An original spectral domain decomposition approach is presented for the time-dependent thermal modelling of complex, non linear, 3-dimensional systems. This fully analytical approach immediately gives rise to compact models of non linear distributed thermal subsystems, without requiring approximation by a lumped element RC network, or nodal reduction. In combination with any thermally self-consistent models of analogue, digital, RF and microwave, micro-electromechanical or photonic devices, it supplies a CAD timescale description of mutual thermal interaction between power dissipating and temperature sensitive elements. It therefore has the potential for thermal description of the whole system-in-package. In combination with microwave circuit simulator, Transim (NCSU), the thermal model is applied, for the first time, to the self-consistent global electro-thermal harmonic balance simulation of a spatial power combining power FET array. The model is validated by comparison of electro-thermal simulation of a power HEMT against experimentally obtained thermal images.