• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.241-254
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• 2007

This paper propose a new short-term interest rate model having a different nonlinear drift function and the same diffusion coefficient with Chan et al. (1992) model. The fractional polynomial power of the drift function in our model is linked to the local volatility elasticity of the diffusion coefficient. While the nonlinear drift function estimated by $A\"{\i}t$-Sahalia (1996a) and others has a feature that higher interest rates tend to revert downward and low rates upward, the drift function estimated by our nonlinear model shows that higher interest rate mean-reverts strongly, but, medium rates has almost zero drift and low rates has a very small drift. This characteristic coincides the empirical result based on the nonparametric methodology by Stanton (1997) and the implication by the scatter plot of the short rate data.

• Honam Mathematical Journal
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• v.44 no.3
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• pp.402-418
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• 2022

Noise is a fundamental factor to increased validity and regularity of spike propagation and neuronal firing in the nervous system. In this paper, we examine the stochastic version of the Izhikevich-FitzHugh neuron dynamical model. This approach is based on techniques presented by Luo and Guo, which provide a general framework for the bifurcation and stability analysis of two dimensional stochastic dynamical system as an Itô averaging diffusion system. By using largest lyapunov exponent, local and global stability of the stochastic system at the equilibrium point are investigated. We focus on the two kinds of stochastic bifurcations: the P-bifurcation and the D-bifurcations. By use of polar coordinate, Taylor expansion and stochastic averaging method, it is shown that there exists choices of diffusion and drift parameters such that these bifurcations occurs. Finally, numerical simulations in various viewpoints, including phase portrait, evolution in time and probability density, are presented to show the effects of the diffusion and drift coefficients that illustrate our theoretical results.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 1999.05a
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• pp.385-388
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• 1999

A new local model for impact ionization coefficients is proposed to account for a non-local effect. New model uses an effective electric field which comes from the path integral of a tangent electric field at an arbitrary point. The model consists of local variables, such as doping concentration, carrier concentration and gradient of the field, and can be easily applied to a conventional drift-diffusion device simulator. By comparing the results with Monte Carlo simulation, it is confirmed that new model explains the non-local effect fairly well.

• Journal of the Korean Society of Industry Convergence
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• v.4 no.3
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• pp.329-337
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• 2001

This simulator is developed for the analysis of a MOSFET based on Thermally Coupled Energy Transport Model(TCETM). The simulator has the ability to calculate not only stationary characteristics but also non - stationary characteristics of a MOSFET. It solves basic semiconductor devices equations including Possion equation, current continuity equations for electrons and holes, energy balance equation for electrons and heat flow equation, using finite difference method. The conventional semiconductor device simulation technique, based on the Drift-Diffusion Model (DDM), neglects the thermal and other energy-related properties of a miniaturized device. I, therefore, developed a simulator based on the Thermally Coupled Energy Transport Model (TCETM) which treats not only steady-state but also transient phenomena of such a small-size MOSFET. In particular, the present paper investigates the breakdown characteristics in transient conditions. As a result, we found that the breakdown voltage has been largely underestimated by the DDM in transient conditions.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.10 no.2
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• pp.303-307
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• 2006

In this paper, we have designed the p-type metal-oxide semiconductor field-effect transistor(pMOSFET) for SiGe devices with gate lengths of $0.9{\mu}m$ and $0.1{\mu}m$using the TCAD simulators. The electrical characteristics of devices have been investigated over the temperatures of 300 and 77K. We have used the two carrier transfer models(hydrodynamic model and drift-diffusion model). We how that the drain current is higher in the hydrodynamic model than the drift-diffusion model. When the gate length is $0.9{\mu}m$, the threshold voltage shows -0.97V and -1.15V for 300K and 77K, respectively. The threshold voltage is, however, nearly same at $0.1{\mu}m$ for 300K and 77K.

