I am trying to get gradients of the solution of an SDE where a callback function is used in the solve command. It seems that the forward adjoint method is not compatible with the usage of callbacks as I get "ERROR: type Pairs has no field callback". Or is there a way how to make it work? Here is a…

Gradients from an SDE solver with callbacks

ChrisRackauckas September 11, 2020, 4:15am 2

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