Found this about physx performance in a 2K Forum:
For everyone with high end nvidia cards and horrible physx performance, it sounds like there may be an issue with the game reverting to CPU for physx effects. To test it, go to our nvidia control panel, and at the top under the 3d settings pull down menu, select physx visual indicator. Then run the game and it will tell you whether physx is being done on the CPU or GPU.
Either way, go here to look at this and perhaps a possible fix (if this indeed a problem): http://forums.2kgames.com/forums/showthread.php?t=79300
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