We present several numerical simulations of conservation laws on recent multicore processors, such as GPU's, using the OpenCL programming framework. Depending on the chosen numerical method, different implementation strategies have to be considered, for achieving the best performance. We explain how to program efficiently three methods: a finite volume approach on a structured grid, a high order Discontinuous Galerkin (DG) method on an unstructured grid and a Particle-In-Cell (PIC) method. The three methods are respectively applied to a two-fluid computation, a Maxwell simulation and a Vlasov-Maxwell simulation.