Supplementary materials: Figure S1 Other typical snapshots of the downward evolution in the same iteration as in Fig. 2. See also Video S1. 1 (b) Mobility rate in directional and random migration Dir C Dir D Ran C Ran D 0.08 0.10 Mobility rate 0.12 0.9 0.8 0.7 Fraction of cooperation 0.14 1.0 0.16 (a) Fraction of Cooperation 0.6 0.04 0.06 Directional Random Fixed 1.5 2.0 2.5 3.0 3.5 4.0 4.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 Benefit / Cost, (b/c) Benefit / Cost, (b/c) (c) Mobility rate in fixed migration (d) Entropy of C and D in directional migration 4.5 2.0 1.0 1.0 Entropy 0.6 1.0 0.4 Mobility rate 1.5 0.8 Fix C Fix D 0.5 0.0 0.2 Dir C Dir D 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 1.0 Benefit / Cost, (b/c) 1.5 2.0 2.5 3.0 3.5 4.0 4.5 Benefit / Cost, (b/c) Figure S2 General analysis as a function of the benefit/cost ratio. (a) Fraction of cooperation from the 1000th to 2000th generation (averaged over 1000 simulation runs, excluding the runs resulting in extinction) as a function of the benefit-to-cost ratio of cooperation. (b) Mobility rates from the 1000th to 2000th generations (averaged over individuals and 1000 simulation runs, excluding the runs resulting in extinction) as a function of the benefit-to-cost ratio of cooperation in random and directional migration. (c) Mobility rate for fixed migration. (d) Average entropy of cooperators and defectors in directional migration. 2 1.0 1.0 1.0 0.2 0.5 1.0 2.0 5.0 10.0 0.9 0.8 Fraction of cooperation 0.6 0.6 0.1 0.7 0.9 0.8 Fraction of cooperation 0.8 0.7 Directional Random 0.7 0.9 Directional Random 0.6 Fraction of cooperation Directional Random 0.001 Initial density (N/(M x M)) 0.005 0.020 0.050 0.001 Sigma (a) Initial density(N/(M × M )) 0.005 0.020 0.050 Mu (b) σ (c) µ 60 40 20 Frequency 80 100 Figure S3 Sensitivity analysis. Fraction of cooperation (over 1000 simulation runs) as a function of the (a) initial density (N/(M × M )), (b) σ, and (c) µ. The result of fixed migration is excluded because the extinction rate was almost 100% (See Fig. 8). (a) N = 1000 is the initial number of individuals. The square lattice is composed of M × M , and only M takes values of 10, 30, 50, and 100. Thus, N/(M × M ) denotes the initial density. (b) σ is the SD of the normal distribution in the mutation of pm and d. (c) µ is the mutation rate. At µ = 0.1, all three models had died out (See Fig. 8). 0 Extinction Divergence 0.34 0.36 0.38 0.40 0.42 0.44 Death probability Figure S4 Sensitivity to death probability (pd ) in directional migration. We conduct 100 independent simulation runs. If the global population reaches 100,000, it is defined as divergence. At pd ≤ 0.33(≥ 0.43), all runs show divergence (extinction). Thus, 0.34 ≤ pd ≤ 0.42 is the realistic situation in which the finite global population is observed. 3 0.1 0.2 0.5 2.0 5.0 10.0 (a) Initial density(N/(M × M )) 2.0 0.5 0.001 Directional Random 0.0 Directional Random 0.0 1.0 Initial density (N/(M x M)) 1.0 Entropy 1.5 2.0 0.5 1.0 Entropy 1.5 2.0 1.5 1.0 Entropy 0.5 0.0 Directional Random 0.005 0.020 Sigma (b) σ 0.050 0.001 0.005 0.020 0.050 Mu (c) µ Figure S5 Entropy (over 1000 simulation runs) as a function of the (a) initial density (N/(M × M )), (b) σ, and (c) µ with error bars (SD). 4 10000 20000 30000 40000 50000 4e+05 (a) 2e+05 0 0e+00 1e+05 # individuals 3e+05 Cooperators Defectors 0 20 40 60 80 100 Generation (b) Figure S6 (a) Typical snapshots of cooperation divergence when individuals are allocated in the center with only one defector (µ = 0). In this case, one defector does not expand and cooperators diverge quickly. After the 100th generation, the population is over 400,000. (b) The population dynamics of the cooperation divergence. 5 10000 20000 30000 40000 50000 2e+05 4e+05 Cooperators Defectors 0 0e+00 # individuals 6e+05 (a) 0 20 40 60 80 100 Generation (b) Figure S7 (a) Typical snapshots of defective invasion from the inner territory when individuals are allocated in the center with only one defector (µ = 0). In this case, one defector invades cooperators, but they only survive at the border with cooperators. After the 100th generation, there are over 600,000 cooperators (left y-axis) and around 20,000 defectors (right y-axis). (b) The population dynamics of defective invasion. 6
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