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# Elasticity of Semi-flexible Polymers

## Abstract

We present an exact solution of the Worm-Like Chain (WLC) model for semi-flexible polymers valid over the entire range of polymer lengths. Our results are in excellent agreement with recent computer simulations and reproduces important qualitatively interesting features observed in simulations of polymers of intermediate lengths. We also make a number of predictions that can be tested in a variety of concrete experimental realizations. The expected level of finite size fluctuations in force-extension curves is also estimated. This study is relevant to mechanical properties of biological molecules.

Many biologically important molecules, like DNA and Actin, are semi-flexible polymers. In recent years there have been experiments which pull and stretch single molecules to measure elastic properties. For instance, one can study the “equation of state” of a semi-flexible polymer by measuring its extension as a function of applied force. Alternatively one can tag the ends with fluorescent dye and determine the distribution of end-to-end distances. Such studies reveal a wealth of information about the mechanical properties of semi-flexible polymers, which is of clear biological importance.

Till a few years ago, studies of polymer molecules such as DNA were limited to samples containing large numbers of molecules . This made it hard to probe the elastic properties of individual DNA which are of vital importance to biological processes such as protein-induced DNA bending . It is only quite recently, due to advances in technology that single molecule studies became feasible. In order to correctly interpret single molecule experiments which are now being performed, a good theoretical understanding of semi-flexible polymers is essential. Quite apart from the biological interest, semi-flexible polymers are of interest to physicists . This paper is devoted to understanding the equilibrium statistical mechanics of single semi-flexible polymers.

Statistical mechanics of a single polymer molecule is dominated by fluctuations because it is a system of finite size. It is only in the thermodynamic limit of extremely long polymers that these fluctuations about the mean die out. Due to the dominance of fluctuations, the experimentally measured mean values for a semi-flexible polymer crucially depend on the precise choice of the ensemble. For instance, one gets qualitatively distinct features in force-extension curves depending on whether the force or the extension is held constant in an experimental setup .

The most popular theoretical model for understanding semi-flexible polymers is the Worm-Like Chain (WLC), which ignores self-avoidance and models the polymer as a framed space curve of fixed total length $`L`$ with an energy cost for bending and twisting. In order to interpret the experimental data, it would be useful to have a clear and complete understanding of the predictions of the WLC model. Such an understanding would reveal the strengths and deficiencies of the model in describing real polymers and could be used to improve the model. There do exist partial results  on the statistical mechanics of the WLC model: some theoretical studies  investigate the flexible limit of very long polymers (long compared to the persistence length;$`L>>L_p`$). However experimental interest is not confined to very long polymers. For example, experiments on Actin  deal with polymers of length $`L=30\mu m`$, which is only about twice the measured persistence length of $`L_p=16.7\mu m`$. There is also theoretical work on extremely short polymers. There is a clear gap in the present understanding of the WLC model for polymers of intermediate length. Our purpose in this paper is to fill this gap. We present a solution of the WLC model and describe the equilibrium elastic properties expected from the model. Our solution is exact in the sense that the elastic properties can be determined to any desired accuracy. The main results of this paper are contained in the figures which show the force-extension relation and end-to-end distance distributions predicted by the WLC model. These predictions agree well with two independent computer simulations  (Figs.3 and 4).

WLC model with pure bend: A configuration $`𝒞`$ of the polymer is described by a space curve $`\stackrel{}{x}(s)`$, with $`s`$ the arc-length parameter ($`0sL`$) ranging from $`0`$ to $`L`$, the contour length of the polymer. The tangent vector $`\widehat{t}=d\stackrel{}{x}/ds`$ to the curve is a unit vector

$$\widehat{t}.\widehat{t}=1$$
(1)
and the curvature of the polymer is given by $`\kappa =|d\widehat{t}/ds|`$. We will suppose that one end of the polymer is tethered to the origin ($`\stackrel{}{x}(0)=0`$) and the other end $`\stackrel{}{x}(L)=\stackrel{}{r}`$ is tagged. As the polymer configuration changes with thermal agitation, the location $`\stackrel{}{r}`$ of its tagged end fluctuates. The quantity we wish to compute is $`Q(\stackrel{}{r})`$, which is the probability distribution for the location $`\stackrel{}{r}`$ of the tagged end . If the tagged end is pulled from $`\stackrel{}{r}`$ to $`\stackrel{}{r}+d\stackrel{}{r}`$, $`Q(\stackrel{}{r})`$ changes and consequently, the free energy. This implies that a force is needed to stretch the polymer. Thus $`Q(\stackrel{}{r})`$ is directly related to the force-extension relation of the polymer. To compute $`Q(\stackrel{}{r})`$ we need to sum over all polymer configurations $`𝒞`$ which end at $`\stackrel{}{r}`$, with a Boltzmann weight: $`Z=\mathrm{\Sigma }_𝒞\mathrm{exp}([𝒞]/k_BT),`$ where the energy $``$ associated with a configuration $`𝒞`$ is $`(𝒞)=\frac{1}{2}A_0^L𝑑s\kappa ^2`$ and $`A`$ is the bending modulus. This is a standard counting problem in statistical mechanics and can be naturally addressed in the language of path integration. However, not much progress has been made because of the difficulty  presented by the inextensibility constraint (1). The key to circumventing this difficulty is to consider  Brownian motion in the space of tangent vectors ($`\widehat{t}`$) rather than (as is customary for flexible polymers) position vectors $`\stackrel{}{x}`$. The tangent vectors form a unit sphere (See Eq.(1)) and the problem reduces to studying Brownian motion on the unit sphere, which can be handled by standard operator techniques familiar from quantum mechanics.

Let us suppose to begin with that the initial ($`\widehat{t}_A=\frac{d\stackrel{}{x}}{ds}|_{s=0}`$) and final ($`\widehat{t}_B=\frac{d\stackrel{}{x}}{ds}|_{s=L}`$) tangent vectors are held fixed. $`Q(\stackrel{}{r})`$ has the path integral representation

$$𝒩𝒟[\widehat{t}(s)]e^{1/k_BT[A/2_0^L(d\widehat{t}/ds)^2𝑑s]}\delta ^3(\stackrel{}{r}_0^L\widehat{t}𝑑s)$$
(2)
where $`𝒩`$ is a normalisation constant. Instead of $`Q(\stackrel{}{r})`$ we focus on the quantity $`P(z)=𝑑\stackrel{}{r}Q(\stackrel{}{r})\delta (r_3z)`$, which is $`Q(\stackrel{}{r})`$ integrated over a plane of constant $`z`$. Note that $`P(z)`$ and $`Q(\stackrel{}{r})`$ vanish when the modulus of their arguments exceeds $`L`$. The generating function of $`P(z)`$ is defined as $`\stackrel{~}{P}(f)=_L^L𝑑ze^{fz/L_p}P(z)`$, where $`L_p=A/k_BT`$. Performing the elementary integrations involving $`\delta `$\- functions we find that $`\stackrel{~}{P}(f)`$ can be expressed as $`Z(f)/Z(0)`$, where $`Z(f)`$ has the path integral representation

$$Z(f)=𝒩𝒟[\widehat{t}(s)]e^{L_p/2[_0^L(d\widehat{t}/ds)^2𝑑s]}e^{[f/L_p_0^L\widehat{t}_z𝑑s]}$$
(3)
Making the change of variable $`\tau =s/L_p`$, we arrive at the expression

$$Z(f)=𝒩𝒟[\widehat{t}(\tau )]e^{_0^\beta 𝑑\tau [1/2(d\widehat{t}/d\tau )^2f\widehat{t}_z]}$$
(4)
where $`\beta =L/L_p`$. Eq. (4) can be interpreted as the path integral representation for the kernel of a quantum particle on the surface of a sphere at inverse temperature $`\beta `$. Thus we can express $`Z(f)`$ as the quantum amplitude to go from an initial tangent vector $`\widehat{t}_A`$ to a final tangent vector $`\widehat{t}_B`$ in imaginary time $`\beta `$ in the presence of an external potential $`f\mathrm{cos}\theta `$:

$$Z(f)=\underset{n}{}e^{[\beta E_n]}\psi _n^{}(\widehat{t}_A)\psi _n(\widehat{t}_B).$$
(5)
Here $`\{\psi _n(\widehat{t})\}`$, is a complete set of normalized eigenstates of the Hamiltonian $`\widehat{H}=\frac{^2}{2}f\mathrm{cos}\theta `$ and $`E_n`$ are the corresponding eigenvalues.

