Solvers for stiff problem

[HoangMinhPhan]

Hi, First, thank you for your work to create a great package. I think it is your side project to contribute to a community but you made it well. Although this package is good, I think it still lacks a solver for stiff problems, which is compatible to do backward when optimizing parameters in pytorch. So far until now, I see that Scipy solvers in your package only supports for forward process. If you can make a solver for stiff problems, or make Scipy solvers (BDF or LSODA) compatible with backward in pytorch, I believe that is a great improvement. I see that your activity in this repo is less often, I hope that you have time to implement this new feature. Thank you very much

[WUCHIL]

I'm also having the same issue

[timnotavailable]

Me too~