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For the sake of an answer: After several tries I have found that with Mathematica 10.4 and nvidia drivers 367.27 and upgrading to the latest CUDAResources paclet everythig is working ok – Javier Vales Alonso 2 days ago


There is no library that I am aware of that does the trick. So there is no easy solution on it. Anyway, there is a publication about CUDA and parabolic PDEs. Do a search on "CUDA Jahn Uni Bayreuth" in the internet. There is a pdf (diploma Dissertation). May be that helps to find a solution for your problem; adding the problem to learn German ;).


No, that's not possible. If you could show your code there might be other ways to speed it up.

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