Not sure if you know this but you will need to edit a game file to enable the full physx features.
Open this file with notepad:
C:\Users\USERNAME\Documents\My Games\Borderlands 2\WillowGame\Config\WillowEngine.ini
Then hit control + F and search for: PhysXLevel
There are 3 levels of physx in BL2. They are 0 (basically none), 1 (some effects) and 2 (full physx effects)
Change it to either:
PhysXLevel=1
or
PhysXLevel=2
For your system PhysxLevel=2 should be the correct setting.