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II

BY

P r o f e s s o r F. G. D O N N A N (The Sir William Ramsay Laboratories of Inorganic and Physical Chemistry, University College, London, W.C.L)

In a former paper in this Journal (1936) I have compared the properties of an ordinary differential equation of the first order with those of a corresponding simple type of integro-differential equation. It was pointed out that the former type of equation describes a non-historical system, whilst the latter describes a certain type of historical (chronoholistic) system, and it was suggested that integro-differential equations might provide the requisite mathematical technique for describing the evolution of animate systems (living organisms). It would have been possible, of course, to have made a similar comparison between an ordinary differential equation of the second or higher order and a corresponding integro-differential equation of the second or higher order, but it was considered that the comparison of equations of the first order was sufficient to illustrate the essential distinction between non-historical and historical systems. The object of the present paper is to provide a clearer mathematical formulation and a fuller discussion of the matters dealt with in my former paper, in order to prevent misunderstandings and misapprehensions such as are likely to arise in a subject unfamiliar to the majority of readers. To begin with I shall write equation (3) of my former paper in the more general form t d c~ f f 2 (cr, Xr,/3,..) d ~-. . . . . . d t - - f t (c,, :e~,/3t . . . . ) + (I)

o) t--A

where the Greek letter ~" denotes any time-point in the past historical period t - )t--+ t, whilst t denotes the (present) time-point in the evolution of c which we are considering. Since we may consider the environmental parameters a, /% 7... in the case of any p a r t i c u l a r system as known

44

F.G. DONNAN

explicit functions of time, we may re-write (I) in the form t d c~ - - f ' d t (ct, t) -~- f f2 (c~-, ~-) d "r. . . . . . . . . . (2)

It is, of course, essential to the argument that c is not given as a known explicit function of time. If we differentiate equation (2) with respect to t we obtain d 2 c~ ~)fl d ct

dt + _. +f2(cf, t)--f2(c~-z,t--Z), dL 2 - - 3c~

+ F (cs, t) - - f ~ (c~_., t - - Z ) . . . . . . . (3) d t 2 - - @ (cs, t) ~

Now it must be observed that equation (3) is not an ordinary differential equation of the second order, since it contains a finite difference term. In the evolution of c as described by equation (3) the state c~ is constantly followed by the state ct-z, which sweeps through time like a sort of "shadow" of ct. It is to be observed, however, that equation (3) would be an ordinary differential equation of the second order if the past time-point t - - X were a fixed and not a variable instant. In this case, i.e. in the case that the lower limit of the integral occurring in equation (2) were a fixed timepoint (call it to), a differentiation with respect to t would suffice to reduce equation (2) to an ordinary differential equation of the second order, and from this we see that the real historical character of equation (2) would disappear in this case. Thus the mere occurrence of an integral term in equation (2) is not sufficient to characterise a historical system. The essential point is that t--X, the lower limit of the integral, should be a variable past time-point which constantly follows t. In order to explain the nature of equation (3) more fully, let us consider the ordinary differential equation of the second order d 2 cr d t -d ct

(c,, t) + F (c,, t) . . . . . . . . . . (4)

which is derived from (3) by omitting the term f2 (ct_z, t--,x), time t - w e know the values of ct and

i f at

INTEGRAL

ANALYSIS

AND

TIIE

PHENOMENA

OF

LIFE.

11

45

(5)

d ct

equation (4) has the well-known property: given the values of ct and

dr we can calculate the values of all the higher time-derivatives of c~. Then by means of the TAYLOR expansion 1)

c~+At ~--- ct +

dc~ ~-zXt

-}- . . . .

