Table 3 Preliminary results with \(N = 256\), \(K_{y} = K_{z} = 3\) for Example 1
From: Multistep schemes for solving backward stochastic differential equations on GPU
M | \(t_{\mathrm{CPU}}^{\mathrm{non}-\mathrm{optimal}}\) | \(t_{\mathrm {CPU}}^{\mathrm{optimal}}\) | speedup |
|---|---|---|---|
8192 | 2041.89 | 11.02 | 185.31 |