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 MATHEMATICS FOR
BIOMEDICAL APPLICATIONS
 MATHEMATICS
FOR
BIOMEDICAL
APPLICATIONS

S T A N T O N A. G L A N T Z

UNIVERSITY OF CALIFORNIA PRESS

BERKELEY • LOS ANGELES • LONDON
University of California Press
Berkeley and Los Angeles, California

University of California Press, Ltd.

London, England

Copyright © 1979 by

The Regents of the University of California

ISBN 0-520-03599-2
Library of Congress Catalog Card Number: 77-20320
Printed in the United States of America
123456789
To FRIEDA and LOUIS GLANTZ
 CONTENTS

PREFACE xi

1. INTRODUCTION 1

2. WRITING DIFFERENTIAL EQUATIONS 5

Solutions of ordinary differential equations 8
One-compartment drug distribution 11
The function which is its own derivative: The exponential 13
The natural logarithm function 17
Time constants and half-times 19
Metabolic turnover 23
One-compartment drug distribution with constant infusion 25
Two-compartment drug distribution 27
Fluid-filled catheter dynamics 30
Indicator-dilution methods to measure physiological f l o w 34
Formula for computing valve areas in the heart 41
The Michaelis-Menten mechanism for an enzyme-catalyzed
reaction 45
Additional readings 47

3. DIRECT METHODS TO SOLVE DIFFERENTIAL

EQUATIONS 48
Separable first-order equations 48
One-compartment drug distribution with constant infusion: The
formal solution 51
The operative principle of the pacemaker 52
viii CONTENTS

Exact first-order equations and integrating factors 55

Linear transformations and their properties 61
Linear differential equations are linear transformations 69
Other functions used to solve differential equations: The sine
and cosine 72
Linear differential equations with constant coefficients: Finding
eigenvalues and fundamental solutions 81
Linear differential equations with constant coefficients: Finding
a particular solution 88
Linear differential equations: Finding the complete solution 95
Two-compartment drug distribution following a bolus injection
or constant infusion and its application to lidocaine 98
Explaining age-related differences in ouabain pharmacokinetics 110
Response of a fluid-filled catheter to step and sinusoidal pressure
changes 116
Approaches to nonlinear differential equations 1 27
Pseudo-steady-state solution for the Michaelis-Menten enzyme-
catalyzed reaction 133
Additional readings 136

4. L A P L A C E T R A N S F O R M M E T H O D S FOR S O L V I N G L I N E A R
DIFFERENTIAL EQUATIONS 137
Basic properties of the Laplace transform 138
Important Laplace transform pairs 142
Partial fractions 150
The unit step function 157
The unit impulse 161
The direct solution of systems of differential equations 165
Drug distribution following an oral or intramuscular dose 168

5. W A Y S TO C H A R A C T E R I Z E L I N E A R P R O C E S S E S 175
Why take all initial conditions equal to zero? 177
Impulse response 178
Step response 185
Frequency response 190
Frequency response of fluid-filled catheters 200
Transfer functions 205
The convolution integral and the equivalence of the impulse
response, step response, and transfer function 208
Additional readings 216

6. F O U R I E R A N A L Y S I S , SPECTRA, A N D F I L T E R S 217
The Fourier series represents periodic functions 218
The complex variable form of the Fourier series 230
 CONTENTS ix

A comprehensive example 234

The Fourier integral represents nonperiodic functions 239
Fourier transforms of periodic functions 244
Derivation of the Laplace transform 252
Some common Fourier transforms and their symmetries 254
Basic properties of the Fourier transform 258
Frequency response is the Fourier transform of the impulse
response 269
The ideal transducer 272
Filters 277
Spectral analysis of blood pressure waveforms 282
Additional readings 288

7. DIGITAL COMPUTERS AND NUMERICAL METHODS 292

Floating point numbers are not real 293
The Taylor series and truncation error 297
Integration 302
Differential equations 310
Curve fitting 322
Summary 333
Additional readings 334

APPENDICES 335
A. Review of calculus 335
B. Table of integrals 374
C. Basic properties of complex numbers and functions 382
D. Table of Laplace transform pairs 387
E. Solutions to problems 391

INDEX 411
 PREFACE

This text has its origins in an applied mathematics course I developed in

1973 while a postdoctoral fellow in the Stanford University Cardiology
Division. Like that course, this text builds on the student's (perhaps
distant) exposure to introductory calculus to develop applied differential
equations and linear systems theory motivated by biomedical problems. I
have sought to include enough mathematical theory to provide a sense of
the structure and unity that mathematics can bring to other sciences, while
always remembering that a biomedical audience is most interested in
learning how to use mathematics to solve practical problems.
Because this audience is traditionally skeptical about the value of
mathematics, the first two chapters formulate more-or-less real problems
in terms of differential equations, but defer solving these equations until
Chapter 3. Chapter 3 summarizes direct methods to solve linear ordinary
differential equations and works the problems formulated in Chapter 2.
Chapter 2 also constructs the exponential function from a power series
solution to a first-order differential equation to show the reader why this
function appears so often. Chapter 3 does the same thing for sines and
cosines. My students have found this approach a useful complement to
their original exposure to these functions in introductory courses. The
next three chapters on the Laplace transform, properties o f linear systems,
and Fourier analysis introduce impulse and step functions with applica-
tions to biological signal processing. In many cases, I re-solve problems
that were solved by direct methods in Chapter 3, so the reader can
xii PREFACE

compare the relative difficulty of the different methods. Finally, Chap-

ter 7 introduces numerical techniques for integration, solving differential
equations, and curve fitting. The emphasis is on providing a context for
reading more advanced texts or using library subroutines; no attempt is
made to make the reader an expert computer programmer. Chapter 7
shows that one can use what would be perfectly acceptable logic in the
algebra of real numbers to produce unreliable algorithms in floating point
arithmetic.
To help the rusty reader remember the relevant portions of calculus,
Appendix A contains a brief review of these topics. Appendix C presents
the properties of complex numbers which are necessary to understand the
Fourier transform (Chapter 6) and a few other topics. Appendices B and D
contain tables of integrals and Laplace transforms to save the reader the
trouble of evaluating complicated integrals.
In a formal course meeting three hours per week, one can reasonably
expect to cover a brief review of calculus and the first three chapters in
one quarter and the remainder of the book in a second quarter.
I thank Donald Harrison, Chief of the Cardiology Division at Stan-
ford University, for providing the resources to start this project, and
William Parmley, Chief of the Cardiology Division at the University of
California at San Francisco, for providing the resources to finish it. I
completed the manuscript while a Senior Research Fellow of the San
Francisco Bay Area Heart Research Committee and put the finishing
touches on it while holding a Research Career Development Award from
the National Institutes of Health. A. Lawrence Spitz wrote the computer
programs to generate the power spectra of human cardiac pressure waves
included in Chapter 6. I am especially grateful to Gail Hayes, Margaret
Tidd, Kathleen Hecker, and Marilyn Gruen for typing the original manu-
script, David Toy, Mary Helen Stull, and Norma Riffle for preparing the
illustrations, Anne Holly for helping get the manuscript ready to send to
the publisher, Douglas Bullis for editing it, and Michael Bass for doing the
book design and layout. Harry Miller, who helped overcome many ad-
ministrative difficulties at Stanford, and Grant Barnes, my sponsor at U.C.
Press, deserve special thanks. Most of all, I am grateful to Robert Gold-
man, Peter Renz, and my students for providing insightful criticism which
helped me tailor this work for its intended audience.

S.A.G.
San Francisco, California
November, 1977
 1

INTRODUCTION

A qualitative understanding o f physiological processes comes from the

integration of knowledge of several factors which span many orders of
magnitude in space, time, and energy. These factors include behavior
exhibited by the entire body, performance of organ systems, histologic
structure of the organs, and biochemical reactions inside cells. When one
integrates these different perspectives on a problem in an attempt to
understand a biological process or to reach a practical decision about how
to manage a disease, one often slips from one set of assumptions to
another, even though taken as a whole these assumptions might not be
logically consistent. In contrast, a quantitative understanding o f biological
processes, based on mathematics, requires logical consistency above all.
Although theoretically it may be possible to consider several factors which
span many orders of magnitude, in practice it is often difficult to obtain
numerical solutions when the variables which quantify these factors differ
by more than a few orders of magnitude. Thus, successful mathematical
analysis generally requires a consistent scale of events. This requirement
sometimes restricts use of prior knowledge, but it can help avoid unimpor-
tant details.

