Relation between graph geodesics and geodesics on a Riemannian metric

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I was wondering if there was a relationship between graph geodesics (shortest path) and geodesics on a Riemannian metric.

I am looking at high dimensional data embedded in a Riemannian metric. I can compute the geodesics between any two points by solving the nonlinear differential equations. However, I would prefer if I can approximate them using densely sampled data points.

Under what conditions is there a relationship between the two?