A Structure-Preserving Rational Integrator for the Replicator Dynamics on the Probability Simplex
Mario Pezzella
TL;DR
This work develops a high-order, structure-preserving integrator for the replicator dynamics on the probability simplex. By combining a two-stage rational discretization with a normalization step, the method unconditionally preserves positivity, mass, and simplex geometry while exactly reproducing corner and internal equilibria. An embedded auxiliary scheme enables reliable local error estimation and adaptive time-stepping via a PI controller, and a discrete quotient rule is shown to hold up to second order. Numerical experiments demonstrate quadratic convergence, equilibrium preservation, and superior performance in challenging, oscillatory regimes compared to standard solvers. The approach offers a robust tool for long-term simulations of frequency-dependent selection across applications in biology, ecology, and beyond.
Abstract
In this work, we introduce a quadratically convergent and dynamically consistent integrator specifically designed for the replicator dynamics. The proposed scheme combines a two-stage rational approximation with a normalization step to ensure confinement to the probability simplex and unconditional preservation of non-negativity, invariant sets and equilibria. A rigorous convergence analysis is provided to establish the scheme's second-order accuracy, and an embedded auxiliary method is devised for adaptive time-stepping based on local error estimation. Furthermore, a discrete analogue of the quotient rule, which governs the evolution of component ratios, is shown to hold. Numerical experiments validate the theoretical results, illustrating the method's ability to reproduce complex dynamics and to outperform well-established solvers in particularly challenging scenarios.