One's prior knowledge of the structure of a process under considera-

tion determines the questions one asks and the mathematical tools one
applies to answer them. With little prior knowledge, one is limited to the
description of general patterns of available observations. Quantitative
methods are used to answer relatively simple questions, such as the
estimation o f a parameter's value or the probability that two samples were
2 INTRODUCTION

drawn from the same population. We use statistical tools to answer these
questions. In contrast, if one knows (or can hypothesize) the underlying
structure and mechanisms which produce the observed patterns, one can
use the deterministic mathematics developed in this text to predict behav-
ior and to draw deductive conclusions from mathematical manipulation.
For example, cardiologists often prescribe drugs from the digitalis
family, which improve the heart's pumping action in patients with heart
failure or slow the heart rate in patients with abnormal rhythms. T o study
why children require larger doses of these drugs to achieve the same serum
concentrations as adults, my colleagues and I administered the same dose
(per kilogram of body weight) of ouabain to adult dogs and puppies and

TIME, t (mini

FIGURE 1.1: After an ouabain dose of 0.05 mg/kg, serum ouabain

concentrations in adult dogs remained significantly higher than in puppies
given the same dose, although the curves for both groups had the same
shape. (Adapted with permission of the American Heart Association, Inc.,
from S. A. Glantz, R. Kernoff, and R. H. Goldman, Age-Related Changes
in Ouabain Pharmacology, Circ. Res. 39 (1976): 407.)
 INTRODUCTION 3

measured the resulting concentrations* (Fig. 1.1). With no prior knowl-

edge—or hypotheses-about ouabain distribution, we applied statistical
tests and found that, for the same dose, puppies had significantly lower
serum ouabain concentrations than adult dogs. This observation was inter-
esting but provided no direct insight into the underlying mechanism which
produced it.
The mathematical tools this text develops will permit us, among other
things, to propose and verify a theoretical description for ouabain distribu-
tion. Suppose that some of the ouabain present in the body remains
dissolved in the plasma, some is reversibly bound in the body, and some is
irreversibly removed (Fig. 1.2). The constants kl2, fc2i> a n < i describe
how quickly ouabain is bound (kl2) and released (k2,) from reversible
binding sites or removed from the body (fc 1 0 ). The equations which
describe this system show that these constants determine the shape of the
curve for serum concentration versus time, whereas the dose and the
volume in which the drug is distributed determine the magnitude of the
concentration but not the way in which it changes with time. (This fact
follows from the important mathematical property of linearity, which we
will discuss at length.) Since both adult dogs and puppies received the
same dose and since their curves had the same shape, we concluded that

BOLUS DOSE

1r
k
12 t
REVERSIBLY
VOLUME OF DISTRIBUTION
BOUND
(PLASMA VOLUME, etc) OUABAIN
k21

k
10

METABOLISM AND EXCRETION

F I G U R E 1.2: One way to picture the distribution of ouabain in a dog.

This picture, called a two-compartment model, will lead to equations that
describe how ouabain concentration changes with time. We will see that
the constants that describe how the drug is reversibly bound ( / r 1 2 and
/ r 2 i ) and eliminated from the body determine the shape, but not the
magnitude, of the concentration versus time curve.
* Chapter 3 treats this problem in detail.
4 INTRODUCTION

the only difference between puppies and adult dogs was that the effective
volume in which the drug was distributed was larger in puppies. This
mathematical result suggested additional experiments, which confirmed
that the puppies had larger physiological fluid spaces per kilogram of body
weight than the adult dogs, a finding which accounts for the greater
volume of distribution in the puppies. Thus, the techniques this text
develops permitted us to draw much stronger conclusions from our experi-
ments than would have been possible if we had been limited to a statistical
approach.
Sometimes, however, one should spurn a mathematical approach. The
value of any analysis depends heavily on the initial assumptions, and often
one cannot translate them into convenient mathematical expressions.
Some workers, with glib disregard for the violence done to known underly-
ing physiology, recast their assumptions to make the problem workable.
Perhaps the most common such offense is the assumption, often implicit,
of linearity. Linear equations are relatively easy to solve; indeed, often one
cannot solve nonlinear equations analytically. But since biological systems
often exhibit nonlinear behavior, assumptions of linearity require careful
scrutiny and, if necessary, rejection. Rejection may preclude solving the
problem and restrict one to qualitative arguments. The question then arises
whether to trust precise analysis based on imprecise assumptions or impre-
cise analysis based on precise assumptions. The answer depends both on
one's knowledge of the physiology involved and on one's ability to apply
appropriate mathematical tools. When mathematical analysis predicts a
nonintuitive conclusion, one must be secure enough in knowledge of both
physiology and mathematics to answer two questions: Are the initial
assumptions reasonable? Is the analysis correctly executed?
Affirmative answers to these questions require one to accept new
conclusions and reorient his or her intuition. As the reader comes to
understand the common underlying structure in many problems, illumi-
nated by analogous equations, his or her developing mathematical intui-
tion will improve how one designs experiments and views physiology.
 WRITING DIFFERENTIAL EQUATIONS

Most problems in physiology and medicine concern dynamic processes

which involve the rates of change of several variables, as well as their
values. With derivatives to describe a variable's rate of change, we will
describe dynamic processes with equations containing derivatives, which
are called differential equations. After understanding differentiation, trans-
lating physiological statements into mathematical statements provides the
key to writing useful differential equations. The formulation and solution
of a dynamic problem includes three distinct phases. First, one must use
knowledge and intuition to write one or more differential equations and
an equal number of uniqueness conditions which describe the physiologi-
cal situation. Second, one must manipulate these mathematical expressions
to solve the differential equations. Finally, one must interpret the mathe-
matical solution in physiological terms. Typical examples best illustrate
this process, so the bulk of this chapter consists of examples which
highlight different approaches to the translation of physiological state-
ments into differential equations.
Most cases present and verify the solutions, but we defer discussion of
the formal procedures for solving differential equations to Chapters 3,
4, and 7. Before we study these examples, however, we must address the
theoretical question: What is a solution t o a differential equation and
when does it exist? We begin with four definitions.

Differential equation: an equation containing one or more ordinary

or partial derivatives.
6 WRITING EQUATIONS

Ordinary differential equation: an equation containing only ordinary

derivatives, all with respect to the same variable.
Partial differential equation: an equation which contains one or more
partial derivatives. (It may also contain ordinary derivatives.)
The order of a differential equation is the order of the highest
derivative that appears in the equation.
For example,

d2x
F =m m = constant (2.1)
dt2

and

q+q+q + 1=0 (2.2)

are second-order ordinary differential equations. In contrast,

- kx (2.3)

is a first-order partial differential equation. Partial differential equations

are much harder to solve than ordinary differential equations. Luckily,
ordinary differential equations suffice for most applications we will
encounter, so we will concentrate on writing and solving them.
Many applications, such as multiple-compartment descriptions for
drug distribution, give rise to a set of first-order ordinary differential
equations. Such a set of n first-order differential equations is equivalent to
a single nth-order differential equation. Suppose a problem led to the two
first-order ordinary differential equations

(2.4)

and

¿2=*! (2.5)

To convert (2.4) and (2.5) to a single equivalent second-order differential

equation, differentiate (2.4) with respect to time,

=i2 (2-6)
 WRITING EQUATIONS 7

and eliminate x 2 from ( 2 . 6 ) with ( 2 . 5 ) :

(2-7)

Thus, we have converted the set o f two first-order differential equations in

the variables xl and x2 into a single equivalent second-order differential
equation in x t . One could use ( 2 . 4 ) and ( 2 . 5 ) simultaneously to find x l
and x2 or find from the single equation ( 2 . 7 ) , then differentiate the
result to get x2. This process o f differentiation and substitution permits
the conversion o f any set o f n first-order ordinary differential equations
into a single nth-order differential equation. Therefore, a set of n first-
order differential equations is nth order. Conversely, an nth-order ordinary
differential equation may be transformed into a set o f n first-order
differential equations by reversing this process.

P R O B L E M S E T 2.1

What order are these differential equations?

dx
2. y +y x

~ ZQ z
3. = +z
ox

4. x1=x}+x2 x2=x2+x3 x3=x]

5.xl=x1+x2 x2 =x2 +x3 x3 = x\

Write each system o f differential equations as a single differential equation

in terms o f the first variable.

6. xl =xl +x2 *,<0) = xio

x2=x2 *2(0) = X20

7. xl=xl~x2 *,(0) = *10

x2=x2 *2(0) = X20

8
" *l = i + k 21 C 2-( k 12 + k 10*l Cj( 0) = C10

C2 kl2Cl k21°2 c2(0) = 0

8 WRITING EQUATIONS

9. ^ r = y + z ?(0)=i
dx

dz
— =w z(0) = 0
dx

dw
— =x w(0) = 0
dx
=
10. x l = x l + x 2 x j(0) x l0

x i 0 ) = x
X 2 = X 2 + X 3 2 20

x3=x] * 3 ( 0 ) = *lO

SOLUTIONS OF O R D I N A R Y D I F F E R E N T I A L EQUATIONS

Before discussing what the word solution means in reference to differential

equations, let us examine solutions to algebraic equations. We say that
x = 4 is the solution of x - 4 = 0 because replacing the symbol x with the
value 4 satisfies the equation, i.e., 4 - 4 = 0. Algebraic equations may have
more than one solution or no solution at all. For example, both x = +2 and
x = - 2 solve x2 - 4 = 0, and x2 = -1 has no solution if x must be a real
number. Thus, the solution of an algebraic equation is the set of values
which, when substituted into the equation, satisfy it.
Later in this chapter we will construct the exponential function,

y(x) = e* (2.8)

to have the property of equaling its own derivative. In other words, the
exponential function will be defined so that

Substitute from (2.8) into (2.9) to obtain

% - y (2.10)

a first-order differential equation. This equation says that _y's rate of

change equals its magnitude. We say that
 SOLUTIONS 9

y = Aex A = any constant (2.11)

is the solution of (2.10) because it is the function which, when substi-

tuted into the differential equation, satisfies it.
To demonstrate that (2.11) satisfies (2.10) compute dy/dx from
(2.11), then substitute into (2.10):

Aex =y =Aex (2.12)

dx

Note that we have introduced the arbitrary constant A, which has no

effect on whether or not (2.11) solves (2.10). Additional conditions
determine A's value. This example illustrates one important way of solv-
ing differential equations: guess a solution, then substitute into the origi-
nal equation to see if the equation is satisfied. We use this process to
solve a differential equation which often arises in connection with natu-
ral phenomena:

^ = ky k = constant (2.13)

.y's rate of change is directly proportional to its magnitude. The previous

example, (2.12), suggests that

y=Aekx A = constant (2.14)

is a solution. Differentiate (2.14) with respect to x and substitute into

(2.13) to show that (2.14) is a solution of (2.13).
Given a differential equation, does a solution exist? And is it unique?
These questions motivate much advanced mathematical theory of differen-
tial equations and become very important when analyzing complex prob-
lems which require substantial time and energy to seek a solution. Fortu-
nately, we deal with problems simple enough to show a unique solution
exists simply by finding it! While we will not discuss the mathematical
details, the concepts of existence and uniqueness highlight two important
points:

If a meaningful problem is correctly formulated mathematically

as a differential equation, then the mathematical problem should
have a solution.
10 WRITING EQUATIONS

and

If a given differential equation has more than one solution,

additional conditions must be specified to define a single unique
solution.

