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Let $C=⟨\mathbf{R}{\mathbf{R}}^T⟩$ be the unnormalized conformation tensor, $G_{ij}={\partial }_j{u}_i$ the velocity gradient, and $M/\zeta$ a symmetric positive hydrodynamic mobility matrix independent of the individual connector. The connector Fokker-Planck equation has drift $G\mathbf{R}-(2H/\zeta )M\mathbf{R}$ and diffusion matrix $(2k_{B}T/\zeta )M$. Integrating its second moment twice by parts gives the displayed upper-convected derivative, $C^{\nabla }=D_{t}C-GC-C{G}^T$. If $M$ is a polynomial in $C$, the two matrices commute and the relaxation term simplifies to $-(4H/\zeta )M(C-k_{B}TI/H)$. No Gaussian distribution assumption is required for this moment closure.

A moment closure replaces higher moments in a moment hierarchy by functions of retained lower moments. It converts an infinite hierarchy into a finite approximate system.

Let $p_T=n{k}_{B}T$, $C=⟨\mathbf{R}{\mathbf{R}}^T⟩$, and $M=I+\alpha \sigma$, so the single-bead mobility is $M/\zeta$. Assume an incompressible solvent, constant $n,H,T,\zeta$, negligible bead inertia, and a symmetric positive-definite $M$. The last requirement makes the resistance invertible and Brownian diffusion physically admissible. At a given position and time, $M$ depends on the moment $C$ but not on the individual configuration $\mathbf{R}$.

Use the source's gradient convention $K_{ij}={\partial }_i{u}_j$, and write $G=K^T$ for the component-first gradient. Then $\mathbf{u}({\mathbf{r}}_2)-\mathbf{u}({\mathbf{r}}_1)\simeq G\mathbf{R}$. The spring forces on the two beads are ${\mathbf{F}}_1=H\mathbf{R}$ and ${\mathbf{F}}_2=-H\mathbf{R}$. Their overdamped probability currents areHere the Brownian term written as $-k_{B}T\nabla \psi$ is a force weighted by probability density. Its corresponding conditional osmotic force is $-k_{B}T\nabla \log \psi$; treating the given term as an unweighted deterministic force per bead would not produce the stated Fokker–Planck equation.

With midpoint $\mathbf{x}=({\mathbf{r}}_1+{\mathbf{r}}_2)/2$, the derivatives are ${\nabla }_{r_1}=\frac{1}{2}{\nabla }_x-{\nabla }_R$ and ${\nabla }_{r_2}=\frac{1}{2}{\nabla }_x+{\nabla }_R$. Subtracting the bead currents gives the configuration currentThe midpoint current is $\mathbf{u}\psi$ after neglecting the specified spatial Brownian diffusion. Configuration probability conservation therefore givesSince $G\mathbf{R}$ has components $R_j{\partial }_j{u}_i$, this agrees with the source's $\mathbf{R}\cdot \nabla \mathbf{u}$. The factor two in both spring relaxation and configuration diffusivity comes from relative motion of both beads.

The second moment $C$ is the unnormalized conformation tensor. Now multiply by $R_i{R}_j$ and integrate over configuration space. Assume sufficiently decaying tails so every boundary term at infinite separation vanishes. The affine current gives $GC+C{G}^T$; spring drift gives $-(2H/\zeta )(MC+CM)$; two integrations by parts of diffusion give $(4k_{B}T/\zeta )M$. HenceBecause $\sigma =nHC-p_{T}I$, $M$ is a polynomial in $C$ and commutes with it. ThusThis is the Hookean dumbbell conformation equation with anisotropic mobility, an exact second-moment closure within the stated model; no Gaussian approximation to $\psi$ was needed.

The upper-convected derivative of the identity is $I^{\nabla }=-(G+G^T)$. Applying it to the polymer stress therefore givesConsequently the coefficients and the closed stress equation arewhere ${\sigma }^{\nabla }=D_t\sigma -\sigma K-K^T\sigma$ in the printed convention. Here $\lambda$ is a polymer relaxation time, unrelated to the inverse-length parameter of question c; $\mu$ is the polymer viscosity scale. The coefficient $\alpha$ has inverse-stress units. In the dimensional mobility parameter in the Giesekus model, the dimensionless factor is $b=\alpha p_T$, not the dimensional $\alpha$ printed in this problem.

The upper-convected rate removes the affine stretching and rotation of material connectors. If $\dot{F}=GF$, then a tensor transported purely as $C=F{C}_0{F}^T$ has $C^{\nabla }=0$. Under a time-dependent rigid rotation $Q$, the rate transforms as $Q{C}^{\nabla }{Q}^T$: this is material frame indifference, not an ordinary componentwise time derivative. The resulting equation is the Giesekus model in these dimensional conventions.

The isotropic subtraction is fixed by zero polymer extra stress at thermal equilibrium. With no flow and positive mobility, the stationary distribution isso $\boxed{{\sigma }_{\mathrm{eq}}=0}$. The constitutive equation correspondingly has a zero-stress quiescent state and a Newtonian low-rate limit $\sigma \simeq \mu (K+K^T)$. Without subtracting exactly $p_{T}I$, the spring contribution would retain an equilibrium isotropic stress and the equation would acquire corresponding reference terms. Because mobility itself depends on $\sigma$, that reference cannot simply be shifted while retaining the same model. The separate fluid pressure enforcing incompressibility is not included in this polymer extra stress.