In this paper we focus on the situation where the boundary tangent vectors are unconstrained, i.e they are integrated over with uniform weight. For free boundary conditions the situation is spherically symmetric and $`Q`$ depends only on $`r=|r|`$ and not on $`\stackrel{}{r}`$ and we can write $`Q(r)`$. The probability distribution for the end to end distance $`r`$ is given by $`S(r)=4\pi r^2Q(r)`$, as can be seen by integrating $`Q(\stackrel{}{r})`$ over a sphere of radius $`r`$. As we did above, we can integrate $`Q(\stackrel{}{r})`$ over a plane of fixed $`z`$:$`P(z)=𝑑\stackrel{}{r}Q(\stackrel{}{r})\delta (r_3z)`$. $`P(z)`$ is the probability distribution for the $`z`$ co-ordinate of the tagged end. Both $`S(r)`$ and $`P(z)`$ are experimentally accessible quantities and they are integrals of the spherically symmetric function $`Q(\stackrel{}{r})`$ over two dimensional surfaces. Using tomographic techniques (reconstruction of a function from a knowledge of its integral over two dimensional slices) one can deduce the relation $`S(r)=2rdP(r)/dr`$, where $`P(r)`$ is $`P(z)`$ with its argument replaced by $`r`$.

For free boundary conditions (5) can be written as a“vacuum persistence amplitude”

$$Z(f)=<0|\mathrm{exp}\beta H_f|0>$$
(6)
where $`H_f=\frac{1}{2}^2f\mathrm{cos}\theta `$ is the Hamiltonian of the rigid rotor  in a potential and $`|0>`$ is the ground state of the free Hamiltonian $`H_0=\frac{1}{2}^2`$.     FIG. 1.: $`G(f)`$ as a function of $`f`$ for $`\beta =L/L_p=1`$. Also plotted are approximate analytic forms valid in the small (open circles) and large (filled circles) force regimes.

By choosing a basis in which $`H_0`$ is diagonal we find that $`H`$ is a symmetric tridiagonal matrix with diagonal elements $`H_{ll}=l(l+1)/2`$ and superdiagonal elements $`H_{ll+1}=f(l+1)\sqrt{1/((2l+1)(2l+3))}`$. Upto this point the treatment is completely analytical. To evaluate Eq. (6) we need to use numerical methods. $`H_f`$ is really an infinite matrix, but we truncate it to $`NXN`$ size, numerically evaluate it (using Mathematica) and adjust the cutoff $`N`$ until the answer stabilizes to desired accuracy. From this we deduce all the properties of the model, to an accuracy limited only by computational power. The form of $`G(f)=1/\beta \mathrm{log}Z(f)`$ is shown in Fig. 1 along with physically motivated approximate analytical forms valid in the small ( $`G(f)=C_1(\beta )f^2`$) and large ($`G(f)=f+\sqrt{f}\mathrm{log}f/(2\beta )+C_2(\beta )`$) force regimes. More terms can be computed, but this already gives a fair fit.

From $`\stackrel{~}{P}(f)`$ (which is equal to $`Z(f)`$ since $`Z(0)=1`$), it is possible to compute $`P(z)`$ by performing the inverse Laplace transform. (Numerically it is more convenient to use the inverse Fourier transform by going to imaginary $`f`$). The results are shown in Figure 2. For convenience, we set $`L_p=1`$ so that $`\beta =L`$ and plot all figures in terms of scaled variables, $`\zeta =z/\beta `$, $`\rho =r/\beta `$.     FIG. 2.:  The distribution $`P(\zeta )`$ of scaled extension $`\zeta =z/\beta `$ for $`\beta =L/L_p`$ equal to 1, 3.85 and 10.      FIG. 3.: The distribution $`S(\rho )`$ of scaled end-to-end distances $`\rho =r/\beta `$ for $`\beta =L/L_p`$ equal to 1, 3.85 and 10. Dots show simulation data taken from Ref..  From the relation $`S(\rho )=2\rho \frac{d}{d\rho }P(\rho )`$ we compute the distribution of end-to-end distance. These are displayed in Fig. 3. We have checked that these graphs quantitatively agree (to within the errors of the simulation data) with the published plots of . Notice that $`P(\zeta )`$ and $`S(\rho )`$ both have a single maximum and the corresponding free energies have a single minimum. However, for a range of $`\beta `$ near 3.8, $`Q(\rho )`$ develops a double humped form, reflecting the existence of two stable free energy minima resulting in a “first order transition”, where the quotes signify that this is not a true phase transition due to finite size effects. This feature was first noticed  in computer simulations of the WLC model. Our theoretical work confirms the results of simulations presented in . The form of $`Q(\rho )`$ is plotted in Fig.4 along with the results of computer simulations from .     FIG. 4.: The function $`Q(\rho )`$ for $`\beta =L/L_p=1,3.85`$ and $`5`$. Results of a simulation from Ref. are also plotted on the curve for $`\beta =3.85`$.      FIG. 5.: The mean extension $`\overline{\zeta }`$ as a function of $`f`$ (thick line) for $`\beta =L/L_p=10`$. Also shown on either side are the root mean square fluctuations (thin lines) of the extension about its mean value.  A property of direct experimental interest is the force-extension relation (FER). We work in the constant $`f`$ ensemble and in Fig. 5 plot the scaled mean extension $`\overline{\zeta }(f)`$ (defined by $`\overline{\zeta }=G(f)/f`$).

Since we are dealing with a system of finite size, we expect that the extension $`\zeta `$ will fluctuate about its mean value $`\overline{\zeta }`$. The theoretically expected root mean square value of these fluctuations $`\mathrm{\Delta }\zeta =\sqrt{1/\beta \overline{\zeta }/f}`$ of $`\zeta `$ is shown in Fig. 5. These fluctuations clearly vanish in the limit of infinitely long polymers .

Although the WLC model has been known for around fifty years, there does not appear to be a closed form analytic solution in terms of elementary functions. This paper presents a numerical solution to the WLC, which, given the power of modern personal computers is as useful as an exact analytic form. Using the techniques outlined in this paper one could work out the predictions of the WLC model to any desired accuracy, for example, experimental accuracy. Our work provides predictions of force-extension curves for all lengths which can be tested against experiments. All the quantities computed here $`(Q(\rho ),P(\zeta ),S(\rho )`$, $`\stackrel{~}{P}(f)`$, $`G(f)`$ and FER) are experimentally measurable. Here we briefly go over the pertinent experimental realizations of some of these quantities. (a) Measurement of $`Q(\rho )`$: One can measure $`Q(\rho )`$ by attaching a bead to one end of the molecule and confining the bead in a stiff optical trap and by recording the distribution of location of the other end (tagged with dye) by means of a CCD camera. (b) Measurement of $`P(\zeta )`$: $`P(\zeta )`$ can be measured by recording the location of the free end of the molecule on a given $`\zeta `$ plane and focussing all the light from the particular $`\zeta `$ plane by using a confocal microscope.

In this paper we have used free boundary conditions for the tangent vectors. Other boundary conditions can also be handled as explained in . The boundary conditions depend on the particular experimental setup. For example, if the tangent vectors at the ends are held fixed one needs to use $`\delta `$ function weights rather than uniform ones. Choice of theoretical weights consistent with experimental boundary conditions is particularly crucial in the context of short polymers.

The FERs predicted by the model depend on the ensemble in which the calculation is done. Depending on the experimental situation one should use an ensemble in which one of $`z,r,\stackrel{}{r}`$ or their conjugate forces $`f,f_r,\stackrel{}{f}`$ is held constant. As an example we display in Fig.5 the FER in the constant $`f`$ ensemble. The force extension relations in this ensemble are monotonic for all values of $`\beta `$. (In contrast, the FER in the constant $`\rho `$ ensemble is non-monotonic  in the $`\beta `$ range where the function $`Q(\rho )`$ is double humped.) As mentioned earlier, since we are dealing with a finite system, which is not near the thermodynamic limit, equivalence between conjugate ensembles is not assured . This is due to fluctuations around mean values which are not negligible for short polymers. Our analysis, being exact, correctly takes into account such finite size effects. The pure bend WLC model has a single parameter $`\beta =L/L_p`$ and predicts not only a force extension relation but also the amount of theoretically expected noise on this curve. In an experiment one can expect to see this noise over and above any instrumental noise that may be present in the system.

Self-avoidance is a feature present in real polymers, which has not been taken into account in this analysis. Such effects are more important for flexible polymers. Self-avoidance is difficult to handle analytically and is one of the important directions for future work. We hope that the results of this paper will stimulate a detailed and quantitative comparison between the predictions of the WLC model and experiments, and lead to an improved understanding of the elasticity of semi-flexible polymers.

Note added: After this manuscript was submitted for publication, we learned of closely related work by Stepanow and Schütz .

Acknowledgements: It is a pleasure to thank Abhishek Dhar and V. A. Raghunathan for their critical comments and Y. Hatwalne, M. Rao, T. Roopa and G. V. Shivashankar for discussions.


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# The Theory of Liouville Functions

## 1 Introduction

In  Wilkie calls “Liouville function” a function $`H:`$ with a Taylor series of the form

$$H(x)=\underset{i=1}{\overset{\mathrm{}}{}}x^i/a_i$$

where the $`a_i`$ are non-zero integers satisfying the condition:

$$\text{for every }l1,|a_{i+1}|>|a_i|^{i^l}\text{for all sufficiently large }i.$$
(1)
A fragment of the first-order theory of the complex field expanded with $`H`$ is described in . In this paper we exhibit the complete first-order theory. It turns out that this theory is the “limit theory of generic polynomials” recently studied in  (this answers a question of Zilber ). We recall the axiomatization of the theory in section 2, where we also present another equivalent axiomatization which is closer in spirit to . In section 3 we give a short overview of the proof of our main result and present two of the main tools: continuity of the roots of polynomial systems and effective quantifier elimination. The last two sections are devoted to the proof of the main result.

