It would be awesome to get this under AD.  I'm not sure I follow with how to 
get DF(y) at each output point. Can you provide a quick example (made up data 
is totally fine)? Thanks

// Spencer

On August 25, 2015 at 4:15:28 PM EDT, Christoph Ortner 
<[email protected]> wrote:In this case AD will actually work. Since    
   y'' = DF(y) y'  you can use AD to compute DF(y) at each output point of the 
curve and get  y'' as above.  Christoph            

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