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11.
Pauling described metallic bonds using resonance. The maximum probability domains in the Kronig–Penney model can show a picture of it. When the walls are opaque (and the band gap is large) the maximum probability domain for an electron pair essentially corresponds to the region between the walls: the electron pairs are localized within two consecutive walls. However, when the walls become transparent (and the band gaps closes), the maximum probability domain can be moved through the system without a significant loss in probability. 相似文献
12.
Joseph B. Kadane 《Journal of Chemometrics》2016,30(3):93-98
This paper analyzes data from experiments on simple polymer chains. It measures the extent to which a particular monomer prefers to link with another of the same type. To analyze the data, it derives the likelihood function for a two‐state Markov model in which only the number in each state, but not the order, is observed. This technology is applied to a data set on which experimenters mixed lactic‐glycolic monomers with a known proportion of a contaminant consisting of an extra lactic acid. The resulting copolymers were subjected to matrix‐assisted laser desorption ionization mass spectrometry. This records the number of copolymers at each atomic weight, which can be associated with a given length of copolymer and number of contaminant monomers. Analysis of the data shows that the proportion of contaminant monomers exceeded the proportion of experimentally induced contaminant. Maximum likelihood estimates using the data show that lactic‐glycolic monomers show a positive affinity for the contaminant. Copyright © 2015 John Wiley & Sons, Ltd. 相似文献
13.
《Mathematische Nachrichten》2017,290(16):2708-2713
Recently, Andrews and Clutterbuck [1] gave a new proof of the optimal lower eigenvalue bound on manifolds via modulus of continuity for solutions of the heat equation. In this short note, we give an alternative proof of Theorem 2 in [1]. More precisely, following Ni's method (Section 6 of [5]), we give an elliptic proof of this theorem. 相似文献
14.
A posteriori error estimation for the Stokes–Darcy coupled problem on anisotropic discretization 下载免费PDF全文
Koffi Wilfrid Houedanou Bernardin Ahounou 《Mathematical Methods in the Applied Sciences》2017,40(10):3741-3774
This paper presents an a posteriori error analysis for the stationary Stokes–Darcy coupled problem approximated by finite element methods on anisotropic meshes in or 3. Korn's inequality for piecewise linear vector fields on anisotropic meshes is established and is applied to non‐conforming finite element method. Then the existence and uniqueness of the approximation solution are deduced for non‐conforming case. With the obtained finite element solutions, the error estimators are constructed and based on the residual of model equations plus the stabilization terms. The lower error bound is proved by means of bubble functions and the corresponding anisotropic inverse inequalities. In order to prove the upper error bound, it is vital that an anisotropic mesh corresponds to the anisotropic function under consideration. To measure this correspondence, a so‐called matching function is defined, and its discussion shows it to be useful tool. With its help, the upper error bound is shown by means of the corresponding anisotropic interpolation estimates and a special Helmholtz decomposition in both media. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
15.
Mario Abundo 《随机分析与应用》2017,35(3):499-510
We find explicit formulae for the mean of the running maximum of conditional and unconditional Brownian motion; they are used to obtain the mean, a(t), of the running maximum of an integrated Gauss–Markov process. Then, we deal with the connection between the moments of its first-passage-time and a(t). As explicit examples, we consider integrated Brownian motion and integrated Ornstein–Uhlenbeck process. 相似文献
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17.
虽然双系统估计量目前是人口普查质量评估领域估计总体实际人口数的主要方法,但其内在固有的缺陷却依然存在,即由于人口普查与其质量评估调查不独立引起的交互作用偏差使其低估或高估人口数。独立性假设失败源于在普查及其质量评估调查中登记的因果相关性,以及在普查及质量评估调查中登记概率的异质性。Bell模型是当前公认的测算交互作用偏差的有效方法。该方法建立在0-17岁及成年女性的双系统估计值不存在交互作用偏差的假设条件下。利用美国普查局提供的2010年资料全面展示了双系统估计量交互作用偏差的测算过程。实证结果表明,黑人成年男性的双系统估计值存在显著的交互作用偏差。研究有助于我国在未来人口普查质量评估工作中意识到交互作用偏差的存在,把测算的交互作用偏差添加到双系统估计量估计的人口数中,并依据修正后的双系统估计值计算人口普查净误差。 相似文献
18.
人口普查质量评估中所使用的双系统估计量是否为无偏估计量是一个很值得深入讨论的问题。只有无偏,才能确保使用双系统估计量估计的目标总体实际人数及人口普查净误差平均等于它们的实际数。针对人口普查质量评估工作中所使用的双系统估计量,论证这个估计量的无偏性条件。采用从既定假设出发进行推演的路径论证。研究结果表明,双系统估计量是目标总体实际人数无偏估计量的必要但非充分的条件是,人口普查与其质量评估调查相互独立以及目标总体中的每一个人在人口普查中的登记概率相同,在质量评估调查中登记的概率也相同。 相似文献
19.
Damien Challet 《Applied Mathematical Finance》2017,24(1):1-22
The total duration of drawdowns is shown to provide a moment-free, unbiased, efficient and robust estimator of Sharpe ratios both for Gaussian and heavy-tailed price returns. We then use this quantity to infer an analytic expression of the bias of moment-based Sharpe ratio estimators as a function of the return distribution tail exponent. The heterogeneity of tail exponents at any given time among assets implies that our new method yields significantly different asset rankings than those of moment-based methods, especially in periods large volatility. This is fully confirmed by using 20 years of historical data on 3449 liquid US equities. 相似文献
20.
Marco Bee Giuseppe Espa Diego Giuliani Flavio Santi 《Journal of computational and graphical statistics》2017,26(3):695-708
In this article, we use the cross-entropy method for noisy optimization for fitting generalized linear multilevel models through maximum likelihood. We propose specifications of the instrumental distributions for positive and bounded parameters that improve the computational performance. We also introduce a new stopping criterion, which has the advantage of being problem-independent. In a second step we find, by means of extensive Monte Carlo experiments, the most suitable values of the input parameters of the algorithm. Finally, we compare the method to the benchmark estimation technique based on numerical integration. The cross-entropy approach turns out to be preferable from both the statistical and the computational point of view. In the last part of the article, the method is used to model the probability of firm exits in the healthcare industry in Italy. Supplemental materials are available online. 相似文献