Non-Gaussian fluctuations arising from finite populations: Exact results for the evolutionary Moran process

Evolutionary dynamics of cooperation coupled with ecological feedback compensation

A simple theoretical model (or a demonstrative example) was developed to illustrate how the evolution of cooperation can be affected by the density-dependent survival competition, in which we assume that the fertility of an individual depends only on the pairwise interaction between him and other individuals based on Prisoner's Dilemma game, while its viability is only related to the density-dependent survival competitiveness. Our results show that not only cooperation could be evolutionarily stable if the advantage of cooperators in viability can compensate for the cost they pay for their fertility, but also the long-term stable coexistence of cooperation and defection is possible if none of cooperation and defection is evolutionarily stable. Moreover, for the stochastic evolutionary dynamics in a finite population, our analysis shows that the increase (or decrease) of the survival competitiveness of cooperators (or defectors) should be conductive to the evolutionary emergence of cooperation.

Understanding evolutionary and ecological dynamics using a continuum limit

Continuum limits in the form of stochastic differential equations are typically used in theoretical population genetics to account for genetic drift or more generally, inherent randomness of the model. In evolutionary game theory and theoretical ecology, however, this method is used less frequently to study demographic stochasticity. Here, we review the use of continuum limits in ecology and evolution. Starting with an individual-based model, we derive a large population size limit, a (stochastic) differential equation which is called continuum limit. By example of the Wright-Fisher diffusion, we outline how to compute the stationary distribution, the fixation probability of a certain type, and the mean extinction time using the continuum limit. In the context of the logistic growth equation, we approximate the quasi-stationary distribution in a finite population.

Replicator equations induced by microscopic processes in nonoverlapping population playing bimatrix games

This paper is concerned with exploring the microscopic basis for the discrete versions of the standard replicator equation and the adjusted replicator equation. To this end, we introduce frequency-dependent selection-as a result of competition fashioned by game-theoretic consideration-into the Wright-Fisher process, a stochastic birth-death process. The process is further considered to be active in a generation-wise nonoverlapping finite population where individuals play a two-strategy bimatrix population game. Subsequently, connections among the corresponding master equation, the Fokker-Planck equation, and the Langevin equation are exploited to arrive at the deterministic discrete replicator maps in the limit of infinite population size.

Impact of incentive and selection strength on green technology innovation in Moran process

Methods of previous researches on green technology innovation will have difficulty in finite population. One solution is the use of stochastic evolutionary game dynamic-Moran process. In this paper we study stochastic dynamic games about green technology innovation with a two-stage free riding problem. Results illustrate the incentive and selection strength play positive roles in promoting participant to be more useful to society, but with threshold effect: too slighted strength makes no effect due to the randomness of the evolution process in finite population. Two-stage free riding problem can be solved with the use of inequality incentives, however, higher inequality can make policy achieves faster but more unstable, so there would be an optimal range. In this paper we provided the key variables of green technology innovation incentive and principles for the environmental regulation policy making. Also reminded that it’s difficult to formulate policies reasonably and make them achieve the expected results.

Evolutionary game dynamics of combining the imitation and aspiration-driven update rules

So far, most studies on evolutionary game dynamics in finite populations have concentrated on a single update rule. However, given the impacts of the environment and individual cognition, individuals may use different update rules to change their current strategies. In light of this, the current paper reports on a study that constructed a mixed stochastic evolutionary game dynamic by combining the imitation and aspiration-driven update processes. The target was to clarify the influences of the aspiration-driven process on the evolution of the level of cooperation by considering the behavior of a population in which individuals have two strategies available: cooperation and defection. Through a numerical analysis of unstructured populations and simulation analyses of structured populations and of the random-matching model, the following results were found. First, the mean fraction of cooperators varied alongside the probability with which the individual adopted the aspiration-driven update rule. In the Prisoner's Dilemma and coexistence games, the aspiration-driven update process promoted cooperation in the well-mixed population but inhibited it in structured ones and the random-matching model; however, in the coordination game, the aspiration-driven update process was seen to exert the opposite effect on cooperation by inhibiting the latter in a homogeneously mixed population but promoting it in structured ones and in the random-matching model. Second, the mean fraction of cooperators changed with the aspiration level in the differently structured populations and random-matching model, and there appeared a phase transition point. Third, the evolutionary characteristics of the mean fraction of cooperators maintained robustness in the differently structured populations and random-matching model. These results extend evolutionary game theory.

