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I'm solving stiff ODE systems, like y' = My + f where M is a large constant matrix and f occasionally changes. I know that explicit (forward) Euler, RK4 and other usual explicit...
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Could someone suggest methods/algorithms to solve a system like y' = My + f where M is a huge matrix? Most explicit methods (like usual RK4) require very tiny timesteps for stiff systems, implicit...
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I'm looking for the electric equivalence of the (second order linear parabolic) heat equation in order to calculate transient processes. At the phenomenological level, there is a strict analogy...
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