Schrödinger Bridges on Discretized Geometric Domains

摘要

We introduce a spatially discrete formulation of the Schrödinger bridge problem on meshes and grids that enables structure-preserving and scalable interpolation between probability distributions. Our approach builds on the duality between entropy-regularized optimal transport and the log-heat equation, deriving a discrete theory that is compatible with mesh-based finite element discretizations. The resulting Sinkhorn algorithm alternates application of the heat kernel with multiplicative updates to enforce marginal constraints. Compared to interpolation via Wasserstein barycenters, our formulation produces sharper interpolants for a given level of regularization and enforces exact endpoint marginals, in addition to enjoying faster computation. It also scales to high-resolution meshes and finer temporal discretizations, avoiding the prohibitive cost of directly discretizing dynamical transport. We demonstrate our approach across mesh- and grid-based applications, including displacement interpolation, shape interpolation, and color histogram manipulation, highlighting its ability to achieve geometric fidelity with computational efficiency.