courseshub.world · Lives in Mathematics and Physics

Yakov Sinai

Yakov Grigorevich Sinai · Яков Григорьевич Синай

A course in two strands: the career of the Moscow mathematician who gave chaos a measure, and the ideas he built from it, from entropy and scattering billiards to Gibbs states, random media and turbulence.

Born 21 September 1935, Moscow Living Abel Prize 2014 Level advanced undergraduate → graduate
The Sinai billiard: a square torus with a round scatterer. Each bounce off the convex obstacle spreads nearby paths apart, and the motion becomes ergodic.
Lesson 00

How to use this course

Yakov Sinai made deterministic chaos a subject of precise mathematics. His first major result, the entropy of a dynamical system, gave mathematicians a number that measures how unpredictable a system is. His billiards showed that the simplest mechanical models of a gas behave randomly. Later he carried the same probabilistic intuition into statistical physics, random media and fluid dynamics. The 2014 Abel Prize honoured him for fundamental contributions to dynamical systems, ergodic theory and mathematical physics.

Prerequisites for Part II
  • Measure theory and probability: σ-algebras, conditional expectation, the law of large numbers.
  • Basic ergodic theory helps: invariant measures and Birkhoff’s ergodic theorem.
  • Multivariable calculus and linear algebra (eigenvalues of integer matrices).
  • For Lessons 08 and 10, some exposure to statistical mechanics and to partial differential equations.

Each technical lesson opens with a paragraph for the general reader, then gives precise statements, proof sketches and exercises with folded solutions. The order follows Sinai’s work: entropy (1959), billiards (1963–1970), Markov partitions and Gibbs measures (1968–1972), lattice phase diagrams (1975–1976), random walks in random environment (1982), and stochastic Burgers turbulence (2000). Sinai is living; the biographical lessons keep to his career and public record.

Reference

Timeline

1935Born 21 September in Moscow. His parents are microbiologists; his grandfather Veniamin Kagan heads the Department of Differential Geometry at Moscow State University.
1952Enters the Faculty of Mechanics and Mathematics (Mekhmat) of Moscow State University.
1957First degree. First paper, on a problem posed by Eugene Dynkin. Joins the circle of Andrei Kolmogorov.
1958Kolmogorov introduces entropy as an invariant of measure-preserving transformations.
1959Sinai’s papers on the entropy of a dynamical system give the definition used ever since.
1960Researcher in the Laboratory of Probabilistic and Statistical Methods, Moscow State University (to 1971).
1962Invited address at the International Congress of Mathematicians, Stockholm.
1963Doctorate at Moscow State University. Announces the ergodicity of systems of hard spheres.
1968Markov partitions for Anosov diffeomorphisms. Signs a letter in support of the dissident mathematician Alexander Esenin-Volpin.
1970Publishes the ergodicity proof for dispersing billiards. Invited to the ICM in Nice but not permitted to attend.
1971Senior researcher at the L. D. Landau Institute for Theoretical Physics.
1972Gibbs measures in ergodic theory: the origin of SRB measures.
1975–76Pirogov–Sinai theory of low-temperature phase diagrams.
1982Limit theorem for a one-dimensional random walk in random environment: Sinai’s walk.
1986Boltzmann Medal.
1990Plenary lecture Hyperbolic billiards at the ICM in Kyoto.
1991Elected to the USSR Academy of Sciences.
1993Professor of mathematics at Princeton University, keeping his post at the Landau Institute.
1997Wolf Prize in Mathematics.
2000With Weinan E, Konstantin Khanin and Alexander Mazel: invariant measures for the stochastically forced Burgers equation.
2002Chairs the Fields Medal Committee. Nemmers Prize.
2009Henri Poincaré Prize; Dobrushin Prize; Foreign Member of the Royal Society.
2013AMS Leroy P. Steele Prize for Lifetime Achievement.
2014Abel Prize, announced 26 March, presented in Oslo on 20 May.
2023Professor emeritus at Princeton.
Part I · Formation
Lesson 01

Moscow, 1935–1952

Yakov Grigorevich Sinai was born in Moscow on 21 September 1935. Both his parents, Grigory Sinai and Nadezda Kagan, were microbiologists. His grandfather Veniamin Fedorovich Kagan was a geometer who headed the Department of Differential Geometry at Moscow State University until 1952, and who was known for his work on the foundations of geometry and on tensor analysis. The mathematician and mechanician Grigory Barenblatt, later an authority on similarity methods and turbulence, was his half-brother.

The family spent part of the Second World War in evacuation. Sinai began school in Moscow in 1943, after their return. He grew up in a household of working scientists.

Admission

In 1952 he applied to the Faculty of Mechanics and Mathematics of Moscow State University, known as Mekhmat. It was the last year of Stalin’s rule, and Jewish applicants faced open discrimination. According to the MacTutor biography, Sinai was initially failed in the entrance examination, and the decision was reversed after his grandfather appealed to the rector, Ivan Petrovsky. He entered Mekhmat that autumn.

Lesson 02

Mekhmat and Kolmogorov, 1952–1960

Mekhmat in the 1950s was one of the strongest mathematics departments in the world. Sinai heard analysis from Mikhail Lavrentiev, classical mechanics from Nikolai Chetaev and algebra from Eugene Dynkin. He first worked with Chetaev and then with Dynkin, who ran a seminar for students in probability. A problem posed by Dynkin led to his first paper, on the distribution of the first positive sum of a sequence of independent random variables, published in 1957, the year he graduated.

The decisive step was entering the circle of Andrei Kolmogorov. In 1954 Kolmogorov had announced the persistence of quasi-periodic motion in perturbed Hamiltonian systems, a result later completed by Vladimir Arnold and Jürgen Moser (KAM theory). He now turned to the opposite question: how to measure the randomness of systems that are not quasi-periodic. Sinai became his student and, within two years, the co-author of one of the central concepts of the field.

In 1960 he joined the Laboratory of Probabilistic and Statistical Methods at Moscow State University as a researcher, a post he held until 1971. Sources date his doctoral degree under Kolmogorov to 1960 (Wikipedia) or 1963 (the Abel Prize biography and Princeton); the difference probably reflects the two levels of the Soviet degree system.

