Schrödinger bridges for systems of interacting particles.

Orland, Henri · Phys Rev E · 2025

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Abstract

A Schrödinger bridge is the most probable time-dependent probability distribution that connects an initial probability distribution w_{i} to a final one w_{f}. The problem has been solved and widely used for the case of simple Brownian evolution (noninteracting particles). It is closely related to the problem of entropy-regularized Wasserstein optimal transport. In this article, we generalize the problem to systems of interacting particles. We derive some equations for the forward and backward single-particle "wave functions," which allows computation of the most probable evolution of the single-particle probability between the initial and final distributions.