Table 7 Preliminary results with \(N = 256\), \(K_{y} = K_{z} = 3\) for Example 3
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 |
|---|---|---|---|
24,826 | 18,531.23 | 47.54 | 389.80 |