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A Hitch-hiker's Guide to Stochastic Differential Equations: Solution Methods for Energetic Particle Transport in Space Physics and Astrophysics

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abstract

In this review, an overview of the recent history of stochastic differential equations (SDEs) in application to particle transport problems in space physics and astrophysics is given. The aim is to present a helpful working guide to the literature and at the same time introduce key principles of the SDE approach via "toy models". Using these examples, we hope to provide an easy way for newcomers to the field to use such methods in their own research. Aspects covered are the solar modulation of cosmic rays, diffusive shock acceleration, galactic cosmic ray propagation and solar energetic particle transport. We believe that the SDE method, due to its simplicity and computational efficiency on modern computer architectures, will be of significant relevance in energetic particle studies in the years to come.

fields

astro-ph.HE 1

years

2026 1

verdicts

UNVERDICTED 1

representative citing papers

Time-dependent cosmic-ray escape from wind bubbles: hard spectra formation

astro-ph.HE · 2026-06-10 · unverdicted · novelty 5.0

Numerical modeling of time-dependent cosmic-ray advection and diffusion in spherically symmetric wind bubbles shows escaping spectra harder than E^{-2} during the wind-driven phase, with low-energy suppression depending on the turbulence model.

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  • Time-dependent cosmic-ray escape from wind bubbles: hard spectra formation astro-ph.HE · 2026-06-10 · unverdicted · none · ref 68 · internal anchor

    Numerical modeling of time-dependent cosmic-ray advection and diffusion in spherically symmetric wind bubbles shows escaping spectra harder than E^{-2} during the wind-driven phase, with low-energy suppression depending on the turbulence model.