Computation and Simulation of Evolutionary Game Dynamics in Finite Populations

The study of evolutionary dynamics increasingly relies on computational methods, as more and more cases outside the range of analytical tractability are explored. The computational methods for simulation and numerical approximation of the relevant quantities are diverging without being compared for accuracy and performance. We thoroughly investigate these algorithms in order to propose a reliable standard. For expositional clarity we focus on symmetric 2 × 2 games leading to one-dimensional processes, noting that extensions can be straightforward and lessons will often carry over to more complex cases. We provide time-complexity analysis and systematically compare three families of methods to compute fixation probabilities, fixation times and long-term stationary distributions for the popular Moran process. We provide efficient implementations that substantially improve wall times over naive or immediate implementations. Implications are also discussed for the Wright-Fisher process, as well as structured populations and multiple types.

Evolutionary game dynamics of the Wright-Fisher process with different selection intensities

Evolutionary game dynamics in finite populations can be described by a frequency-dependent, stochastic Wright-Fisher process. The fitness of individuals in a population is not only linked to environmental conditions but also tightly coupled to the types and frequencies of competitors, leading to different types of individuals with different selection intensities. We studied a 2 × 2 symmetric game in a finite population and established a dynamic model of the Wright-Fisher process by introducing different selection intensities for different strategies. Thus, we provided another effective way to study the evolutionary dynamics of a finite population and obtained the analytical expressions of fixation probabilities under weak selection. The fixation probability of a strategy is not only related to a game matrix but also to different selection intensities. The conditions required for natural selection to favor one strategy and for that strategy to be an evolutionary stable strategy (ESS_N) are specified in our model. We compared our results with those of a Moran dynamic process with different selection intensities to explore these two processes better. In the two processes, the conditions conducive to the strategy's taking fixation are the same. By simulation analysis, the dynamic relationships between the fixation probabilities and selection intensities were intuitively observed in the prisoner's dilemma, coordination, and coexistence games. The fixation probability of the cooperative strategy in the prisoner's dilemma decreases with the increase of its own selection intensity. In the coexistence and coordination games, the fixation probability of the cooperative strategy increases with its own selection intensity. For the three types of games, the fixation probability of the cooperative strategy decreases with the increase of the selection intensity of the defection strategy.

Entropic Equilibria Selection of Stationary Extrema in Finite Populations

We propose the entropy of random Markov trajectories originating and terminating at the same state as a measure of the stability of a state of a Markov process. These entropies can be computed in terms of the entropy rates and stationary distributions of Markov processes. We apply this definition of stability to local maxima and minima of the stationary distribution of the Moran process with mutation and show that variations in population size, mutation rate, and strength of selection all affect the stability of the stationary extrema.

Interaction rates, vital rates, background fitness and replicator dynamics: how to embed evolutionary game structure into realistic population dynamics

In this paper we are concerned with how aggregated outcomes of individual behaviours, during interactions with other individuals (games) or with environmental factors, determine the vital rates constituting the growth rate of the population. This approach needs additional elements, namely the rates of event occurrence (interaction rates). Interaction rates describe the distribution of the interaction events in time, which seriously affects the population dynamics, as is shown in this paper. This leads to the model of a population of individuals playing different games, where focal game affected by the considered trait can be extracted from the general model, and the impact on the dynamics of other events (which is not neutral) can be described by an average background fertility and mortality. This leads to a distinction between two types of background fitness, strategically neutral elements of the focal games (correlated with the focal game events) and the aggregated outcomes of other interactions (independent of the focal game). The new approach is useful for clarification of the biological meaning of concepts such as weak selection. Results are illustrated by a Hawk-Dove example.

Inherent randomness of evolving populations

The entropy rates of the Wright-Fisher process, the Moran process, and generalizations are computed and used to compare these processes and their dependence on standard evolutionary parameters. Entropy rates are measures of the variation dependent on both short-run and long-run behaviors and allow the relationships between mutation, selection, and population size to be examined. Bounds for the entropy rate are given for the Moran process (independent of population size) and for the Wright-Fisher process (bounded for fixed population size). A generational Moran process is also presented for comparison to the Wright-Fisher Process. Results include analytic results and computational extensions.

Frequency-dependent fitness induces multistability in coevolutionary dynamics

Evolution is simultaneously driven by a number of processes such as mutation, competition and random sampling. Understanding which of these processes is dominating the collective evolutionary dynamics in dependence on system properties is a fundamental aim of theoretical research. Recent works quantitatively studied coevolutionary dynamics of competing species with a focus on linearly frequency-dependent interactions, derived from a game-theoretic viewpoint. However, several aspects of evolutionary dynamics, e.g. limited resources, may induce effectively nonlinear frequency dependencies. Here we study the impact of nonlinear frequency dependence on evolutionary dynamics in a model class that covers linear frequency dependence as a special case. We focus on the simplest non-trivial setting of two genotypes and analyse the co-action of nonlinear frequency dependence with asymmetric mutation rates. We find that their co-action may induce novel metastable states as well as stochastic switching dynamics between them. Our results reveal how the different mechanisms of mutation, selection and genetic drift contribute to the dynamics and the emergence of metastable states, suggesting that multistability is a generic feature in systems with frequency-dependent fitness.

