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I am solving a system of non linear differential equations. The time needed to solve them is quite long and I would like to shorten it. Is it possible to send the NDSolve command to be solved by the GPU using CUDALink?

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

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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 ;).

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