ for $1\leq k\leq M$ and some
constant $V_0\in\mathbb R$. The nonlinear constraints are taken to be centered
Gaussian random functions with covariance
\begin{equation} \label{eq:covariance}
  \overline{V_i(\mathbf x)V_j(\mathbf x')}
  =\delta_{ij}F\left(\frac{\mathbf x\cdot\mathbf x'}N\right)
\end{equation}
for some choice of function $F$. When the covariance function $F$ is polynomial, the
$V_k$ are also polynomial, with a term of degree $p$ in $F$ corresponding to
all possible terms of degree $p$ in $V_k$. In particular, taking
\begin{equation}
  V_k(\mathbf x)
  =\sum_{p=0}^\infty\frac1{p!}\sqrt{\frac{F^{(p)}(0)}{N^p}}
  \sum_{i_1\cdots i_p}^NJ^{(k,p)}_{i_1\cdots i_p}x_{i_1}\cdots x_{i_p}
\end{equation}
with the elements of the tensors $J^{(k,p)}$ as independently distributed
unit normal random variables satisfies \eqref{eq:covariance}. The size of the
series coefficients of $F$ therefore control the variances in the coefficients
of random polynomial constraints.


This problem or small variations thereof have attracted attention recently for
their resemblance to encryption, optimization, and vertex models of confluent
tissues \cite{Fyodorov_2019_A, Fyodorov_2020_Counting,
  Fyodorov_2022_Optimization, Urbani_2023_A, Kamali_2023_Dynamical,
  Kamali_2023_Stochastic, Urbani_2024_Statistical, Montanari_2023_Solving,
Montanari_2024_On, Kent-Dobias_2024_Conditioning, Kent-Dobias_2024_Algorithm-independent}. In each of these cases, the authors studied properties of
the cost function
\begin{equation} \label{eq:cost}
  \mathcal C(\mathbf x)=\frac12\sum_{k=1}^MV_k(\mathbf x)^2
\end{equation}
which achieves zero only for configurations that satisfy all the constraints.
Here we dispense with the cost function and study the set of solutions
directly.
This set
can be written as
\begin{equation}
  \Omega=\big\{\mathbf x\in\mathbb R^N\mid \|\mathbf x\|^2=N,V_k(\mathbf x)=0
  \;\forall\;k=1,\ldots,M\big\}
\end{equation}
Because the constraints are all smooth functions, $\Omega$ is almost always a manifold without singular points. The conditions for a singular point are that
$0=\frac\partial{\partial\mathbf x}V_k(\mathbf x)$ for all $k$. This is
equivalent to asking that the constraints $V_k$ all have a stationary point at
the same place. When the $V_k$ are independent and random, this is vanishingly
unlikely, requiring $NM+1$ independent equations to be simultaneously satisfied.
This means that different connected components of the set of solutions do not
intersect, nor are there self-intersections, without extraordinary fine-tuning.

When $M$ is too large, no solutions exist and $\Omega$ becomes the empty set.
Following previous work, a replica symmetric equilibrium calculation using the
cost function \eqref{eq:cost} predicts that solutions vanish when the ratio
$\alpha=M/N$ is larger than $\alpha_\text{\textsc{sat}}=f'(1)/f(1)$. Based on the results of this paper, and the fact that this $\alpha_\text{\textsc{sat}}$ is consistent 

The Euler characteristic $\chi$ of a manifold is a topological invariant \cite{Hatcher_2002_Algebraic}. It is
perhaps most familiar in the context of connected compact orientable surfaces, where it
characterizes the number of handles in the surface: $\chi=2(1-\#)$ for $\#$
handles. For general $d$, the Euler characteristic of the $d$-sphere is $2$ if $d$ is even and 0 if $d$ is odd. The canonical method for computing the Euler characteristic is done by
defining a complex on the manifold in question, essentially a
higher-dimensional generalization of a polygonal tiling. Then $\chi$ is given
by an alternating sum over the number of cells of increasing dimension, which
for 2-manifolds corresponds to the number of vertices, minus the number of
edges, plus the number of faces.

