path: root/topology.tex

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\begin{document}

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

\author{Jaron Kent-Dobias}
\email{jaron.kent-dobias@roma1.infn.it}
\affiliation{Istituto Nazionale di Fisica Nucleare, Sezione di Roma I, Rome, Italy 00184}

\begin{abstract}
  We consider the set of solutions to $M$ random polynomial equations on the
  $(N-1)$-sphere. When solutions exist, they form a manifold. We compute the
  average Euler characteristic of this manifold, and find different behaviors
  depending on $\alpha=M/N$. When $\alpha<1$, the average Euler characteristic
  is subexponential in $N$ but positive, indicating the presence of few
  simply-connected components. When $1\leq\alpha<\alpha_\mathrm a^*$, it is
  exponentially large in $N$, indicating a shattering transition in the space
  of solutions. Finally, when $\alpha_\mathrm a^*\leq\alpha$, the number of
  solutions vanish. We further compute the average logarithm of the Euler
  characteristic, which is representative of typical manifolds. We compare
  these results with the analogous calculation for the topology of level sets
  of the spherical spin glasses, whose connected phase has a negative Euler
  characteristic indicative of many holes.
\end{abstract}

\maketitle


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 $V_k(\mathbf x)=0$ for $1\leq k\leq M$. 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 $f$.
When the covariance function $f$ is polynomial, the $V_k$ are also polynomial, with terms 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}
and each of the elements of the tensors $J^{(k,p)}$ as independently
distributed with a unit normal distribution satisfies \eqref{eq:covariance}.


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}. In each of these cases, the authors studied properties of
the cost function
\begin{equation}
  \mathcal C(\mathbf x)=\frac12\sum_{k=1}^MV_k(\mathbf x)^2
\end{equation}
which achieves zero cost only for configurations that satisfy all the
constraints. Here we dispense with defining a cost function, and instead study
the set of solutions directly.

The set of solutions to our nonlinear random constraint satisfaction problem
can be written as
\begin{equation}
  \Omega=\{\mathbf x\in\mathbb R^N\mid \|\mathbf x\|^2=N,0=V_k(\mathbf x)
  \;\forall\;k=1,\ldots,M\}
\end{equation}
$\Omega$ 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 $NM$ 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.

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 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}
  \chi=\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.
\begin{equation}
  \chi=\int d\pmb\phi\,d\pmb\sigma\,\exp\left\{
    \int d1\,L\big(\pmb\phi(1),\pmb\sigma(1)\big)
  \right\}
\end{equation}
Using standard manipulations, we find
\begin{equation}
  \begin{aligned}
    \overline{\chi}&=\int d\pmb\phi\,d\sigma_0\,\exp\Bigg\{
      -\frac M2\log\operatorname{sdet}f\left(\frac{\phi(1)^T\phi(2)}N\right) \\
      &\qquad+\int d1\,\left[
        H\big(\phi(1)\big)+\frac12\sigma_0(1)\big(\|\phi(1)\|^2-N\big)
      \right]
    \Bigg\}
  \end{aligned}
\end{equation}
Now we are forced to make a decision about the function $H$. 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.

With this choice made, we can integrate over the superfields $\pmb\phi$.
Defining two order parameters $\mathbb Q(1,2)=\frac1N\phi(1)\cdot\phi(2)$ and
$\mathbb M(1)=\frac1N\phi(1)\cdot\mathbf x_0$, the result is
\begin{align}
  \overline{\chi}&=\int d\mathbb Q\,d\mathbb M\,d\sigma_0\,\exp\Bigg\{
    \frac N2\log\operatorname{sdet}(\mathbb Q-\mathbb M\mathbb M^T)
    -\frac M2\log\operatorname{sdet}f(\mathbb Q) \notag \\
    &\quad+N\int d1\,\left[
      \mathbb M(1)+\frac12\sigma_0(1)\big(\mathbb Q(1,1)-1\big)
    \right]
  \Bigg\}
\end{align}

\begin{equation}
  \begin{aligned}
    &\frac1N\log\overline\chi
    =\frac12\Bigg[
      \log\left(
        \frac{\frac{f'(1)}{f(1)}(1-m^2)-1}{\alpha-1}
      \right) \\
    &\hspace{4em} -\alpha\log\left(
        \frac{\alpha}{\alpha-1}\left(
          1-\frac1{\frac{f'(1)}{f(1)}(1-m^2)}
        \right)
      \right)
    \Bigg]
  \end{aligned}
\end{equation}



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


\begin{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.
\end{acknowledgements}

\bibliography{topology}

\appendix

\section{Euler characteristic of the spherical spin glasses}

We can compare this calculation with what we expect to find for the manifold
defined by $V(\mathbf x)=E$ for a single function $V$. This corresponds to the
energy level set of a spherical spin glass.

\end{document}