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In heliosheric physics, and space physics in general, we sometimes need to model the transport of charged particles in turbulent plasmas, for example, when simulating cosmic ray propagation in the heliosphere. The resulting equations are Fokker-Planck type partial differential equations that must be solved numerical due to the complexity and multi-dimensionality of the processes involved. Except for using standard finite-difference numerical schemes, we have, in recent years, successfully applied a stochastic differential equation based solver. The latter approach leads to an algorithm that is ideally suited for parallel computation. Recently, a CUDA version of this algorithm was also implemented. In this talk, details and results of various numerical models, all developed in-house and applied to different space physics problems, will be discussed. The wider context of computational physics in South Africa is also discussed: How can we, as South African researchers, contribute to knowledge creation? What is the role of computational physics in human capacity development? What, uniquely South African, obstacles do we face and how can these be overcome?