we can calculate the value of c~ + A t i.e. the value of c at the neighbouring future time-point t + / x t. N o w if we proceed in this manner in the case of equation (3) we shall find that we cannot calculate the value of only ct-~, ct and d c t dt ct_a .... ct-z, ct + A x unless we know not ct-z~

but

also

It is clear, however, that, if we have this knowledge ct-a .... , we can by means of a TAYLOR expansion

of ct-a,

calculate the value of c t _ a + A t i.e. the value of c at the time-point t--X + &t which is neighbouring and future to t--X. W e can therefore say that equation (3) possesses the following property: the knowledge requisite to calculate the value of c~ + A ~ by means of this equation determines and involves the knowledge of c~_ z + A t. Speaking, perhaps somewhat figuratively, we m a y say that equation (3) describes a system which, during the course of the evolution of c from t towards future time-points of the time-domain t --~ t + X, "remembers" all the past values of c in the past time-domain t--X --~ t. Let us now consider equation (2), and denote the integral term by the symbol I-If. It is clear that if we have a sufficiently accurate knowledge of the values of value of Hi. cr during the period t--,~--~ t we can determine the ct at t we also know the Hence if we know the value of

I) W e need not concern ourselves here with the question of the convergency of the TAYLOR series.

46 value of

F.G. DONNAN d c t From equation (3) we can now calculate d 2 tct since we ~-~-. d 2'

know the values Of c t - ~ and t ' X . Moreover, since a sufficiently accurate knowledge of the values of c~- during the period t--X---> t involves a knowledge of all the higher derivatives c ~_z, c't_~, c ; _ ~ . . . . . we can, by means of the equations derived from ( 2 ) b y repeated further d 3 c~ d 4 c~ differentiation, calculate the values of d t 3' d t 4 ' " " " and hence the value of cx+ As. This procedure shows us how by means of equation (2) and its time derivatives we can predict the future values of c, provided w e possess a sufficiently accurate knowledge of the history of c in the period t - - X --~ t. As w e pass from ct to ct + a we require, step by step, an accurate knowledge of all the values of c in the historical period preceding the moment t. From the point of view of "memory" of past states, it is, .perhaps, a defect of equation (2) that it can be reduced by a differentiation with respect to t to a differential equation of higher order but containing no integral term (though containing a finite difference term) 9 It has been argued by Professor SCHX65m~GER (in a discussion with the author) that equations (2) and (3) describe the evolution of a system possessing a peculiar and special type of m e m o r y - - w h a t one might call a "one point memory". This would mean that the system at any time t remembers only its state at the s i n g l e past time-point t--X. If we allow the validity of this argument, we may consider how we might modify equation (2) so that as c evolves from t into the future the system is followed by a "memory shadow" containing an infinity of past states, i.e. a memory which at any instant of the evolution is of finite extent. This means, mathematically speaking, that we must give equation (2) such a form that no further (and repeated) differentiation of its terms with respect to t can yield a differential equation of higher order containing no integral term. Following the procedure of VOLTE~.a (X930) we might write, instead of ( 2 ) , the equation

t

d tct - - f l d

(6)

where # ( t - - % t) is VOLTERRA'S "hereditary", i.e. historical, function. Denoting the integral in equation (6) by H, and differentiating with respect to t, we obtain

INTEGRAL

ANALYSIS

AND THE

PHENOMENA

OF LIFE.

II

47

t]

Equation (7) and therefore the corresponding equation derived from (6) still contain an integral term. It is also clear that no amount of differentiation (with respect to t) of equation (6) will yield a differential equation possessing no integral term, except in the special case that # is a polynomial in t. Instead of introducing the VOLTERRA function ~b, we might, for example, write equation (2) in the form 1).

t

d c~ =f,(ct, dt

t)+

f2(c.,r,t) dv . . . . . .

(S)

t

d t - - f 2 (cu t, t) - - f 2 (ct-z, t - - Z, t)

z*--A

(9)

Just as in the previous case, no amount of differentiation of (8) with respect to t will yield a differential equation possessing no integral term except in the special case that f2 is a polynomial in t. Excluding these special cases, we may say that integro-differential equations such as equations (6) and (8) supply an answer to SCRrI6DINGER'S argument, i.e. they describe the evolution of systems which at any instant remember their pi~tst states throughout a finite domain of past Lqme. We may give the integrals in these equations a somewhat different form by introducing special functional conditions. Thus in equation ( 6 ) w e may write the integral term/-I in the form

t

H~-f

~b(t--'Gt)

with the conditions that # ( t - r , t ) ~ o for all values of t - r > f2 (c~-,'r) always remains finite. i) Another example would be

t

t--Z

t - - ,r, r) d ,r.

4 8

F.G.