A model of our theory can be constructed by a Hrushovski-style amalgamation method . It is therefore natural to ask whether analytic models exist for other theories constructed by this method. The limit theory of generic curves  and the theory of generic functions with derivatives  are two natural candidates. Additional examples and further discussion can be found in the surveys .

## 2 Axiomatization

In this section only we work within an arbitrary algebraically closed field $`K`$ of characteristic 0. In the remainder of the paper we set $`K=`$. We do not work in the language of “curved fields” (the language of fields expanded with a binary predicate) as in  but in the language of fields expanded with a unary function symbol $`H`$. We call this language $``$. Given a tuple $`\overline{x}`$ of elements of $`K`$, $`H(\overline{x})`$ denotes the tuple obtained by applying $`H`$ componentwise. This notation will be used freely throughout the paper, for $`H`$ as well as for other unary functions.

### 2.1 The Limit Theory of Generic Polynomials

A generic polynomial of degree $`d`$ is of the form $`g_d(x)=_{i=1}^d\alpha _ix^i`$ where the coefficients $`\alpha _i`$ are algebraically independent over $``$. Let $`F`$ be a sentence of $``$. We have shown in  that $`F`$ is either true for all generic polynomials of sufficiently high degree, or false for all generic polynomials of sufficiently high degree. The set $`T`$ of sentences which are ultimately true therefore forms a complete theory. We recall that this theory is defined by the following axioms.

1. The axioms of algebraically closed fields of characteristic 0.
2. $`H(0)=0`$.
3. The universal axioms. Let $`\varphi (x_1,\mathrm{},x_n,y_1,\mathrm{},y_n)`$ be a conjunction of polynomial equations with coefficients in $``$. If the subset of $`K^{2n}`$ defined by $`\varphi `$ is of dimension $`<n`$, we add the axiom

$$x_1,\mathrm{},x_n\underset{i}{}x_i0\underset{ij}{}x_ix_j\neg \varphi (\overline{x},H(\overline{x})).$$
(2)
4. The inductive axioms. Let $`\varphi (x_1,y_1,\mathrm{},x_n,y_n,\overline{z})`$ be a conjunction of polynomial equations with rational coefficients. For any fixed value of the parameter $`\overline{z}`$, $`\varphi `$ defines an algebraic subset $`V_{\overline{z}}`$ of $`K^{2n}`$. Let $`\xi (\overline{z})`$ be a formula of the language of fields which states that $`V_{\overline{z}}`$ is irreducible, has dimension $`n`$ and is not contained in a subspace of the form $`x_i=x_j`$ for some $`ij`$, or of the form $`x_i=c`$ for some element $`c`$ in the model.

Let $`ϵ`$ be a function which chooses one variable $`u_i^ϵ\{x_i,y_i\}`$ for every $`i\{1,\mathrm{},n\}`$. For each value of the parameter $`\overline{z}`$, the formula $`u_1^ϵ,\mathrm{},u_n^ϵ\varphi (\overline{x},\overline{y},\overline{z})`$ defines a constructible set $`C_{\overline{z}}^ϵK^n`$. As pointed out in , there is a formula $`\psi _ϵ(\overline{z})`$ of the language of fields which states that $`C_{\overline{z}}^ϵ`$ is dense in $`K^n`$. Let $`\psi (\overline{z})`$ be the disjunction of the $`2^n`$ formulas $`\psi _ϵ(\overline{z})`$. Let $`\theta `$ be the conjunction of $`\xi `$ and $`\psi `$. We add the following axiom:

$$\overline{z}x_1,\mathrm{},x_n\theta (\overline{z})\varphi (\overline{x},H(\overline{x}),\overline{z}).$$
(3)

In fact these inductive axioms are slightly different from those of . Indeed, there was not requirement that $`dimV_{\overline{z}}=n`$ in that paper. An inspection of the completeness proof in  reveals that the inductive axioms are used only in the case $`dimV_{\overline{z}}=n`$. The corresponding theories are therefore identical.

We have shown in  that a universal axiom is satisfied by a generic polynomial $`g_d`$ of degree $`d`$ as soon as $`dn`$ and that an inductive axiom is satisfied as soon as $`dn(nr+n+r+1)`$. More precisely, we have obtained the following result.

###### Theorem 1

Let $`\varphi (x_1,\mathrm{},x_n,y_1,\mathrm{},y_n,\overline{z})`$ be a conjunction of polynomial equations with coefficients in $``$. Given a tuple $`\overline{z}`$ of parameters we denote by $`V_{\overline{z}}`$ the algebraic subset of $`^{2n}`$ defined by $`\varphi `$.

Fix a tuple $`\overline{z}`$ which satisfies the associated condition $`\theta (\overline{z})`$ from (3). Let $`r`$ be the transcendence degree of $`(\overline{z})`$ over $``$. For any $`k0`$, if $`dn(nr+n+r+1)`$ there exists $`\overline{x}^n`$ such that $`(\overline{x},g_d(\overline{x}))`$ is a generic point of $`V_{\overline{z}}`$ (i.e., a point of transcendence degree $`n`$ over $`(\overline{z})`$).

### 2.2 Axiomatization à la Wilkie

Given $`I\{1,\mathrm{},n\}`$, say $`I=\{i_1,\mathrm{},i_k\}`$ (in increasing order), and a $`n`$-tuple $`x=(x_1,\mathrm{},x_n)`$ of elements or variables, we denote by $`\overline{x}_I`$ the $`k`$-tuple $`(x_{i_1},\mathrm{},x_{i_k})`$.

Consider $`n`$ polynomials $`f_i(x_1,\mathrm{},x_n,y_1,\mathrm{},y_n,z_1,\mathrm{},z_r)`$ with integer coefficients. For each value of the parameter $`\overline{z}`$ we obtain a polynomial map $`F_{\overline{z}}:K^n\times K^nK^n`$. Recall that a zero $`(\overline{a},\overline{b})`$ of $`F_{\overline{z}}`$ is said to be regular if the Jacobian matrix of $`F_{\overline{z}}`$ at $`(\overline{a},\overline{b})`$ has rank $`n`$, or in other words if

$$det\left(\frac{F_{\overline{z}}}{(\overline{x}_I,\overline{y}_J)}(\overline{a},\overline{b})\right)0$$
(4)
for some $`I,J\{1,\mathrm{},n\}`$ such that $`|I|+|J|=n`$. Let $`V(F_{\overline{z}})`$ be the set of zeros of $`F_{\overline{z}}`$. A regular zero lies on a unique irreducible component of $`V(F_{\overline{z}})`$ and this component is of dimension $`n`$. Following Wilkie, we say that $`(\overline{a},\overline{b})`$ is a balanced zero111Wilkie uses the terminology “balanced, non-singular zero”. We just write “balanced zero” for short. of $`F_{\overline{z}}`$ if $`a_1,\mathrm{},a_n`$ are all non-zero and pairwise distinct, and if one can choose $`I`$ and $`J`$ so that $`IJ=\{1,\mathrm{},n\}`$ (or equivalently, so that $`IJ=\mathrm{}`$).

In a geometric language, condition (4) means that the tangent space to $`V(F_{\overline{z}})`$ at $`(\overline{a},\overline{b})`$ has dimension $`n`$. If this tangent space is not included in a subspace of the form $`x_i=c`$ for some $`i\{,\mathrm{},n\}`$ and some constant $`cK`$ and if additionally $`(\overline{a},\overline{b})`$ is a balanced zero of $`F_{\overline{z}}`$, we say that $`(\overline{a},\overline{b})`$ is a well balanced zero.

In this axiomatization we keep the axioms 1,2 and 3 from section 2.1 but we replace the inductive axioms by:

* Let $`\theta ^{}(\overline{z})`$ be a formula of the language of fields which expresses that $`F_{\overline{z}}`$ has a well balanced zero. We add the following axiom.

$$z_1,\mathrm{},z_rx_1,\mathrm{},x_n\theta ^{}(\overline{z})F(\overline{x},H(\overline{x}),\overline{z})=0.$$
(5)

The following lemma is standard.

###### Lemma 1

Let $`(\overline{a},\overline{b})`$ be a regular zero of $`F_{\overline{z}}`$. For any neighbourhood $`V`$ of $`(\overline{a},\overline{b})`$ in $`^{2n}`$ there exists a neighbourhood $`U`$ of $`\overline{z}`$ such that for any $`\overline{\zeta }U`$, $`F_{\overline{\zeta }}`$ has a regular zero in $`V`$.