Lesson 03

The entropy years, 1958–1963

In 1958 Kolmogorov introduced entropy as an invariant of measure-preserving transformations, adapting Claude Shannon’s information theory. His definition applied to a restricted class of systems and was hard to compute with. In 1959 Sinai gave the definition that is now standard: the supremum of the entropy rate over all finite partitions. He also proved that a single generating partition computes it. The resulting invariant is called the Kolmogorov–Sinai entropy, or metric entropy. Lesson 04 develops it.

The new invariant answered a question that had been open since the 1930s. Bernoulli shifts with different probability vectors have the same spectral invariants, so the methods of John von Neumann and Paul Halmos could not tell them apart. Entropy could: the shifts with probabilities \((\tfrac12,\tfrac12)\) and \((\tfrac13,\tfrac13,\tfrac13)\) have entropies \(\log 2\) and \(\log 3\), so they are not isomorphic.

Sinai’s interests moved quickly from abstract classification to physics. In 1962 he gave an invited address at the International Congress of Mathematicians in Stockholm. In 1963 he announced a proof that a system of hard spheres in a box is ergodic, a rigorous form of Ludwig Boltzmann’s ergodic hypothesis. The announcement set the programme for the next decade of his work and for half a century of work by others.

Part II · The mathematics
Lesson 04

Kolmogorov–Sinai entropy

For the general reader. Watch a system through a coarse lens that reports only which of a few boxes it is in. If the system is regular, after a while each new observation tells you almost nothing new. If it is chaotic, each observation carries fresh information. Entropy measures that average amount of new information per step, maximized over all possible lenses.

Goals
  • Define the entropy of a partition and of a transformation.
  • State and use the Kolmogorov–Sinai generator theorem.
  • Compute the entropy of Bernoulli shifts, rotations and the doubling map.

Definitions

Let \((X,\mathcal B,\mu)\) be a probability space and \(T:X\to X\) measurable with \(\mu(T^{-1}A)=\mu(A)\) for all \(A\in\mathcal B\). For a finite measurable partition \(\xi=\{C_1,\dots,C_k\}\), set

\[ H(\xi)=-\sum_{i=1}^{k}\mu(C_i)\log\mu(C_i), \qquad \xi^{(n)}=\xi\vee T^{-1}\xi\vee\cdots\vee T^{-(n-1)}\xi, \]

where \(\xi\vee\eta\) is the common refinement \(\{C\cap D\}\). The sequence \(a_n=H(\xi^{(n)})\) is subadditive, \(a_{m+n}\le a_m+a_n\), so the limit below exists and equals the infimum of \(a_n/n\).

Definition (Kolmogorov 1958; Sinai 1959)

The entropy of \(T\) with respect to \(\xi\) is \(h(T,\xi)=\lim_{n\to\infty}\tfrac1n H(\xi^{(n)})\). The entropy of \(T\) is \(h_\mu(T)=\sup_\xi h(T,\xi)\), the supremum over all finite measurable partitions.

Isomorphic systems have equal entropy, because an isomorphism carries partitions to partitions. The supremum is hard to compute directly. Sinai’s theorem reduces it to a single partition.

Theorem (Kolmogorov–Sinai)

Let \(T\) be invertible and let \(\xi\) be a finite partition with \(H(\xi)<\infty\) that is a two-sided generator: the σ-algebra generated by \(\bigvee_{k\in\mathbb Z}T^{k}\xi\) equals \(\mathcal B\) modulo null sets. Then \(h_\mu(T)=h(T,\xi)\). The same holds for non-invertible \(T\) with a one-sided generator, \(\bigvee_{k\ge0}T^{-k}\xi=\mathcal B\).

Proof sketch

For any partition \(\eta\), one has \(h(T,\eta)\le h(T,\zeta)+H(\eta\mid\zeta)\), where \(H(\eta\mid\zeta)\) is conditional entropy. Apply this with \(\zeta=\bigvee_{|k|\le m}T^k\xi\). Its entropy rate equals \(h(T,\xi)\), since shifting finitely many times does not change the rate. Because \(\xi\) generates, the partitions \(\zeta_m\) approximate every set in \(\mathcal B\), and the martingale convergence theorem gives \(H(\eta\mid\zeta_m)\to0\). Hence \(h(T,\eta)\le h(T,\xi)\) for every \(\eta\).

Bernoulli shifts

Let \(X=\{1,\dots,k\}^{\mathbb Z}\) with product measure \(\mu=p^{\otimes\mathbb Z}\) and the left shift \(\sigma\). The partition by the zeroth coordinate generates, and \(\xi^{(n)}\) consists of cylinders of length \(n\) with independent coordinates, so

\[ h_\mu(\sigma)=-\sum_{i=1}^{k}p_i\log p_i . \]

In 1970 Donald Ornstein proved the converse question for this class: two Bernoulli shifts with equal entropy are isomorphic. Entropy is a complete invariant for Bernoulli systems. In the early 1960s Sinai had proved a weaker statement in the same direction: every ergodic system of positive entropy has Bernoulli factors of all smaller or equal entropies.

Exercise 4.1Show that an irrational rotation \(R_\alpha(x)=x+\alpha \bmod 1\) of the circle with Lebesgue measure has entropy zero.

Show solution
Let \(\xi=\{[0,\tfrac12),[\tfrac12,1)\}\). The partition \(\xi^{(n)}\) is cut by the \(2n\) points \(-j\alpha\) and \(\tfrac12-j\alpha\), \(0\le j<n\), so it has at most \(2n\) intervals, and \(H(\xi^{(n)})\le\log(2n)\). Hence \(h(R_\alpha,\xi)=0\). Since \(\alpha\) is irrational the orbit of the endpoints is dense, so \(\xi\) is a generator, and the Kolmogorov–Sinai theorem gives \(h=0\).

Exercise 4.2Compute the entropy of the doubling map \(T(x)=2x \bmod 1\) with Lebesgue measure.

Show solution
The partition \(\xi=\{[0,\tfrac12),[\tfrac12,1)\}\) is a one-sided generator: \(\xi^{(n)}\) is the partition into dyadic intervals of length \(2^{-n}\), which generate the Borel sets. Each has measure \(2^{-n}\), so \(H(\xi^{(n)})=n\log2\) and \(h=\log 2\). Binary expansion conjugates \(T\) to the one-sided Bernoulli shift with \(p=(\tfrac12,\tfrac12)\).

