Remove function closures

[juliasloan25]

Is your feature request related to a problem? Please describe. Function closures are bad for performance because argument types are not known at compile time. We should go through the code and remove instances of make_... functions to improve performance.

Describe the solution you'd like Restructure code so that make_update_aux, make_rhs, make_ode_function, make_set_initial_aux_state functions are no longer necessary.

Additional context Julia manual section on closures