Let $\mu =⟨X⟩$. The Markov jump-process generator applied to $X$ gives the exact moment equation $\dot{\mu }=3\lambda -\beta ⟨\sqrt{X}⟩$. With the prescribed moment closure, $⟨\sqrt{X}⟩\approx \sqrt{\mu }$, stationarity givesThe production flux counts molecules, not reaction events: it is $v^{+}=3\lambda$, while the removal flux is $v^{-}=\beta \sqrt{\mu }=3\lambda$. The reaction-rate elasticity of removal relative to constant production isThe mean molecular lifetime is population divided by its stationary molecular removal flux. ThereforeThe noise-relevant average chemical event size is the molecular-flux-weighted reaction event size. For the stoichiometric vectors $+3$ and $-1$ it isThis weights each absolute jump by the molecular turnover it contributes. Equivalently, the balanced production and removal fluxes give equal weight to their sizes $3$ and $1$, yielding $(3+1)/2$. An event-count-weighted average would be $3/2$, since three quarters of firing events are deaths at stationarity; that different average does not determine the diffusion term in the linear noise approximation.

Let ${\mu }_i=⟨X_i⟩$. Applying the Markov jump-process generator to either coordinate gives the exact moment equationsIn each equation the joint reaction removes one molecule, at reaction propensity function $C{X}_1{X}_2$. Because the two reactants are different chemical species, the propensity uses their product; no same-species factorial correction is needed. The exact identity $⟨X_1{X}_2⟩={\mu }_1{\mu }_2+\mathrm{Cov}(X_1,X_2)$ shows explicitly where the equations fail to close. Neglecting this covariance relative to the product of means is the small-fluctuation moment closure. It gives the mean-field joint removal of two chemical species:The difference equation $d({\mu }_1-{\mu }_2)/dt=-\beta ({\mu }_1-{\mu }_2)$ actually holds exactly as well as after closure, because both the constant production and the joint removal terms cancel. The nonlinear moment closure will be used for the subsequent phase plane and stationary linear noise approximation calculations, as requested.

By symmetry the normalized covariance matrix has the form $\eta =\left(\begin{array}{cc}V& W\\ W& V\end{array}\right)$. Substituting the matrices from part (c) into the normalized stationary fluctuation-dissipation relation for a reaction network, $M\eta +\eta M^{\mathsf{T}}=D$, givesHence $V+EW=1/\mu$ and $W+EV=E/(2\mu )$. Solving these two equations gives the linear noise of two species with joint removal:For $E=0$ the normalized variance is $1/\mu$ and the covariance is zero, as expected for independent immigration–death processes. For $E>0$, $V=1/\mu +E^2/(2\mu (1-E^2))$ exceeds this independent value and $W<0$. The correlation coefficient isThis negative stationary correlation is compatible with positive instantaneous joint-removal noise: the slow difference mode amplifies fluctuations of opposite signs in the two populations.

The symmetric and antisymmetric eigenvectors diagonalize all three matrices. Their normalized covariance eigenvalues areThe corresponding restoring rates are $(1+E)/\tau =\beta +2C\mu$ and $(1-E)/\tau =\beta$. Thus the sum mode retains finite fluctuations, with ${\eta }_{+}\to 3/(4\mu )$, whereas the difference mode becomes arbitrarily noisy. In particular, at a fixed nonzero mean, or along $\beta \to 0$ at fixed $\lambda ,C>0$ so $\mu \to \sqrt{\lambda /C}$,The Fano factor of either population is $\mu V=(2-E^2)/(2(1-E^2))$, which diverges as $E\to 1$ regardless of how the mean is varied. Unnormalized variances are ${\mu }^{2}V$ and covariance ${\mu }^{2}W$, so their absolute magnitudes also depend on the parameter path through $\mu$.

The phase plane in part (b) explains the singularity. At $\beta =0$, the mean-field system has a whole hyperbola of equilibria, rather than an isolated restoring state. A perturbation in the species difference selects another point on that curve. In the actual stochastic reaction network, joint complex formation still leaves $X_1-X_2$ unchanged, but the two constant-rate births change it by $+1$ and $-1$, each at rate $\lambda$. Therefore exclusive joint removal has a diffusing difference mode:Its continuous-time symmetric simple random walk on the integers has no normalizable stationary distribution, so there is no finite stationary covariance at $E=1$. The divergence as $E\uparrow 1$ signals both the loss of difference-mode restoration and eventual failure of the small-fluctuation moment closure; near the limit, the computed normalized variances need not remain small even when the individual mean populations are large.

Reaction 4 creates $X_3$, reaction 5 removes one $X_3$ and one $X_4$, and reaction 6 creates $X_4$; reaction 7 leaves $X_4$ unchanged. The exact first-moment equations are thereforeAt the assumed unique stationary distribution, both left-hand sides vanish. Eliminating the common mixed moment givesNo moment closure or independence assumption is involved.