• Korean Journal of Cognitive Science
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• v.32 no.1
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• pp.1-53
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• 2021

The aim of this study was to analyze word frequency effects on eye fixation duration in Korean reading with a one-boundary diffusion model and to show how these phenomena differ between adults (20-28yrs) and adolescents (13-14yrs). We predicted that the drift rate parameter in the boundary diffusion model would reflect the information processing of the fovea during silent reading. Through an eye movement tracking experiment while controlling word properties such as the word frequency and the age of acquisition, Experiment 1 and Experiment 2 show that the information processing pertaining to words to be placed in the fovea is connected to the drift rate of the one-boundary diffusion model parameters. In Experiment 1,in the adult group, the mean difference in the fixation time in the response proportion between the presence of high-frequency condition and low-frequency condition in the adult group was higher in quantile 0.9 than it was in the 0.1 quantile, but in the adolescent group, the mean difference in the fixation time in the response proportion between the two conditions was not significantly in the 0.9 quartile.In Experiment 2, the mean difference in the fixation time in the response proportion between early-acquired condition and late-acquired condition in both groups was also higher in the quantile 0.9 than in the 0.1 quantile. The distribution of the two conditions in the both groups was positively skewed, and the difference showed the same pattern found in the results of Ratcliff(Ratcliff & McKoon, 2008). Based on the experimental results, we propose one-boundary diffusion model as a tool to explain word property effects and individual differences in reading. In particular, we suggest that the drift rate parameter in the boundary diffusion model reflects the information processing of the fovea during reading. In addition, the results show that one-boundary diffusion model can be used to predict the aforementioned phenomena in reading.

• Proceedings of the KIEE Conference
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• 1991.07a
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• pp.187-190
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• 1991

The analytical model to investigate the effects of the drift and diffusion carrier transport upon the Hall effect is presented and applied to the general PN junction structure. The diffusion current effect on the Hall coefficient can not be considered in the conventional model, which produces the conversion of the direction of the induced Hall field between measured and calculated values. The proposed analytical model which considers the diffusion current effect provides the coincident results with the previous experimental results.

• Journal of the Korean Statistical Society
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• v.24 no.1
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• pp.141-147
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• 1995

A diffusion model for a system subject to random shocks is introduced. It is assumed that the state of system is modeled by a Brownian motion with negative drift and an absorbing barrier at the origin. It is also assumed that the shocks coming to the system according to a Poisson process decrease the state of the system by a random amount. It is further assumed that a repairman arrives according to another Poisson process and repairs or replaces the system i the system, when he arrives, is in state zero. A forward differential equation is obtained for the distribution function of X(t), the state of the systme at time t, some boundary conditions are discussed, and several interesting characteristics are derived, such as the first passage time to state zero, F(0,t), the probability of the system being in state zero at time t, and F(0), the limit of F(0,t) as t tends to infinity.

• Journal of the Korean Institute of Electrical and Electronic Material Engineers
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• v.33 no.4
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• pp.263-270
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• 2020

In this study, the physical mechanism and diffusion effects in aluminium implanted silicon was investigated. For fabricating power semiconductor devices, an aluminum implantation can be used as an emitter and a long drift region in a power diode, transistor, and thyristor. Thermal treatment with O₂ gas exhibited to a remarkably deeper profile than inert gas with N₂ in the depth of junction structure. The redistribution of aluminum implanted through via thermal annealing exhibited oxidation-enhanced diffusion in comparison with inert gas atmosphere. To investigate doping distribution for implantation and diffusion experiments, spreading resistance and secondary ion mass spectrometer tools were used for the measurements. For the deep-junction structure of these experiments, aluminum implantation and diffusion exhibited a junction depth around 20 ㎛ for the fabrication of power silicon devices.

• Journal of the Korean Society of Industry Convergence
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• v.5 no.1
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• pp.39-43
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• 2002

In present much CMOS devices used in VLSI circuit and Logic circuit. With increasing a number of device in VLSI, the confidence becomes more serious. This paper describe the mechanism of breakdown on CMOS, especially n-MOS, based on Hydro Dynamic model with device self-heating. Additionally, illustrate the CMOS latch-up characteristics on simplified device structure on this paper.