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@bradcarman This fixes the solve_density problem. We just need to make sure that the callbacks don't save before and after each time they are triggered. Essentially each callback was saving the same time steps, so you got a bunch of the same timepoints in the solution. I think turning saving off should be fine since we don't modify u.
There may be some performance implication to using separate callbacks, so I do want to try making a version that just uses one big callback and doing some benchmarking, but it might not even matter.
It looks like having one large callback that updates all of the parameters at once is the way to go here, at least for the size of the problem I tested, I got:
With many small callbacks: 577.576 μs (5390 allocs: 328.375 KiB)
With one big callback: 337.963 μs (3651 allocs: 194.172 KiB)
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This should fix #9