The presence on the earth of cosmic rays, with an energy greater than PeV, still poses theoretical problems in the astrophysicists community. Difficulties are due to the explanation of the
acceleration and energy transfer mechanisms . In this project, we try to pass in review the conventional acceleration and to introduce the stochastic acceleration. We model the problem with the Fokker-Planck equation. We show that under certain approximations the non-linear partial differential equation can be transformed into an ordinary Heat equation. Finally, we use a numerical finite difference method for solving the last equation.