Exercise 4.3Are the Bernoulli shifts \(B(\tfrac14,\tfrac14,\tfrac14,\tfrac14)\) and \(B(\tfrac12,\tfrac18,\tfrac18,\tfrac18,\tfrac18)\) isomorphic?

Show solution
The first has entropy \(\log4=2\log2\). The second has \(\tfrac12\log2+4\cdot\tfrac18\log8=\tfrac12\log2+\tfrac32\log2=2\log2\). The entropies agree, so by Ornstein’s theorem the shifts are isomorphic. Meshalkin had found an explicit isomorphism for pairs of this kind in 1959.
Lesson 05

Dispersing billiards and hard spheres

For the general reader. A ball rolls without friction on a square table whose opposite edges are glued together, so it never meets a wall. In the middle stands a round post. Two balls launched almost identically separate after hitting the post, and they separate more after every bounce. Sinai proved that this simple system is as random as a coin-tossing sequence, in a precise sense. It became the model for the chaotic motion of gas molecules.

Goals
  • Define the billiard flow and its invariant measure.
  • State Sinai’s ergodicity theorem for dispersing billiards.
  • Understand the mechanism: convex scatterers defocus wavefronts.
  • Connect billiards to the hard-sphere gas.

The setting

Let \(Q=\mathbb T^2\setminus\bigcup_{i}B_i\), where the \(B_i\) are finitely many disjoint closed regions with smooth boundaries of strictly positive curvature. A point moves in \(Q\) with unit speed in straight lines and reflects off \(\partial Q\) with angle of incidence equal to angle of reflection. The billiard flow \(\Phi^t\) acts on \(Q\times S^1\) and preserves the Liouville measure \(dq\,d\theta\). The billiard map acts on the collision space of pairs \((r,\varphi)\), where \(r\) is arclength on \(\partial Q\) and \(\varphi\in[-\tfrac\pi2,\tfrac\pi2]\) is the angle with the normal. It preserves \(d\nu=(2|\partial Q|)^{-1}\cos\varphi\,dr\,d\varphi\).

Theorem (Sinai, 1970)

For a dispersing billiard on the two-torus as above, the billiard flow is ergodic with respect to Liouville measure. It is moreover a K-system: it has completely positive entropy.

Giovanni Gallavotti and Donald Ornstein showed in 1974 that the flow is in fact Bernoulli. The billiard is the first mechanical system of physical origin proved to be ergodic.

The mechanism

Follow a one-parameter family of nearby trajectories, a wavefront, and let \(B\) be the curvature of the front, positive when the front is spreading out. During free flight of time \(t\) the radius of curvature grows linearly, so

\[ B(t)=\frac{B(0)}{1+t\,B(0)} . \]

At a reflection off a boundary of curvature \(\kappa>0\), at angle \(\varphi\) to the normal, the mirror formula gives

\[ B^{+}=B^{-}+\frac{2\kappa}{\cos\varphi}\ \ge\ B^{-}+2\kappa . \]

Every collision makes a front more dispersing, and a dispersing front stays dispersing in flight. The length of a front grows by the factor \(1+\tau B\) over a free flight of length \(\tau\), so infinitesimal separations grow exponentially. This gives hyperbolicity with positive Lyapunov exponent. Unlike an Anosov system, a billiard has singularities: trajectories tangent to a scatterer, where the map is not continuous. The difficult part of Sinai’s proof controls these singularities. He adapted the argument that Eberhard Hopf had used for geodesic flows: local stable and unstable curves exist almost everywhere, are long enough, and cross each other, so time averages are constant on large sets.

Hard spheres

Boltzmann’s ergodic hypothesis states that a gas wanders through its whole energy surface. In 1963 Sinai announced the ergodicity of \(N\) hard balls in a box or torus. The case of two discs on a torus reduces to his billiard (Exercise 5.2). For more balls the configuration space is a dispersing billiard in high dimension with only semi-dispersing walls, cylinders instead of strictly convex bodies, and the proof is far harder. Sinai and Nikolai Chernov treated systems of two discs and three-dimensional balls in 1987. Domokos Szász, Nándor Simányi and others carried the programme to large classes of cases over the following decades. His student Leonid Bunimovich discovered in the 1970s that focusing boundaries can also give chaos, as in the stadium billiard.

Exercise 5.1For a billiard map in a planar domain \(Q\), the mean free path with respect to \(\nu\) is \(\bar\tau=\pi|Q|/|\partial Q|\). Compute it for the unit square torus with one disc of radius \(r<\tfrac12\) removed.

Show solution
The area is \(|Q|=1-\pi r^2\) and the boundary length is \(|\partial Q|=2\pi r\). So \(\bar\tau=\pi(1-\pi r^2)/(2\pi r)=(1-\pi r^2)/(2r)\). As \(r\to0\) the mean free path grows like \(1/(2r)\), the Lorentz-gas scaling.

Exercise 5.2Two discs of radius \(r\) and equal mass move freely on the unit torus and collide elastically. Show that, after removing the centre of mass, the relative motion is a Sinai billiard.

Show solution
Let \(x_1,x_2\) be the centres and \(q=x_1-x_2\in\mathbb T^2\). The discs overlap exactly when \(q\) lies in the disc of radius \(2r\) around \(0\), so the relative configuration space is the torus minus a disc of radius \(2r\). The centre of mass moves uniformly. At a collision with equal masses, the velocity components along the line of centres \(n\) are exchanged, so \(\dot q\) changes to \(\dot q-2(\dot q\cdot n)n\): mirror reflection off the circle \(|q|=2r\). Kinetic energy fixes \(|\dot q|\).

Exercise 5.3Let all scatterers have curvature at least \(\kappa_{\min}>0\) and let every free flight have length at least \(\tau_{\min}>0\). Show that after the first collision a dispersing front expands by at least the factor \(1+2\kappa_{\min}\tau_{\min}\) between consecutive collisions.

Show solution
Right after any collision \(B^+\ge 2\kappa/\cos\varphi\ge2\kappa_{\min}\). The front length grows during the following free flight by \(1+\tau B^+\ge1+2\kappa_{\min}\tau_{\min}\). This uniform expansion is the source of the positive Lyapunov exponent, at least \(\log(1+2\kappa_{\min}\tau_{\min})\) per collision.
Lesson 06

Markov partitions and symbolic dynamics

For the general reader. A chaotic map of a surface can be described by a list of symbols that records which region the orbit visits at each step. Sinai showed in 1968 that for an important class of chaotic maps the regions can be chosen so cleverly that the allowed symbol sequences obey a simple rule: which symbol may follow which. Questions about the map become questions about these sequences, which are much easier to handle.

