Should the Boundary Term Be Learned in Reflected Diffusion? Conormal Trace and Reflection Masking

Score-based diffusion models are typically trained by minimizing the $L^2$ score matching error, and standard theoretical analyses rely on this quantity to bound the sampling discrepancy between the learned and target distributions. We show the $L^2$ score error is not the right intrinsic measure of marginal distributional quality: a learned diffusion model can incur arbitrarily large $L^2$ score error while perfectly matching the target distribution. By decomposing score errors into a gradient and a solenoidal component (a Helmholtz-Hodge decomposition), we identify the geometric reason behind this: only the gradient component enters the marginal Fokker-Planck dynamics, while the solenoidal component is structurally invisible. We make this precise in three results. First, building on the corrected geometry, we prove an impossibility result: no monotone function of the $L^2$ score error can uniformly lower bound any divergence between the learned and target distributions. Second, we derive an upper bound on the Kullback-Leibler divergence that depends only on the observable gradient component of the error, tightening the standard Girsanov bound for generic score networks, and identifying its looseness as the cost of operating on path-space rather than marginal-space dynamics. Third, we give a tractable estimator of the gradient component via a dual Sobolev identity, which is shown to empirically correlate substantially better with sample quality than the full $L^2$ error.

Despite the empirical success of score-based diffusion models, a complete theoretical understanding of how finite-sample learning, network parameterization, and numerical discretization jointly dictate generative quality remains underdeveloped. Existing sampling analyses often evaluate the generative performance conditional on an oracle score or a pre-specified error threshold. In this work, we establish a unified convergence and generalization framework for score-based diffusion models parameterized by practical ResNet-type architectures. We analyze the generalization and convergence properties from the practical finite-sample, discrete-time learning problem of the score function to the ideal continuous-time, population-level objective. Based on the generalization result of the learning problem of score function, we analyze the sampling process induced by the learned score function and provide an end-to-end total variation distance estimate for the generated terminal distribution. This estimate explicitly decomposes the overall generative error into four interpretable components: the truncation error of the forward process, the reverse-time discretization error, the generalization error incorporating both finite data and forward-time discretization, and the training optimization gap. Our results quantitatively characterize how the training sample size, temporal discretization grids, and optimization accuracy jointly control the final fidelity of samples generated by diffusion models.

Score matching controls average error under the forward marginals, but a discretized reverse-time sampler evaluates the learned score along its own trajectory. We show that small forward-marginal error does not guarantee numerical stability. We construct a single smooth score field with arbitrarily small forward-marginal $L^2$ error. The learned reverse-time process is nonexplosive, has moments of every order, and can be arbitrarily close to the exact reverse-time process in path-space total variation. Yet its Euler--Maruyama discretizations converge in probability while every positive moment diverges. Thus weak convergence can hold even though every Wasserstein distance $W_p$, $p\ge1$, diverges. The same failure can occur within one fixed finite neural architecture. We construct a family of bounded, globally Lipschitz denoisers for which both the forward-marginal error and the path-space total variation distance tend to zero, while their Euler--Maruyama endpoints diverge in every $W_p$. For compactly supported data, we also give a simple positive result. Projecting the learned denoiser onto a known bounded closed convex set containing the support preserves pointwise accuracy, gives grid-uniform moment bounds, and yields Wasserstein convergence under mild local regularity. Experiments with a small fixed DiT-style network show large growth along rare numerical trajectories and its suppression by denoiser projection, while overall trajectory errors remain small.