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) $f(\vec{x}, t)$ at every time $t$, under certain restrictions. Specifically, we focus on a case when the rate of the Kullback-Leibler divergence $D_{\text{KL}}$ is fixed. If $$\Delta(\vec{x}, t, d{t}) = \frac{\partial f}{ \partial t} d{t}$$ is the pdf change at a time step $d{t}$, we maximize the differential entropy $H[f + \Delta]$ under the restriction $$D_{\text{KL}}(f + \Delta || f) = A² d{t}<sup>2$$, $A = \text{const} &gt; 0$. It leads to the following equation: $$\frac{\partial f}{ \partial t} = - \kappa f (\ln{f} - \int f \ln{f} d{\vec{x}})$$, with $$\kappa = \frac{A}{\sqrt{ \int f \ln^2{f} d{\vec{x}} - \left( \int f \ln{f} d{\vec{x}} \right)² } }$$. 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 $(-\infty; \infty)$ and $[0; \infty)$, respectively, both with $\text{variance} \sim e^{2 A t}$, i.e. diffusion is highly anomalous. We numerically demonstrate for sigmoid-like functions on a segment that the entropy change rate $\frac{d H}{d t}$ produced by such an optimal "diffusion" is, as expected, higher than produced by the "classical" diffusion.