Fixation, transient landscape, and diffusion dilemma in stochastic evolutionary game dynamics

Agent-based stochastic models for finite populations have recently received much attention in the game theory of evolutionary dynamics. Both the ultimate fixation and the pre-fixation transient behavior are important to a full understanding of the dynamics. In this paper, we study the transient dynamics of the well-mixed Moran process through constructing a landscape function. It is shown that the landscape playing a central theoretical "device" that integrates several lines of inquiries: the stable behavior of the replicator dynamics, the long-time fixation, and continuous diffusion approximation associated with asymptotically large population. Several issues relating to the transient dynamics are discussed: (i) multiple time scales phenomenon associated with intra- and inter-attractoral dynamics; (ii) discontinuous transition in stochastically stationary process akin to Maxwell construction in equilibrium statistical physics; and (iii) the dilemma diffusion approximation facing as a continuous approximation of the discrete evolutionary dynamics. It is found that rare events with exponentially small probabilities, corresponding to the uphill movements and barrier crossing in the landscape with multiple wells that are made possible by strong nonlinear dynamics, plays an important role in understanding the origin of the complexity in evolutionary, nonlinear biological systems.

How small are small mutation rates?

We consider evolutionary game dynamics in a finite population of size N. When mutations are rare, the population is monomorphic most of the time. Occasionally a mutation arises. It can either reach fixation or go extinct. The evolutionary dynamics of the process under small mutation rates can be approximated by an embedded Markov chain on the pure states. Here we analyze how small the mutation rate should be to make the embedded Markov chain a good approximation by calculating the difference between the real stationary distribution and the approximated one. While for a coexistence game, where the best reply to any strategy is the opposite strategy, it is necessary that the mutation rate μ is less than N (-1/2)exp[-N] to ensure that the approximation is good, for all other games, it is sufficient if the mutation rate is smaller than (N ln N)(-1). Our results also hold for a wide class of imitation processes under arbitrary selection intensity.

Evolutionary dynamics, intrinsic noise, and cycles of cooperation

We use analytical techniques based on an expansion in the inverse system size to study the stochastic evolutionary dynamics of finite populations of players interacting in a repeated prisoner's dilemma game. We show that a mechanism of amplification of demographic noise can give rise to coherent oscillations in parameter regimes where deterministic descriptions converge to fixed points with complex eigenvalues. These quasicycles between cooperation and defection have previously been observed in computer simulations; here we provide a systematic and comprehensive analytical characterization of their properties. We are able to predict their power spectra as a function of the mutation rate and other model parameters and to compare the relative magnitude of the cycles induced by different types of underlying microscopic dynamics. We also extend our analysis to the iterated prisoner's dilemma game with a win-stay lose-shift strategy, appropriate in situations where players are subject to errors of the trembling-hand type.

Evolutionary stability and quasi-stationary strategy in stochastic evolutionary game dynamics

Stochastic evolutionary game dynamics for finite populations has recently been widely explored in the study of evolutionary game theory. It is known from the work of Traulsen et al. [2005. Phys. Rev. Lett. 95, 238701] that the stochastic evolutionary dynamics approaches the deterministic replicator dynamics in the limit of large population size. However, sometimes the limiting behavior predicted by the stochastic evolutionary dynamics is not quite in agreement with the steady-state behavior of the replicator dynamics. This paradox inspired us to give reasonable explanations of the traditional concept of evolutionarily stable strategy (ESS) in the context of finite populations. A quasi-stationary analysis of the stochastic evolutionary game dynamics is put forward in this study and we present a new concept of quasi-stationary strategy (QSS) for large but finite populations. It is shown that the consistency between the QSS and the ESS implies that the long-term behavior of the replicator dynamics can be predicted by the quasi-stationary behavior of the stochastic dynamics. We relate the paradox to the time scales and find that the contradiction occurs only when the fixation time scale is much longer than the quasi-stationary time scale. Our work may shed light on understanding the relationship between the deterministic and stochastic methods of modeling evolutionary game dynamics.

