$R$-equivalence on Cubic Surfaces I: Existing Cases with Non-Trivial Universal Equivalence

Let $V$ be a smooth cubic surface over a $p$-adic field $k$ with good reduction. Swinnerton-Dyer (1981) proved that $R$-equivalence is trivial on $V(k)$ except perhaps if $V$ is one of three special types--those whose $R$-equivalence he could not bound by proving the universal (admissible) equivalence is trivial. We consider all surfaces $V$ currently known to have non-trivial universal equivalence. Beyond being intractable to Swinnerton-Dyer's approach, we observe that if these surfaces also had non-trivial $R$-equivalence, they would contradict Colliot-Thélène and Sansuc's conjecture regarding the $k$-rationality of universal torsors for geometrically rational surfaces. By devising new methods to study $R$-equivalence, we prove that for 2-adic surfaces with all-Eckardt reductions (the third special type, which contains every existing case of non-trivial universal equivalence), $R$-equivalence is trivial or of exponent 2. For the explicit cases, we confirm triviality: the diagonal cubic $X^3+Y^3+Z^3+ζ_3 T^3=0$ over $\mathbb{Q}_2(ζ_3)$--answering a long-standing question of Manin's (Cubic Forms, 1972)--and the cubic with universal equivalence of exponent 2 (Kanevsky, 1982). This is the first in a series of works derived from a year of interactions with generative AI models such as AlphaEvolve and Gemini 3 Deep Think, with the latter proving many of our lemmas. We disclose the timeline and nature of their use towards this paper, and describe our broader AI-assisted research program in a companion report (in preparation).

Semistochastic Quadratic Bound Methods

Partition functions arise in a variety of settings, including conditional random fields, logistic regression, and latent gaussian models. In this paper, we consider semistochastic quadratic bound (SQB) methods for maximum likelihood inference based on partition function optimization. Batch methods based on the quadratic bound were recently proposed for this class of problems, and performed favorably in comparison to state-of-the-art techniques. Semistochastic methods fall in between batch algorithms, which use all the data, and stochastic gradient type methods, which use small random selections at each iteration. We build semistochastic quadratic bound-based methods, and prove both global convergence (to a stationary point) under very weak assumptions, and linear convergence rate under stronger assumptions on the objective. To make the proposed methods faster and more stable, we consider inexact subproblem minimization and batch-size selection schemes. The efficacy of SQB methods is demonstrated via comparison with several state-of-the-art techniques on commonly used datasets.