• Journal of the Semiconductor & Display Technology
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• v.8 no.3
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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.

• Korean Journal of Mathematics
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• v.22 no.3
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• pp.529-552
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• 2014

As we know, some indices and data are strong influence to the price movement of some assets now, but not to another assets and in future. Thus we define some asset models for several time intervals; intraday, weekly, monthly, and yearly asset models. We define these asset models by using Brownian motion with volatility and Poisson process, and several deterministic functions(index function, twitter data function and big-jump simple function etc). In our asset models, these deterministic functions are the positive or negative levels of auxiliary indices, of analyzed data, and for imminent and extreme state(for example, financial shock or the highest popularity in the market). These functions determined by indices, twitter data and shocking news are a kind of one of speciality of our asset models. For reasonableness of our asset models, we introduce several real data, figurers and tables, and simulations. Perhaps from our asset models, for short-term or long-term investment, we can classify and reference many kinds of usual auxiliary indices, information and data.