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We introduce an efficient differentiable fluid simulator that can be integrated with deep neural networks as a part of layers for learning dynamics and solving control problems. It offers the capability to handle one-way coupling of fluids with rigid objects using a variational principle that naturally enforces necessary boundary conditions at the fluid-solid interface with sub-grid details. This simulator utilizes the adjoint method to efficiently compute the gradient for multiple time steps of fluid simulation with user defined objective functions. We demonstrate the effectiveness of our method for solving inverse and control problems on fluids with one-way coupled solids. Our method outperforms the previous gradient computations, state-of-the-art derivative-free optimization, and model-free reinforcement learning techniques by at least one order of magnitude.