A PDE Perspective on Generative Diffusion Models

Score-based diffusion models have emerged as a powerful class of generative methods, with successful applications across diverse domains. Despite their empirical success, their mathematical foundations remain only partially understood, particularly regarding the stability and consistency of the stochastic and partial differential equations underlying their dynamics. In this work, we develop a partial differential equation (PDE) framework for score-based diffusion processes associated with the heat flow of a compactly supported data measure. After establishing weak well-posedness on positive-time intervals, we derive a sharp one-sided divergence bound for the score and use it to obtain sharp uniform Lp-stability estimates for the generative Fokker--Planck equation. This bound is the Euclidean form of the Li--Yau differential inequality. Through entropy stability methods, we prove that the generated laws converge in the 2-Wasserstein distance at rate √ t as t→0^+ to a probability measure supported on the data support. This holds for both deterministic and stochastic generation, for positive terminal densities with finite absolute entropy and second moment. In the deterministic case, almost every trajectory converges to a point of the data support; for empirical data, we further obtain a trajectory-wise square-root rate. These results clarify how exact-score dynamics concentrate on the data support without necessarily recovering the data distribution. An explicitly solvable case identifies the limiting weights and their dependence on Gaussian initialization, while a relative-entropy estimate quantifies the effect of score approximation. Together, these findings connect the stability and concentration mechanisms with score learning and early stopping, providing a mathematical perspective on the balance between imitation fidelity and generative diversity.