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Why does OS X need permission to allow JLink connections each time it starts?

I understand that JLink loads each time Mathematica launches or each time a kernel starts, and that this can require permission from the firewall, if it is enabled but OS X provides settings the ...
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What is the largest system of PDE you have solved with Mathematica?

I need to solve a system of partial differential equations. In the simplest case it consists of 2000 of PDE equations. In the most complex situation it consists up to 1 million of such equations. ...