Detailed Balance: Stationary Is Not the Same as Still
An interactive live film: Langevin particles keep a Gaussian stationary; a swirl in the drift leaves the density unchanged but makes the probability current J circulate, so the process is stationary without detailed balance until the swirl is removed.
Narration
The bell is a standard Gaussian density, and the dots are particles moving by Langevin dynamics: a drift up the log density, plus random kicks.
The cloud stays a standard Gaussian forever. This density is stationary: everywhere, as much probability flows in as flows out.
The rest of the narration is in the book's Companion.
More from Chapter 21
Interactive1:35Fokker-Planck: A Random Cloud, a Deterministic DensityChapter 21
Preview1:28Forward Diffusion and the Heat Equation: All Distributions Become GaussianChapter 21
Preview1:27Guidance Does Not Sample the Sharpened DistributionChapter 21
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Preview1:26Reverse Time: Why We Must Learn the ScoreChapter 21
Preview1:34Unification: SDEs, Probability Flow ODEs, and Fokker-Planck DynamicsChapter 21
Preview1:52Discretization Changes the Stationary DistributionChapter 21
Preview1:29Stein Variational Gradient Descent: Pull and PushChapter 21