Goals
  • Define Anosov diffeomorphisms and Markov partitions.
  • State Sinai’s theorem and the coding it gives.
  • Count periodic orbits and compute topological entropy through the transition matrix.

Anosov diffeomorphisms

A diffeomorphism \(f\) of a compact Riemannian manifold \(M\) is Anosov if \(TM=E^s\oplus E^u\) splits continuously and invariantly, with constants \(C>0\), \(0<\lambda<1\) such that \(\|Df^n v\|\le C\lambda^n\|v\|\) for \(v\in E^s\), \(n\ge0\), and \(\|Df^{-n}v\|\le C\lambda^n\|v\|\) for \(v\in E^u\). Dmitri Anosov proved in the 1960s that such maps, and geodesic flows on manifolds of negative curvature, are structurally stable and, with a smooth invariant volume, ergodic. The standard example is the cat map \(f_A(x)=Ax \bmod \mathbb Z^2\) with \(A=\begin{pmatrix}2&1\\1&1\end{pmatrix}\), whose eigenvalues are \(\lambda_\pm=(3\pm\sqrt5)/2\).

Rectangles and the Markov property

A rectangle is a closed set \(R\), the closure of its interior, such that for \(x,y\in R\) the local stable manifold of \(x\) and the local unstable manifold of \(y\) meet in a single point of \(R\). A finite cover \(\{R_1,\dots,R_m\}\) by rectangles with disjoint interiors is a Markov partition if, whenever \(x\in\operatorname{int}R_i\) and \(f(x)\in\operatorname{int}R_j\), the image \(f(W^u_{R_i}(x))\) contains \(W^u_{R_j}(f(x))\) and \(f(W^s_{R_i}(x))\subseteq W^s_{R_j}(f(x))\). Unstable sides stretch across, and stable sides fit inside.

Theorem (Sinai, 1968)

Every transitive Anosov diffeomorphism \(f\) of a compact manifold has a Markov partition of arbitrarily small diameter. Let \(T_{ij}=1\) if \(f(\operatorname{int}R_i)\cap\operatorname{int}R_j\ne\varnothing\) and \(0\) otherwise. Then the map \(\pi:\Sigma_T\to M\), \(\pi(\underline x)=\bigcap_{n\in\mathbb Z}f^{-n}R_{x_n}\), from the subshift of finite type \(\Sigma_T=\{\underline x\in\{1,\dots,m\}^{\mathbb Z}:T_{x_nx_{n+1}}=1\}\), is continuous, surjective and uniformly finite-to-one, and \(\pi\circ\sigma=f\circ\pi\).

Roy Adler and Benjamin Weiss had constructed such partitions for hyperbolic automorphisms of the two-torus in 1967. Rufus Bowen extended Sinai’s construction to the basic sets of Axiom A diffeomorphisms in 1970, with a simpler proof based on shadowing of pseudo-orbits. The coding is one-to-one off the images of the boundaries, a set of zero measure for the measures that matter (Lesson 07).

Why it helps

Through \(\pi\), invariant measures of \(f\) correspond to shift-invariant measures on \(\Sigma_T\), which can be built like Markov chains. Periodic points are counted by traces, \(\#\{\underline x:\sigma^n\underline x=\underline x\}=\operatorname{tr}T^n\), and the topological entropy of \(f\) equals \(\log\rho(T)\), where \(\rho(T)\) is the spectral radius of \(T\).

Exercise 6.1For the cat map, show that the number of points of period \(n\) is \(|\det(A^n-I)|=\lambda_+^n+\lambda_-^n-2\). Check the cases \(n=1,2\).

Show solution
The points with \(A^nx\equiv x\) are the solutions of \((A^n-I)x\in\mathbb Z^2\) in the torus, and there are \(|\det(A^n-I)|\) of them. The eigenvalues of \(A^n-I\) are \(\lambda_\pm^n-1\), and \(\lambda_+\lambda_-=1\), so \(\det(A^n-I)=(\lambda_+^n-1)(\lambda_-^n-1)=2-\lambda_+^n-\lambda_-^n\), which is negative. For \(n=1\): \(\lambda_++\lambda_-=3\), so one fixed point (the origin). For \(n=2\): \(\lambda_+^2+\lambda_-^2=9-2=7\), giving 5 points of period dividing 2.

Exercise 6.2The subshift with transition matrix \(T=\begin{pmatrix}1&1\\1&0\end{pmatrix}\) (the golden-mean shift, in which symbol 2 may not follow itself). Compute its topological entropy and compare with the entropy of the cat map with respect to Lebesgue measure, which is \(\log\lambda_+\).

Show solution
The characteristic polynomial is \(t^2-t-1\), with largest root \(\phi=(1+\sqrt5)/2\), so the entropy is \(\log\phi\). Since \(\phi^2=(3+\sqrt5)/2=\lambda_+\), the cat map, which is the square of the toral map with matrix \(\begin{pmatrix}1&1\\1&0\end{pmatrix}\), has entropy \(2\log\phi=\log\lambda_+\). The number of admissible words of length \(n\) grows like \(\phi^n\), a Fibonacci count.
Lesson 07

Gibbs measures and SRB measures

For the general reader. If you start a chaotic system at a random point and record long-run averages, which probability distribution do you see? For a volume-preserving system it is volume. For a dissipative system, whose orbits collapse onto a thin attractor, volume is not invariant. Sinai showed in 1972 that the answer is still a single natural measure, and he found it by borrowing the Gibbs distributions of statistical mechanics. David Ruelle and Rufus Bowen extended the theory, and the measures carry all three names.

Goals
  • State the variational principle and define equilibrium states.
  • State the existence of SRB measures for Anosov diffeomorphisms.
  • Use the Gibbs property and the entropy formula.

