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121.
ELSO is an environment for the solution oflarge-scale optimization problems. With ELSO the user is required to provide only code for the evaluation of a partially separable function. ELSO exploits the partialseparability structure of the function to computethe gradient efficiently using automatic differentiation.We demonstrate ELSO's efficiency by comparing thevarious options available in ELSO.Our conclusion is that the hybrid option in ELSOprovides performance comparable to the hand-coded option, while having the significantadvantage of not requiring a hand-coded gradient orthe sparsity pattern of the partially separable function.In our test problems, which have carefully coded gradients,the computing time for the hybrid AD option is within a factor of two of thehand-coded option. 相似文献
122.
本文证明了周期单元中带有某些硬相互作用的相对论Boltzmann方程初值问题在初值满足质量、能量和熵有限的条件下具有一个整体温和解. 相似文献
123.
In this paper, we investigate a constrained optimization problem with a quadratic cost functional and two quadratic equality constraints. It is assumed that the cost functional is positive definite and that the constraints are both feasible and regular (but otherwise they are unrestricted quadratic functions). Thus, the existence of a global constrained minimum is assured. We develop a necessary and sufficient condition that completely characterizes the global minimum cost. Such a condition is of essential importance in iterative numerical methods for solving the constrained minimization problem, because it readily distinguishes between local minima and global minima and thus provides a stopping criterion for the computation. The result is similar to one obtained previously by the authors. In the previous result, we gave a characterization of the global minimum of a constrained quadratic minimization problem in which the cost functional was an arbitrary quadratic functional (as opposed to positive-definite here) and the constraints were at least positive-semidefinite quadratic functions (as opposed to essentially unrestricted here). 相似文献
124.
UCINSKI DARIUSZ; JAI ABDELHAQ EL 《IMA Journal of Mathematical Control and Information》1997,14(2):153-174
In this paper, the concept of weak spreadability is introduced.It constitutes an extension of the idea developed by El Jai& Kassara. In the case of linear distributed systems weconsider quadratic control techniques with a conveniently penalizedcriterion which makes the system weakly spreadable. The approachis outlined for a convectiondiffusion system, and theresults of a numerical study are also included to illustratethe main features of the considered problem. 相似文献
125.
Yoshikazu Takada 《Annals of the Institute of Statistical Mathematics》1998,50(2):325-335
This paper gives a condition which implies the nonexistence of parametric statistical procedures with bounded risk or error performance characteristics. Many examples for which such a condition is satisfied are considered. 相似文献
126.
IGCC空气侧整体综合优化的研究 总被引:4,自引:1,他引:3
主要符号表X。。氮气回注系数如空分整体化系数E。;c燃气轮机压气机效率G。l回注氮气流量万燃气轮机透平前温尼。”系统相对效率G。。煤气氮气掺混流量Ea;,c空气专用压缩机效率N。”系统相对功率1前言整体煤气化联合循环(IGCC)系统模拟与优化逐步受到重视,开展了许多相关研究[‘-‘]。但是,现有的方法[‘,‘]一个突出的问题,它是在设定的具体流程方案下的数值分析,这常常导致落入“局部优化掩盖了整体最优”的误区。本文是研究以空分系统为中心的空气侧子系统的整体优化,阐述基本概念,尝试新方法,并结合大型商业化装… 相似文献
127.
128.
一类经典”秘书问题”的推广 总被引:2,自引:0,他引:2
”秘书问题”在最优停时理论的发展中曾起过重要作用 ,实际中的一类问题与”秘书问题”有类似之处 ,但比”秘书问题”更复杂 .本文将经典”秘书问题”进行推广 ,建立了一类比经典”秘书问题”更有实际意义的模型 ,并给出了该类模型的解 . 相似文献
129.
N. H. Al-Assady 《Journal of Optimization Theory and Applications》1997,94(3):747-755
We present a method which generates conjugate search directions and maintains the quadratic convergence property, when applied to a quadratic function, even when the line searches are not exact. The method is similar to that given by Dixon, but needs one less vector store. When the method is applied to a number of general functions of different dimensionality, results show the efficiency of the method. 相似文献
130.
A globally convergent Newton method for solving strongly monotone variational inequalities 总被引:14,自引:0,他引:14
Variational inequality problems have been used to formulate and study equilibrium problems, which arise in many fields including economics, operations research and regional sciences. For solving variational inequality problems, various iterative methods such as projection methods and the nonlinear Jacobi method have been developed. These methods are convergent to a solution under certain conditions, but their rates of convergence are typically linear. In this paper we propose to modify the Newton method for variational inequality problems by using a certain differentiable merit function to determine a suitable step length. The purpose of introducing this merit function is to provide some measure of the discrepancy between the solution and the current iterate. It is then shown that, under the strong monotonicity assumption, the method is globally convergent and, under some additional assumptions, the rate of convergence is quadratic. Limited computational experience indicates the high efficiency of the proposed method. 相似文献