Morse theory offers another way to compute the Euler characteristic using the
statistics of stationary points of a function $H:\Omega\to\mathbb R$ \cite{Audin_2014_Morse}. For
functions $H$ without any symmetries with respect to the manifold, the surfaces
of gradient flow between adjacent stationary points form a complex. The
alternating sum over cells to compute $\chi$ becomes an alternating sum over
the count of stationary points of $H$ with increasing index, or
\begin{equation}
  \chi=\sum_{i=0}^N(-1)^i\mathcal N_H(\text{index}=i)
\end{equation}
Conveniently, we can express this abstract sum as an integral over the manifold
using a small variation on the Kac--Rice formula for counting stationary
points. Since the sign of the determinant of the Hessian matrix of $H$ at a
stationary point is equal to its index, if we count stationary points including
the sign of the determinant, we arrive at the Euler characteristic, or
\begin{equation} \label{eq:kac-rice}
  \chi=\int_\Omega d\mathbf x\,\delta\big(\nabla H(\mathbf x)\big)\det\operatorname{Hess}H(\mathbf x)
\end{equation}
When the Kac--Rice formula is used to \emph{count} stationary points, the sign
of the determinant is a nuisance that one must take pains to preserve
\cite{Fyodorov_2004_Complexity}. Here we are correct to exclude it.

We need to choose a function $H$ for our calculation. Because $\chi$ is
a topological invariant, any choice will work so long as it does not share some
symmetry with the underlying manifold, i.e., that it $H$ satisfies the Smale condition. Because our manifold of random
constraints has no symmetries, we can take a simple height function $H(\mathbf
x)=\mathbf x_0\cdot\mathbf x$ for some $\mathbf x_0\in\mathbb R^N$ with
$\|\mathbf x_0\|^2=N$. $H$ is a height function because when $\mathbf x_0$ is
used as the polar axis, $H$ gives the height on the sphere.

\section{The average Euler characteristic}

We treat the integral over the implicitly defined manifold $\Omega$ using the
method of Lagrange multipliers. We introduce one multiplier $\omega_0$ to
enforce the spherical constraint and $M$ multipliers $\omega_k$ to enforce the vanishing of
each of the $V_k$, resulting in the Lagrangian
\begin{equation}
  L(\mathbf x,\pmb\omega)
  =H(\mathbf x)+\frac12\omega_0\big(\|\mathbf x\|^2-N\big)
  +\sum_{k=1}^M\omega_kV_k(\mathbf x)
\end{equation}
The integral over $\Omega$ in \eqref{eq:kac-rice} then becomes
\begin{equation} \label{eq:kac-rice.lagrange}
  \chi(\Omega)=\int_{\mathbb R^N} d\mathbf x\int_{\mathbb R^{M+1}}d\pmb\omega
  \,\delta\big(\partial L(\mathbf x,\pmb\omega)\big)
  \det\partial\partial L(\mathbf x,\pmb\omega)
\end{equation}
where $\partial=[\frac\partial{\partial\mathbf x},\frac\partial{\partial\pmb\omega}]$
is the vector of partial derivatives with respect to all $N+M+1$ variables.
This integral is now in a form where standard techniques from mean-field theory
can be applied to calculate it.

In order for certain Gaussian integrals in the following calculation to be
well-defined, it is necessary to treat instead the Lagrangian problem above
with $\pmb\omega\mapsto i\pmb\omega$. This transformation does not effect the
Dirac $\delta$ functions of the gradient, but it does change the determinant by
a factor of $i^{N+M+1}$. We will see that the result of the rest of the
calculation neglecting this factor is real. Since the Euler characteristic is
also necessarily real, this indicates an inconsistency with this transformation
when $N+M+1$ is odd. In fact, the Euler characteristic is always zero for
odd-dimensional manifolds. This is the signature of it in this problem.