For example, Equation (2.14) represents an infinite number of differ-

ent solutions, corresponding to the infinite number of possible values for
A (Fig. 2.1). A single point on each curve, say the value at x = 0, distin-
guishes each solution from the others. Thus, to define a solution uniquely
for (2.13), one must specify a condition which indicates which curve to
use. The most common specification for ordinary differential equations is
the so-called initial condition*

y®)=y 0 (2.15)

FIGURE 2 . 1 : The initial condition k ( 0 ) = y Q specifies which of the

infinite different functions that satisfy the differential equation is the
unique solution.
* The uniqueness condition for partial differential equations generally requires entire
functions, not just the value of a function at a point. We will not discuss the so-
called boundary conditions for partial differential equations.
 ONE-COMPARTMENT MODEL 11

where y0 is given. Substitute x = 0 into (2.14) and compare the result with
(2.15) to show
y(0) = Aek'° = A ' 1 = y0 (2.16)

Therefore, the unique solution to (2.14) is

y{x)=y0ekx (2.17)

A physiological problem correctly formulated and translated into

differential equations should have a unique solution. If no solution exists,
the physiological problem was not correctly translated into mathematical
statements. If many solutions exist, additional uniqueness conditions must
be specified to define a unique solution. In general, one must provide one
uniqueness condition (generally an initial condition) for each order of an
ordinary differential equation.
Now, let us turn our attention to translating physiological statements
into differential equations.

ONE-COMPARTMENT D R U G D I S T R I B U T I O N
When the body distributes a drug or hormone so that all of the drug-
containing fluid acts as a single entity with respect to the drug's dynamic
behavior, we say that it is immediately diluted and distributed in a single
compartment with a constant volume of distribution (Fig. 2.2). Suppose
metabolism removes a fixed fraction of the total quantity of drug present
per unit time. We can use three different, yet equivalent, ways to develop a
differential equation which describes this phenomenon.

INFUSION RATE = i (MASS/TIME)

'[

COMPARTMENT VOLUME = V (VOLUME)

QUANTITY OF DRUG INSIDE COMPARTMENT = q

(MASS)

CONCENTRATION OF DRUG INSIDE

COMPARTMENT = c = q/V (MASS/VOLUME)

RATE OF REMOVAL = kq (MASS/TIME)

F I G U R E 2.2: One-compartment description for drug distribution and

metabolism. The mass removal rate increases in direct proportion to the
mass of drug inside the compartment, {k's units are time - 1 .)
12 WRITING E Q U A T I O N S

Most directly, conservation of mass requires that the rate at which

material accumulates in the compartment equals the difference between
the rate at which it enters and leaves the compartment. Let:

i = rate at which drug is infused or secreted into the compartment,

q = quantity of drug in the compartment,
V - compartment volume (volume of distribution),
c = q/V= drug concentration in compartment,
k = constant of proportionality for metabolic removal,
t = time.
Then

dq
dt
m kq (2.18)

Rate at which Rate at which Rate at which

mass builds up mass flows in- mass flows out
in the com- to the com- of the com-
partment partment (in- partment
fusion and (metabolism)
secretion)

k has units of t i m e - 1 ; hence k = 0.05 m i n - 1 means that 5% of the drug

mass (q) in the compartment is metabolized every minute. To work with
concentration, not absolute quantity, divide (2.18) by the constant V to
obtain

(2.19)
dt M f )

But c = q/V, so

dc i
— = — - kc (2.20)
dt V

To complete the problem specification, we specify a uniqueness condition,

the initial concentration:

c(0) (2.21)
 EXPONENTIAL 13

Alternately, one could approximate the change in mass of drug in the

compartment, Aq, during time increment At with

^ = m + ft + AO . Ai _ k q(t) + c(t + Ai) . Ar (2 22)

[/(?) + i(t + AO] /2 and [q(t) + q(t + A/1)] /2 approximate average drug
inflow and amount of drug in the compartment during the interval from
time t to t + At, respectively. Divide (2.22) by At, then take the limit as
At -*• 0 to obtain (2.18). As before, (2.21) provides the uniqueness con-
dition.
In a similar vein, we could think of incremental changes as differen-
tials. In this case, the differential drug quantity change, dq, during small
time change, dt, equals the infusion rate times dt, minus the removal rate
times the same differential change in time,

dq = i • dt - kq • dt (2.23)

Divide through by (the number) dt to obtain (2.18) again and continue as

before.
These three approaches to the translation of a physiological statement
into a differential equation proceed along slightly different lines but result
in the same equation and uniqueness condition. The method used to write
the differential equation does not affect the final result; in fact, deriving
the differential equation or equations which describe a situation more than
one way provides a good check for correct problem formulation.
The remaining examples develop equations using one of these three
methods. Rework them using different approaches than those presented.
In practice, one's selection of approach will depend on personal preference
and, to a lesser degree, the specific problem.

THE FUNCTION WHICH IS ITS OWN DERIVATIVE:

THE EXPONENTIAL
We have already seen a number of equations of the form

(2-24)

Now, let us construct a function, y = y(x), to solve (2.24). For conve-

nience, we will take k = 1.
14 WRITING EQUATIONS

Mathematicians have proven that a wide class of functions can be

represented as a power series :

y(x) = a0+alx+ a2x2 + a^x3 + a^x6, + . . . (2.25)

in which the a?s are constants whose specific values depend on,y(;c). Note
that this sum contains an infinite number of terms; it is known as an
infinite series. For this sum to exist, the series must converge, that is, after
some term in the series, each additional term must add less and less to the
sum so that it exists as a finite number. There are strict mathematical
standards used to prove whether or not an infinite series converges, but we
will not dwell on them.
Rather, we shall see if ( 2 . 2 5 ) is a solution to ( 2 . 2 4 ) by differentiating
(2.25) term by term,

y'(x) = 2a2x + 3a^x 2 + Aa^x3 + . . . (2.26)

and substituting from ( 2 . 2 6 ) and ( 2 . 2 5 ) into ( 2 . 2 4 ) :

flj + 2a2x + 3a3x2 + 4a^x3 + . .. = aQ + a^x + a2x2 + a3x3 + . ..

(2.27)

For ( 2 . 2 7 ) to be a true statement regardless of x's value, the coefficients

of like-powered terms must be equal. Therefore,

a —a
1 o

i - - 1 - 1

(2.28)
1 1
a a
3 2 "3 3 "2 3 • 2 "0

yi 1 - 1
4a„4 = a ,3 aA4 = —
4 a3, - 4 - 3 - 2 °

Therefore, ( 2 . 2 5 ) is a solution to ( 2 . 2 4 ) when the a- s are given by ( 2 . 2 8 ) :

= a o ( l + * 4 + 3 ^ + 4-TTT-2 + --) (2.29)

 EXPONENTIAL 15

Note that a0 is a constant yet to be defined; its value depends on the

initial condition.
Define the function

x1 x2 x3 x4

Figure 2.3 shows a plot of ¿fyc). From (2.30), the solution to (2.24) with
k = 1 is
y(x) = a0E(x) (2.31)

FIGURE 2.3: Each successive term added to the infinite sum in equation
(2.30) adds progressively less to the sum, so that it approaches £(x) as
Note also that as one adds more terms to the sum, the range (of x
values) over which SN(x) closely approximates E(x) increases. This obser-
vation will be very important later when we discuss applications with
approximate solutions to complicated problems.
16 WRITING EQUATIONS

Now, let us examine some of ¿T(x)'s properties. To write (2.30) more

compactly, introduce the factorial function

1 n = 0
n\= \ (2.32)
n(n- l ) ( n - 2 ) . . . 1 n> 1

where n is a non-negative integer. Now, we can rewrite (2.30) using the

factorial function and summation notation:

= E 7^7 (2-33)
n=0

What is £ ( x ) • £"(>)? Use (2.33) to obtain

m m = (2.34)
\n=0 / \m = 0 ' /

Multiply these two infinite polynomials together term by term and collect
like powers of x and y to find

m • = S (2.36)
k=0

which is, by definition, E(x + y), so

E(x) • E(y) = E(x +y) (2.37)

Next we show that e = 2.718... and that E(x) = ex. From (2.33)

oo

(2.38)
n=0
 NATURAL LOGARITHM 17

and, if n is a positive integer, (2.38) says

E{n) = £ ( ! ) • £-(!) • - . . . -E{\) (2.39)

n times

Substitute from (2.38) into (2.39)

E{n) = e- e- e- ...-e = e" (2.40)

n times

Thus E(n) = e n where n is a positive integer. Similar, though more

advanced, arguments show that

E(x) = e* (2.41)

for all x.
In sum, we have:

1. Defined a function,

n=0

which is its own derivative, i.e.,

^ = E(x) (2.43)

2. Defined a constant, e = 2.718281828459045. . .

3. Shown that E(x) = e x, so that

= e* (2.44)
dx

Chapter 3 will continue to show why the exponential function ap-

pears so frequently when dealing with natural phenomena.