Thermodynamic formalism

Let \(\sigma\) be a transitive subshift of finite type and \(\phi\) a Hölder continuous function on it. The pressure is

\[ P(\phi)=\lim_{n\to\infty}\frac1n\log\sum_{[w],\,|w|=n}\exp\Big(\sup_{x\in[w]}S_n\phi(x)\Big),\qquad S_n\phi=\sum_{k=0}^{n-1}\phi\circ\sigma^k . \]
Theorem (variational principle and Gibbs states)

\(P(\phi)=\sup_\mu\big(h_\mu(\sigma)+\int\phi\,d\mu\big)\), the supremum over invariant probability measures. For Hölder \(\phi\) the supremum is attained at a unique measure \(\mu_\phi\), the equilibrium state, and \(\mu_\phi\) is a Gibbs measure: there is \(C\ge1\) with

\[ C^{-1}\le\frac{\mu_\phi[x_0\dots x_{n-1}]}{\exp\big(-nP(\phi)+S_n\phi(x)\big)}\le C \quad\text{for all } x,\ n. \]

Sinai’s insight was that a Markov partition turns a hyperbolic map into a one-dimensional lattice spin system, with the symbol sequence as a configuration and \(-\phi\) as an energy. Gibbs states of one-dimensional systems with rapidly decaying interactions are unique, with no phase transitions, and this uniqueness is what makes the natural measure unique.

SRB measures

Theorem (Sinai 1972; Ruelle 1976; Bowen–Ruelle 1975)

Let \(f\) be a \(C^2\) transitive Anosov diffeomorphism and \(\phi^u(x)=-\log\big|\det Df|_{E^u(x)}\big|\). There is a unique invariant probability measure \(\mu^+\), the equilibrium state of \(\phi^u\), such that for Lebesgue-almost every \(x\in M\) and every continuous \(g\),

\[ \lim_{n\to\infty}\frac1n\sum_{k=0}^{n-1}g(f^kx)=\int g\,d\mu^+ . \]

Moreover \(P(\phi^u)=0\), the conditional measures of \(\mu^+\) on unstable manifolds are absolutely continuous, and \(h_{\mu^+}(f)=\int\log\big|\det Df|_{E^u}\big|\,d\mu^+\).

Ruelle proved the analogous statement for Axiom A attractors, and Bowen and Ruelle treated flows. The entropy identity is a case of the Pesin formula, which Yakov Pesin proved for smooth invariant measures of non-uniformly hyperbolic systems. Ledrappier and Young later showed that the formula characterizes SRB measures in general. SRB measures are the reason physicists can speak of the statistics of a dissipative chaotic system, such as the Lorenz attractor, at all.

Exercise 7.1On the full shift on \(k\) symbols, let \(\phi(x)=\log p_{x_0}\) with \(p\) a probability vector. Compute \(P(\phi)\) and show that the Bernoulli measure \(p^{\otimes\mathbb Z}\) achieves the supremum in the variational principle.

Show solution
\(S_n\phi\) is constant on each cylinder \([w]\) and equals \(\log(p_{w_0}\cdots p_{w_{n-1}})\). The sum over words is \(\big(\sum_ip_i\big)^n=1\), so \(P(\phi)=0\). For the Bernoulli measure, \(h=-\sum p_i\log p_i\) and \(\int\phi=\sum p_i\log p_i\), so \(h+\int\phi=0=P(\phi)\). The Gibbs ratio equals 1 exactly.

Exercise 7.2For the cat map, show that Lebesgue measure is the SRB measure and that the entropy formula gives \(\log\lambda_+\).

Show solution
Lebesgue measure is invariant since \(\det A=1\), and it is ergodic, so by Birkhoff’s theorem Lebesgue-almost every point is generic for it; uniqueness forces \(\mu^+=\text{Leb}\). The unstable space is the \(\lambda_+\)-eigenline, so \(\log|\det Df|_{E^u}|=\log\lambda_+\) is constant and the formula gives \(h=\log\lambda_+\), matching Exercise 6.2.
Lesson 08

Phase transitions: Pirogov–Sinai theory

For the general reader. Water can be ice, liquid or vapour, and at special values of temperature and pressure two or three phases coexist. Mathematical physicists study such phase diagrams in lattice models, where each site of a grid carries a spin or a particle. In 1975 and 1976 Sergei Pirogov and Sinai gave a general method to compute the phase diagram at low temperature, even when no symmetry fixes it, and it became a standard tool.

Goals
  • Prove phase coexistence in the Ising model by the Peierls argument.
  • Understand contours and the Peierls condition.
  • State the Pirogov–Sinai theorem informally and see why it is needed.

Gibbs states and the Peierls argument

In the Ising model on \(\mathbb Z^2\), each site carries \(\sigma_x=\pm1\) and the energy in a finite box \(\Lambda\) with boundary condition \(\bar\sigma\) is \(H_\Lambda(\sigma)=-\sum_{\langle xy\rangle}\sigma_x\sigma_y-h\sum_x\sigma_x\), the first sum over nearest-neighbour pairs meeting \(\Lambda\). The finite-volume Gibbs measure is proportional to \(e^{-\beta H_\Lambda}\). A phase transition at \(h=0\) means that the limits with all-plus and all-minus boundary conditions differ.

With plus boundary conditions, draw the dual edges separating unlike neighbours. They form closed curves, the contours. A contour of length \(\ell\) costs energy \(2\ell\). Erasing it, by flipping the spins inside, gives an injective map on configurations, so the probability that a given contour is present is at most \(e^{-2\beta\ell}\). This is Rudolf Peierls’s argument of 1936, made rigorous by Robert Griffiths and Roland Dobrushin in 1964 and 1965.

Theorem (Pirogov–Sinai, 1975–1976; informal statement)

Consider a translation-invariant lattice model on \(\mathbb Z^d\), \(d\ge2\), with finite-range interaction, finitely many periodic ground states \(g_1,\dots,g_q\), and the Peierls condition: a configuration costs energy at least \(\rho>0\) per site where it differs from every ground state. Add a perturbation depending on \(q-1\) parameters that splits the ground-state energies generically. Then for \(\beta\) large there are smooth functions of the parameters, the truncated free energies \(a_1,\dots,a_q\), such that the extremal periodic Gibbs states are exactly the \(\beta\)-perturbed ground states \(g_i\) with \(a_i=\min_j a_j\). The low-temperature phase diagram is a small deformation of the zero-temperature one; in particular there is a point where all \(q\) phases coexist.

The key idea is a contour expansion for each phase, in which contours whose interiors favour a different phase are given a modified weight. This makes the expansion converge in every phase at once. Earlier, Robert Minlos and Sinai had analysed phase separation at low temperature (1967), and Pavel Bleher and Sinai had given one of the first rigorous treatments of the renormalization group at a critical point, for Dyson’s hierarchical model (1973).

