Yes, we are using ForwardDiff to generate the Jacobian if the user doesn’t supply one. You can take a look at our code here:
https://github.com/JuliaDiffEq/DiffEqSensitivity.jl/blob/master/src/local_sensitivity.jl#L36-L66
and it ties into DiffEqDiffTools. We’re going to take one last pass through checking for optimizations before really committing to the conclusion, but so far haven’t found anything.
Hopefully it gets done by then!