DONNAN

Similarly, in the case of equation (8), we may write the integral term in the form

t

H-= t

--

Q (c,, "r, l) d

00

T~

with the conditions that O = ;f2 for all values of "r lying between t and t--X and Q = o for all values of ~ < t-.-X, i.e. for all values of t--~- > X. T h e fuller discussion contained in the present paper necessitates a revision of equation (4) of my former paper, since the lower limit of the integral occurring in equation (4-) denotes a f i x e d point of time. W e must therefore re-write this equation in the form

t

d ct d t = f l (ct, t) +

t--R

(I o)

where t--X is a varying time-point; or, if we follow the example of equation (6), we might write it in the form

t

d c~

d t - - f ' (ct, t) +

["

(I I)

t--3.

Equations such as (Io) and ( I I ) encounter the difficulty that if the integral term occurring in them is intended to express the "historical memory" of the individual, corresponding to its evolution in an external environment a f t e r some f i x e d time-point to regarded as the ,,date of birth" (the earlier "racial memory" being expressed by the H 2 term), then it will be only a f t e r the time-point to + X that the full effect of the integral term will come into operation. Or, if we were to introduce the condition that the integral term vanishes for all values of t < to + X, this would mean that the "animate historical character" only begins for values of t > to + X, i.e. that there would be "memory blanks" during a certain initial period "after birth". It is clear that the mathematical formulation of integro-differential equations adapted to the description of the k n o w n biological facts of organic life (living organisms) requires a much fuller discussion and development. Nevertheless the historical or "memory" character which is expressed by means of suitable integro-differential or integral equations appears to correspond to some real quality present in many of the phenomena of Nature. This has been emphasized long ago by VOLTE~rtA. If we do not desire to make any fundamental q u a 1 i t a t i v e distinction between animate and inanimate systems, we may, perhaps, say that the description by means of integro-differential equations is in s o m e degree applicable to many classes of systems, and as the systems become

49

m o r e and m o r e complex in their powers of organisation and adaptation the integral term acquires an increasing relative importance. I n the preceding discu'ssion the well-known fact has been pointed out t h a t in the case o f an o r d i n a r y differential equation of the second order a d ct knowledge of ct a n d - d ~ at t is necessary f o r a prediction of the future. Similarly in the case of an o r d i n a r y differential equation of order n we m u s t possess a knowledge of ct and all its time-derivatives up to order ( n - - I ) . W e might describe this as a d i f f e r e n t i a 1 chronoholism of the ( n - - I ) t h order. I n the case of an integro-differential equation, on the o t h e r hand, there exists an i n t e g r a 1 chronoholism, i.e. prediction of the future requires also some knowledge of the f i n i t e 1 y remote past. T h e various types of integral terms which have been employed in this p a p e r can be regarded only as illustrative examples of a r a t h e r simple character. I n default of experimental data, we must write in general

(following VOLTERRA),

dct

t

. . . . . . (~2)

dt --"'(i*'t)+FllA(c"~')]l t--A

T h e second term on the right-hand side of equation ( i 2 ) denotes a general u n c t i o n a 1, i.e. a quantity which depends in the most general m a n n e r o n every value of c~- a n d "r in the domain t - - X - ~ t. I n conclusion I wish to express m y sincere thanks to P r o f e s s o r s SCHR/JDINGER and F. LONDON and D r E. TELLER for their helpful kindness in discussing with me the subject of m y f o r m e r paper. W i t h o u t this friendly aid I would not have v e n t u r e d to write the present one. I desire also to express m y best thanks to P r o f e s s o r VOLTERRA for his kindness in sending m e some of his papers and elucidating one of m y difficulties. A l t h o u g h I was ignorant of his w o r k when, as a result o f a most interesting discussion with Dr. TELLER, I was led to the idea of applying integro-differential equations to the p h e n o m e n a of life, I have discovered subsequently that the f u n d a m e n t a l ideas and the pioneer w o r k in this field were due to P r o f e s s o r VOLTERRA v e r y m a n y years ago. I m a y r e m a r k that the VOLTERRA function is an "evolution function". It represents an i n t e r n a 1 "evolution plan" o f the organism. REFERENCES DONNAN, F. G., I936. Integral Analysis and the Phenomena of Life. Acta Biotheoretica, Vol. II, Pars. I. VoLTERRA, Vrro, 193o. La Th6orie des Fonctionelles appliqu6e aux Ph6nom6nes h6r6ditaires. Revue g6n6rale des Sciences, Num6ro du I5 avril, 193o. The reader may be referred to this paper as an introduction to the fundamental ideas developed by VOLTERRA many years previously.

