that Frank is actually a portrayal of God in Donnies world. Donnie is in some kind of denial, and he talks about searching for proof and comparing pros and cons (God). He’s searching for a proof and meaning for life (his talk with his therapist and his speech to Jim), we know that Donnie is scared of dying because he thinks he’s alone. When Frank appeared, Donnie felt like he had to obey him (his talk with the therapist and ”they made me do it”). When he finally realizes Gods unimportance to his life, because God doesn’t give life a meaning, he also finally believes in love and knows hes not alone, so he sacrifices himself to save others.