* Proof. Let $`I`$ and $`J`$ be such that condition (4) is satisfied. There exist $`n`$ affine functions $`l_1,\mathrm{},l_n`$ such that $`(\overline{a},\overline{b})`$ is an isolated solution of the system $`f_1=0,\mathrm{},f_n=0,l_1=0,\mathrm{},l_n=0`$. Since we now have as many equations as unknowns (namely, $`2n`$) we can apply Proposition 3: there exists a neighbourhood $`U`$ of $`\overline{z}`$ such that for any $`\overline{\zeta }U`$, the system $`F_{\overline{\zeta }}=0,l_1=0,\mathrm{},l_n=0`$ has a zero $`(\overline{\alpha },\overline{\beta })V`$. Since $`det\left(\frac{F_{\overline{\zeta }}}{(\overline{x}_I,\overline{y}_J)}(\overline{\alpha },\overline{\beta })\right)`$ is a continuous function of $`\overline{\zeta }`$, $`\overline{\alpha }`$ and $`\overline{\beta }`$ we can choose $`U`$ so small that $`det\left(\frac{F_{\overline{\zeta }}}{(\overline{x}_I,\overline{y}_J)}(\overline{\alpha },\overline{\beta })\right)0`$. $`\mathrm{}`$

The point of working with this second axiomatization is that we have the following proposition.

###### Proposition 1

The set of parameters $`\overline{z}`$ such that $`F_{\overline{z}}`$ has a balanced zero is an open subset of $`^r`$. The same is true of the set of parameters $`\overline{z}`$ such that $`F_{\overline{z}}`$ has a well balanced zero.

* Proof. Note that in the proof of Lemma 1, the subsets $`I,J\{1,\mathrm{},n\}`$ which witness the fact that $`F_\zeta `$ has a regular zero are the same for all $`\zeta U`$. This implies immediately the first part of the proposition. The second part follows from a similar continuity argument. $`\mathrm{}`$

### 2.3 Equivalence of these axiomatizations

We first show that any model of the limit theory of generic curves is also a model of the theory defined in section 2.2.

Let $`(K,H)`$ be a model of the limit theory of generic polynomials. Let $`F:K^n\times K^n\times K^rK^n`$ be a polynomial map with integer coefficients. Fix a tuple $`\overline{z}`$ such that $`F_{\overline{z}}`$ has a well-balanced zero $`(\overline{x},\overline{y})`$. This well balanced zero lies on an irreducible component $`V`$ of $`V(F_{\overline{z}})`$ defined by a conjunction $`\varphi (\overline{x},\overline{y},\overline{\zeta })`$ of polynomial equations where the parameters $`\overline{\zeta }`$ lie in the algebraic closure of $`(\overline{z})`$. We claim that $`\overline{\zeta }`$ satisfies the associated condition $`\theta (\overline{\zeta })`$ from the inductive axioms. Indeed, it follows from the implicit function theorem that $`K\psi (\overline{\zeta })`$. Moreover, $`V`$ is not included in a subspace of the form $`x_i=x_j`$ for some $`ij`$ since the components of $`\overline{x}`$ are pairwise distinct. Finally, $`V`$ is not included in a subspace of the form $`x_i=c`$ for some constant $`c`$ due to the condition on the tangent space at $`(\overline{x},\overline{y})`$. We can therefore apply the inductive axioms: there exists $`\overline{x}^n`$ such that $`\varphi (\overline{x},H(\overline{x}),\overline{z})`$. In particular we have $`F(\overline{x},H(\overline{x}),\overline{z})=0`$.

Next we show that any model of the theory defined in section 2.2 is a model of the limit theory of generic polynomials. Consider therefore a model $`(K,H)`$ of the theory defined in section 2.2. We assume without loss of generality that $`K`$ is of infinite transcendence degree over $``$.

###### Lemma 2

Let $`SK^m`$ be a constructible set defined by a boolean combination of polynomial equations with coefficients in a subfield $`k`$ of $`K`$. Assume that the projection of $`S`$ on the first $`d`$ variables is dense in $`K^d`$.

There exists a polynomial map $`F=(f_1,\mathrm{},f_{md}):K^mK^{md}`$ which satisfies the following properties:

* $`f_i`$ depends only on the first $`d+i`$ variables and its coefficients are in $`k`$ (i.e., $`f_ik[X_1,\mathrm{},X_{d+i}]`$).
* The algebraic set $`V(F)=\{xK^m;F(x)=0\}`$ has a dense projection on the first $`d`$ variables.
* There exists a nonzero polynomial $`Pk[X_1,\mathrm{},X_d]`$ such that for any $`xV(F)`$, $`P(x_1,\mathrm{},x_d)0`$ implies that $`xS`$ and that $`x`$ is a regular zero of $`F`$ (more precisely, the matrix of partial derivatives of $`f_i`$, $`i=1,\mathrm{},md`$ with respect to $`X_j`$, $`j=d+1,\mathrm{},m`$ has rank $`md`$ at $`x`$).

Note that property (iii) implies (ii) by the implicit function theorem. We will use this lemma only in the case where $`S`$ is an algebraic set.

* Proof of Lemma 2. We assume without loss of generality that $`k`$ is of finite transcendence degree over $``$. Since the projection of $`S`$ on the first $`d`$ variables is dense, there exists a point $`(\alpha _1,\mathrm{},\alpha _d)`$ of transcendence $`d`$ over $`k`$ which is in the projection. In fact, there exists $`\alpha S`$ such that $`\alpha _1,\mathrm{},\alpha _d`$ is a transcendence basis of $`\alpha `$ over $`k`$. Let $`f_i`$ be the minimal polynomial of $`\alpha _{d+i}`$ over $`k(\alpha _1,\mathrm{},\alpha _{d+i1})`$. Condition (i) is satisfied by definition, and condition (ii) is also satisfied since $`\alpha V(F)`$.

Let $`(x_{d+1},\mathrm{},x_m)`$ be such that $`(\alpha _1,\mathrm{},\alpha _d,x_{d+1},\mathrm{},x_m)V(F)`$ and let $`\varphi (X_1,\mathrm{},X_m)`$ be a a boolean combination of polynomial equations with coefficients in $`k`$ which is satisfied by $`\alpha _1,\mathrm{},\alpha _m`$. This formula is also satisfied by $`(\alpha _1,\mathrm{},\alpha _d,x_{d+1},\mathrm{},x_m)`$ since the fields $`k(\alpha _1,\mathrm{},\alpha _d,x_{d+1},\mathrm{},x_m)`$ and $`k(\alpha _1,\mathrm{},\alpha _m)`$ are isomorphic. In other words, $`(\alpha _1,\mathrm{},\alpha _d)`$ satisfies formula $`\mathrm{\Phi }^{}(x_1,\mathrm{},x_d)`$ below:

$$x_{d+1},\mathrm{},x_mF(x_1,\mathrm{},x_m)=0\mathrm{\Phi }(x_1,\mathrm{},x_m).$$

Since $`\alpha _1,\mathrm{},\alpha _d`$ are algebraically independent over $`k`$, $`\mathrm{\Phi }^{}`$ defines a Zariski dense subset of $`K^d`$. This is exactly the first part of condition (iii), if we take for $`\mathrm{\Phi }`$ the formula defining $`S`$. To obtain the second part of this condition, we apply the same observation to a different $`\mathrm{\Phi }`$. Namely, we apply it to the formula $`\mathrm{\Phi }(x_1,\mathrm{},x_m){\displaystyle \underset{i=1}{\overset{md}{}}}{\displaystyle \frac{f_i}{X_{d+i}}}(x_1,\mathrm{},x_{d+i})0.`$ This formula is satisfied by $`\alpha `$ since $`f_i`$ is the minimal polynomial of $`\alpha _{d+i}`$ over $`k(\alpha _1,\mathrm{},\alpha _{d+i1})`$. Our observation now implies that exists a nonzero polynomial $`Rk[X_1,\mathrm{},X_d]`$ such that for any point $`xV(F)`$ with $`R(x_1,\mathrm{},x_d)0`$, the $`md`$ partial derivatives $`\frac{f_i}{X_{d+i}}`$ do not vanish at $`x`$. Since the jacobian matrix of $`F`$ contains a triangular matrix with these partial derivatives on the diagonal, it has maximum rank $`md`$ at $`x`$ and this point is by definition a regular zero of $`F`$. $`\mathrm{}`$

There is of course nothing special about the first $`d`$ variables in this lemma: we may project on any tuple of variables as long as the projection is dense. This is just what we shall do now.

