Significant allocations with Callbacks (Tsit5)

Yeah, that looks like a performance bug, and it turned out to be a journey.

https://github.com/SciML/SciMLBase.jl/pull/99
https://github.com/SciML/DiffEqBase.jl/pull/705
https://github.com/SciML/OrdinaryDiffEq.jl/pull/1473

See the caveats of the last PR though… still working through that.

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