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No you can’t, at least, not if you want it work. This has nothing to do with Julia though and I didn’t say you can’t run AD over the solver but that that genera
by marmaduke 8y ago
No you can’t, at least, not if you want it work. This has nothing to do with Julia though and I didn’t say you can’t run AD over the solver but that that generally will not produce good gradient estimates unless the solver is written with AD in mind. DDEs are a mixed case where I’d expect some parts to be workable but not in general. Another example is the FFT, totally worthless to use AD.