Test concrete_solve with SDE adjoints

SciML / SciMLSensitivity.jl

A component of the DiffEq ecosystem for enabling sensitivity analysis for scientific machine learning (SciML). Optimize-then-discretize, discretize-then-optimize, adjoint methods, and more for ODEs, SDEs, DDEs, DAEs, etc.

https://docs.sciml.ai/SciMLSensitivity/stable/

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Test concrete_solve with SDE adjoints #255

Closed ChrisRackauckas closed 4 years ago

ChrisRackauckas commented 4 years ago

It should work by design, but it would be good to get some tests to make sure that it's also calling the adjoint correctly.

ChrisRackauckas commented 4 years ago

Completed by https://github.com/SciML/DiffEqSensitivity.jl/pull/258