Let $`\varphi (x_1,y_1,\mathrm{},x_n,y_n,\overline{z})`$ be a conjunction of polynomial equations with rational coefficients. Fix $`\overline{z}`$ such that the associated formula $`\theta `$ in (3) is satisfied. Since $`K\theta (\overline{z})`$ there exists $`I,J\{1,\mathrm{},n\}`$ such that $`|I|+|J|=n`$, $`IJ=\mathrm{}`$ and the projection of $`V_{\overline{z}}`$ on the variables $`\overline{x}_I\widehat{}\overline{y}_J`$ is dense in $`K^n`$. Let us apply Lemma 2 to $`S=V_{\overline{z}}`$. We obtain a polynomial map $`F:K^n\times K^nK^n`$ and a polynomial $`P`$ in $`n`$ variables with coefficients in $`k=(\overline{z})`$ such that for any point $`\overline{x}\widehat{}\overline{y}V(F)`$, $`P(\overline{x}_I,\overline{y}_J)0`$ implies that $`\overline{x}\widehat{}\overline{y}V_{\overline{z}}`$ and that $`\overline{x}\widehat{}\overline{y}`$ is a regular zero of $`F`$. Since $`dimV_{\overline{z}}=n`$ and $`V_{\overline{z}}`$ is irreducible, this variety is an irreducible component of $`V(F)`$. Now we consider the polynomial map $`G:K^{2(n+1)}K^{n+1}`$ which sends $`(x_1,\mathrm{},x_n,x_{n+1},y_1,\mathrm{},y_n,y_{n+1})`$ to $`F(x_1,\mathrm{},x_n,y_1,\mathrm{},y_n)\widehat{}f_{n+1}(x_1,\mathrm{},x_n,x_{n+1},y_1,\mathrm{},y_n,y_{n+1})`$. Here $`x_{n+1}`$ and $`y_{n+1}`$ are two additional variables, and $`f_{n+1}=P(\overline{x}_I,\overline{y}_J)y_{n+1}1`$. We claim that $`G`$ has a well balanced zero. To obtain such a zero, pick a generic point $`\overline{a}\widehat{}\overline{b}`$ of $`V_{\overline{z}}`$. Since $`K\theta (\overline{z})`$, the components $`a_1,\mathrm{},a_n`$ are all nonzero and distinct from each other. Moreover we can set $`b_{n+1}=1/P(\overline{a}_I,\overline{b}_J)`$ since $`\overline{a}_I\widehat{}\overline{b}_J`$ has transcendence degree $`n`$ over $`k`$. Pick an arbitrary $`a_{n+1}`$ different from 0 and from $`a_1,\mathrm{},a_n`$. The matrix of partial derivatives of $`f_1,\mathrm{},f_{n+1}`$ at $`(a_1,\mathrm{},a_{n+1},b_1,\mathrm{},b_{n+1})`$ with respect to the variables $`x_i`$ ($`iJ`$) and $`y_i`$ ($`iI\{n+1\}`$) has the block form

$$B=\left(\begin{array}{cc}A& 0\\ 0& P(\overline{a}_I,\overline{b}_J)\end{array}\right)$$

where $`A`$ is the matrix of partial derivatives of $`f_1,\mathrm{},f_n`$ with respect to the variables $`x_i`$ ($`iJ`$) and $`y_i`$ ($`iI`$). We know from Lemma 2 that $`A`$ has rank $`n`$. Hence $`B`$ has rank $`n+1`$ and $`(a_1,\mathrm{},a_{n+1},b_1,\mathrm{},b_{n+1})`$ is a balanced zero of $`G`$. In order to show that this zero is well balanced, we have to check the condition on the tangent space. This condition is indeed satisfied due to Lemma 3 below and to the fact $`x_{n+1}`$ does not appear in $`f_1,\mathrm{},f_{n+1}`$.

###### Lemma 3

The tangent space to $`V(F)`$ at $`\overline{a}\widehat{}\overline{b}`$ is not included in a subspace of the form $`x_i=c`$ for some constant $`cK`$.

* Proof. Assume the opposite. We have seen that $`V_{\overline{z}}`$ is an irreducible component of $`V(F)`$. Since $`\overline{a}\widehat{}\overline{b}`$ is a generic point of $`V_{\overline{z}}`$ this variety would be included in the subspace $`x_i=c`$. This is in contradiction with the hypothesis $`K\theta (\overline{z})`$. $`\mathrm{}`$

We can therefore apply the modified inductive axioms (5) to $`G`$: there exists $`x_1,\mathrm{},x_{n+1}`$ such that $`F(x_1,\mathrm{},x_n,H(x_1),\mathrm{},H(x_n),\overline{z})=0`$ and $`P(\overline{x}_I,\overline{y}_J)y_{n+1}1=0`$. Since $`P(\overline{x}_I,\overline{y}_J)0`$, $`(x_1,\mathrm{},x_n,H(x_1),\mathrm{},H(x_n))V_{\overline{z}}`$ by property (iii): we have proved that the inductive axioms (3) are satisfied.

## 3 Structure of the Proof

Wilkie has shown in  that Liouville functions satisfy the universal axioms. In order to show that the theory of Liouville functions is the limit theory of generic polynomials, it remains to show that the inductive axioms are also satisfied. Using the axiomatization of section 2.2, we need the following result.

###### Theorem 2 (Main Theorem)

Let $`G:^n\times ^n^n`$ be a polynomial map. If $`G`$ has a well balanced zero, there exists $`\overline{a}^n`$ such that $`G(\overline{a},H(\overline{a}))=0`$.

The proof will be given at the end of section 5. A special case of this theorem (which we will not use here) was obtained in : let $`G:^n\times ^n^n`$ be a polynomial map with integer coefficients. If $`G`$ has a balanced zero then there exists $`\overline{a}^n`$ such that $`G(\overline{a},H(\overline{a}))=0`$. Wilkie’s proof of this result relies in particular on Newton’s method.222In fact he even shows that the map $`\overline{x}G(\overline{x},H(\overline{x}))`$ has a non-singular zero with pairwise distinct, nonzero coordinates. By contrast the proof of Theorem 2 is based on a method which is reminiscent of homotopy methods for solving systems of polynomial equations. Let $`H_d(x)`$ be the partial sum $`_{i=1}^dx^i/a_i`$. In section 4 we show that the system $`G(\overline{x},H_d(\overline{x}))=0`$ has an isolated solution $`\overline{x}_d^n`$ for all sufficiently large $`d`$. Then we track $`\overline{x}_d`$ as $`d`$ goes to infinity. It turns out that these roots remain in a compact subset of $`^n`$. Theorem 2 then follows immediately from a standard uniform convergence argument.

As in  effective quantifier elimination also plays an important role. Here there is an additional complication due to the presence of arbitrary complex parameters in $`G`$. Our solution to this problem is to work not for a single value of the parameters (i.e. for a single $`G`$), but simultaneously for all parameters in a compact set. This is made possible in particular by Proposition 1. We will use the following version of quantifier elimination (note that we need to work over the real numbers).

###### Proposition 2

Let $`\mathrm{\Phi }(x_1,\mathrm{},x_n)`$ be a formula of the language of ordered rings. The $`k`$ polynomials occuring in $`\mathrm{\Phi }`$ have integer coefficients. Let $`h2`$ be an upper bound on their absolute values. Let $`d2`$ be an upper bound on the degrees of these polynomials, and let $`m`$ be the number of occurrences of quantifiers in $`F`$.

In the theory of real-closed fields, $`\varphi `$ is equivalent to a quantifier-free formula $`\mathrm{\Psi }(x_1,\mathrm{},x_n)`$ in which all polynomials are of degree at most $`d^c`$, and have integer coefficients of absolute value bounded by $`h^{d^c}`$. The constant $`c`$ depends only on $`n`$, $`m`$ and $`k`$.

Almost any reasonable quantifier elimination method will yield the above result. Much more precise bounds are known, see for instance . We will not need them here since the parameters $`n`$, $`m`$ and $`k`$ can be treated as constants for our purposes.

In the remainder of this section we present another important tool: continuity of the roots of polynomial systems. For $`\overline{z}=(z_1,\mathrm{},z_n)^n`$ we set $`\overline{z}=_{i=1}^n|z_i|^2`$ (this is just the Euclidean norm on $`^{2n}`$).

###### Proposition 3 (Continuity of roots)

The following property holds for any polynomial map $`F:^n\times ^r^n`$ and any $`\overline{z}^r`$.

Let $`\overline{x}`$ be an isolated root of the map $`F_{\overline{z}}:\overline{x}F(\overline{x},\overline{z})`$. For any sufficiently small neighbourhood $`U`$ of $`\overline{x}`$ there exists a neighbourhood $`V`$ of $`\overline{z}`$ such that for all $`\overline{\zeta }V`$, the number of roots of $`F_{\overline{\zeta }}`$ in $`U`$ is positive and finite.

This follows for instance from the “extended geometric version” of Bézout’s theorem .

###### Corollary 1

Let $`F:^n\times ^r^n`$ be a polynomial map. The map

$$\begin{array}{ccc}\hfill N_F& :& \{+\mathrm{}\}\hfill \\ & & z\mathrm{min}\{\overline{x};\overline{x}\text{ }\text{is an isolated root of }F(\overline{x},\overline{z})=0\}\hfill \end{array}$$

is upper semi-continuous (we set $`N_F(\overline{z})=+\mathrm{}`$ if the system $`F(\overline{x},\overline{z})=0`$ has no isolated roots).