THE NATURAL LOGARITHM FUNCTION

The exponential function always increases as its argument increases, so it is

possible to construct an inverse function,/, such that
18 WRITING EQUATIONS

f(ex) =x (2.45)

Recall that the common logarithm, used as a computational aid, is

defined by

y = log* if and only if x = 10 y (2.46)

We analogously define the natural logarithm so that

y = lnx if and only if x = eJ (2.47)

Thus In ex = x and e l n * = x, so the exponential and natural logarithm are

inverse functions. (See Fig. 2.4.)
Note that while the exponential function is defined for all real
numbers, it only takes on positive values. Therefore, the natural logarithm
function is defined only for positive numbers even though its value can be
any number, positive or negative.
What is the derivative of the natural logarithm? From (2.47)

dx_d(ey)_cy_x
(2.48)
dy dy

FIGURE 2.4: The exponential and natural logarithm are inverse

functions.
 TIME CONSTANTS 19

According to the chain rule

dx dy = dx (2-49)

so

$dx= l /I î dy
r (2-50)

Therefore, combining (2.48) and (2.50) produces

| ! = & ) « l / 4 [ a I (2.51)
dx dx ! dy x

¿(In*) _ 1
(2.52)
dx x

TIME CONSTANTS AND HALF-TIMES

Consider the one-compartment description for drug distribution and me-
tabolism with these additional restrictions: no infusion or secretion
occurs after t = 0 (so i(t) = 0), and just before t = 0 a quantity of drug, q0,
is injected into a compartment previously empty of drug. Then the
dynamic equation

(2.53)

describes this situation, with the initial (uniqueness) condition

c(0) = c Q = y - (2.54)

The solution of this differential equation is

c(t) = c0e~kt (2.55)

which may be verified by substituting from (2.55) into (2.53) and (2.54).
20 WRITING EQUATIONS

F I G U R E 2.5: Graph of Equation (2.55) for three values of c 0 and k.

Notice that changes in c 0 merely scale the curve without affecting its
shape and that changes in k change the curve's shape. As c 0 increases the
curve moves up, and as k increases it decays faster.
Figure 2.5 shows (2.55) plotted for various values of c 0 and k. c0
alone determines c(f)'s relative magnitude and k determines its shape. As k
increases, the curve decays faster. In particular, note that when t - 1 jk,
1
c(t) equals —0.367 of its original value no matter what the original
value. Thus, 1/k tells how long it takes to decay to 0.367 of the original
value. In light of this property, one often writes (2.55) as

c(i) = c 0 e - f / T (2.56)

T, called the time constant, tells how long it takes the exponential to drop
to 0.367 of its initial value; the shorter the time constant the faster the
 TIME CONSTANTS 21

decay. Figure 2.6 shows that all solutions of this problem for all k and c 0
may be displayed ort a single graph of fraction of original concentration,
c(t)/c0, as a function of time measured in multiples of the time constant,
f/r. We will see later how time constants relate to fundamental descriptors
of many dynamic processes called eigenvalues, but for now we shall simply
think of them as telling us how fast the exponential decays or grows.

th
F I G U R E 2.6: A n y dynamic process that proceeds as a single exponential
decay drops to 0.367 of its initial value when time equals one time
constant. After five time constants, the decay is effectively complete, the
function having dropped to less than 0.007 of its original value. The
function drops to half its original value after 0.692 time constant.
22 WRITING EQUATIONS

Another useful representation of (2.55) follows by computing its

natural logarithm:

In c(f) = In c0e~kt = In cQ + In e'kt (2.57)

In c(t) = In c Q - kt (2.58)

The natural logarithm of the concentration decreases as a linear function

of time, with a slope -k (Fig. 2.3). Thus, if presented with measured
concentrations over time which fall along a straight line when plotted as
In c versus time (i.e., on semi-log paper), one could conclude that a single
first-order differential equation describes the underlying process.
Finally, experimental workers often use results such as Figure 2.7 to
measure the time required to decay to 0.5 of the original concentration,
the half-time, t j / 2 . and r are simply related by

t l j 2 — .692 r* (2.59)

Since time constants relate more directly to the underlying dynamic

process, we shall work with time constants, not half-times.

F I G U R E 2.7: A n exponential decay appears as a straight line when the

natural logarithm is plotted versus time (i.e., on semi-log graph paper).

* To derive this result, note that, by definition, c(t j/ 2 ) = 1/2eg and from (2.56)
c(f 1 / 2 ) = l/2c 0 = c 0 e" f l/2 / T ; e'l/2 / T = 2; i 1 / 2 ^ = In 2; f 1 / 2 = (In 2)i-;andln2 =
0.692.
 METABOLIC TURNOVER 23

METABOLIC TURNOVER
Consider a constant pool of M moles of metabolite which is metabolized
(and replenished) at the rate of R moles/second. Furthermore, suppose we
inject a small quantity, m moles, of radioactively-labeled metabolite to
study this process. Assuming that the radioactive metabolite behaves
exactly as the native metabolite, what happens to the radioactive metabo-
lite?
In an increment of time, dt, the quantity of radioactive metabolite
decreases in proportion to the fraction of total metabolite plus
radioactively-labeled metabolite, ml(M + m), and the overall rate at which
the metabolite is metabolized:

dm = - , R dt (2.60)
v
M + m(t) '

dm _ -Rm(t) ,
y }
dt M + m{t)

with initial condition

m(0) = mQ (2.62)

Solving this equation exactly requires methods which we will develop

later, but if m « M, we approximate the fraction in (2.61) with

dm R
/"I
— =- — m y(2.63)
dt M '
which describes the same simple exponential decay (with r = M/R) as the
one-compartment drug distribution problem.
In addition to illustrating how one moves from physiology to mathe-
matics, this example illustrates how two quite different situations can lead
to the same differential equation. Such occurrences demonstrate how
mathematics illuminates the common underlying structure which many
problems share.

PROBLEM SET 2.2

1. Show that x(f) = f 2 + 1 is the solution to dx/dt= 7\/x - 1; x(0) = 1.
2. Show that y(t) = (e' - e" f )/2 is the solution to y - y = 0 ^ ( 0 ) = 0.
24 WRITING EQUATIONS

3. Show t h a t y(t) = (e* - e ~ f ) / 2 is the solution t o y - ^ = 0 ^ ( 0 ) = 1.

4. Show that c(t)= 1 /k(t + 1) is the solution t o dc/dt = ~kc2\ c(0) = 1 \k.
5. Show that y{x) = 3ex + 2(x - l ) e 2 is the solution t o y' ~ y = 2xe2x\
y( 0)= l.
6. Guess and verify the solution t o

y - y = 0 y(0) = 0 ¿(0) = c c = constant

7. Convert these half-times, t to the equivalent time constants, r.

a. 1 min
b. 1 hr
c. 5 min
d. 12 hr

8. Suppose t h a t a f t e r administering 250 mg/kg of a drug as a bolus, the

following concentrations in plasma are measured:

Time (min) Concentration (ng/ml)

5 2.24
10 2.00
20 1.60
30 1.28
45 0.92
60 0.66
90 0.34
120 0.17

What is the time constant of the decay? Can one describe these data
with a o n e - c o m p a r t m e n t model? If so, what are its parameters? (Note:
1 mg = 10 6 ng.)
9. Suppose t h a t a f t e r administering the same bolus as in Problem 8, these
concentrations are measured:
Time (min) Concentration (ng/ml)
5 1.79
10 1.36
20 0.90
30 0.67
45 0.46
60 0.33
90 0.17
120 0.09

Can these data be described with a one-compartment model? If so,

what are its parameters?
 CONSTANT INFUSION 25

10. On a single sheet of paper, graph these functions:

a. fl(t) = e~tl2
b. / 2 ( f ) = e - f / 1 0
c. f 3 ( t ) = e - t l 2 + e ~ t / 1 0
11. On a single sheet of semi-log paper, graph the following functions:
a. /"j(i) = e~*l2
b. / 2 ( f ) = e - ' / i °
c. f3«) = e~tl2 + e - ' / 1 0
12. How could one find the steady-state solution (i.e., when none of the
variables is changing) to a differential equation without solving the
differential equation itself?
13. Use an infinite series to show that y - aE{kx) = aekx is the solution to
y' = ky.

