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91.
提出一类新的广义向量拟均衡问题,并得到解的存在性定理.用于证明向量变分不等式和向量优化问题的解的存在性. 相似文献
92.
In the framework of generalized linear models, the nonrobustness of classical estimators and tests for the parameters is a well known problem, and alternative methods have been proposed in the literature. These methods are robust and can cope with deviations from the assumed distribution. However, they are based on first order asymptotic theory, and their accuracy in moderate to small samples is still an open question. In this paper, we propose a test statistic which combines robustness and good accuracy for moderate to small sample sizes. We combine results from Cantoni and Ronchetti [E. Cantoni, E. Ronchetti, Robust inference for generalized linear models, Journal of the American Statistical Association 96 (2001) 1022–1030] and Robinson, Ronchetti and Young [J. Robinson, E. Ronchetti, G.A. Young, Saddlepoint approximations and tests based on multivariate M-estimators, The Annals of Statistics 31 (2003) 1154–1169] to obtain a robust test statistic for hypothesis testing and variable selection, which is asymptotically χ2-distributed as the three classical tests but with a relative error of order O(n−1). This leads to reliable inference in the presence of small deviations from the assumed model distribution, and to accurate testing and variable selection, even in moderate to small samples. 相似文献
93.
在网络的任意点求解绝对中心等特殊点是网络流研究的一个难点.在目前最小费用理论的基础上引入平面几何理论,把网络等效于几何图形,建立了数学模型.通过求解,得出了网络间的最佳连接点,从而确定出盲竖井的位置.最后以云南锡业集团个旧东区两个生产平台之间的连接为一算例,得出了理想的结果,验证了该方法的有效可行性. 相似文献
94.
The solution to the optimal portfolio selection and consumptionrule subject to Capital-at-Risk and Value-at-Risk constraintsis derived via the use of stochastic dynamic programming. 相似文献
95.
非紧超凸度量空间中的一个新的极大元定理及其对抽象经济的应用 总被引:2,自引:0,他引:2
在非紧超凸度量空间中建立了一个新的极大元定理.作为应用,获得了连续选择及其不动点定理和一个Browder-Fan不动点定理.最后,新建了非紧超凸度量空间中的定性对策和抽象经济的平衡点存在定理. 相似文献
96.
Summary The aim of this paper is to propose new selection criteria for the orders of selfexciting threshold autoregressive (SETAR)
models. These criteria use bootstrap methodology; they are based on a weighted mean of the apparent error rate in the sample
and the average error rate obtained from bootstrap samples not containing the point being predicted. These new criteria are
compared with the traditional ones based on the Akaike information criterion (AIC). A simulation study and an example on a
real data set end the paper. 相似文献
97.
The class of generalized pattern search (GPS) algorithms for mixed variable optimization is extended to problems with stochastic objective functions. Because random noise in the objective function makes it more difficult to compare trial points and ascertain which points are truly better than others, replications are needed to generate sufficient statistical power to draw conclusions. Rather than comparing pairs of points, the approach taken here augments pattern search with a ranking and selection (R&S) procedure, which allows for comparing many function values simultaneously. Asymptotic convergence for the algorithm is established, numerical issues are discussed, and performance of the algorithm is studied on a set of test problems. 相似文献
98.
N. S. Papageorgiou 《Journal of Optimization Theory and Applications》1987,53(2):259-268
In the present paper, we generalize, within the family of convex-valued multifunctions, a selection theorem of Cole (Ref. 1). This then leads us to prove some new results concerning Cesari's property (Q) and to the introduction of the Cesari limit of sets, which is then compared to the Kuratowski-Mosco limit.This work was done while the author was a visiting professor at the University of Pavia, Pavia, Italy. Financial support was provided by CNR and by NSF Grant No. 84-03135. 相似文献
99.
Chandra Sekhar Pedamallu Linet Özdamar Tibor Csendes Tamás Vinkó 《Journal of Global Optimization》2008,42(3):369-384
A new efficient interval partitioning approach to solve constrained global optimization problems is proposed. This involves
a new parallel subdivision direction selection method as well as an adaptive tree search. The latter explores nodes (intervals
in variable domains) using a restricted hybrid depth-first and best-first branching strategy. This hybrid approach is also
used for activating local search to identify feasible stationary points. The new tree search management technique results
in improved performance across standard solution and computational indicators when compared to previously proposed techniques.
On the other hand, the new parallel subdivision direction selection rule detects infeasible and suboptimal boxes earlier than
existing rules, and this contributes to performance by enabling earlier reliable deletion of such subintervals from the search
space. 相似文献
100.
Alexander V. Rezounenko 《Mathematical Methods in the Applied Sciences》2008,31(13):1569-1585
A new class of nonlinear partial differential equations with distributed in space and time state‐dependent delay is investigated. We find appropriate assumptions on the kernel function which represents the state‐dependent delay and discuss advantages of this class. Local and long‐time asymptotic properties, including the existence of global attractor and a principle of linearized stability, are studied. Copyright © 2008 John Wiley & Sons, Ltd. 相似文献