* Proof. Fix $`\overline{z}^r`$ such that $`N_F(\overline{z})<+\mathrm{}`$. We have to show that for every $`ϵ>0`$ there is a neighbourhood $`U`$ of $`\overline{z}`$ such that $`N_F(\overline{z})N_F(\overline{\zeta })ϵ`$ for every $`\overline{\zeta }U`$. let $`\overline{x}`$ be an isolated root of the system $`F(\overline{x},\overline{z})=0`$ such that $`N_F(\overline{z})=\overline{x}`$. By Proposition 3.(i) there is a neighbourhood $`U`$ of $`\overline{z}`$ such that for every $`\overline{\zeta }U`$ the system $`F(\overline{x},\overline{z})=0`$ has an isolated root in the ball $`B(x,ϵ)`$. Hence $`N_F(\overline{\zeta })\overline{x}+ϵ=N_F(\overline{z})+ϵ`$. $`\mathrm{}`$

One can show that if $`\overline{z}`$ is such that $`F_{\overline{z}}`$ has finitely many roots then $`N_F`$ is continuous in $`\overline{z}`$. The example of the polynomial $`F(x,z)=zx^22x+1`$ shows that no such continuity property holds for the map

$$z\mathrm{max}\{\overline{x};\overline{x}\text{ is an isolated root of }F(\overline{x},\overline{z})=0\}.$$

Indeed, $`F`$ has a single root for $`z=0`$; for $`z\{0,1\}`$ it has a second root which goes to infinity as $`z`$ goes to 0.

## 4 A Starting Point for the Homotopy

We denote $`H_{d,ϵ}(x)=_{i=1}^dx^i/a_i+ϵx^{d+1}`$ and $`H_d=H_{d,0}`$. Let $`g_d`$ be a generic polynomial of degree $`d`$. The modified partial sum $`\mu _{k,d}`$ is the polynomial function $`xH_k(x)+x^kg_d(x).`$

### 4.1 Finiteness for modified partial sums

We temporarily revert to the language of curved fields to cite a simple combinatorial result (Lemma 7 from ).

###### Lemma 4

Let $`k`$ be a $`p`$-sufficient substructure of a curved field $`(K,C)`$ and $`\overline{z}=(z_1,\mathrm{},z_r)`$ a tuple of $`r`$ elements of $`K\backslash k`$. Set $`q=\frac{pr}{r+1}`$. Let $`j`$ be the smallest integer such that there exists an extension $`\mathrm{}`$ of $`k(\overline{z})`$ satisfying $`\mathrm{tr}.\mathrm{deg}(\mathrm{}/k)pq(j+1)`$ and $`\delta (\mathrm{}:k)j`$ (note that $`j`$ always exists and is upper bounded by $`r`$). Then $`\mathrm{}`$ is $`q`$-sufficient.

Some explanations are in order. In this lemma $`K`$ is an arbitrary field and the “curve” $`C`$ is an arbitrary subset of $`K^2`$. The symbol $`\delta (\mathrm{}:k)`$ is defined by the formula

$$\delta (\mathrm{}:k)=\mathrm{tr}.\mathrm{deg}(\mathrm{}:k)\mathrm{Card}(C\mathrm{}^2Ck^2).$$

A subfield $`k`$ of $`K`$ is said to be $`p`$-sufficient if $`\delta (\mathrm{}:k)0`$ for any subfield $`\mathrm{}`$ of $`K`$ which contains $`k`$, and is of transcendence degree at most $`p`$ over $`k`$. For instance, we have seen is section 2.1 that the universal axiom (2) is satisfied by a generic polynomial of degree $`d`$ as soon as $`dn`$. This implies that $``$ is $`d`$-sufficient if we interpret $`C`$ by the graph of a generic polynomial $`g:`$ of degree $`d`$.

###### Theorem 3

Let $`\varphi (x_1,\mathrm{},x_n,y_1,\mathrm{},y_n,z_1,\mathrm{},z_r)`$ be a boolean combination of polynomial equations with coefficients in $``$. Fix a tuple $`\overline{z}`$ such that the constructible subset $`D_{\overline{z}}`$ of $`^{2n}`$ defined by $`\varphi (.,.,\overline{z})`$ has dimension at most $`n`$. Let $`C_d`$ be the graph of a generic polynomial of degree $`d`$. If $`dn(r+1)+r`$ the system

$$\underset{i}{}x_i0\underset{ij}{}x_ix_j\underset{i}{}C_d(x_i,y_i)\varphi (\overline{x},\overline{y},\overline{z})$$
(6)
has at most finitely many solutions in $`^{2n}`$.

* Proof. Since $``$ is $`d`$-sufficient, by choice of $`d`$ and Lemma 4 there exists a $`n`$-sufficient extension $`\mathrm{}`$ of $`(\overline{z})`$ of transcendence degree at most $`dn`$ over $``$. There are at most $`dn`$ nonzero points on $`C_d`$ with both coordinates in $`\mathrm{}^2`$. Moreover, outside $`\mathrm{}^{2n}`$ any solution of the system

$$\underset{ij}{}x_ix_j\underset{i}{}C_d(x_i,y_i)$$

must be of transcendence degree at least $`n`$ over $`\mathrm{}`$ (by choice of $`\mathrm{}`$). We conclude that up to a finite set, all solutions of (6) are of transcendence degree at least $`n`$ over $`(\overline{z})`$.

This implies that the subset $`S`$ of $`D_{\overline{z}}`$ defined by (6) is finite. Indeed, if $`S`$ is infinite this (constructible) subset of $`D_{\overline{z}}`$ must contain infinitely many non-generic points of $`D_{\overline{z}}`$ (i.e., points of transcendence degree over $`(\overline{z})`$ smaller than $`dimD_{\overline{z}}`$). $`\mathrm{}`$

We have the same property for modified partial sums.

###### Corollary 2

Let $`\varphi (x_1,\mathrm{},x_n,y_1,\mathrm{},y_n,z_1,\mathrm{},z_r)`$ be a boolean combination of polynomial equations with coefficients in $``$. Fix a tuple $`\overline{z}`$ such that the algebraic subset $`D_{\overline{z}}`$ of $`^{2n}`$ defined by $`\varphi (.,.,\overline{z})`$ has dimension at most $`n`$. If $`dn(r+1)+r`$ the system

$$\underset{i}{}x_i0\underset{ij}{}x_ix_j\varphi (\overline{x},\mu _{k,d}(\overline{x}),\overline{z})$$

has at most finitely many solutions in $`^{2n}`$.

* Proof. Let $`\overline{x}`$ be a solution of the system. Note that $`(\overline{x},g_d(\overline{x}))`$ lies in the constructible subset of $`^{2n}`$ (call it $`C_{\overline{z}}`$):

$$\underset{i}{}x_i0\varphi (x_1,\mathrm{},x_n,H_k(x_1)+x_1^ky_1,\mathrm{},H_k(x_n)+x_n^ky_n).$$

Let $`P:^{2n}^{2n}`$ be the polynomial map

$$(x_1,\mathrm{},x_n,y_1,\mathrm{},y_n)(x_1,\mathrm{},x_n,H_k(x_1)+x_1^ky_1,H_k(x_n)+x_n^ky_n).$$

Since $`P(C_{\overline{z}})D_{\overline{z}}`$ and every point in $`D_{\overline{z}}`$ has finitely many preimages in $`C_{\overline{z}}`$ we have $`dimC_{\overline{z}}dimD_{\overline{z}}n`$. By Theorem 3 (applied to $`C_{\overline{z}}`$) we conclude that our system has finitely many solutions. $`\mathrm{}`$

### 4.2 Existence for Modified Partial Sums

The only property of the coefficients of Liouville functions that will be used in the next proposition is that they are rational numbers.

###### Proposition 4

Let $`\varphi (x_1,\mathrm{},x_n,y_1,\mathrm{},y_n,\overline{z})`$ be a conjunction of polynomial equations with coefficients in $``$. Given a tuple $`\overline{z}`$ of parameters we denote by $`V_{\overline{z}}`$ the algebraic subset of $`^{2n}`$ defined by $`\varphi `$.

Fix a tuple $`\overline{z}`$ which satisfies the associated condition $`\theta (\overline{z})`$ from (3). Let $`r`$ be the transcendence degree of $`(\overline{z})`$ over $``$. For any $`k0`$, if $`dn(nr+n+r+1)`$ there exists $`\overline{x}^n`$ such that $`(\overline{x},\mu _{k,d}(\overline{x}))`$ is a generic point over $`(\overline{z})`$ of $`V_{\overline{z}}`$ (note that this genericity condition implies in particular that the components of $`\overline{x}`$ are nonzero and pairwise distinct).

