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They use the algorithm itself as a cache:
https://github.com/JuliaDiffEq/OrdinaryDiffEq.jl/blob/master/src/composite_algs.jl#L1-L12
Instead, ComposteCache should get a slot for switching_cache that can be any struct, and then these algorithms can put all of their switching behavior cache in there inside of the algortihm. Then we don't need to rely on mutation of the alg and it can be repeated across threads (and make it a struct just to be sure).
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