Exercise 8.1Show that the number of contours of length \(\ell\) on the dual of \(\mathbb Z^2\) that surround the origin is at most \(\ell\,3^{\ell}\). Deduce that for \(\beta\) large, \(\mu^+(\sigma_0=-1)<\tfrac12\).

Show solution
A contour around the origin crosses the positive horizontal half-axis at some distance at most \(\ell/2\), giving at most \(\ell\) choices of a starting edge. From there each successive edge has at most 3 choices. If \(\sigma_0=-1\), some contour surrounds the origin, so \(\mu^+(\sigma_0=-1)\le\sum_{\ell\ge4}\ell\,3^\ell e^{-2\beta\ell}\). The series converges when \(3e^{-2\beta}<1\) and tends to 0 as \(\beta\to\infty\), so it is below \(\tfrac12\) for large \(\beta\). By symmetry \(\mu^-(\sigma_0=-1)>\tfrac12\), and the two limit states differ.

Exercise 8.2Why does the Ising model not need Pirogov–Sinai theory to locate its coexistence line, while the Blume–Capel model, with spins \(\sigma_x\in\{-1,0,1\}\) and energy \(\sum_{\langle xy\rangle}(\sigma_x-\sigma_y)^2-\lambda\sum_x\sigma_x^2-h\sum_x\sigma_x\), does?

Show solution
In the Ising model the spin-flip symmetry \(\sigma\mapsto-\sigma\) exchanges the two phases at \(h=0\), so coexistence occurs exactly at \(h=0\) at all temperatures. In Blume–Capel, at \(h=0\) the ground states \(+,-,0\) have energies \(-\lambda,-\lambda,0\) per site, so all three tie at \(\lambda=h=0\). Symmetry still exchanges \(+\) and \(-\), but nothing relates them to \(0\). At positive temperature the triple point moves away from \((0,0)\) by an amount set by the different entropies of excitations, and Pirogov–Sinai theory computes where it goes.
Lesson 09

Sinai’s random walk

For the general reader. An ordinary random walk spreads out like the square root of time. Now let the coin used at each site be biased, with biases chosen at random once and for all, fair on average. Sinai proved in 1982 that the walker then becomes trapped in deep valleys of a random landscape and spreads only like the square of the logarithm of time: after a million steps it has moved about two hundred sites rather than a thousand.

Goals
  • Set up the random walk in random environment and its potential.
  • State Sinai’s theorem and the Kesten–Golosov limit law.
  • Explain the \((\log n)^2\) scaling by the valley heuristic.

The model

Let \(\omega=(p_x)_{x\in\mathbb Z}\) be i.i.d. random variables in \((0,1)\). Given \(\omega\), the walk \(X_n\) starts at 0 and moves from \(x\) to \(x+1\) with probability \(p_x\) and to \(x-1\) with probability \(1-p_x\). Set \(\rho_x=(1-p_x)/p_x\) and define the potential

\[ V(x)=\sum_{y=1}^{x}\log\rho_y\ \ (x\ge1),\qquad V(0)=0,\qquad V(x)=-\sum_{y=x+1}^{0}\log\rho_y\ \ (x\le-1). \]

The walk is a reversible Markov chain with invariant measure proportional to \(e^{-V(x)}(1+\rho_x)\), so it lives near the minima of \(V\). Fred Solomon showed in 1975 that the walk is recurrent for almost every \(\omega\) if and only if \(\mathbb E\log\rho_0=0\).

Theorem (Sinai, 1982)

Assume \(\mathbb E\log\rho_0=0\), \(\sigma^2=\mathbb E(\log\rho_0)^2\in(0,\infty)\), and \(\varepsilon\le p_0\le1-\varepsilon\) for some \(\varepsilon>0\). Then there are random variables \(b_n(\omega)\), determined by the environment alone, such that \(\dfrac{\sigma^2X_n}{(\log n)^2}-b_n\to0\) in probability under the joint law of environment and walk. The \(b_n\) converge in law to a non-degenerate limit \(b_\infty\).

Harry Kesten and Andrei Golosov independently computed the law of \(b_\infty\) in 1986. It has density

\[ \frac{2}{\pi}\sum_{k=0}^{\infty}\frac{(-1)^k}{2k+1}\exp\Big(-\frac{(2k+1)^2\pi^2}{8}\,|x|\Big),\qquad x\in\mathbb R . \]

The valley heuristic

To climb a potential barrier of height \(H\) the walk needs time of order \(e^{H}\), as in Arrhenius’s law. By time \(n\) it can cross barriers of height up to about \(\log n\), but not more. By Donsker’s theorem, \(V\) on scale \(L\) looks like \(\sigma\) times a Brownian motion, so barriers of height \(\log n\) occur at distances of order \((\log n)^2/\sigma^2\). At time \(n\) the walk sits at the bottom of the smallest valley around the origin that has depth at least \(\log n\); \(b_n\) is the rescaled position of that bottom. The proof makes this precise. Golosov later showed a sharper localization: the walk stays within a bounded distance of a point determined by the environment, with high probability.

Exercise 9.1Check that the density above integrates to 1. (Use \(\sum_{k\ge0}(-1)^k/(2k+1)^3=\pi^3/32\).)

Show solution
\(\int_{\mathbb R}e^{-c|x|}dx=2/c\) with \(c=(2k+1)^2\pi^2/8\), giving \(16/((2k+1)^2\pi^2)\). The total is \(\frac2\pi\cdot\frac{16}{\pi^2}\sum_k\frac{(-1)^k}{(2k+1)^3}=\frac{32}{\pi^3}\cdot\frac{\pi^3}{32}=1\).

Exercise 9.2Let \(p_x\) equal \(a\) or \(1-a\) with probability \(\tfrac12\) each, where \(0<a<\tfrac12\). Verify the hypotheses of Sinai’s theorem and compute \(\sigma^2\). For \(a=\tfrac13\) and \(n=10^6\), estimate the typical displacement.

