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

Fuente: arXiv
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Main Author: Pezzella, Mario
Format: Preprint
Published: 2025
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author Pezzella, Mario
author_facet Pezzella, Mario
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2507_22609
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A Structure-Preserving Rational Integrator for the Replicator Dynamics on the Probability Simplex
Pezzella, Mario
Numerical Analysis
Dynamical Systems
65L05, 65L70, 65Z05, 37M15, 41A20
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.
title A Structure-Preserving Rational Integrator for the Replicator Dynamics on the Probability Simplex
topic Numerical Analysis
Dynamical Systems
65L05, 65L70, 65Z05, 37M15, 41A20
url https://arxiv.org/abs/2507.22609