“…In order to benchmark our new method, a steady state three‐dimensional finite difference method [ Burger and Hattingh , 1995], following the approach of Kóta and Jokipii [1983], is used in this paper. The other major method is the stochastic or Monte Carlo method used by Jokipii and Owens [1975], Jokipii and Levy [1977], Yamada et al [1998], Zhang [1999a, 1999b], Gervasi et al [1999], Miyake and Yanagita [2005], Ball et al [2005], Alanko‐Huotari et al [2007], Bobik et al [2008], Alanko‐Huotari et al [2009], and Pei et al [2009]. For 1‐D and 2‐D problems, the finite difference method is much faster than the stochastic method.…”