Switch to JLD2

[devmotion]

Lately it was difficult to test DelayDiffEq on Windows 32bit, since we often got HDF5 build errors (see SciML/DelayDiffEq.jl#17 (comment)). At least for DelayDiffEq, the dependency on HDF5 originates from DiffEqProblemLibrary, and in particular from its requirement JLD. Maybe it would be a good idea to switch to JLD2 which does not depend on the HDF5 C library?

[ChrisRackauckas]

I like this idea. Or I think we can just get rid of the load functions and keep the JLD files, and change

https://github.com/JuliaDiffEq/DiffEqPDEBase.jl/blob/master/test/mesh_examples_tests.jl

to directly load the .jlds. I just don't think the load functions are necessary anymore.

[ChrisRackauckas]

I just did those changes and will close this when the tests pass.

[ChrisRackauckas]

Tests passed and releasing. Thanks for bringing this up.