The present work considers diffusive shock acceleration at non-relativistic
shocks using a system of stochastic differential equations (SDE) equivalen
t to the Fokker-Planck equation. We compute approximate solutions of the tr
ansport of cosmic particles at shock fronts with a SDE numerical scheme. On
ly the first order Fermi process is considered. The momentum gain is given
by implicit calculations of the fluid velocity gradients using a linear int
erpolation between two consecutive time steps. We first validate our proced
ure in the case of single shock acceleration and retrieve previous analytic
al derivations of the spectral index for different values of the Peclet num
ber. The spectral steepening effect by synchrotron losses is also reproduce
d. A comparative discussion of implicit and explicit schemes for different
shock thickness shows that implicit calculations extend the range of applic
ability of SDE schemes to infinitely thin 1D shocks. The method is then app
lied to multiple shock acceleration that can be relevant for Blazar jets an
d accretion disks and for galactic centre sources. We only consider a syste
m of identical shocks which free parameters are the distance between two co
nsecutive shocks, the synchrotron losses time and the escape time of the pa
rticles. The stationary distribution reproduces quite well the flat differe
ntial logarithm energy distribution produced by multiple shock effect, and
also the piling-up effect due synchrotron losses at a momentum where they e
quilibrate the acceleration rate. At higher momenta particle losses dominat
e and the spectrum drops. The competition between acceleration and loss eff
ects leads to a pile-up shaped distribution which appears to be effective o
nly in a restrict range of inter-shock distances of similar to 10-100 diffu
sion lengths. We finally compute the optically thin synchrotron spectrum pr
oduced such periodic pattern which can explain flat and/or inverted spectra
observed in Flat Radio spectrum Quasars and in the galactic centre.