The code requires the file loadPartition.txt that github did not allow (because it is 46MB). The file can be downloaded from the following dropbox link
The most updated version of the paper "A PDE Method for Estimation of Implied Volatility" is located at https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3264356
The tests can be run on AWS p3.2xlarge instance that is set-up according to the instructions from the article
https://imomath.com/bmath/index.cgi?page=cppNotesOpenCLAndCUDA10OnAWS