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DifferentiationInterface support #260

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DifferentiationInterface support #260

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@lxvm lxvm commented Dec 20, 2024

Checklist

  • Appropriate tests were added
  • Any code changes were done in a way that does not break public API
  • All documentation related to code changes were updated
  • The new code follows the
    contributor guidelines, in particular the SciML Style Guide and
    COLPRAC.
  • Any new documentation only uses public API

Additional context

This is an initial attempt to support DifferentiationInterface.jl as a backend for computing derivatives of user integrands. Users still have to pick a differentiation package with a rules system supported by Integrals.jl. Will close #258 when completed.

This pr is in a draft status mainly so I can see the results of CI without running all derivative tests locally. So far I have only checked that 1d scalar oop integrands work, but there are more goals for this pr:

  • Add a forward-mode rule
  • Support more rules systems (currently ChainRules, but eventually EnzymeRules)
  • Try supporting derivatives of multi-dimensional limits (i.e. just implement the Leibniz rule)

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DifferentiationInterface instead of individual backends?
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