Phase diagrams for three-strategy evolutionary prisoner's dilemma games on regular graphs

Evolutionary prisoner's dilemma games are studied with players located on square lattice and random regular graph defining four neighbors for each one. The players follow one of the three strategies: tit-for-tat, unconditional cooperation, and defection. The simplified payoff matrix is characterized by two parameters: the temptation b to choose defection and the cost c of inspection reducing the income of tit-for-tat. The strategy imitation from one of the neighbors is controlled by pairwise comparison at a fixed level of noise. Using Monte Carlo simulations and the extended versions of pair approximation we have evaluated the b-c phase diagrams indicating a rich plethora of phase transitions between stationary coexistence, absorbing, and oscillatory states, including continuous and discontinuous phase transitions. By reasonable costs the tit-for-tat strategy prevents extinction of cooperators across the whole span of b determining the prisoner's dilemma game, irrespective of the connectivity structure. We also demonstrate that the system can exhibit a repetitive succession of oscillatory and stationary states upon changing a single payoff value, which highlights the remarkable sensitivity of cyclical interactions on the parameters that define the strength of dominance.

The evolution of reversible switches in the presence of irreversible mimics

Reversible phenotypic switching can be caused by a number of different mechanisms including epigenetic inheritance systems and DNA-based contingency loci. Previous work has shown that reversible switching systems may be favored by natural selection. Many switches can be characterized as "on/off" where the "off" state constitutes a temporary and reversible loss of function. Loss-of-function phenotypes corresponding to the "off" state can be produced in many different ways, all yielding identical fitness in the short term. In the long term, however, a switch-induced loss of function can be reversed, whereas many loss-of-function mutations, especially deletions, cannot. We refer to these loss-of-function mutations as "irreversible mimics" of the reversible switch. Here, we develop a model in which a reversible switch evolves in the presence of both irreversible mimics and metapopulation structure. We calculate that when the rate of appearance of irreversible mimics exceeds the migration rate, the evolved reversible switching rate will exceed the bet-hedging rate predicted by panmictic models.

Strategy abundance in 2x2 games for arbitrary mutation rates

We study evolutionary game dynamics in a well-mixed populations of finite size, N. A well-mixed population means that any two individuals are equally likely to interact. In particular we consider the average abundances of two strategies, A and B, under mutation and selection. The game dynamical interaction between the two strategies is given by the 2x2 payoff matrix (acbd). It has previously been shown that A is more abundant than B, if a(N-2)+bN>cN+d(N-2). This result has been derived for particular stochastic processes that operate either in the limit of asymptotically small mutation rates or in the limit of weak selection. Here we show that this result holds in fact for a wide class of stochastic birth-death processes for arbitrary mutation rate and for any intensity of selection.

Stochastic gain in finite populations

Flexible learning rates can lead to increased payoffs under the influence of noise. In a previous paper [Traulsen, Phys. Rev. Lett. 93, 028701 (2004)], we have demonstrated this effect based on a replicator dynamics model which is subject to external noise. Here, we utilize recent advances on finite population dynamics and their connection to the replicator equation to extend our findings and demonstrate the stochastic gain effect in finite population systems. Finite population dynamics is inherently stochastic, depending on the population size and the intensity of selection, which measures the balance between the deterministic and the stochastic parts of the dynamics. This internal noise can be exploited by a population using an appropriate microscopic update process, even if learning rates are constant.

Cyclic dominance and biodiversity in well-mixed populations

Coevolutionary dynamics is investigated in chemical catalysis, biological evolution, social and economic systems. The dynamics of these systems can be analyzed within the unifying framework of evolutionary game theory. In this Letter, we show that even in well-mixed finite populations, where the dynamics is inherently stochastic, biodiversity is possible with three cyclic-dominant strategies. We show how the interplay of evolutionary dynamics, discreteness of the population, and the nature of the interactions influences the coexistence of strategies. We calculate a critical population size above which coexistence is likely.

The evolution of bet-hedging adaptations to rare scenarios

When faced with a variable environment, organisms may switch between different strategies according to some probabilistic rule. In an infinite population, evolution is expected to favor the rule that maximizes geometric mean fitness. If some environments are encountered only rarely, selection may not be strong enough for optimal switching probabilities to evolve. Here we calculate the evolution of switching probabilities in a finite population by analyzing fixation probabilities of alleles specifying switching rules. We calculate the conditions required for the evolution of phenotypic switching as a form of bet-hedging as a function of the population size N, the rate theta at which a rare environment is encountered, and the selective advantage s associated with switching in the rare environment. We consider a simplified model in which environmental switching and phenotypic switching are one-way processes, and mutation is symmetric and rare with respect to the timescale of fixation events. In this case, the approximate requirements for bet-hedging to be favored by a ratio of at least R are that sN>log(R) and thetaN>square root R .

