Skip to main content

Table 4 The results for Example 1

From: Multistep schemes for solving backward stochastic differential equations on GPU

K

N

M

\(|y_{0,0}-y_{0}^{0}|\)

\(|z_{0,0}-z_{0}^{0}|\)

\(t_{CPU}\)

\(t_{GPU}\)

speedup

1

128

364

9.36E−07

2.78E−05

0.14

0.91

0.15

1

256

512

3.89E−07

1.40E−05

0.37

1.73

0.21

1

512

726

1.74E−07

7.04E−06

1.06

3.57

0.30

1

1024

1024

8.22E−08

3.53E−06

2.91

6.96

0.42

2

128

1218

8.01E−08

8.61E−06

0.64

1.05

0.61

2

256

2048

2.03E−08

4.00E−06

2.06

1.88

1.10

2

512

3446

5.02E−09

1.92E−06

7.18

3.21

2.24

2

1024

5794

1.25E−09

9.41E−07

23.93

5.83

4.10

3

128

4096

1.44E−11

2.77E−08

2.71

1.04

2.61

3

256

8192

1.70E−12

3.50E−09

11.02

1.82

6.06

3

512

16,384

1.87E−13

4.41E−10

44.86

3.68

12.19

3

1024

32,768

2.05E−14

5.53E−11

180.30

10.08

17.89

4

128

4096

1.06E−11

1.69E−08

3.28

1.05

3.13

4

256

8192

1.20E−12

2.13E−09

13.57

1.84

7.36

4

512

16,384

2.57E−13

2.68E−10

55.16

3.84

14.35

4

1024

32,768

1.29E−14

3.34E−11

223.28

10.68

20.91

5

128

4096

1.46E−12

1.90E−08

3.86

1.06

3.63

5

256

8192

1.12E−12

2.40E−09

16.23

1.88

8.65

5

512

16,384

3.46E−14

3.02E−10

65.80

3.97

16.57

5

1024

32,768

9.77E−15

3.78E−11

267.79

11.33

23.64

6

128

4096

6.94E−12

1.84E−08

4.53

1.10

4.11

6

256

8192

7.71E−13

2.32E−09

18.97

1.93

9.84

6

512

16,384

1.07E−13

2.92E−10

77.64

4.23

18.35

6

1024

32,768

1.03E−14

3.65E−11

311.87

11.97

26.06