My suggestion is to use the Elephants in cooperation with Cataphracts. Have your elephants charge 'through' the enemy units (ie don't order them to attack the unit, instead direct them to run to a spot behind the unit) and as soon as they have passed through (they quite literally just plow through units!) you order your cataphracts to charge.
Elephant-plowing causes the enemy units to become disordered, which makes them very vulnerable to a cavalry charge. They also inflict a severe morale penalty which basically guarantees that all but the most elitest units will route as soon as the cataphract charge hits them. Quite a few units might route just from the elephants alone.
Do keep in mind that the beasts are vulnerable to javelins and pilums, and that some units (such as Velites) have a bonus against them. They are also scared of fire arrows. Use your horse archers to destroy enemy velites and archers before bringing you elephants to bear. Good luck with your battles.
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