1. Data Areas for Each Individual Thread (not shared)

Data Areas for each individual thread include program counter register,JVM Stack,and Native Method Stack. They are all created when a new thread is created.

Program Counter Register: it is used to control each execution of each thread. 　 JVM Stack: It contains frames which is demonstrated in the diagram below.

Native Method Stack: it is used to support native methods,i.e.,non-Java language methods. 　

2. Data Areas Shared by All Threads

All threads share Heap and Method Area.

Heap: it is the area that we most frequently deal with. It stores arrays and objects,created when JVM starts up. Garbage Collection works in this area.

Method Area: it stores run-time constant pool,field and method data,and methods and constructors code。　

Runtime Constant Pool: It is a per-class or per-interface run-time representation of the constant_pool table in a class file. It contains several kinds of constants,ranging from numeric literals known at compile-time to method and field references that must be resolved at run-time.

Stack contains Frames,and a frame is pushed to the stack when a method is invoked. A frame contains local variable array,Operand Stack,Reference to Constant Pool.

For more information,please go to the offical JVM specification site.