ONE-COMPARTMENT D R U G D I S T R I B U T I O N WITH
CONSTANT INFUSION
Begin with the same one-compartment description for drug distribution as
before, but add a constant infusion into an initially empty compartment
beginning at time zero. In this case, the dynamic equation (2.18) becomes

k c
% = V - <2-64>

where I = the constant infusion mass flow rate and V = the volume of
distribution. With no drug in the compartment at t = 0 the initial condi-
tion is

c(0) = 0 (2.65)

Unlike the differential equations developed so far, the solution to (2.64) is

not c(f) = c0e~kt. (Substitute it into (2.64) and (2.65) to convince
yourself.)
We could solve (2.64) using the formal methods developed later, but
for the moment it exemplifies how to guess the solution to a differential
equation. First, the same compartment exhibits an exponentially-decaying
concentration after a sudden injection, so one might expect the concentra-
tion to increase exponentially to some steady-state value during a constant
infusion. (Of course, we have no a priori assurance that the concentration
reaches a steady-state value.) Since c(0) = 0, the solution must begin with
26 WRITING EQUATIONS

zero concentration, the increase to the steady-state value. e ~ k t equals 1

when f = 0 and approaches 0 as t approaches infinity. Therefore, the
expression (1 - e~kt)—called the inverted exponential—begins at 0 and
approaches 1 as time approaches infinity. Therefore suppose c(t) begins
equal to zero at time zero (satisfying (2.65)) and approaches concentration
c „ as time approaches infinity:

c(t) = c j l - e~kt) (2.66)

Does (2.66) satisfy the differential equation (2.64) with the initial con-
dition (2.65)?
To see, differentiate (2.66) with respect to time:

c k e k t (2
f r ~ ~ -67)

then substitute from (2.66) and (2.67) into (2.64):

c„ke-kt =y - kcj\-e~ k t
) (2.68)

So (2.66) satisfies (2.64) and (2.65) if

c = 7 4 v( 2 - 6 9 )
°° kV '

Finally, substitute from (2.69) into (2.66) to obtain the solution to the
one-compartment constant infusion problem:

o t = l/k
TIME, t

F I G U R E 2.8: One-compartment drug distribution with constant infusion

responds as an inverted exponential with the same time constant as it
exhibits during washout following an injection.
 TWO-COMPARTMENT MODEL 27

c(f)=~( l - e ^ ) (2.70)

Figure 2.8 shows this solution graphically. Note that even though we
have added a constant infusion to our compartment, the time constant of
the response (in this case, time to reach (1 - 0.367)^^) still equals 1/k. We
will see later that the time constant(s) of a process depends solely on its
structure, not the input.

TWO-COMPARTMENT DRUG DISTRIBUTION

Many drugs do not behave as if the fluid containing them acted as a single
entity; therefore the mathematical expressions derived assuming a one-
compartment description fail. Plotting the natural logarithm of concentra-
tion versus time (Fig. 2.9) demonstrates this failure: following an injection

T I M E , t(min)

F I G U R E 2.9: Washout of digoxin plotted on semi-log paper following a

0.2 mg/kg injection at time zero. The solid line shows that (2.82), the
solution to (2.80) and (2.81), describes these data. If a one-compartment
description would have sufficed, the data would have fallen along a single
straight line.
28 WRITING EQUATIONS

at time zero, the measured concentration does not fall along a straight line
as it does when the drug behaves in accordance with a one-compartment
description. To describe this situation, we assume the drug distribution
occurs as if it were distributed in two connected compartments (Fig.
2.10). Compartment 1, called the central compartment, contains the plas-
ma volume and the tissues are in rapid equilibrium with it. The drug is
infused into and metabolically removed from compartment 1 in direct
proportion to the quantity of drug there. Compartment 2, called the outer
compartment, represents those tissues which temporarily remove drug
from compartment 1 by reversible binding. In addition, mass flows between
the compartments in direct proportion to the quantity of mass in each
compartment.
To translate this situation into differential equations, let qx and q2 be
the mass of drug in compartments 1 and 2, respectively, and let i{t) be the
infusion rate (mass flow) of drug into compartment 1. Conservation of
mass for each compartment requires that the rate at which mass increases
equals the difference between the flow rates in and out, so

q x = (i(i) + k 2 l q 2 ) - ( k 1 2 q l + k ^ q j (2.71)

and
q2=kl2q1~ k21q2 (2.72)

I i (t)

OUTER
CENTRAL
k,,
COMPARTMENT
COMPARTMENT
1
2
MASS OF DRUG = q, k,,
VOLUME = V MASS OF DRUG = q2

k,„
F I G U R E 2.10: A two-compartment description for drug distribution. The
central compartment contains the plasma volume and responds to infu-
sions and metabolic removal. The arrows indicate that the mass flow rates
between the two outer compartments and out of the central compartment
are directly proportional to the absolute mass in each compartment. (The
Ar -'s units are t i m e - 1 . )
 TWO-COMPARTMENT MODEL 29

where k{0 is the rate constant for metabolic removal and kl2 and k2 x are
rate constants for transfer between the two compartments (see Fig. 2.10).
Rearrange (2.71) and (2.72):

ql =-(k12+klQ)ql +k21q2 + i(t) (2.73)

q2 = kl2ql ~ k21q2 (2.74)

To complete the problem specification, we need two initial conditions:

= =
<7! (0) <7 j o i2(°) «20 ( 2 " 75 >

We can sample only compartment 1 (because it includes the plasma

volume), so we may wish to eliminate q2 from explicit consideration by
transforming the two first-order differential equations, (2.73) and (2.74),
into a single second-order differential equation in q { . To do so, first
differentiate (2.73) with respect to time,

=
( * 1 2 + *10>?1 +k21q2+i(t) (2.76)

then use (2.74) to eliminate q2 from (2.76)

q\ =~(k12 +k1Q)q1 + k^ik^c?1 - k21q2)+'i(t) (2.77)

Solve (2.73) for q2 and use the result to eliminate q2 from (2.77).
Algebraic manipulation yields the desired differential equation:

+ + + + fc =
<7i io*2i ^ & + k21i(t) (2.78)

From (2.75) and (2.73), the appropriate initial conditions are

= «10 « 1 = ~( k 12 +
*10>?10 +
*2.<?20 +
'CO)

(2.79)

Finally, we may wish to work in terms of concentration rather than

quantity, so let c = q1/V, where V is the volume of distribution of the
central compartment. We then divide (2.78) and (2.79) by F t o obtain
30 WRITING E Q U A T I O N S

i(t) + k i(t)
cHk l 2 +k l o + k21)c + k10k2lc= (2.80)

c(0) = ^ = co e(0) = - ( , 1 2 + , l o ) c o + ^ H + f )

(2.81)

Note that q2/V¥=c2 since Fis not compartment 2's volume.

We will see later that if we inject a mass, B, of a drug into compart-
ment 1 just before time zero when there is no drug in compartment 2, i.e.,
if ^ ( 0 ) = B, q2(0) = 0 and i(t) = 0, the solution to (2.80) and (2.81) is

\,f1 X-t
2
c(t) = C1e + C2e (2.82)
where the constants C{ and C 2 depend on B, V, and the ktj s, and the
constants and X2 (the eigenvalues) depend only on the k^'s. The solid
line on Figure 2.9 shows that (2.82) describes the experimental data.

FLUID-FILLED CATHETER DYNAMICS

Physicians and physiologists often need to measure pressure inside the
body. Pressure transducers are often too large to conveniently insert into a
heart, blood vessel, or other physiological space, so one must transmit the
pressure signal to a transducer outside the body. A long fluid-filled tube,
called a catheter, which extends from the pressure measuring site to the
pressure transducer outside serves this purpose (Fig. 2.11). The fluid in the
catheter has mass. Friction between the fluid in the catheter and the
catheter wall resists motion as the fluid moves in response to pressure
changes at the catheter tip. These mechanical effects distort the shape of
the pressure signal which reaches the transducer. Chapter 5 develops the
concept of frequency response to precisely quantify these distortions, but
here we shall derive an equation to describe the fluid column's motion.
We assume that the catheter wall is perfectly rigid, even though in
reality its diameter increases slightly as pressure increases. This assumption
introduces relatively small errors, as evidenced by the fact that the fre-
quency response computed from the resulting dynamic equation (in
Chapter 5) accurately describes the observed response. By assuming per-
fectly rigid walls we can think of the catheter as a fixed cylinder contain-
ing a solid piston (since water and blood are essentially incompressible)
which moves in response to the pressure force (Fig. 2.12). In addition to
the pressure force, the diaphragm in the pressure transducer exerts an
 CATHETER 31

CATHETER {FILLED WITH

FLUID)

PRESSURE TRANSDUCER

TO ELECTRONICS

FIGURE 2.11: A tube filled with fluid, called a catheter, transmits

pressure, p, from inside the body to a transducer outside. Since the fluid
inside the catheter has mass and friction with the catheter walls, the
pressure signal is distorted as it is transmitted to the pressure transducer.

elastic force which resists fluid motion in the same manner as do friction
(viscous) forces between the fluid and the catheter wall.
To translate these statements into an equation, we begin with New-
ton's third law of motion: the force acting on a body equals the body's
mass times the acceleration produced. Here, d denotes the piston displace-
ment from its position with zero pressure, d equals its velocity, and d, its
acceleration. For the piston, Newton's law says

F = md (2.83)

where F equals the net force acting on the fluid piston of mass m. For a
fluid piston with density p, cross-sectional area A, and length L,

m = pAL (2.84)

The force due to pressure, p, acting on the fluid piston is

F p = HpA (2.85)
32 WRITING EQUATIONS

F =kd

. D I A P H R A G M OF PRESSURE
TRANSDUCER

F L U I D PISTON
DENSITY, p
~ LENGTH, L

F, = c d '
CROSS S E C T I O N A L
AREA, A

Fp = pA

FIGURE 2.12: The forces acting on the fluid piston inside a catheter.

