The wicked Ferdinand has spent the entire play scheming and plotting to have his sister, the Duchess, brutally tortured and murdered for daring to defy his wishes. There's also a psychosexual element involved in Ferdinand's motivations in that the Duchess is able to have children whereas he is not. Torturing...
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and killing the Duchess, then, represents a sudden explosion of Ferdinand's repressed sexual energy.
When Ferdinand finally gets his wish, he appears to take considerable sadistic delight in seeing his sister suffer. And yet when the Duchess eventually dies—which is, after all, what Ferdinand claimed he wanted all along—he's overcome by terrible grief all of a sudden. It's so terrible, in fact, that it drives him insane. He even starts believing he's a werewolf!
The significance of Ferdinand's madness lies in the fact that it shows us that blood is thicker than water. Yes, Ferdinand may have wanted some of that blood to be wiped up from the body of his sister with his handkerchief. But when the full horror of his sister's death finally confronts him—Ferdinand can't even bring himself to look at the dead Duchess's face—the close emotional bond that had once existed between himself and his sister comes to make its presence felt once more.
For Ferdinand and the Duchess weren't just brother and sister; they were twins. And as with many twins, when one dies, the other feels terribly bereft. With a part of his soul now gone forever, and with he himself responsible for its destruction, Ferdinand no longer really knows who he is. It is this fractured sense of self, this increasingly tenuous grip on any kind of stable identity, that leaves Ferdinand vulnerable to the ravages of madness.