Solution (source code)

= Solution

For isotropic initial statistics, isotropic noise preserves $P=P(B,t)$. Isotropy of the noise alone does not turn an arbitrary anisotropic initial vector distribution into an isotropic one; alternatively take the angularly averaged magnitude distribution. The radial gradient satisfies $\partial_jP=P_BB_j/B$, so the diffusion-vector contraction in the preceding equation is $BB_iP_B/2$. Its divergence gives
$$
P_t=\frac{\kappa_2}{4}(B^2P_{BB}+4BP_B)=\frac{\kappa_2}{4B^2}\partial_B(B^4P_B).
$$
Now $F=4\pi B^2P$ is the magnitude <probability density function>, normalized by $\int_0^\infty F\,dB=1$. Since
$$
4\pi B^4P_B=B^2F_B-2BF,
$$
we obtain the <radial magnetic-field Fokker-Planck equation>
$$
\boxed{F_t=D\partial_B(B^2F_B-2BF),\qquad D=\frac{\kappa_2}{4}=\frac\gamma5.}
$$
The outward <Fokker-Planck probability current> is $J=-D(B^2F_B-2BF)$. Zero probability flux at zero and infinity preserves normalization. For positive initial magnitude the solution below remains on $B>0$; an atom initially at $B=0$ instead remains an absorbing zero-field component.