I have done what kreemoweet suggests, but I used a few concrete screws (Tapcons) to hold the sheets while the adhesive set and deal with any problem areas. Use tape-on (paper-faced) corner bead where needed.
Do ask yourself what the drywall provides, though, in exchange for the loss of space and the tedium of fitting around all those steps. Maybe a skim job with a long knife would accomplish the same. Your concrete looks fairly nice. The wall in my case would've been problematic to skim.