arXiv:2607.28344math.CAcs.LG2026-07

研究有界域内反射扩散的密度流,给出存在拉格朗日流的充分条件。

Reflected diffusion, no-flux continuity equations and confined Lagrangian flows in bounded domains

论文配图:Reflected diffusion, no-flux continuity equations and confined Lagrangian flows in bounded domains
图 1 · 摘自论文原文
  • 通过边界层有界变差控制与速度法向迹为零等条件,确保流在闭域内保持。
  • 构造了含边界电流的光滑密度/通量对,其特征轨迹唯一但无正则拉格朗日流。
  • 适用于低正则性系数下反射扩散采样方法的理论验证与失效分析。

受有界域内反射扩散的边缘分布流启发,本文研究何种密度/通量对满足无通量连续性方程时,能生成始终停留在闭域内的正则拉格朗日流,并实现指定密度演化。给出了基于内部有界变差、边界层有界变差控制、绝对连续散度的一侧界以及速度法向迹为零的充分条件。证明利用切向性消除零延拓后散度的奇异边界贡献,使扩展速度满足Ambrosio-DiPerna-Lions理论要求。表明这些边界假设不可同时放宽以容许边界电流机制。构造了一个显式的光滑密度/通量对,携带边界电流;其密度演化在加权类中唯一,特征轨迹唯一且受限于域内并传输边际分布,但由于压缩性界在初始时刻附近任意失效,无法存在正则拉格朗日流。还建立了两类无通量福克-普朗克方程的唯一性结果:针对有界可测漂移的对偶结果,以及针对边界奇异性入口型漂移的加权能量结果。本工作为在系数最低正则性假设下使用基于微分方程的反射扩散采样提供了严格数学依据,并揭示了此类采样器可能失效的情形。

原文摘要 · Abstract (English)

Motivated by marginal distribution flows of reflected diffusions in bounded domains, we investigate when a density/flux pair solving a no-flux continuity equation admits a regular Lagrangian flow that remains in the closed domain and generates the prescribed density flow. We give sufficient conditions in terms of interior bounded-variation regularity, bounded-variation control on a boundary collar, a one-sided bound on an absolutely continuous divergence, and vanishing normal trace of the velocity. The proof uses the fact that tangency removes the singular boundary contribution to the divergence of the zero extension, thereby making the extended velocity admissible for the Ambrosio-DiPerna-Lions theory. We show that these boundary assumptions cannot be jointly relaxed so as to admit a boundary current mechanism. We construct an explicit smooth density/flux pair carrying a boundary current. Its density evolution is unique in a weighted class and its characteristics are unique, confined and transport the marginals, yet it admits no regular Lagrangian flow because the compressibility bound fails arbitrarily close to the initial time. We also establish two uniqueness results for no-flux Fokker-Planck equations: a duality result for bounded measurable drifts and a weighted energy result for entrance-type drifts singular at the boundary. Our results provide a rigorous mathematical justification for using the ODE-based sampling of reflected diffusion models under minimal regularity assumptions on the coefficients, and also indicate when such ODE-based samplers may fail.

扩散模型边界流正则流

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