Assume that both an elastic force directly proportional to the displace-

ment,

F = kd k = constant (2.86)

and a viscous force directly proportional to fluid column velocity,

F = cd c = constant (2.87)

resist piston motion. Substitute from (2.84) — (2.87) into (2.83) to obtain
the dynamic equation which describes the piston's motion in the catheter:

F - Fe~ = pA - kd - cd = pALd = md (2.88)

c k , pit)
(2.89)
pLA pLA pL

The column displacement, d, is no longer directly proportional to the

applied pressure, p. Therefore, the output of the pressure transducer will
no longer be proportional to the pressure applied at the catheter tip. The
 CATHETER 33

voltage output, E, from the pressure transducer is proportional to the

displacement of the sensing diaphragm, d:

E = Kd K = constant (2.90)

Substitute from (2.90) into (2.89) to obtain the dynamic relationship

between the pressure, p, applied at the catheter tip and the output voltage,
E, of the pressure transducer:

Note that E is no longer proportional to p, as it would be if we considered

the pressure transducer without the catheter. How accurately the catheter
transmits changes in pressure depends on the nature of the pressure signal
and numerical values of the collections of constants in (2.91). We will see
that by varying these constants—for example by changing catheter area or
length—one can change its transmission characteristics.
To complete the problem specification we require two initial condi-
tions, since (2.89) is a second-order ordinary differential equation. Sup-
pose the column is initially at rest, i.e.:

d(0) = 0 d{0) = 0 (2.92)

so, from (2.90)

£(0) = 0 ¿(0) = 0 (2.93)

Equation (2.91) has the identical form as the equation for a two-
compartment description of drug distribution (equation 2.80):

x+ax + bx=f(t) (2.94)

in which a and b are constants and f { t ) is some specified function. Many

different physical problems lead to this equation and we will devote
considerable energy to its solution and the implications of this solution in
Chapter 3.

PROBLEM SET 2.3

1. Write a differential equation to describe c(f) in a one-compartment
model when the drug is administered as follows:
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 CHAPTER VI
OUT OF WORK

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The situation was serious for the lad. He wished he had been more
careful, but he had been so engaged in thinking of the queer actions
of Mr. and Mrs. Sandow, and in talking to Charley Grove, that he had
given little thought to the money.
“Mr. Townsend will think I have stolen it, when I go to him in the
morning, and say I’ve lost it,” murmured Tom. “I wish I had been
more particular. Maybe there was a hole in my pocket.”
He looked, but there was none, for Mrs. Baldwin attended carefully
to her son’s clothes.
“This is certainly a pickle!” exclaimed the boy to himself softly. “I
wonder what I’d better do? Maybe if I go back the way I came I’ll find
the envelope lying in the street. It was a good-sized, white one, and I
can easily see it.”
“But maybe I dropped it in the car,” he added. “No, I don’t believe I
could have done that, or some of the passengers or the conductor
would have seen it on the floor, and told me about it. I must have lost
it either before I got on the car, or afterward. I’ll walk back to where I
met Charley, and see if it’s there.”
It was nearly eleven o’clock now, and as Tom looked up at the silent
little house, where his mother and aunt were doubtless sleeping, he
wondered if he had better go in and tell his parent about the loss,
and inform her that he was going to look for the money.
“No, I’ll not do that,” he decided. “She’ll only worry about it, and she
has troubles enough. I’ll hurry as much as I can, and get back as
soon as possible. Still, if I’m not in by midnight she may worry too.
But then I told her I was likely to be late any night now, for I might
have to deliver books in the suburbs. I guess she won’t worry if I
don’t go in right away.”
Deciding that this was the best plan, Tom descended the steps of his
home, and hurried back over the route he had taken from the car.
How eagerly he scanned the pavement, looking for that white,
square envelope! Every scrap of paper he saw made his heart flutter,
until he came close to it, and saw that it was not what he sought.
“Well, here’s where I took the car,” he said, as he reached the corner
where he had alighted. “Either I didn’t drop it along this way, or if I
did, some one has picked it up. Now for the second part of my
search.”
He waited for a car to come along, to take him back to Dr.
Spidderkins’ house, and it was a cold, lonesome wait for Tom, who
felt quite miserable over what had happened. To his delight he saw
on the car the same conductor with whom he had ridden about an
hour before. The man was on the return trip.
“Did you find an envelope in the car, after I left?” asked Tom eagerly,
as he got aboard, and told the circumstances.
“Didn’t find anything but an old lunch box, and there was nothing in
it,” said the conductor.
“Then I must have dropped it before I got on the car,” decided Tom.
Arriving at the place where he had first boarded the electric vehicle,
he alighted and hurried over the ground toward the house of the
eccentric doctor. No sign of a white envelope greeted his anxious
eyes.
“I’m going to ask if it’s in the house,” the boy said to himself, as he
stood in front of the big, dark mansion. “I might have let it slip when I
thought I put it in my pocket, and perhaps they picked it up on the
floor. Though if Mr. and Mrs. Sandow did, they’re likely to keep it, if
what Charley Grove says is true.”
Tom rang the bell. It seemed like a quarter of an hour before some
one opened a window over his head and called:
“Well, what’s the matter? Is it a telegram?”
“I’m from Townsend’s book store,” replied Tom. “I came——”
“What! More books!” exclaimed a voice Tom recognized as Mrs.
Sandow’s. “You can’t leave ’em here to-night. Everybody’s to bed
long ago. You’ll have to come back in the morning.”
“I haven’t got any books,” said Tom. “I dropped the envelope with the
ten-dollar bill the doctor gave me, and I thought maybe it might be in
the house. Would you mind looking?”
“That’s a likely story!” sneered Mr. Sandow, joining his wife at the
window. “You probably stole that money, and now you want us to
help you lie about it. Clear out of here!”
“I didn’t steal the money!” exclaimed Tom. “I lost it! Will you please
look down in the sitting-room, or have Dr. Spidderkins do so?”
“The doctor’s asleep, and I’m not going to disturb him,” declared Mrs.
Sandow.
“I guess not!” added her husband. “Now clear out of here, and don’t
disturb us any more. You’re a nuisance, with your books and things!
I’ll put a stop to this buying of trash!”
“What’s the matter? What is it? Is it a burglar after my rare books?”
inquired Dr. Spidderkins, coming suddenly to the window, behind Mr.
and Mrs. Sandow. He leaned out, and Tom could see, in the light of
an electric arc lamp in front of the house, that the doctor was
dressed, and had on his spectacles, as if he had been sitting up
reading.
“Go back to bed!” called the woman.
“I haven’t been to bed. I must have forgotten to go,” answered the
doctor. “I was reading an account of how the Romans invaded
England. It’s in a very rare first edition of——”
The rest of the sentence was cut off, as Mr. Sandow slammed the
window down.
“They don’t want him to speak to me,” thought Tom. “I wonder what’s
the matter with that couple? They seem to want the doctor to do just
as they say.”
An instant later the window was raised again, and the aged
physician looked out.
“Did you say some one was stealing my books?” he asked. “Are you
a policeman? I’m much obliged to you. I hope the fellow didn’t get
my first folio Shakespeare.”
“No, I’m not a policeman! No books have been stolen!” cried Tom.
“I’m from Townsend’s book store.”
“Oh, yes. You’re Theopholus—no—I remember now; you’re Tom
Baldwin. Wait; I’ll be right down. Have you some more books for
me?”
Before the boy could answer, the window was shut again, but in less
than a minute the front door opened, and Dr. Spidderkins, holding a
candle in his hand, for he liked that old-fashioned method of going
about the house after dark, was inviting Tom to enter. The story of
the mishap was soon told.
“I thought maybe I might have dropped the envelope here,” the boy
finished.
“Wait a minute!” exclaimed Dr. Spidderkins, as he reached for his
pocketbook. He searched hurriedly through it. Then he uttered an
exclamation. “There! It’s all my fault. I knew I’d forget about it!”
“What?” asked Tom hopefully.
“Why, I gave you the wrong thing! There wasn’t any ten-dollar bill in
that envelope!”
“There wasn’t?” and Tom’s heart grew light again.
 “Why, I gave you the wrong thing!” said Dr. Spidderkins.
Page 50.
“No. That envelope contained a list of books I wanted Mr. Townsend
to get for me. I meant to send it back to him by whoever called for
the ten dollars. I put the envelope in the compartment with the bill, so
I would remember about it. Then my memory played me a trick, and I
gave you the envelope with the list, and not the bill. So you haven’t
lost much of anything, after all. I can easily make out another list,
and here is the ten-dollar bill. Queer how that happened.”
“I guess it’s a good thing you didn’t give me the money,” said Tom
with a smile, “for I would have lost it. But I’ll be careful this time.”
He placed the bill in an inner pocket, and then, bidding the doctor
good-night, Tom once more started for home. This time he reached it
in safety, and he put the bill under his pillow when he went to bed.
He said nothing about the little adventure to his mother or aunt,
merely stating that he had been out late because of some business
for his employer. Nor did he mention the happening to Mr. Townsend.
The work at the book store became more exacting as Christmas
approached, and as customers increased, Tom was kept busy from
morning to night. He had to run on many errands, and he learned
more of Boston than he had ever known before.
He made many sales in the store, and several times he waited on Dr.
Spidderkins, but the physician made no reference to Tom’s midnight
visit. Probably he forgot all about it ten minutes after it occurred.
Christmas eve Tom was up until after midnight, delivering books to
late customers, and when he got back to the store about one o’clock
in the morning, he found Mr. Townsend about to close up.
“Tom,” said his employer, “you’ve done very good work for me, and I
assure you I appreciate it. We don’t open to-morrow, and here’s a
little remembrance for the Christmas season.”
He handed our hero a book of adventures that Tom had long desired
to possess.
“I am sorry,” went on Mr. Townsend, “that I won’t be able to keep you
after this week. You know I engaged you for the holiday rush, and
that’s over now, so I won’t need so many clerks. I am sorry to have
to let you go, as you suited me very well.”
“I’m sorry, too,” said Tom frankly, “but, of course, I understood when
you hired me that it was for the holiday season. I only hoped you
could keep me.”
“So did I, but I find I can not. Your week will not be up until Saturday,
but as there will be little to do, you need not come in that day, nor
Friday, though I will pay you for a full week. Here is the money. Now
if you want a reference, to get another position, call on me. I will be
glad to speak a good word for you.”
“Thank you, Mr. Townsend.”
“I think you can get work, somewhere,” went on the bookseller. “I
wish I could keep you, but I can’t. Times are too dull. Good-night,
Tom.”
Tom went home with a heavy heart, in spite of the fact that it was
Christmas morning, and that a book had been presented to him. He
was out of work, and he did not know where to look for a situation.
 CHAPTER VII
LOOKING FOR A SITUATION

