Hard to see in the photograph but the wood on this boardwalk was steaming in the sunshine. The sunlight must have provided enough energy to melt the frost (a latent heat problem) and then cause the liquid water to evaporate. The cold air will not hold much water vapour so it saturates easily and thus the clouds form. However convection effects will then disperse the saturated vapour to unsaturated areas so it does disappear as it moves away from the bridge.
