Mimicking diffusion processes with differential equations

Abstract

The probability-flow ordinary differential equation (PF-ODE) associated with a diffusion process is widely used in score-based generative modeling as a deterministic sampler that reproduces the marginal distributions of the diffusion. The validity of this marginal-matching property depends on the well-posedness of an ordinary differential equation whose velocity field is constructed from the score function of the diffusion. We examine the precise mathematical relation between a diffusion process, the Fokker-Planck equation and the associated PF-ODE under weak regularity assumptions on the drift and score. We establish existence and uniqueness of the marginal density flow as a solution of the Fokker--Planck equation under minimal regularity assumptions. We then study the corresponding Lagrangian problem using the DiPerna-Lions-Ambrosio theory of regular Lagrangian flows. We prove existence, uniqueness and stability of the flow, and show that it transports the initial distribution onto the diffusion marginals, under Sobolev or bounded-variation regularity of the score together with one-sided bounds on the divergence of the probability-flow velocity. We identify sufficient conditions for the required regularity in diffusion models relevant for applications. Our analysis underlines a fundamental distinction between Eulerian and Lagrangian descriptions. We construct a counterexample in which the Fokker--Planck equation has a unique density flow while the associated PF-ODE fails to admit a regular Lagrangian flow from the initial time, demonstrating that uniqueness of the density evolution does not in general imply the existence of a deterministic probability-flow representation. Finally, we derive stability estimates for probability-flow trajectories under learned score approximations. Our findings have implications for the training and deployment of score-based diffusion models.