To evaluate the average of $\chi$ over the constraints, we first translate the $\delta$ functions and determinant to integral form, with
\begin{align}
  \delta\big(\partial L(\mathbf x,\pmb\omega)\big)
  =\int\frac{d\hat{\mathbf x}}{(2\pi)^N}\frac{d\hat{\pmb\omega}}{(2\pi)^{M+1}}
  e^{i[\hat{\mathbf x},\hat{\pmb\omega}]\cdot\partial L(\mathbf x,\pmb\omega)}
  \\
  \det\partial\partial L(\mathbf x,\pmb\omega)
  =\int d\bar{\pmb\eta}\,d\pmb\eta\,d\bar{\pmb\gamma}\,d\pmb\gamma\,
  e^{-[\bar{\pmb\eta},\bar{\pmb\gamma}]^T\partial\partial L(\mathbf x,\pmb\omega)[\pmb\eta,\pmb\gamma]}
\end{align}

To make the calculation compact, we introduce superspace coordinates. Define the supervectors
\begin{equation}
  \pmb\phi(1)=\mathbf x+\bar\theta_1\pmb\eta+\bar{\pmb\eta}\theta_1+\bar\theta_1\theta_1i\hat{\mathbf x}
  \qquad
  \sigma_k(1)=\omega_k+\bar\theta_1\gamma_k+\bar\gamma_k\theta_1+\bar\theta_1\theta_1\hat\omega_k
\end{equation}
The Euler characteristic can be expressed using these supervectors as
\begin{equation}
  \begin{aligned}
    \chi(\Omega)
    &=\int d\pmb\phi\,d\pmb\sigma\,e^{\int d1\,L\big(\pmb\phi(1),\pmb\sigma(1)\big)} \\
    &=\int d\pmb\phi\,d\pmb\sigma\,\exp\left\{
      \int d1\left[
        H\big(\pmb\phi(1)\big)
        +\frac i2\sigma_0(1)\left(\|\pmb\phi(1)\|^2-N\right)
        +i\sum_{k=1}^M\sigma_k(1)\Big(V_k\big(\pmb\phi(1)\big)-V_0\Big)
      \right]
    \right\}
  \end{aligned}
\end{equation}
Since this is an exponential integrand linear in the functions $V_k$, we can average over the functions to find
\begin{equation}
  \begin{aligned}
    \overline{\chi(\Omega)}
    =\int d\pmb\phi\,d\pmb\sigma\,\exp\Bigg\{
      \int d1\left[
        H(\pmb\phi(1))
        +\frac{i}2\sigma_0(1)\big(\|\pmb\phi(1)\|^2-N\big)
        -iV_0\sum_{k=1}^M\sigma_k(1)
      \right] \\
      -\frac12\int d1\,d2\,\sum_{k=1}^M\sigma_k(1)\sigma_k(2)F\left(\frac{\pmb\phi(1)\cdot\pmb\phi(2)}N\right)
    \Bigg\}
  \end{aligned}
\end{equation}
This is a Gaussian integral in the Lagrange multipliers with $1\leq k\leq M$.
Performing that integral yields
\begin{equation}
  \begin{aligned}
    \overline{\chi(\Omega)}
    &=\int d\pmb\phi\,d\sigma_0\,\exp\Bigg\{
      \int d1\left[
        H(\pmb\phi(1))
        +\frac{i}2\sigma_0(1)\big(\|\pmb\phi(1)\|^2-N\big)
      \right] \\
    &\hspace{5em}-\frac M2V_0^2\int d1\,d2\,F\left(\frac{\pmb\phi(1)\cdot\pmb\phi(2)}N\right)^{-1}
      -\frac M2\log\operatorname{sdet}F\left(\frac{\pmb\phi(1)\cdot\pmb\phi(2)}N\right)
    \Bigg\}
  \end{aligned}
\end{equation}
The supervector $\pmb\phi$ enters this expression as a function only of the
scalar product with itself and with the vector $\mathbf x_0$ inside the
function $H$. We therefore change variables to the superoperator $\mathbb Q$ and the supervector $\mathbb M$ defined by
