In previous work we studied linear and nonlinear left-invariant diffusion equations on the 2D Euclidean motion group SE(2), for the purpose of crossing-preserving coherence-enhancing diffusion on 2D images. In this article we study left-invariant diffusion on the 3D Euclidean motion group SE(3) and its application to crossing-preserving smoothing of high angular resolution diffusion imaging (HARDI), which is a recent magnetic resonance imaging (MRI) technique for imaging water diffusion processes in fibrous tissues such as brain white matter and muscles. The linear left-invariant (convection-)diffusions are forward Kolmogorov equations of Brownian motions on the space R3 o S2 of positions and orientations embedded in SE(3) and can be solved...