Recently, I set a task for a student to use Python to analyse the replicator dynamics of a game with three strategies, including using the Jacobian to determine the stability of the steady state. The purpose of this blog post is to share the solution in case that’s useful to someone.

### The game

For this task, we will consider the replicator dynamics of a 2-player game with 3 strategies.

Recall the general equation for the replicator dynamics is

$\begin{equation} \dot{p}_i = p_i (f_i - \bar{f}) \end{equation}$

where $$p_i$$ is proportion of $$i$$-strategists in the population, $$f_i$$ is fitness effect of strategy $$i$$, and $$\bar{f}$$ is the average fitness in the population.

The fitness effect is the expected payoff

$\begin{equation} f_i = \sum_j p_j \pi(i \mid j) \end{equation}$

where $$\pi(i \mid j)$$ is the payoff to an $$i$$-strategist who has been paired against a $$j$$-strategist. The average fitness

$\begin{equation} \bar{f} = \sum_j f_j p_j. \end{equation}$

For this example, the payoffs are given by the matrix

$\begin{equation} \pi = \begin{pmatrix} 0 & 1 & 4 \\ 1 & 4 & 0 \\ -1 & 6 & 2 \\ \end{pmatrix}, \end{equation}$

where $$\pi(i \mid j)$$ is given by element $$\pi_{i,j}$$. For example, when strategy 1 plays against strategy 2, strategy 1 receives payoff 1; when strategy 1 plays against strategy 3, strategy 1 receives payoff 4; and so on. This example is taken from Ohtsuki et. al. (2006).

### Plot the dynamics

To gain an intuition for the dynamics, we will first plot them.

Marvin Böttcher has written a handy utility for plotting the dynamics of a 3-strategy game on a simplex called egtsimplex. It can be downloaded from the Github repository here: https://github.com/marvinboe/egtsimplex. The repository includes an example that we can look at to see how it works.

First, we need to create a function that defines the dynamics and returns $$\dot{\boldsymbol{p}}$$.

Above, I chose to define each fitness effect in a for-loop to be as explict as possible about the connection to the equations above.

To plot the dynamics, we create a simplex_dynamics object called dynamics, and use the method plot_simplex():

That produces a nice graph like the one below.

In the process of finding the dynamics, egtsimplex stored the fixed points it found…

… however, these are in $$(x,y)$$ coordinates for plotting. To get the barycentric coordinates, i.e., the actual quanties of $$p_1$$, $$p_2$$, and $$p_3$$, we can use the xy2ba() method

The interior steady state is the 3rd one in fp_ba above. We can already tell from the plot there are oscillatory dynamics, but it’s not immediately obvious whether the interior steady state is an attractor, repellor, or neutral. Let’s try plotting a trajectory that starts nearby.

To plot a trajectory, I’ll use solve_ivp with the LSODA method. I know that $$\sum_j p_j = 1$$, so I’ll write a lambda function that takes into account that constraint and reduce the number of state variables from 3 to 2.

To add the trajectory to the plot, we will need to revert pt above from a 2-dimensional to 3-dimensional system, and then convert the 3-dimensional barycentric coordinates to $$(x,y)$$ for plotting.

That produces the figure below, which suggests that the interior steady state is unstable.

### Use the eigenvalues of the Jacobian matrix to assess the stability of the interior steady state

Ohtsuki et al. (2006) determined the eigenvalues of the Jacobian matrix analytically, but let’s use this example to learn how we would do so numerically.

First, we need to get an expression for each element of the Jacobian matrix.

Recall the replicator dynamics:

$\begin{equation} \dot{p}_i = p_i (f_i - \bar{f}) \end{equation}$

Each element of the Jacobian matrix

$\begin{equation} J_{i,k} = \left. \frac{\partial \dot{p}_i}{\partial p_k} \right|_{\boldsymbol{p}^*} = \left. [f_i - \overline{f}] \right|_{\boldsymbol{p}^*} + p_i^* \left( \left. \frac{\partial f_i}{\partial p_k} \right|_{\boldsymbol{p}^*} - \left. \frac{\partial \overline{f}}{\partial p_k} \right|_{\boldsymbol{p}^*} \right) \end{equation}$