\begin{equation}
  \mathbb Q(1,2)=\frac{\pmb\phi(1)\cdot\pmb\phi(2)}N
  \qquad
  \mathbb M(1)=\frac{\pmb\phi(1)\cdot\mathbf x_0}N
\end{equation}
These new variables can replace $\pmb\phi$ in the integral using a generalized Hubbard--Stratonovich transformation, which yields
\begin{equation}
  \begin{aligned}
    \overline{\chi(\Omega)}
    &=\int d\mathbb Q\,d\mathbb M\,d\sigma_0\,
    \left[g(\mathbb Q,\mathbb M)+O(N^{-1})\right]
    \,\exp\Bigg\{
      N\int d1\left[
        \mathbb M(1)
        +\frac{i}2\sigma_0(1)\big(\mathbb Q(1,1)-1\big)
      \right] \\
    &\hspace{5em}-\frac M2V_0^2\int d1\,d2\,F(\mathbb Q)^{-1}(1,2)
      -\frac M2\log\operatorname{sdet}F(\mathbb Q)
      +\frac N2\log\operatorname{sdet}(\mathbb Q-\mathbb M\mathbb M^T)
    \Bigg\}
  \end{aligned}
\end{equation}
where $g$ is a function of $\mathbb Q$ and $\mathbb M$ independent of $N$ and
$M$, detailed in Appendix~\ref{sec:prefactor}. To move on from this expression,
we need to expand the superspace notation. We can write
\begin{equation}
  \begin{aligned}
    \mathbb Q(1,2)
    &=C-R(\bar\theta_1\theta_1+\bar\theta_2\theta_2)
    -G(\bar\theta_1\theta_2+\bar\theta_2\theta_1)
    -D\bar\theta_1\theta_1\bar\theta_2\theta_2 \\
    &\qquad
    +(\bar\theta_1+\bar\theta_2)H
    +\bar H(\theta_1+\theta_2)
    -(\bar\theta_1\theta_1\bar\theta_2+\bar\theta_2\theta_2\bar\theta_1)\hat H
    -\bar{\hat H}(\theta_1\bar\theta_2\theta_2+\theta_1\bar\theta_1\theta_1)
  \end{aligned}
\end{equation}
and
\begin{equation}
  \mathbb M(1)
  =m+\bar\theta_1H_0+\bar H_0\theta_1-\hat m\bar\theta_1\theta_1
\end{equation}
The order parameters $C$, $R$, $G$, $D$, $m$, and $\hat m$ are ordinary numbers defined by
\begin{align}
  C=\frac{\mathbf x\cdot\mathbf x}N
  &&
  R=-i\frac{\mathbf x\cdot\hat{\mathbf x}}N
  &&
  G=\frac{\bar{\pmb\eta}\cdot\pmb\eta}N
  &&
  D=\frac{\hat{\mathbf x}\cdot\hat{\mathbf x}}N
  &&
  m=\frac{\mathbf x_0\cdot\mathbf x}N
  &&
  \hat m=-i\frac{\mathbf x_0\cdot\hat{\mathbf x}}N
\end{align}
while $\bar H$, $H$, $\bar{\hat H}$, $\hat H$, $\bar H_0$ and $H_0$ are Grassmann numbers defined by
\begin{align}
  \bar H=\frac{\bar{\pmb\eta}\cdot\mathbf x}N
  &&
  H=\frac{\pmb\eta\cdot\mathbf x}N
  &&
  \bar{\hat H}=\frac{\bar{\pmb\eta}\cdot\hat{\mathbf x}}N
  &&
  \hat H=\frac{\pmb\eta\cdot\hat{\mathbf x}}N
  &&
  \bar H_0=\frac{\bar{\pmb\eta}\cdot\mathbf x_0}N
  &&
  H_0=\frac{\pmb\eta\cdot\mathbf x_0}N
\end{align}
We can treat the integral over $\sigma_0$ immediately. It gives
\begin{equation}
  \int d\sigma_0\,e^{N\int d1\,\frac i2\sigma_0(1)(\mathbb Q(1,1)-1)}
  =2\pi\,\delta(C-1)\,\delta(G+R)\,\bar HH
\end{equation}
This therefore sets $C=1$ and $G=-R$ in the remainder of the integrand, as well
as setting everything depending on $\bar H$ and $H$ to zero.