Show solution
\(\log\rho\) takes the values \(\pm\log\frac{1-a}{a}\) with equal probability, so its mean is 0 and \(\sigma^2=\big(\log\frac{1-a}{a}\big)^2\). Ellipticity holds with \(\varepsilon=a\). For \(a=\tfrac13\), \(\sigma^2=(\log2)^2\approx0.48\). Then \((\log n)^2/\sigma^2\approx(13.8)^2/0.48\approx400\). The walker is typically a few hundred sites away, compared with about 1000 for the simple random walk.
Lesson 10

Burgers turbulence

For the general reader. The Burgers equation is the simplest model of a fluid that forms shocks, sudden jumps in velocity. Driven by random forces, it gives a one-dimensional caricature of turbulence. In 2000 Weinan E, Konstantin Khanin, Alexander Mazel and Sinai showed that the long-run statistics are unique: whatever the starting state, the solution forgets it, and at each moment it is determined by the past history of the forcing alone.

Goals
  • Write the forced Burgers equation and its variational solution.
  • State the “one force, one solution” principle.
  • Work with shocks and the Hopf–Cole transform.

The equation

On the circle \(\mathbb T=\mathbb R/\mathbb Z\) consider

\[ \partial_tu+\partial_x\Big(\frac{u^2}{2}\Big)=\varepsilon\,\partial_x^2u+f(x,t),\qquad f(x,t)=\sum_{k=1}^{K}F_k(x)\,\dot B_k(t), \]

where the \(F_k=G_k'\) are smooth with mean zero and the \(B_k\) are independent standard Brownian motions. The mean \(\int_{\mathbb T}u\,dx=c\) is conserved. In the inviscid limit \(\varepsilon\to0\) the solutions are the entropy solutions, and for \(u=\partial_x\psi\) they satisfy the Lax–Oleinik variational formula

\[ \psi(x,t)=\inf_{\gamma(t)=x}\Big\{\psi(\gamma(s),s)+\int_s^t\Big(\tfrac12\dot\gamma(\tau)^2\,d\tau+\sum_kG_k(\gamma(\tau))\,dB_k(\tau)\Big)\Big\}, \]

with the stochastic integral understood after integration by parts. Fluid particles follow minimizing curves; shocks are points reached by two different minimizers.

Theorem (E–Khanin–Mazel–Sinai, 2000)

Under a non-degeneracy condition on the forcing, for each \(c\) the inviscid equation has a unique invariant measure. For almost every realization of the forcing there is a unique entropy solution \(u_\omega(x,t)\) defined for all \(t\in\mathbb R\), depending only on the forcing in \((-\infty,t]\); every other solution converges to it as \(t-t_0\to\infty\). For \(c=0\) the solution has a unique main shock and a unique two-sided (global) minimizer.

The proof brings Aubry–Mather theory of minimizing orbits into a random setting. In earlier work (1997) the same authors used minimizers and shocks to derive the tails of the velocity-gradient distribution. Khanin, his former student, has continued the programme in higher dimensions with Rufus Iturriaga and others.

Exercise 10.1Show that the Hopf–Cole substitution \(u=-2\varepsilon\,\partial_x\log\phi\) turns the unforced viscous Burgers equation \(u_t+uu_x=\varepsilon u_{xx}\) into the heat equation \(\phi_t=\varepsilon\phi_{xx}\).

Show solution
Write \(u=\partial_x\psi\) with \(\psi=-2\varepsilon\log\phi\). Burgers is the derivative of \(\psi_t+\tfrac12\psi_x^2=\varepsilon\psi_{xx}\). Now \(\psi_t=-2\varepsilon\phi_t/\phi\), \(\psi_x=-2\varepsilon\phi_x/\phi\), and \(\psi_{xx}=-2\varepsilon\big(\phi_{xx}/\phi-\phi_x^2/\phi^2\big)\). Substituting, the \(\phi_x^2/\phi^2\) terms cancel: \(-2\varepsilon\phi_t/\phi+2\varepsilon^2\phi_x^2/\phi^2=-2\varepsilon^2\phi_{xx}/\phi+2\varepsilon^2\phi_x^2/\phi^2\), so \(\phi_t=\varepsilon\phi_{xx}\).

Exercise 10.2A shock separates states \(u_-\) (left) and \(u_+\) (right) of the inviscid Burgers equation. Find its speed and the admissibility condition.

Show solution
The Rankine–Hugoniot condition for the flux \(u^2/2\) gives \(s=\dfrac{u_-^2/2-u_+^2/2}{u_--u_+}=\dfrac{u_-+u_+}{2}\). The entropy (Lax) condition requires characteristics to run into the shock, \(u_->s>u_+\), that is \(u_->u_+\): velocity jumps down across a shock.
Part III · Life and legacy
Lesson 11

Landau Institute and Princeton

In 1968 Sinai was among the mathematicians who signed a letter protesting the forced psychiatric confinement of the logician Alexander Esenin-Volpin. Signatories faced professional penalties. Sinai was invited to speak at the 1970 International Congress in Nice and was not allowed to travel. The MacTutor biography links the long delay in his promotion at Moscow State University to the letter.

In 1971 he became a senior researcher at the L. D. Landau Institute for Theoretical Physics of the USSR Academy of Sciences, where he worked alongside theoretical physicists. The setting suited him. His work of the 1970s and 1980s is mathematical physics in the strict sense: Gibbs states, phase diagrams, the renormalization group, random Schrödinger operators. In the early 1980s, with Isaak Khalatnikov, Evgeny Lifshitz, Konstantin Khanin and Lev Shchur, he studied the chaotic oscillations of the early universe near the cosmological singularity, where the dynamics reduces to a continued-fraction map. He also held a professorship at Moscow State University, and his seminar there trained a large school.

The 1990 Congress in Kyoto heard his plenary lecture on hyperbolic billiards. He was elected to the USSR Academy of Sciences in 1991. In 1993 he became professor of mathematics at Princeton University, while keeping his position at the Landau Institute; he was Thomas Jones Professor in 1997–98 and Moore Distinguished Scholar at Caltech in 2005. At Princeton he turned increasingly to fluid dynamics, including, with Dong Li, a renormalization-group construction of finite-time blow-up for complex-valued solutions of the three-dimensional Navier–Stokes equations (2008). His wife, the mathematical physicist Elena Vul, has been a co-author on several papers. He chaired the Fields Medal Committee in 2002 and became professor emeritus in 2023.

DiscussionSinai spent more than twenty years in an institute of theoretical physics. Using Lessons 07 and 08, explain how ideas moved in both directions between statistical mechanics and dynamical systems in his work.

