Advances in parallel processing in recent years are helping to improve the cost of numerical simulation. Breakthroughs in Graphical Processing Unit (GPU) based computation now offer the prospect of further drastic improvements. The introduction of 'compute unified device architecture' (CUDA) by NVIDIA (the global technology company based in Santa Clara, California, USA) has made programming GPUs for general purpose computing accessible to the average programmer. Here we use CUDA to develop parallel finite difference schemes as applicable to two problems of interest to NDE community, namely heat diffusion and elastic wave propagation. The implementations are for two-dimensions. Performance improvement of the GPU implementation against serial CPU implementation is then discussed. © 2012 American Institute of Physics.