• 한국수학교육학회지시리즈B:순수및응용수학
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• 제21권4호
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• pp.295-305
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• 2014

Yan & Hanson [8] and Makate & Sattayatham [6] extended Bates' model to the stochastic volatility model with jumps in both the stock price and the variance processes. As the solution processes of finding the characteristic function, they sought such a function f satisfying $$f({\ell},{\nu},t;k,T)=exp\;(g({\tau})+{\nu}h({\tau})+ix{\ell})$$. We add the term of order ${\nu}^{1/2}$ to the exponent in the above equation and seek the explicit solution of f.

• 반도체디스플레이기술학회지
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• 제8권3호
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• pp.31-37
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• 2009

This paper presents one and two dimensional simulation results with discontinuous features (shocks) of capacitively coupled rf plasmas. The model consists of the first two and three moments of the Boltzmann equation for the ion and electron fluids respectively, coupled to Poisson's equation for the self-consistent electric field. The local field and drift-diffusion approximations are not employed, and as a result the charged species conservation equations are hyperbolic in nature. Hyperbolic equations may develop discontinuous solutions even if their initial conditions are smooth. Indeed, in this work, secondary electron emission is shown to produce transient electron shock waves. These shocks form at the boundary between the cathodic sheath (CS) and the quasi-neutral (QN) bulk region. In the CS, the electrons emitted from the electrode are accelerated to supersonic velocities due to the large electric field. On the other hand, in the QN the electric field is not significant and electrons have small directed velocities. Therefore, at the transition between these regions, the electron fluid decelerates from a supersonic to a subsonic velocity in the direction of flow and a jump in the electron velocity develops. The presented numerical results are consistent with both experimental observations and kinetic simulations.