* Proof. We argue as in Corollary 2. One would like to find a point $`(\overline{x},g_d(\overline{x}))`$ on the algebraic subset $`W_{\overline{z}}`$ of $`^{2n}`$ defined by the formula

$$\varphi (x_1,\mathrm{},x_n,H_k(x_1)+x_1^ky_1,\mathrm{},H_k(x_n)+x_n^ky_n).$$

Pick a generic point $`(\overline{\alpha },\overline{\beta })`$ of $`V_{\overline{z}}`$. Then $`(\overline{\alpha },\overline{\gamma })W_{\overline{z}}`$ where $`\gamma _i=(\beta _iH_k(\alpha _i))/\alpha _i^k`$. Note that $`\alpha _1,\mathrm{},\alpha _n`$ are pairwise distinct and do not belong to the algebraic closure $`K`$ of $`(\overline{z})`$. Moreover there exists $`I,J\{1,\mathrm{},n\}`$ such that $`|I|+|J|=n`$, $`IJ=\mathrm{}`$ and $`\overline{\alpha }_I\widehat{}\overline{\beta }_J`$ is of transcendence degree $`n`$ over $`K`$. The tuple $`\overline{\alpha }_I\widehat{}\overline{\gamma }_J`$ is also of transcendence degree $`n`$ over $`K`$ since $`K(\overline{\alpha }_I,\overline{\beta }_J)=K(\overline{\alpha }_I,\overline{\gamma }_J)`$. We can therefore apply the inductive axioms to the irreducible component of $`W_{\overline{z}}`$ which contains $`(\overline{\alpha },\overline{\gamma })`$. More precisely, by Theorem 1 there exists a point $`(\overline{x},g_d(\overline{x}))W_{\overline{z}}`$ of transcendence degree $`n`$ over $`K`$. We conclude that $`(\overline{x},\mu _{k,d}(\overline{x}))`$ is a point of $`V_{\overline{z}}`$ of transcendence degree $`n`$ over $`K`$. $`\mathrm{}`$

### 4.3 Isolated Solutions

The results of sections 4.1 and 4.2 can be summarized as follows.

###### Theorem 4

Let $`F:^n\times ^n\times ^r^n`$ be a polynomial map with integer coefficients. For any $`k0`$, any $`dn(nr+n+r+1)`$ and any $`\overline{z}`$ such that $`F_{\overline{z}}`$ has a well balanced zero, the system $`F(\overline{x},\mu _{k,d}(\overline{x}),\overline{z})=0`$ has an isolated solution.

* Proof. Fix $`k0`$, $`dn(nr+n+r+1)`$ and $`\overline{z}`$ such that $`F_{\overline{z}}`$ has a well balanced zero. This well balanced zero lies on an irreducible component $`V`$ of $`V(F_{\overline{z}})`$ of dimension $`n`$ and $`V`$ satisfies the inductive axioms. More precisely, we have seen at the beginning of section 2.3 that $`V`$ is defined by a conjunction $`\varphi (\overline{x},\overline{y},\overline{\zeta })`$ of polynomial equations where the parameters $`\overline{\zeta }`$ lie in the algebraic closure of $`(\overline{z})`$ and satisfy the associated condition $`\theta (\overline{\zeta })`$. By Proposition 4 there exists $`\overline{x}^n`$ with nonzero, pairwise distinct coordinates such that $`(\overline{x},\mu _{k,d}(\overline{x}))`$ is in $`V`$. Since $`dimV=n`$, by Corollary 3 there are only finitely many such $`\overline{x}`$. To make sure that $`\overline{x}`$ is an isolated solution of the system $`F(\overline{x},\mu _{k,d}(\overline{x}),\overline{z})=0`$ it is therefore sufficient to satisfy the following requirement: $`(\overline{x},\mu _{k,d}(\overline{x}))`$ should lie on no other irreducible component of $`V(F_{\overline{z}})`$ but $`V`$ (indeed, other components might be of dimension $`>n`$). This is possible thanks to the genericity condition in the conclusion of Proposition 4. $`\mathrm{}`$

Any inductive axiom is eventually satisfied by $`H_d`$ if $`d`$ is sufficiently large. More precisely:

###### Theorem 5

Let $`F:^n\times ^n\times ^r^n`$ be a polynomial map. If $`d`$ is sufficiently large and $`|ϵ|1/|a_{d+1}|`$ the following property holds: for any $`\overline{z}`$ such that $`F_{\overline{z}}`$ has a well balanced zero, the system $`F(\overline{x},H_{d,ϵ}(\overline{x}),\overline{z})=0`$ has an isolated solution.

Note that we do not rule out the the possibility that non-isolated solutions might also exist.

* Proof of Theorem 5. Set $`d_0=n(nr+n+r+1)`$. For any $`d1`$ and $`\overline{\alpha }^{d_0}`$, let

$$\nu _{k,\overline{\alpha }}(x)=H_k(x)+x^k\underset{j=1}{\overset{d_0}{}}\alpha _jx^j.$$

One can easily write down a formula $`\varphi (\overline{\alpha })`$ of the language of ordered fields which expresses the fact for any $`\overline{z}`$ such that $`F_{\overline{z}}`$ has a well balanced zero, the system $`F(\overline{x},\nu _{k,\overline{\alpha }}(\overline{x}),\overline{z})=0`$ has an isolated solution in $`^n`$ (of course this involves the separation of the real and imaginary parts of variables such as $`x_1,\mathrm{},x_n`$, which range over the complex numbers). It follows from Theorem 4 that $`\varphi (\overline{\alpha })`$ if $`\alpha _1,\mathrm{},\alpha _{d_0}`$ are algebraically independent. By Proposition 2, $`\varphi (\overline{\alpha })`$ is equivalent to a quantifier-free formula $`\psi (\overline{\alpha })`$ involving polynomials of degree $`k^{O(1)}`$ with integer coefficients of absolute value $`|a_k|^{k^{O(1)}}`$ (the implied constants may depend on $`F`$ but not on $`k`$). Any $`\overline{\alpha }`$ which is not a root of any of these polynomials will satisfy $`\varphi `$. If $`k`$ is sufficiently large and $`|ϵ|1/|a_{k+d_0}|`$, it is indeed the case that $`(1/a_{k+1},\mathrm{},1/a_{k+d_01},ϵ)`$ is not a root of any of these polynomials. This follows from the growth rate condition (1). We conclude that for any $`\overline{z}`$ such that $`F_{\overline{z}}`$ has a well balanced zero, the system $`F(\overline{x},H_{k+d_01,ϵ}(\overline{x}),\overline{z})=0`$ has an isolated solution. $`\mathrm{}`$

Instead of $`\varphi (\overline{\alpha })`$, one could (less easily) write down a formula $`\varphi ^{}(\overline{\alpha })`$ of the language of fields such that $`\varphi ^{}(\overline{\alpha })`$ iff the system $`F(\overline{x},\nu _{k,\overline{\alpha }}(\overline{x}),\overline{z})=0`$ has an isolated solution for any $`\overline{z}`$ such that $`F_{\overline{z}}`$ has a well balanced zero. Allowing the order relation just makes it easier to express the fact that there is an isolated solution. By contrast order plays an essential role in the proof of the next result.

###### Corollary 3

Let $`F:^n\times ^n\times ^r^n`$ be a polynomial map and let $`K`$ be a rational ball of $`^r`$ such that $`F_{\overline{z}}`$ has a well balanced zero for all $`\overline{z}K`$. There is a constant $`c>0`$ such that the following property holds if $`d`$ is sufficiently large: for any $`\overline{z}K`$, the system $`F(\overline{x},H_d(\overline{x}),\overline{z})=0`$ has an isolated solution which satisfies $`\overline{x}|a_d|^{d^c}1/d`$.

By rational ball of $`^r`$ we mean a closed ball $`B(\overline{z},R)=\{\zeta ^r;\zeta zR\}`$ such that the radius $`R`$ is a rational number and the real and imaginary parts of $`\zeta _1,\mathrm{},\zeta _r`$ are also rational.

* Proof of Corollary 3. By Theorem 5, if $`d`$ is sufficiently large (say, $`dd_0`$) the system $`F(\overline{x},H_d(\overline{x}),\overline{z})=0`$ has isolated solutions for all $`\overline{z}K`$. Pick any $`dd_0`$ and consider the map $`N_F:K`$ which sends $`x`$ to $`N_F(x)=inf\{\overline{x};F(\overline{x},H_d(\overline{x}),\overline{z})=0\}`$. By Corollary 1 this function is upper semi-continuous on $`K`$. Since $`K`$ is compact, $`N_F`$ reaches its (finite) supremum $`R(d)`$ on $`K`$. Translating the definition of $`R(d)`$ in first-order logic immediately yields a formula $`\varphi (u)`$ in the language of ordered rings such that $`u(\varphi (u)u=R(d))`$. Note that $`\varphi `$ has only rational parameters since $`K`$ is a rational ball. By elimination of quantifiers from $`\varphi `$ we conclude that $`R(d)`$ is a root of a polynomial of degree $`d^{O(1)}`$ with integer coefficients bounded in absolute value by $`|a_d|^{d^{O(1)}}`$ (the implied constants may depend on $`K`$ and $`F`$ but not on $`d`$). We conclude that $`R(d)|a_d|^{d^\alpha }`$ for some constant $`\alpha `$, so that $`R(d)|a_d|^{d^{\alpha +1}}1/d`$ if $`d`$ is sufficiently large. $`\mathrm{}`$

This property is not only valid for $`K`$ a rational ball: one could generalize to arbitrary compact sets (see Corollary 4). One may wonder why we insist on a bound of the form $`|a_d|^{d^c}1/d`$ in Corollary 3 instead of e.g. $`|a_d|^{d^c}`$. The reason will become apparent in the next section.