Acta Blot eoretica n I 4

SO

DONNAN~

INTEGRAL

PHENOMENA

OF LIFE.

II

ZUSAMMENFASSUNG In diesem Aufsatz gibt der Verfasser eine priicisere und vollstg.ndigere Darstellung des Inhalts seiner friiheren Vergffentlichnng fiber dasselbe Thema. Im Falle eines biologischen Systems, dessen innerer Zustand sich durch ein einziges Parameter c bestimmen l~isst, werde seine zeitliche Entwieklung durch die Gleichung

t

9 d t = f ' (ct, t) +

dct

(t)

dargestellt. Es wird gezeigt, dass Differentiation dieser Gleichung naeh t nicht zu einer g e w 6 b n 1 i c h e n Differentialgleichung zweiter Ordnung ffihrt. Im Gegensatz zur Theorie gew6hnlicher Differentialgleichungen, werden die Eigenschaftert yon Gleichung (I) und ihren Derivaten naeh der Zeit diskutiert. Es 15.sst sich Gleichung (I) auf eine gew~Shnliche Differentialgleichung h/Sherer Ordnung reduzieren nur im ausgeschlossenen Fall, dass t~X ein bestimmter (konstanter) Zeitpunkt w~ire. Wolle man einwenden, dass Gleichung (i) und ihre Derivaten naeh der Zeit die zeitliche Entwicklung yon Systemen darstellen, die zu jedem Moment nur ein ,,Punktged~chtnis" besitzen, dann liisst sich das Integralglied leicht derart transformieren, dass keine weitere Differentiation nach der Zeit auf eine Gleichung ohne Integralglied fiihren kann. Beispiele solcher Transformationen werden gegeben. Die neuen Gleichungen beschreiben die Entwicklung yon Systemen die sicher ein ,,lineS.res" Ged~ichtnis besitzen, d.h. ein Ged~ichtnis das sich zu jedem Moment auf ein endliches Kontinuum yon Zeitpunkten und ZustSmden erstreckt. Es ergibt sieh aus der vollstiindigeren Betrachtung, dass Gleichung (4) der frfiherer~ Abhandiung einer Revision bedarf. RI~SUMI~ L'auteur fait u n examen plus exact et plus approfondi du sujet trait6 dans sa premi&re publication. Pour le cas d'un syst~me biologique dont l'dtat int6rieur est d6fini par un seul param~tre c, l'6volution au cours du temps se laisse decrire par l'6quation

t

d ct d - - i -----fl (c~, l ) +

(

.J

f2(c,,~')dv

. . . . .

(I)

Une diff6rentiation d'aprgs le temps t ne peut pas r6duire l'6quation (I) 5. une 6quation diff~rentielle o r d i n a i r e. Cela est possible seulement dans le eas exclu que t--X soit un moment fix& Au contraste des ~quations diff6rentielles ordinaires, l'auteur explique comment se diff6rent les propri6t~s de t%quation (I) et de ses d6rivds d'ffpr~s le temps. Pour 6viter la critique que l%quation (I) et ses derivfis d'apr~s le temps d6crivent l%volution de syst~mes qui 5. tout moment donn6 ne poss~dent qu'une ,,m6moire ~ une seule valeur", l'auteur expose comment l'int~grale peut se transformer afin qu'aucune nouvelle difffirentiation d'apr~s le temps ne conduise ~ une 6quation sans intdgrale. Plusieurs exemples d'une telle transformation, sont donn6s. Les 6qnations transform~es d6crivent sans aucun doute l'6votution de syst~mes qui 5. tout moment poss~dent une m~moire qui s%tend sur une intervalle continue du temps pass6. L'examen plus approfondi d~montre que l'6quation (4) de la premiere publication doit ~tre corrig6e.

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