Breaking the symmetry between interaction and replacement in evolutionary dynamics on graphs

We study the evolution of cooperation modeled as symmetric 2x2 games in a population whose structure is split into an interaction graph defining who plays with whom and a replacement graph specifying evolutionary competition. We find it is always harder for cooperators to evolve whenever the two graphs do not coincide. In the thermodynamic limit, the dynamics on both graphs is given by a replicator equation with a rescaled payoff matrix in a rescaled time. Analytical results are obtained in the pair approximation and for weak selection. Their validity is confirmed by computer simulations.

Time scales in evolutionary dynamics

Evolutionary game theory has traditionally assumed that all individuals in a population interact with each other between reproduction events. We show that eliminating this restriction by explicitly considering the time scales of interaction and selection leads to dramatic changes in the outcome of evolution. Examples include the selection of the inefficient strategy in the Harmony and Stag-Hunt games, and the disappearance of the coexistence state in the Snowdrift game. Our results hold for any population size and in more general situations with additional factors influencing fitness.

Stochasticity and evolutionary stability

In stochastic dynamical systems, different concepts of stability can be obtained in different limits. A particularly interesting example is evolutionary game theory, which is traditionally based on infinite populations, where strict Nash equilibria correspond to stable fixed points that are always evolutionarily stable. However, in finite populations stochastic effects can drive the system away from strict Nash equilibria, which gives rise to a new concept for evolutionary stability. The conventional and the new stability concepts may apparently contradict each other leading to conflicting predictions in large yet finite populations. We show that the two concepts can be derived from the frequency dependent Moran process in different limits. Our results help to determine the appropriate stability concept in large finite populations. The general validity of our findings is demonstrated showing that the same results are valid employing vastly different co-evolutionary processes.

Fixation of Strategies for an Evolutionary Game in Finite Populations

A stochastic evolutionary dynamics of two strategies given by 2x 2 matrix games is studied in finite populations. We focus on stochastic properties of fixation: how a strategy represented by a single individual wins over the entire population. The process is discussed in the framework of a random walk with site dependent hopping rates. The time of fixation is found to be identical for both strategies in any particular game. The asymptotic behavior of the fixation time and fixation probabilities in the large population size limit is also discussed. We show that fixation is fast when there is at least one pure evolutionary stable strategy (ESS) in the infinite population size limit, while fixation is slow when the ESS is the coexistence of the two strategies.

Coevolutionary dynamics in large, but finite populations

Coevolving and competing species or game-theoretic strategies exhibit rich and complex dynamics for which a general theoretical framework based on finite populations is still lacking. Recently, an explicit mean-field description in the form of a Fokker-Planck equation was derived for frequency-dependent selection with two strategies in finite populations based on microscopic processes [A. Traulsen, J. C. Claussen, and C. Hauert, Phys. Rev. Lett. 95, 238701 (2005)]. Here we generalize this approach in a twofold way: First, we extend the framework to an arbitrary number of strategies and second, we allow for mutations in the evolutionary process. The deterministic limit of infinite population size of the frequency-dependent Moran process yields the adjusted replicator-mutator equation, which describes the combined effect of selection and mutation. For finite populations, we provide an extension taking random drift into account. In the limit of neutral selection, i.e., whenever the process is determined by random drift and mutations, the stationary strategy distribution is derived. This distribution forms the background for the coevolutionary process. In particular, a critical mutation rate uc is obtained separating two scenarios: above uc the population predominantly consists of a mixture of strategies whereas below uc the population tends to be in homogeneous states. For one of the fundamental problems in evolutionary biology, the evolution of cooperation under Darwinian selection, we demonstrate that the analytical framework provides excellent approximations to individual based simulations even for rather small population sizes. This approach complements simulation results and provides a deeper, systematic understanding of coevolutionary dynamics.

Coevolutionary dynamics: from finite to infinite populations

Traditionally, frequency dependent evolutionary dynamics is described by deterministic replicator dynamics assuming implicitly infinite population sizes. Only recently have stochastic processes been introduced to study evolutionary dynamics in finite populations. However, the relationship between deterministic and stochastic approaches remained unclear. Here we solve this problem by explicitly considering large populations. In particular, we identify different microscopic stochastic processes that lead to the standard or the adjusted replicator dynamics. Moreover, differences on the individual level can lead to qualitatively different dynamics in asymmetric conflicts and, depending on the population size, can even invert the direction of the evolutionary process.