A Structure-Preserving Rational Integrator for the Replicator Dynamics on the Probability Simplex

TL;DR

This paper presents a novel structure-preserving integrator for replicator dynamics that ensures accuracy, stability, and invariance properties, outperforming existing methods in complex scenarios.

Contribution

A new quadratically convergent integrator combining rational approximation and normalization for replicator dynamics on the probability simplex.

Findings

Second-order accuracy established through convergence analysis.

Numerical experiments demonstrate superior performance over existing solvers.

The method preserves invariants and equilibria, ensuring realistic dynamics.

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.