\begin{equation}
  \begin{aligned}
    \operatorname{sdet}(\mathbb Q-\mathbb M\mathbb M^T)
    &=1+\frac{(1-m^2)D+\hat m^2-2Rm\hat m}{R^2}
    -\frac6{R^4}\bar H_0H_0\bar{\hat H}\hat H
    \\
    &\qquad+\frac2{R^3}\left[
      (mR-\hat m)(\bar{\hat H}H_0+\bar H_0\hat H)
      -(D+R^2)\bar H_0H_0
      +(1-m^2)\bar{\hat H}\hat H
    \right]
  \end{aligned}
\end{equation}
\begin{equation}
  \operatorname{sdet}f(\mathbb Q)
  =1+\frac{Df(1)}{R^2f'(1)}
  +\frac{2f(1)}{R^3f'(1)}\bar{\hat H}\hat H
\end{equation}
\begin{equation}
  \int d1\,d2\,F(\mathbb Q)^{-1}(1,2)
  =\left(f(1)+\frac{R^2f'(1)}{D}\right)^{-1}
  +2\frac{Rf'(1)}{(Df(1)+R^2f'(1))^2}\bar{\hat H}\hat H
\end{equation}

\subsection{Behavior with extensively many constraints}

\subsection{Behavior with finitely many constraints}

The correct scaling to find a nontrivial answer with finite $M$ is to scale
both the covariance functions and fixed constants with $N$ like
$v_0=\frac1NV_0$, $f(q)=\frac1NF(q)$, so that $v_0$ and $f(q)$ are finite at
large $N$. With these scalings and $M=1$, this problem reduces to examining the
levels sets of the spherical spin glasses at energy density $E=v_0$.

$v_0^{\chi>2}=\sqrt{2f(1)}$

$v_0^{m=0}=2\sqrt{f(1)-\frac{f(1)^2}{f'(1)}}$

\subsection{What does the average Euler characteristic tell us?}

It is not straightforward to directly use the average Euler characteristic to
infer something about the number of connected components in the set of
solutions. To understand why, a simple example is helpful. Consider the set of
solutions on the sphere $\|\mathbf x\|^2=N$ that satisfy the single quadratic
constraint
\begin{equation}
  0=\sum_{i=1}^N\sigma_ix_i^2
\end{equation}
where each $\sigma_i$ is taken to be $\pm1$ with equal probability. If we take $\mathbf x$ to be ordered such that all terms with $\sigma_i=+1$ come first, this gives
\begin{equation}
  0=\sum_{i=1}^{N_+}x_i^2-\sum_{i=N_++1}^Nx_i^2
\end{equation}
where $N_+$ is the number of terms with $\sigma_i=+1$. The topology of the resulting manifold can be found by adding and subtracting this constraint from the spherical one, which gives
\begin{align}
  \frac12=\sum_{i=1}^{N_+}x_i^2
  \qquad
  \frac12=\sum_{i=N_++1}^{N}x_i^2
\end{align}
These are two independent equations for spheres of radius $1/\sqrt2$, one of
dimension $N_+$ and the other of dimension $N-N_+$. Therefore, the topology of
the configuration space is that of $S^{N_+-1}\times S^{N-N_+-1}$. The Euler
characteristic of a product space is the product of the Euler characteristics,
and so we have $\chi(\Omega)=\chi(S^{N_+-1})\chi(S^{N-N_+-1})$.

What is the average value of the Euler characteristic over values of
$\sigma_i$? First, recall that the Euler characteristic of a sphere $S^d$ is 2
when $d$ is even and 0 when $d$ is odd. When $N$ is odd, any value
of $N_+$ will result in one of the two spheres in the product to be
odd-dimensional, and therefore $\chi(\Omega)=0$, as is always true for
odd-dimensional manifolds. When $N$ is even, there are two possibilities: when $N_+$ is even then both spheres are odd-dimensional, while when $N_+$ is odd then both spheres are even-dimensional.
The number of terms $N_+$ with $\sigma_i=+1$ is distributed with the binomial distribution
\begin{equation}
  P(N_+)=\frac1{2^N}\binom{N}{N_+}
\end{equation}
Therefore, the average Euler characteristic for even $N$ is
\begin{equation}
  \overline{\chi(\Omega)}
  =\sum_{N_+=0}^NP(N_+)\chi(S^{N_+-1})\chi(S^{N-N_+-1})
  =\frac4{2^N}\sum_{n=0}^{N/2}\binom{N}{2n}
  =2
\end{equation}
Thus we find the average Euler characteristic in this simple example is 2
despite the fact that the possible manifolds resulting from the constraints
have characteristics of either 0 or 4.

