Deep generative modelling of canonical ensemble with differentiable thermal properties

It is a long-standing challenge to accurately and efficiently compute thermodynamic quantities of many-body systems at thermal equilibrium. The conventional methods, e.g., Markov chain Monte Carlo, require many steps to equilibrate. The recently developed deep learning methods can perform direct sampling, but only work at a single trained temperature point and risk biased sampling. Here, we propose a variational method for canonical ensembles with differentiable temperature, which gives thermodynamic quantities as continuous functions of temperature akin to an analytical solution. The proposed method is a general framework that works with any tractable density generative model. At optimal, the model is theoretically guaranteed to be the unbiased Boltzmann distribution. We validated our method by calculating phase transitions in the Ising and XY models, demonstrating that our direct-sampling simulations are as accurate as Markov chain Monte Carlo, but more efficient. Moreover, our differentiable free energy aligns closely with the exact one to the second-order derivative, indicating that the variational model captures the subtle thermal transitions at the phase transitions. This functional dependence on external parameters is a fundamental advancement in combining the exceptional fitting ability of deep learning with rigorous physical analysis.