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11.
In two-phase materials, each phase having a non-local response in time, it has been found that for some driving fields the response somehow untangles at specific times, and allows one to directly infer useful information about the geometry of the material, such as the volume fractions of the phases. Motivated by this, and to obtain an algorithm for designing appropriate driving fields, we find approximate, measure independent, linear relations between the values that Markov functions take at a given set of possibly complex points, not belonging to the interval [-1,1] where the measure is supported. The problem is reduced to simply one of polynomial approximation of a given function on the interval [-1,1] and, to simplify the analysis, Chebyshev approximation is used. This allows one to obtain explicit estimates of the error of the approximation, in terms of the number of points and the minimum distance of the points to the interval [-1,1]. Assuming this minimum distance is bounded below by a number greater than 1/2, the error converges exponentially to zero as the number of points is increased. Approximate linear relations are also obtained that incorporate a set of moments of the measure. In the context of the motivating problem, the analysis also yields bounds on the response at any particular time for any driving field, and allows one to estimate the response at a given frequency using an appropriately designed driving field that effectively is turned on only for a fixed interval of time. The approximation extends directly to Markov-type functions with a positive semidefinite operator valued measure, and this has applications to determining the shape of an inclusion in a body from boundary flux measurements at a specific time, when the time-dependent boundary potentials are suitably tailored. © 2022 Wiley Periodicals, Inc. 相似文献
12.
《Operations Research Letters》2023,51(4):393-400
In this paper, we discuss an application of the Stochastic Dual Dynamic Programming (SDDP) type algorithm to nested risk-averse formulations of Stochastic Optimal Control (SOC) problems. We propose a construction of a statistical upper bound for the optimal value of risk-averse SOC problems. This outlines an approach to a solution of a long standing problem in that area of research. The bound holds for a large class of convex and monotone conditional risk mappings. Finally, we show the validity of the statistical upper bound to solve a real-life stochastic hydro-thermal planning problem. 相似文献
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二维正态分布函数值的计算是估算串联结构体系失效概率上、下限的一项重要内容。目前一般常采用两种方法,即数值积分和界限法。前者因计算量大,耗时多不便实用,后者使结构体系失效率的上、下界限进一步变宽。本文给出一个计算二维正态分布函数值的近似方法。实际计算表明,本方法计算效率高,精度完全能满足工程应用要求 相似文献
15.
关于结构刚度方程病态问题的疑难分析 总被引:1,自引:0,他引:1
本文围绕矩阵位移法求解结构位移的误差,讨论了结构刚度矩阵的病态问题,指出了计算上的病态常常是结构刚度分布和结构拓扑的不合理,而不一定是计算本身的问题。首先,文章依据误差界的概念和范数的性质推导了衡量结构刚度矩阵病态程度的条件数的公式。然后,阐明了基于不同范数的条件数在衡量矩阵病态程度上的等价性。最后,通过两个具有代表性的算例,分别从结构构件的刚度差异和结构几何拓扑两方面,计算和分析了结构刚度矩阵的病态程度随结构本身性质的改变而改变的规律。在特定的算例中,还有使结构刚度矩阵的病态程度降到最低的最佳刚度分布。 相似文献
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Meta-learning, or “learning to learn”, refers to techniques that infer an inductive bias from data corresponding to multiple related tasks with the goal of improving the sample efficiency for new, previously unobserved, tasks. A key performance measure for meta-learning is the meta-generalization gap, that is, the difference between the average loss measured on the meta-training data and on a new, randomly selected task. This paper presents novel information-theoretic upper bounds on the meta-generalization gap. Two broad classes of meta-learning algorithms are considered that use either separate within-task training and test sets, like model agnostic meta-learning (MAML), or joint within-task training and test sets, like reptile. Extending the existing work for conventional learning, an upper bound on the meta-generalization gap is derived for the former class that depends on the mutual information (MI) between the output of the meta-learning algorithm and its input meta-training data. For the latter, the derived bound includes an additional MI between the output of the per-task learning procedure and corresponding data set to capture within-task uncertainty. Tighter bounds are then developed for the two classes via novel individual task MI (ITMI) bounds. Applications of the derived bounds are finally discussed, including a broad class of noisy iterative algorithms for meta-learning. 相似文献
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We extend and generalize some results on bounding security prices under two stochastic volatility models that provide closed-form expressions for option prices. In detail, we compute analytical expressions for benchmark and standard good-deal bounds. For both models, our findings show that our benchmark results generate much tighter bounds. A deep analysis of the properties of option prices and bounds involving a sensitivity analysis and analytical derivation of Greeks for both option prices and bounds is also presented. These results provide strong practical applications taking into account the relevance of pricing and hedging strategies for traders, financial institutions, and risk managers. 相似文献
19.
The Goursat formula for the hypergeometric function extends the Euler–Gauss relation to the case of logarithmic singularities. 相似文献
20.
《数学学报》2014,(6)
<正>Least Number of Periodic Points of Self-maps of Lie Groups Jerzy JEZIERSKI Abstract There are two algebraic lower bounds of the number of n-periodic points of a self-map f:M→M of a compact smooth manifold of dimension at least 3:NF_n(f)=min{#Fix(g~n);g~f;g is continuous}and NJD_n(f)=min{#Fix(g~n);g~f;g is smooth}.In general,NJD_n(f)may be much greater than NF_n(f).If M is a torus,then the invariants are 相似文献