\begin{figure}
  \includegraphics[width=0.32\columnwidth]{figs/connected.pdf}
  \hfill
  \includegraphics[width=0.32\columnwidth]{figs/shattered.pdf}
  \hfill
  \includegraphics[width=0.32\columnwidth]{figs/gone.pdf}

  \includegraphics{figs/bar.pdf}

  \caption{
    Cartoon of the topology of the solution manifold implied by our
    calculation. The arrow shows the vector $\mathbf x_0$ defining the height
    function. The region of solutions is marked in black, and the critical points
    of the height function restricted to this region are marked with a point.
    For $\alpha<1$, there are few simply connected regions with most of the
    minima and maxima contributing to the Euler characteristic concentrated at
    the height $m^*$. For $\alpha\geq1$, there are many simply
    connected regions and most of their minima and maxima are concentrated at
    the equator.
  } \label{fig:cartoons}
\end{figure}


\cite{Franz_2016_The, Franz_2017_Universality, Franz_2019_Critical, Annesi_2023_Star-shaped, Baldassi_2023_Typical}

\section{Average number of stationary points of a test function}

\subsection{Behavior with extensively many constraints}

\subsection{Behavior with finitely many constraints}

\begin{equation}
  Mv_0^2=\frac4{f''(1)}\left[
    f'(1)-f(1)-2\frac{f(1)}{f'(1)}f''(1)
  \right]\left[
    \frac{f(1)}{f'(1)}f''(1)-2\big(f'(1)-f(1)\big)
  \right]
\end{equation}

\begin{equation}
  Mv_0^2=\frac{f'(1)^2}{f''(1)}
\end{equation}

\section{Interpretation of our results}

\paragraph{Quenched average of the Euler characteristic.}

\begin{equation}
  D=\beta R
  \qquad
  \hat\beta=-\frac{m+\sum_aR_{1a}}{\sum_aC_{1a}}
  \qquad
  \hat m=0
\end{equation}

\begin{align}
  &\mathcal S(m,C,R)
  =\frac12\log\det\big[I+\hat\beta R^{-1}(C-m^2)\big] \notag \\
  &\quad-\frac\alpha2\log\det\big[I+\hat\beta\big(R\odot f'(C)\big)^{-1}f(C)\big]
\end{align}

The quenched average of the Euler characteristic in the replica symmetric ansatz becomes for $1<\alpha<\alpha_\text{\textsc{sat}}$
\begin{align}
  \frac1N\overline{\log\chi}
  =\frac12\bigg[
    \log\left(-\frac 1{\tilde r_d}\right)
    -\alpha\log\left(
      1-\Delta f\frac{1+\tilde r_d}{f'(1)\tilde r_d}
    \right) \notag \\
    -\alpha f(0)\left(\Delta f-\frac{f'(1)\tilde r_d}{1+\tilde r_d}\right)^{-1}
  \bigg]
\end{align}
where $\Delta f=f(1)-f(0)$ and $\tilde r_d$ is given by
\begin{align}
  \tilde r_d
  =-\frac{f'(1)f(1)-\Delta f^2}{2(f'(1)-\Delta f)^2}
  \bigg(
    \alpha-2+\frac{2f'(1)f(0)}{f'(1)f(1)-\Delta f^2} \notag\\
    +\sqrt{
      \alpha^2
      -4\alpha\frac{f'(1)f(0)\Delta f\big(f'(1)-\Delta f\big)}{\big(f'(1)f(1)-\Delta f^2\big)^2}
    }
  \bigg)
\end{align}
When $\alpha\to\alpha_\text{\textsc{sat}}=f'(1)/f(1)$ from below, $\tilde r_d\to -1$, which produces $N^{-1}\overline{\log\chi}\to0$.

\section*{Acknowledgements}
\addcontentsline{toc}{section}{Acknowledgements}
JK-D is supported by a \textsc{DynSysMath} Specific Initiative of the INFN.
The authors thank Pierfrancesco Urbani for helpful conversations on these topics.

\appendix

\section{Calculation of the prefactor of the average Euler characteristic}
\label{sec:prefactor}

\printbibliography
\addcontentsline{toc}{section}{References}

\end{document}