“Merry Christmas!” called Mrs. Baldwin, as she knocked on Tom’s

door that morning. “Merry Christmas, Tom!”
“Merry Christmas, mother!” he answered. He hurriedly dressed,
trying to keep up a cheerful spirit, but it was hard work. He went
downstairs, and handed to his mother and aunt each a pretty little
booklet, which he had purchased at the Emporium at reduced prices.
“Oh, Tom!” exclaimed his mother, “why didn’t you save your money?
I haven’t been able to get anything for you except some new socks.
You needed them very much.”
“Indeed I did, mother, and I couldn’t have anything better,” answered
the boy, giving his mother a hug and a kiss.
“Here is a pair of woolen gloves I knitted for you,” put in his aunt. “I’m
sure they’re not as nice as this Christmas book.”
“They’re a good deal more useful,” replied Tom. “Why, this is a pretty
good Christmas, after all, even if I have lost my job,” he said,
deciding this was a good time to break the unpleasant news.
“Lost your job, Tom!” exclaimed Mrs. Baldwin.
“Mercy sakes! Lost—your—job!” added his aunt.
“Well, I sort of expected it,” the youth answered ruefully, and he told
how it had come about.
“I rather hoped he might keep you on after the holidays,” remarked
Mrs. Baldwin.
“So did I,” said her son, “but, never mind, I’ll get a place somewhere.
Things are sure to be lively after the first of the year, and that’s only
a week off.”
“Oh, we’ll manage to get along, somehow,” declared Mrs. Baldwin
slowly. She did not want Tom to know how little money she had, nor
what a little sewing there was in prospect for her and her sister.
But in spite of these drawbacks it was quite a merry little Christmas
for Tom and his relatives, even though they had beef instead of
turkey, and no dessert at all.
Tom started off, early the next morning, to look for work, but he found
the Christmas spirit rather a detriment than otherwise, for many
places took advantage of the holidays and paid little attention to
business. The lad tramped the streets in vain, and came home that
night, tired and discouraged.
He awoke in the morning to find a foot of snow on the ground, and
more coming down.
“Here’s my work all cut out for me,” he said gleefully. “Mother’s socks
and Aunt Sallie’s gloves will just come in handy to-day. I’ll turn snow-
shoveler.”
After he had cleaned the sidewalk in front of his own house, he
shouldered the shovel and broom, and joined the army of men and
boys that had begun to gather to clear away the frozen crystals that
were still lazily floating down.
Whether the Christmas spirit induced householders to be more
liberal than usual, or whether Tom worked extra hard he did not stop
to consider, but the fact was he earned three dollars that day.
“This is better than working in a book store,” he said gleefully, as he
gave his mother a handful of change that night. “I’d like this regular, I
would.”
“But being in a book store is so educational and refining, Tom,”
remarked his aunt.
“Shoveling snow buys more bread and butter,” answered the matter-
of-fact boy with a laugh.
He resumed his search for work the next day, as there was no more
snow to shovel, but everywhere he applied he met with the reply that
there was nothing for him to do. All business seemed to have taken
a sudden drop after Christmas.
“It will be better after New Year’s,” decided Tom. “I’ll sure get a job
then.”
Anxiously he waited for January the second. He started off early that
morning, taking some lunch with him, as he found he could get
scarcely anything to eat in a restaurant for the money he could afford
to pay. He bought a paper, and turned to the column “Help Wanted.”
“Let’s see what firm offers boys the highest wages,” he said. “That’s
what I’m looking for.”
He saw several advertisements that seemed to offer a good chance,
but Tom was at this disadvantage—he had to walk to the places, for
he could not afford car fare. In this way he arrived too late in a
number of cases, the positions having been filled just before he
presented himself.
“I must pick out the places that are nearest by,” he decided, and he
went over the list again. He selected an advertisement of a firm on
Tremont Street, that wanted a boy to assist in packing. Tom found it
was a big crockery store.
“Have you had any experience in packing?” asked the manager, to
whom, after inquiring of several clerks, he was referred.
“We moved once, and I helped them,” said Tom, wondering what sort
of packing was done in the place.
“No, I’m afraid that would hardly do,” was the answer. “We want a
boy who has had experience in packing dishes.”
“I think I could learn,” spoke the boy eagerly.
“I’m afraid we couldn’t risk it. Our dishes are very valuable, and if a
boy broke one or two it would amount to more than his wages. We
require experienced help.”
“Couldn’t I learn by beginning to pack heavy dishes, that wouldn’t
break so easily, if I happened to drop one?” asked Tom.
“No, I’m afraid not.”
Tom wondered how a boy was ever going to get experience packing
fine dishes, if he never had any practice on heavy ones, but he did
not think it would do any good to ask the manager, so he left.
At the next place a boy was wanted to run errands, but as the wages
were only two dollars a week, Tom knew he could not afford to take
it, for he would hardly make his expenses. Then he saw an
advertisement of a boy wanted in a machine shop.
“That might do,” he mused. “I’m fond of machinery, and I often used
to go to the shop where father worked.”
“We want a boy to learn the trade,” said the foreman of the shop
where Tom applied, and where the machinery made so much noise
that every one had to shout to be heard. “It’s a good trade, and you
can earn good wages at it.”
“How much do you pay?” asked Tom.
“Pay? We don’t pay anything the first year,” answered the foreman,
in apparent surprise at the question. “I thought you wanted to learn
the trade.”
“I’d like to,” said Tom, “but I want to live while I’m learning it. A trade
wouldn’t do me much good if I starved to death, and I’d do that if I
didn’t get some money.”
“I guess you won’t suit,” was the comment, as the foreman turned
back to the lathe which he had stopped while he talked to Tom.
“No, I guess not,” was our hero’s comment.
He had exhausted the possibilities of the advertising list, so he
strolled around in the streets where there were many office buildings,
hoping he might see some boys he knew, who could tell him where
he might apply for work, or where he might see that magical sign
“Boy Wanted” hanging in front of a store or office.
He did see two signs, but the places were meant for smaller lads
than Tom—boys who had parents to support them—and who would
be content with two or three dollars a week.
“I guess this is going to be a poor year for boys,” thought Tom, as he
went over to a little park, where, sitting on a bench, he ate his lunch.
He spent five cents for a cup of coffee and a bun at a street stand,
and felt somewhat better after it, for the day was cold.
“There’s a big building,” mused the boy, as he looked at one just
across from the little park. “There must be a couple of hundred
offices in it. Now they need boys in an office, and out of the two
hundred there ought to be a place for me. I’m going to ask in every
office in that building.”
Tom did not know how much of a task he had set for himself, but he
started bravely in, beginning on the ground floor, and working his
way up.
In some places he was politely told that there was no opening for
him. In others he was gruffly given the same information, though, by
this time, he was getting hardened to rebuffs.
“Well, I’ve asked in twenty-five places,” he mused. “Here goes for the
twenty-sixth.”
He entered an office marked “Real Estate and Insurance.” A rather
pretty girl was pounding away at a typewriter.
“Do you want a boy?” asked Tom, smiling, in spite of his weariness.
“Do I want a boy?” she asked wonderingly. “Why, no. Are you a
messenger boy? I didn’t ring for any.”
“I’m looking for work,” explained Tom.
“Oh, I see,” she answered kindly. “I don’t know. I’ll ask——”
At that moment a man came from an inner office. Tom started at the
sight of him, for he was Barton Sandow, the brother-in-law of Dr.
Spidderkins.
“Well,” fairly growled Mr. Sandow, “what do you want here? I don’t
want any books, even if Dr. Spidderkins does waste his money on
them.”
“I haven’t any books,” replied Tom. “I called to see if you wanted a
boy. I’m looking for work.”
The lad’s answer seemed to enrage the man. He started toward our
hero, his face flaming red with passion.
“Who told you to come here?” he cried.
“No one; I just happened to come. I’m inquiring in all the offices in
the building.”
“Well, you clear out of here, you young gutter-pup!” fairly shouted
Barton Sandow. “I don’t want a boy, and if I did I shouldn’t hire you!
Get out of here! Do you understand! Clear out, and don’t you dare
come in again!”
The pretty typewriter girl shrank back afrightened, and Tom, not
knowing what to make of the outburst, opened the door and went
out.
“There’s something wrong with Mr. Sandow,” he said, for the
needlessly cruel words rankled in his mind. “There was no occasion
for him to speak like that. I pity Dr. Spidderkins, living with that man.
There’s something queer about it. I wonder what it is?”
 CHAPTER VIII
DR. SPIDDERKINS’ POCKETBOOK

