I am working on solving a stiff system of 19 non-linear differential equations using DASSL and DASSPK. The system is very large and the jacobian matrix has many zeros. I am therefore attempting to generate my own jacobian. Does anyone have any tips or insights?
The exact form of the systems is:
dV/dt=Lv+f(v,w_i) dw_i/dt=g(v,w_i) where Lv=d1v_xx+d2v_yy+d3v_zz and d_i's are spatial coupling coeefients.
I am looking initially at the 1-D case and may examine 2-D.