At $$\boldsymbol{p}^*$$, $$f_i = \overline{f}$$, so

$\begin{equation} J_{i,k} = p_i^* \left( \left. \frac{\partial f_i}{\partial p_k} \right|_{\boldsymbol{p}^*} - \left. \frac{\partial \overline{f}}{\partial p_k} \right|_{\boldsymbol{p}^*} \right) \tag{1} \end{equation}$

Write the expression for each derivative individually, replacing the last variable: $$p_m = 1 - \sum_{j=1}^{m-1} p_j$$.

\begin{align} f_i &= \sum_{j=1}^m p_j \pi(i \mid j) \\ &= \left[ \sum_{j=1}^{m-1} p_j \pi(i \mid j) \right] + \pi(i \mid m) \left[ 1 - \sum_{j=1}^{m-1} p_j \right] \\ &=\left[ \sum_{j=1}^{m-1} p_j [\pi(i \mid j) - \pi(i \mid m)] \right] + \pi(i \mid m) \end{align}

Therefore:

$\begin{equation} \left. \frac{\partial f_i}{\partial p_k} \right|_{\boldsymbol{p}^*} = \pi(i \mid k) - \pi(i \mid m) \tag{left-hand term of (1)} \end{equation}$

For the right-hand term in the Jacobian element, split the population average fitness effect into three terms

$\begin{equation} \overline{f} = \sum_j p_j f_j = \left[ \sum_{j=1, j\neq k}^{m-1} p_j f_j \right] + p_k f_k + p_m f_m \end{equation}$

and take the derivatives of each term separately.

The first term:

\begin{align} \left. \frac{\partial}{\partial p_k} \left[ \sum_{j=1, j \neq k}^{m-1} p_j f_j \right] \right|_{\boldsymbol{p}^*} &= \sum_{j=1, j \neq k}^{m-1} p_j^* \left. \frac{\partial f_j}{\partial p_k} \right|_{\boldsymbol{p}^*} \\ &=\sum_{j=1, j \neq k}^{m-1} p_j^* [\pi(j \mid k) - \pi(j \mid m)] \end{align}

The second term:

\begin{align} \left. \frac{\partial \left[ p_k f_k \right]}{\partial p_k} \right|_{\boldsymbol{p}^*} &= \left. f_k \right|_{\boldsymbol{p}^*} + p_k^* \left. \frac{\partial f_k}{\partial p_k} \right|_{\boldsymbol{p}^*} \\ &= \left[ \sum_{j=1}^m p^*_j \pi(k \mid j) \right] + p_k^* [\pi(k \mid k) - \pi(k \mid m)] \end{align}

The third term:

\begin{align} \left. \frac{\partial \left[ p_m f_m \right]}{\partial p_k} \right|_{\boldsymbol{p}^*} &= \left. \frac{\partial }{\partial p_k} \left[1-\sum_{j=1}^{m-1} p_j \right] \right|_{\boldsymbol{p}^*} \left. f_m \right|_{\boldsymbol{p}^*} + p_m^* \left. \frac{\partial f_m}{\partial p_k} \right|_{\boldsymbol{p}^*} \\ &= - \left[ \sum_{j=1}^m p_j^* \pi(m \mid j) \right] + p_m^* [\pi(m \mid k) - \pi(m \mid m)] \end{align}

So summing them together to get the right-hand term in the Jacobian element:

$\begin{equation} \left. \frac{\partial \overline{f}}{\partial p_k} \right|_{\boldsymbol{p}^*} = \sum_{j=1}^m p_j^* [ \pi(j \mid k) - \pi(j \mid m) + \pi(k \mid j) - \pi(m \mid j) ] \tag{right-hand term of (1)} \end{equation}$

Let’s now code the Jacobian.

First, code the payoffs so $$\pi(j \mid k) =$$ pays[j][k] and the interior steady state $$p_j^* =$$ ps[j].

Code the right-hand term of (1), $$\begin{equation} \left. \frac{\partial \overline{f}}{\partial p_k} \right|_{\boldsymbol{p}^*} \end{equation}$$

Code the full $$J_{i,k}$$ in (1)

We find that the Jacobian matrix is

and its eigenvalues

The maximum real part is positive, so the interior steady state is unstable.

### References

Ohtsuki, H., & Nowak, M. A. (2006). The replicator equation on graphs. Journal of Theoretical Biology, 243(1), 86-97.