Lesson 12

Honours, school and influence

On 26 March 2014 the Norwegian Academy of Science and Letters announced that Sinai would receive the Abel Prize for his fundamental contributions to dynamical systems, ergodic theory and mathematical physics. Crown Prince Haakon presented it in Oslo on 20 May. The citation named entropy, billiards, Markov partitions, SRB measures, Sinai’s walk, Pirogov–Sinai theory, the Bleher–Sinai renormalization group, Burgers turbulence and the spectral theory of discrete Schrödinger operators. He was the first Princeton faculty member to receive the prize.

Students

Sinai has supervised more than fifty doctoral students. They include Grigory Margulis, Marina Ratner, Anatole Katok, Valery Oseledets, Leonid Bunimovich, Nikolai Chernov, Konstantin Khanin, Dmitry Dolgopyat, Svetlana Jitomirskaya, Leonid Polterovich and Corinna Ulcigrai. Among them are a Fields Medallist and Abel laureate (Margulis), the author of the rigidity theorems for unipotent flows (Ratner), the author of the multiplicative ergodic theorem (Oseledets) and the discoverer of the stadium billiard (Bunimovich). Few twentieth-century schools have shaped a field so completely.

Honours

  • Prizes: Boltzmann Medal (1986); Dannie Heineman Prize for Mathematical Physics (1990); Markov Prize of the USSR Academy (1990); Dirac Medal of the ICTP (1992); Wolf Prize in Mathematics (1997); Moser Prize of SIAM (2001); Nemmers Prize (2002); Lagrange Prize (2008); Henri Poincaré Prize and Dobrushin Prize (2009); Leroy P. Steele Prize for Lifetime Achievement (2013); Abel Prize (2014); Marcel Grossmann Award (2015).
  • Academies: American Academy of Arts and Sciences (1983); USSR, later Russian, Academy of Sciences (1991); Hungarian Academy of Sciences (1993); US National Academy of Sciences (1999); Brazilian Academy of Sciences (2000); Academia Europaea (2008); Foreign Member of the Royal Society (2009); Norwegian Academy of Science and Letters (2014).
  • Honorary degrees: Warsaw (1993), Budapest University of Technology and Economics (2002), Hebrew University of Jerusalem (2005), Warwick (2010).

Influence

  • Ergodic theory: entropy is the central invariant of the field, from Ornstein’s isomorphism theory to the measure rigidity results of Margulis, Ratner and their successors.
  • Hyperbolic dynamics: Markov partitions and SRB measures are the standard toolkit for chaotic systems, and dispersing billiards are the laboratory for rigorous statistical mechanics, including the Lorentz gas and diffusion.
  • Physics: Pirogov–Sinai theory underlies the rigorous study of low-temperature phases; Sinai’s walk is the basic model of anomalous diffusion in disordered media.

Final projectChoose one theorem from Part II. Write a two-page account for a strong undergraduate that states it, works one example in full, and identifies the idea from probability or statistical mechanics that made Sinai’s proof possible.

Reference

Connections

People linked to Yakov Sinai across this collection. A name without a link has no page here yet. See Yakov Sinai in the network of all 337 lives →

Teachers and advisors

Students

  • Grigory Margulis
  • Marina Ratner
  • Anatole Katok
  • Corinna Ulcigrai
  • Dmitry Dolgopyat
  • Konstantin Khanin
  • Leonid Bunimovich
  • Leonid Polterovich
  • Nikolai Chernov
  • Svetlana Jitomirskaya
  • Valery Oseledets

Influenced by

Influenced

  • Domokos Szász
  • Donald Ornstein

Colleagues and collaborators

  • Alexander Mazel
  • David Ruelle
  • Dmitri Anosov
  • Isaak Khalatnikov
  • Pavel Bleher
  • Robert Minlos
  • Rufus Bowen
  • Sergei Pirogov 1975-1976
  • Weinan E 1997-2000

Family

  • Elena Vul
  • Grigory Barenblatt
  • Veniamin Kagan

Also mentioned in this life

Fields

Reference

Sources and further reading

Biography

  1. J. J. O’Connor and E. F. Robertson, Yakov Grigorevich Sinai, MacTutor History of Mathematics.
  2. Yakov Sinai, Wikipedia.
  3. Norwegian Academy of Science and Letters, Abel Prize 2014 citation.
  4. Princeton University, Sinai receives Abel Prize for lifelong influence on mathematics, 26 March 2014.
  5. H. Holden and R. Piene (eds.), The Abel Prize 2013–2017, Springer, 2019 (includes an autobiographical essay by Sinai).

Mathematics

  1. Ya. G. Sinai, On the concept of entropy for a dynamical system, Dokl. Akad. Nauk SSSR 124 (1959).
  2. Ya. G. Sinai, Dynamical systems with elastic reflections, Russian Math. Surveys 25 (1970).
  3. Ya. G. Sinai, Markov partitions and C-diffeomorphisms, Funct. Anal. Appl. 2 (1968).
  4. Ya. G. Sinai, Gibbs measures in ergodic theory, Russian Math. Surveys 27 (1972).
  5. S. A. Pirogov and Ya. G. Sinai, Phase diagrams of classical lattice systems, Theor. Math. Phys. 25 (1975) and 26 (1976).
  6. Ya. G. Sinai, The limiting behavior of a one-dimensional random walk in a random medium, Theory Probab. Appl. 27 (1982).
  7. W. E, K. Khanin, A. Mazel and Ya. Sinai, Invariant measures for Burgers equation with stochastic forcing, Ann. of Math. 151 (2000).
  8. R. Bowen, Equilibrium States and the Ergodic Theory of Anosov Diffeomorphisms, Lecture Notes in Math. 470, Springer, 1975.
  9. N. Chernov and R. Markarian, Chaotic Billiards, AMS Mathematical Surveys and Monographs 127, 2006.
  10. Ya. G. Sinai, Introduction to Ergodic Theory, Princeton University Press, 1976; and Topics in Ergodic Theory, Princeton, 1994.
  11. O. Zeitouni, Random walks in random environment, Lectures on Probability Theory and Statistics, Lecture Notes in Math. 1837, Springer, 2004.
  12. S. Friedli and Y. Velenik, Statistical Mechanics of Lattice Systems, Cambridge University Press, 2017 (Chapter 7, Pirogov–Sinai theory).