Sparsely-Supervised Data Assimilation via Physics-Informed Schrödinger Bridge

Data assimilation (DA) for systems governed by partial differential equations (PDE) aims to reconstruct full spatiotemporal fields from sparse high-fidelity (HF) observations while respecting physical constraints. While full-grid low-fidelity (LF) simulations provide informative priors in multi-fidelity settings, recovering an HF field consistent with both sparse observations and the governing PDE typically requires per-instance test-time optimization, which becomes a major bottleneck in time-critical applications. To alleviate this, amortized reconstruction using generative models has recently been proposed; however, such approaches rely on full-field HF supervision during training, which is often impractical in real-world settings. From a more realistic perspective, we propose the *Physics-Informed Conditional Schrödinger Bridge* (**PICSB**), which transports an informative LF prior toward an auxiliary-energy-defined, observation-conditioned HF endpoint law without any additional inference-time guidance. To enable learning without HF endpoints, **PICSB** employs an iterative surrogate-endpoint refresh scheme, and directly incorporates PDE residuals into the training objective while enforcing observations via hard conditioning throughout sampling. Experiments on fluid PDE benchmarks demonstrate that **PICSB** enables extremely fast spatiotemporal field reconstruction while achieving strong accuracy under sparse HF supervision.