What is the most optimal diffusion?
Abstract
What is the fastest possible "diffusion"? A trivial answer would be "a process that converts a Dirac delta-function into a uniform distribution infinitely fast". Below, we consider a more reasonable formulation: a process that maximizes differential entropy of a probability density function (pdf) at every time , under certain restrictions. Specifically, we focus on a case when the rate of the Kullback-Leibler divergence is fixed. If is the pdf change at a time step , we maximize the differential entropy under the restriction , . It leads to the following equation: , with . Notably, this is a non-local equation, so the process is different from the It\^{o} diffusion and a corresponding Fokker-Planck equation. We show that the normal and exponential distributions are solutions to this equation, on and , respectively, both with , i.e. diffusion is highly anomalous. We numerically demonstrate for sigmoid-like functions on a segment that the entropy change rate produced by such an optimal "diffusion" is, as expected, higher than produced by the "classical" diffusion.
Cite
@article{arxiv.2510.07571,
title = {What is the most optimal diffusion?},
author = {Vasili Baranau},
journal= {arXiv preprint arXiv:2510.07571},
year = {2025}
}