Tom tried to keep up a cheerful spirit when he went home that night,
tired and discouraged with his fruitless search for work.
“No luck, Tom?” asked his mother, who, in spite of his efforts at
concealment, could almost read his thoughts.
“No, but I’ll find a place to-morrow, mother. Is there any work I can
take home for you?”
“Yes; here is a skirt I have just finished for Mrs. Wellderly, the
minister’s wife. She is usually good pay, and I have written her a little
note, asking to please send the money by you.”
“I wish I was earning money for you, mother.”
“Never mind, Tom. I have had an unusual lot of sewing to do lately,
and we are making out fairly well. Now here is the skirt. Carry it
carefully.”
She handed the bundle to Tom, who grasped it as if it was a package
of books, placing it under one arm.
“Mercy! Goodness sakes alike! Don’t do that!” cried his aunt.
“What’s the matter?” asked Tom innocently. “Am I spilling any of the
fol-de-rols?”
“No; but you’ll crush the ruffle all out of shape!” explained his mother.
“Hold it this way, Tom,” and she showed him how he ought to carry
the parcel.
Tom safely delivered his mother’s work, and received the money
from the minister’s wife.
“Tell your mother to call and see me,” the lady said to the boy. “A
friend of mine wants some fine sewing done, and I think she would
like Mrs. Baldwin’s work.”
“I will,” promised Tom.
Refreshed by a good night’s sleep, though he was awake a little
longer than usual, wondering what the day would bring forth, Tom
arose early the next morning, determined to leave no chance untried
to get a place to work. He looked over the advertisements in the
paper, and picked out several.
He found, to his regret, however, that in most of the places where
boys or young men were wanted, that experience in some line of
industry was necessary. This was particularly true of the shops and
stores. In the offices this was not quite so requisite, but office
positions were very scarce.
“I think I’ll try some of the book stores,” thought Tom, when noon
came, and he had had no success. “I had a little experience there,
and it ought to be worth something. Any way,” he added, as he
smiled at the recollection, “I know there are two Brownings, a poet
and a baseball player.”
He turned into Milk Street, where was located Townsend’s
Emporium, but he knew it was no use to apply there. He recalled that
there was a second-hand book store, further down the street, and he
decided to try his luck there.
It was quite a different place from the neatly-kept shop where he had
formerly worked, and there was a curious, musty smell about it,
many old volumes being ranged about on the shelves.
“Do you want a boy?” asked Tom, of the proprietor.
“Why? Did you see a sign out in front?” inquired the man.
“A sign? No. Why?”
“Well, sometimes the boys of the neighborhood hang a sign out in
front to annoy me. They know I never hire a boy. They do it for a
joke, and several lads, in need of work, have been fooled by it.”
“I don’t think that’s a very good joke,” remarked Tom.
“Neither do I,” agreed the proprietor. “No, I don’t want a boy, but I’m
glad there’s no foolish sign out in front. How did you come to ask in
here?”
“Well, I used to be in Townsend’s store, and as I need work, and
every place seems to be one where experience is needed, I thought
I’d try a book store.”
“I’m sorry,” went on the man more kindly. “I can’t afford to keep a
helper. There’s very little profit in second-hand books, and to hire a
boy would eat it all up. I need a boy quite often to deliver books, but I
can’t afford to hire one regularly.”
“How often do you need one?”
“Well, about once a day. In fact I wish I had one now to take some
books to a man who lives three miles from here. I’ll give you fifty
cents and your car fare if you’ll deliver them.”
“I’ll do it,” said Tom, glad of the chance to earn a half dollar.
“Wait a minute, and I’ll wrap them up.”
Tom was soon ready to start, carrying quite a heavy bundle of books.
As he passed out of the store, in front of which were two big tables,
with bargains in second-hand books on them, he saw a familiar
figure reading a tattered volume.
“How do you do, Dr. Spidderkins!” greeted Tom, as he recognized
the aged physician.
“Eh? What’s that? Oh, it’s—I’ve forgotten—no—I remember now,
you’re William Henderson, aren’t you?”
“No, sir; I’m Thomas Baldwin.”
“Oh, yes. You’re in the Emporium. I remember now. My memory
must be coming back.”
“I used to be there,” replied Tom, “but there was no work for me after
the holidays. I’m doing odd jobs. Just now I’m carrying books for the
man who owns this place.”
“Ah, that’s a fine job, carrying books,” commented the old gentleman.
“You are diffusing knowledge, my young friend. A very noble calling.
Now I can only read books, I can’t carry them about any more. I am
reading a very fine book now. It seems to be quite rare. It tells how
the ancient Greeks had the primitive idea of raising chickens by
means of hot water pipes—something on the order of our modern
incubators. It’s a very valuable book. I don’t recollect when I have
found one more valuable, of its kind. Yes, once; the same day I
discovered a copy of Milton’s Paradise Lost, in an old book store, I
came across one worth almost as much as this. That was—um—er
—dear me—I’m afraid I can’t recall what it was. But I’ll recollect it
shortly. I must purchase this book before I forget it.”
Tom watched the old gentleman start into the store, reading on the
way the book in which he was so interested. Then Tom saw
something else. Dr. Spidderkins’ pocketbook—an old-fashioned
wallet—was half-way out of his pocket, and likely to drop to the
sidewalk.
Our hero sprang forward to reach the wallet before it should fall. He
grasped it, and was pulling it from the doctor’s pocket, intending to
restore it to him, when he was startled to hear a voice exclaim:
“Ah! You young rascal, I caught you in the very act!”
Tom turned, with the pocketbook in his hand, to behold Barton
Sandow confronting him.
“What do you mean?” asked the boy.
“What do I mean? You’ll soon see what I mean? Trying to steal the
doctor’s wallet, eh? I’ll have you arrested!”
“I wasn’t trying to steal it!” declared Tom, indignantly. “It was falling
out of his pocket, and I caught it to give it back to him.”
“That’s a likely story! You’re a thief; that’s what you are!”
“What’s that? What’s the matter?” asked the aged physician,
suddenly turning, as he became aware that something unusual had
happened.
“This boy from the book store has just stolen your pocketbook!” said
Mr. Sandow. “He’s got it in his hand now.”
“My pocketbook! Bless my soul! So it is; and I have a hundred
dollars in it!”
“I didn’t steal it!” cried Tom again. “It was dropping out, and I caught
it!”
“Hold him, doctor, until I get an officer!” called Mr. Sandow, as he
looked down the street, and saw a policeman approaching. “We’ll
soon have him behind the bars!”
 CHAPTER IX
TOM LEARNS SOMETHING

Poor Tom was much distressed. What he meant to be an act

calculated to benefit the old doctor, was likely to turn to his
disadvantage, for he could not but admit that appearances were
against him. It did look, to a casual observer, as though he had taken
the pocketbook and was about to run away with it.
“This boy a thief?” exclaimed Dr. Lemuel Spidderkins as he looked at
Tom. “I don’t believe it! He’s the boy who brought me the books. He’s
an honest lad if ever I saw one.”
“Well, your eyesight isn’t very good,” remarked Mr. Sandow
sneeringly. “I saw him steal the pocketbook.”
“Oh, it’s my pocketbook you’re talking about, is it?” asked the doctor.
“Certainly. What did you think we were speaking about?” asked his
brother-in-law.
“Why, I thought you meant one of these books. Bless my soul, that is
my pocketbook. I forgot about it for the moment, I was thinking so
much about this book.”
Tom did not know what to make of the aged man. Certainly his
memory was very short, for in one breath he talked of his wallet, and
the next he forgot he had mentioned it.
“Better look and see if he took any of the money out,” suggested Mr.
Sandow. “The policeman will be here in a minute.”
“I didn’t take any money!” insisted Tom.
The aged physician opened the wallet and examined it.
“Well, if this isn’t a queer thing!” he exclaimed. “I meant to put a
hundred dollars in it this morning, to buy a rare copy of Gibbon’s