Composition schemes for the stochastic differential equation describing collisional pitch-angle diffusion

Two new second order accurate Monte Carlo integration schemes are derived for the stochastic differential equation describing pitch-angle scattering by Coulomb collisions in magnetized plasmas. Here the pitch-angle is the angle between the magnetic field and the particle velocity vectors. Mathematically this collision process corresponds to diffusion in the polar angle of a spherical coordinate system. The schemes are simple to implement, they are naturally bounded to the solution domain and their convergences are shown to compare favourably against commonly used alternative integration schemes.