@cscherrer do you know of any differentiable ODE solvers in julia/SciML?
I think this article answered my question
https://julialang.org/blog/2019/01/fluxdiffeq/#why_is_a_full_ode_solver_suite_necessary_for_doing_this_well
@djinnome If you already have an automatic differentiation package in mind, it should be able to differentiate through https://github.com/timothyrenner/RungeKutta.jl (very simple, just a 70 line implementation of rk4). I'm not sure about options for more fully featured solvers
@djinnome
I'm not sure, that's a good question for @chrisrackauckas