Hi Pascal,

Thanks for the suggestion. Paradoxically though, I get 4 times worse 
performance with nnet.conv2d: 21.3s vs 5.7s with the old nnet.conv.conv2d. 
The new function constructor that I have:

from theano.tensor.nnet import conv2d


def prepare_function_conv(dxd, dyd):

    flt = theano.shared(numpy.array([[[[0, dxd, 0], [dyd, 0, dyd], [0, dxd, 
    u = T.dmatrix('u')

    nx = u.shape[0]
    ny = u.shape[1]

    conv_res = conv2d(u.reshape((1, 1, nx, ny)), flt, border_mode='valid')
    conv_res = conv_res.reshape((nx - 2, ny - 2))

    u_new = T.set_subtensor(u[1:-1,1:-1], conv_res)

    v = u_new - u
    err = ((v**2).sum())**0.5 / u.size

    lap_and_err = theano.function([u], [u_new, err])
    return lap_and_err


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