Implicit schemes can often be converted to
explicit schemes (e.g., for real-time usage) by limiting the
number of iterations used to solve the implicit scheme
Iterative convergence is generally improved by working at a very
high sampling rate, and by initializing each iteration to the
solution for the previous sample
See the 2009 CCRMA/EE thesis by David
Yeh
for semi-implicit schemes
for real-time computational modeling of nonlinear analog guitar
effects (such as overdrivedistortion)