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81.
82.
83.
An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss 总被引:3,自引:0,他引:3
Mohammad Jafari Jozani Nader Nematollahi Khalil Shafie 《Statistics & probability letters》2002,60(4):437-444
A subclass of the scale-parameter exponential family is considered and for the rth power of the scale parameter, which is lower bounded, an admissible minimax estimator under scale-invariant squared-error loss is presented. Also, an admissible minimax estimator of a lower-bounded parameter in the family of transformed chi-square distributions is given. These estimators are the pointwise limits of a sequence of Bayes estimators. Some examples are given. 相似文献
84.
Murray Hodgson 《Applied Acoustics》2004,65(1):69-89
The acoustical characteristics of 14 university classrooms at the University of British Columbia were measured before and after renovation—seven of these are discussed in detail here. From these measurements, and theoretical considerations, values of quantities used to assess each classroom configuration were predicted, and used to evaluate renovation quality. Information on each renovation was determined with the help of the university campus-planning office and/or the project acoustical consultant. These were related to the evaluation results in order to determine the relationship between design and acoustical quality. The criteria focused on the quality of verbal communication in the classrooms. Room-average Speech Intelligibility (SI) and its physical correlate, Speech Transmission Index (STI), were used to quantify verbal-communication quality. A simplified STI-calculation procedure was applied. The results indicate that some renovations were beneficial, others were not. Verbal-communication quality varied from ‘poor’ to ‘good’. The effect of a renovation depends on a complex interplay between changes in the reverberation and changes in the signal-to-noise level difference, as affected by sound absorption and the source outputs. Renovations which reduce noise are beneficial unless signal-to-noise level differences remain optimal. Renovations often put too much emphasis on adding sound absorption to control reverberation, at the expense of lower speech levels, particularly at the backs of classrooms. The absorption and noise contributed by room occupants has apparently often been neglected. 相似文献
85.
Statistical Inference with Fractional Brownian Motion 总被引:3,自引:1,他引:2
Kukush Alexander Mishura Yulia Valkeila Esko 《Statistical Inference for Stochastic Processes》2005,8(1):71-93
We give a test between two complex hypothesis; namely we test whether a fractional Brownian motion (fBm) has a linear trend against a certain non-linear trend. We study some related questions, like goodness-of-fit test and volatility estimation in these models. 相似文献
86.
B.I. Sturman A.S. Gorkunova K.H. Ringhofer 《The European Physical Journal D - Atomic, Molecular, Optical and Plasma Physics》2003,23(2):291-297
We investigate analytically and numerically the influence of the type of the photorefractive nonlinear response on the periodic
states (attractors) which occur during feedback controlled 2W-coupling and correspond to almost 100% diffraction efficiency
of the dynamic index grating. In addition to the case of the local response typical, for example, for LiNbO3 crystals we consider the cases of nonlocal (diffusive) response (BaTiO3, SBN) and resonant response (DC-biased BSO, BTO, and BGO crystals). It is shown that the conditions for the transition to
the periodic states and their apparent characteristics are strongly different for the two limiting cases above.
Received 16 July 2002 / Received in final form 29 October 2002 Published online 4 March 2003 相似文献
87.
The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
88.
We predict ultraslow collapse of “tubular image states” (TIS) on material surfaces. TIS are bound Rydberg-like electronic states formed at large distances (∼30 nm) from the surfaces of suspended circularly-symmetric nanowires, such as metallic C nanotubes. The states are formed in potential wells, resulting from a combination of the TIS-electron attraction to image charges in the nanotube and its centrifugal repulsion, caused by spinning around the tube. We demonstrate that TIS can collapse on the tube surface by passing their angular momentum l to circularly polarized flexural phonons excited in the tube. Our analysis shows that for highly detached TIS with l ? 6 the relaxation lifetimes are of the order of 10 ns-1 μs, while for l < 6 these lifetimes are reduced by several orders of magnitude. 相似文献
89.
Results of two urgent and practically important directions of research on the indirect oxidation of organic compounds by highly reactive intermediates generated electrochemically from oxygen (HO2
–, HO2
·, HO·) are considered and orderly arranged. The studies in question are the indirect synthesis and mineralization of organic toxicants in waste water. 相似文献
90.
The transport of monodisperse as well as polydisperse colloid suspensions in a two-dimensional, water saturated fracture with spatially variable and anisotropic aperture is investigated with a particle tracking model. Both neutrally buoyant and dense colloid suspensions are considered. Although flow and transport in fractured subsurface formations have been studied extensively by numerous investigators, the transport of dense, polydisperse colloid suspensions in a fracture with spatially variable and anisotropic aperture has not been previously explored. Simulated snapshots and breakthrough curves of ensemble averages of several realizations of a log-normally distributed aperture field show that polydisperse colloids exhibit greater spreading than monodisperse colloids, and dense colloids show greater retardation than neutrally buoyant colloids. Moreover, it is demonstrated that aperture anisotropy oriented along the flow direction substantially increases colloid spreading; whereas, aperture anisotropy oriented transverse to the flow direction retards colloid movement. 相似文献