## 5 The Path Following Method

In the preceding section we have proved the existence of isolated roots for systems of the form $`F(\overline{x},H_d(\overline{x}),\overline{z})=0`$. In this section we show that some of the roots stay inside a fixed compact ball as $`d`$ goes to infinity. The main theorem then follows easily.

###### Lemma 5

Let $`G:^n\times ^r\times ^n`$ be a polynomial map. We denote by $`G_{\overline{z},ϵ}`$ the map $`\overline{x}G(\overline{x},\overline{z},ϵ)`$. Let $`K`$ be a compact subset of $`^r`$ and $`C`$ a compact subset of $`^n`$ such that for any $`\overline{z}K`$, $`G_{\overline{z},0}`$ has isolated roots in the interior of $`C`$. There exists $`\delta >0`$ such that $`G_{\overline{z},ϵ}`$ has isolated roots in $`C`$ if $`|ϵ|\delta `$ and $`\overline{z}K`$.

* Proof. By Proposition 3, for any $`\overline{\zeta }K`$ there exists $`\delta (\overline{\zeta })>0`$ such that $`G_{\overline{z},ϵ}`$ has isolated roots in $`C`$ if $`|ϵ|\delta (\overline{\zeta })`$ and $`\overline{z}`$ belongs to the open ball $`B(\overline{\zeta },\delta (\overline{\zeta }))`$. Since $`K`$ is covered by the open balls $`B(\overline{\zeta },\delta (\overline{\zeta }))`$, by compactness there exists a finite cover of the form $`B(\overline{\zeta _1},\delta (\overline{\zeta _1})),\mathrm{},B(\overline{\zeta _k},\delta (\overline{\zeta _k}))`$. Set $`\delta =\mathrm{min}(\delta (\overline{\zeta _1}),\mathrm{},\delta (\overline{\zeta _k}))`$. Now fix any $`\overline{z}K`$ and $`ϵ`$ such that $`|ϵ|\delta `$. Since $`\overline{z}B(\overline{\zeta _i},\delta )`$ for some $`i`$, $`G_{\overline{z},ϵ}`$ has isolated roots in $`C`$ by choice of $`\delta `$. $`\mathrm{}`$

###### Proposition 5

Fix a polynomial map $`F:^n\times ^n\times ^r^n`$ with integer coefficients and a rational ball $`K^r`$ such that $`F_{\overline{z}}`$ has a well-balanced zero for all $`\overline{z}K`$. For any $`c>0`$ the following property holds if $`d`$ is sufficiently large.

Suppose that $`R|a_d|^{d^c}`$ is an integer such that for all $`\overline{z}K`$ the system $`F(\overline{x},H_d(\overline{x}),\overline{z})=0`$ has an isolated solution in the closed ball $`\overline{B}(0,R1/d)`$. If $`|ϵ|1/|a_{d+1}|`$, for any $`\overline{z}K`$ the system $`F(\overline{x},H_{d,ϵ}(\overline{x}),\overline{z})=0`$ has an isolated solution in the closed ball $`\overline{B}(0,R1/(d+1))`$.

* Proof. By Theorem 5 if $`d`$ is sufficiently large (say, $`dd_0`$) for any $`\overline{z}K`$ the system $`F(\overline{x},H_{d,ϵ}(\overline{x}),\overline{z})=0`$ has isolated solutions. Pick any $`dd_0`$ and let $`R|a_d|^{d^c}`$ be an integer such that for all $`\overline{z}K`$ the system $`F(\overline{x},H_d(\overline{x}),\overline{z})=0`$ has an isolated solution in the closed ball $`\overline{B}(0,R1/d)`$.

Let $`C=\overline{B}(0,R1/(d+1))`$. We can apply Lemma 5 to $`G(\overline{x},\overline{z},ϵ)=F(\overline{x},H_{d,ϵ}(\overline{x}),\overline{z})`$: there exists $`\delta >0`$ such that for any $`\overline{z}K`$, the system $`F(\overline{x},H_{d,ϵ}(\overline{x}),\overline{z})=0`$ has an isolated root $`\overline{x}`$ in $`C`$ if $`|ϵ|\delta `$. The same quantifier elimination argument as in Corollary 3 shows that one may take $`1/\delta =|a_d|^{d^{O(1)}}`$ (the implied constant depends only on $`K`$, $`F`$ and $`c`$). One may therefore take $`\delta =1/|a_{d+1}|`$ if $`d`$ is sufficiently large. $`\mathrm{}`$

###### Theorem 6

Fix a polynomial map $`F:^n\times ^n\times ^r^n`$ with integer coefficients and a rational ball $`K^r`$ such that $`F_{\overline{z}}`$ has a well-balanced zero for all $`\overline{z}K`$. There exists $`R>0`$ such that the following property holds for all sufficiently large $`d`$: for any $`\overline{z}K`$ the system $`F(\overline{x},H_d(\overline{x}),\overline{z})=0`$ has an isolated root in the closed ball $`\overline{B}(0,R)`$.

* Proof. By Corollary 3 there is a constant $`c>0`$ such that if $`d`$ is sufficiently large (say, $`dd_0`$) then for any $`\overline{z}K`$, the system $`F(\overline{x},H_d(\overline{x}),\overline{z})=0`$ has an isolated solution which satisfies $`\overline{x}|a_d|^{d^c}1/d`$. Let us choose $`d_0`$ so large that Proposition 5 also applies for $`dd_0`$. The proof will be complete if we can show that the following claim is true: for $`dd_0`$ and any $`\overline{z}K`$, the system $`F(\overline{x},H_d(\overline{x}),\overline{z})=0`$ has an isolated solution in the closed ball $`\overline{B}(0,R1/d)`$ where $`R=|a_{d_0}|^{d_0^c}`$. The proof of this claim is a straightforward induction on $`d`$. Indeed, the claim is true for $`d_0`$ by choice of $`d_0`$, and one can go from $`d`$ to $`d+1`$ by Proposition 5. $`\mathrm{}`$

Although this is not really needed for the proof of our main result we note that the same property does not hold only for rational balls, but for all compact subsets of $`^r`$.

###### Corollary 4

Fix a polynomial map $`F:^n\times ^n\times ^r^n`$ with integer coefficients and a compact $`K^r`$ such that $`F_{\overline{z}}`$ has a well-balanced zero for all $`\overline{z}K`$. There exists $`R>0`$ such that the following property holds if $`d`$ is sufficiently large: for any $`\overline{z}K`$ the system $`F(\overline{x},H_d(\overline{x}),\overline{z})=0`$ has an isolated root in the closed ball $`\overline{B}(0,R)`$.

* Proof. By compactness of $`K`$ and Proposition 1, $`K`$ can be covered by a finite set $`\{K_1,\mathrm{},K_p\}`$ of rational balls such that $`F_{\overline{\zeta }}`$ has a well balanced zero for any $`i\{1,\mathrm{},p\}`$ and any $`\overline{\zeta }K_i`$. By Theorem 6 there exist $`R_1,\mathrm{},R_p`$ such that the following property holds for all sufficiently large $`d`$: for any $`i\{1,\mathrm{},p\}`$ and any $`\overline{z}K_i`$, the system $`F(\overline{x},H_d(\overline{x}),\overline{z})=0`$ has an isolated root in the closed ball $`\overline{B}(0,R_i)`$. Now set $`R=\mathrm{max}(R_1,\mathrm{},R_p)`$. $`\mathrm{}`$

* Proof of the main theorem. We can write $`G=F_{\overline{z}}`$ where $`F:^n\times ^n\times ^r^n`$ is a polynomial map with integer coefficients and $`\overline{z}^r`$ is a tuple of parameters. By Proposition 1 there exists a rational ball $`K^r`$ containing $`\overline{z}`$ such that $`F_{\overline{\zeta }}`$ has a well balanced zero for all $`\overline{\zeta }`$ in $`K`$. By Theorem 6 there exists an increasing sequence $`(d_i)_{i0}`$ of integers and a sequence $`(\overline{x}_i)_{i0}`$ of points of $`^n`$ such that $`F(\overline{x}_i,H_{d_i}(\overline{x}_i),\overline{z})=0`$. Moreover the sequence $`(\overline{x}_i)_{i0}`$ remains inside a fixed compact ball $`\overline{B}(0,R)`$. Extracting a subsequence if necessary, we may therefore assume that $`\overline{x}_i`$ converges to a limit point $`\overline{a}^n`$ as $`i`$ goes to infinity. We conclude that $`F(\overline{a},H(\overline{a}),\overline{z})=0`$ since $`lim_{d+\mathrm{}}F(\overline{x},H_d(\overline{x}),\overline{z})=F(\overline{x},H(\overline{x}),\overline{z})`$ uniformly with respect to $`\overline{x}\overline{B}(0,R)`$. $`\mathrm{}`$

###### Remark 1

We have only defined the notion of well balanced zero for a polynomial map $`G:^n\times ^n^n`$, but this notion clearly makes sense if $`G`$ is an arbitrary analytic function. The main theorem is no longer true in this more general context. Indeed, set $`G(x,y)=yH(x)+1`$. This function has well balanced zeros, but there does not exist $`a`$ such that $`G(a,H(a))=0`$.