  Multidimensional magneto-hydrodynamical (MHD) simulations coupled with stochastic differential equations (SDEs) adapted to test particle acceleration and transport in complex astrophysical flows are presented. The numerical scheme allows the investigation of shock acceleration, adiabatic and radiative losses as well as diffusive spatial transport in various diffusion regimes. The applicability of SDEs to astrophysics is first discussed in regards to the different regimes and the MHD code spatial resolution. The procedure is then applied to 2.5D MHD-SDE simulations of kilo-parsec scale extragalactic jets. The ability of SDE to reproduce analytical solutions of the diffusion-convection equation for electrons is tested through the incorporation of an increasing number of effects: shock acceleration, spatially dependent diffusion coefficients and synchrotron losses. The SDEs prove to be efficient in various shock configuration occurring in the inner jet during the development of the Kelvin-Helmholtz instability. The particle acceleration in snapshots of strong single and multiple shock acceleration including realistic spatial transport is treated. In chaotic magnetic diffusion regime, turbulence levels $\eta_T=<\delta B^2>/(B^2+<\delta B^2>)$ around $0.2-0.3$ are found to be the most efficient to enable particles to reach the highest energies. The spectrum, extending from 100 MeV to few TeV (or even 100 TeV for fast flows), does not exhibit a power-law shape due to transverse momentum dependent escapes. Out of this range, the confinement is not so efficient and the spectrum cut-off above few hundreds of GeV, questioning the Chandra observations of X-ray knots as being synchrotron radiation. The extension to full time dependent simulations to X-ray extragalactic jets is discussed. 
Relativistic particle transport in extragalactic jets: I. Coupling MHD   and kinetic theory