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101.
《Operations Research Letters》2022,50(6):712-718
We consider a multi-sever Markovian queueing system with abandonments where admitted customers pay a reward either at the time of arrival or service completion. There is a cost associated with abandonments and a holding cost associated with customers in the system. We prove that the policy that maximizes the long-run average reward is of threshold type and completely characterize the optimal thresholds. We conclude with a comparison of various characteristics of the two variants of the model. 相似文献
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103.
Akshaya K. Nayak Venkatachari Parthasarathy Sisir K. Sarkar 《Infrared Physics & Technology》2001,42(6):535-540
Results of parametric studies on short CO2 laser pulse generation by laser induced dielectric breakdown in a plasma shutter cell are described. From the rise time of such short pulses obtained, threshold breakdown intensity (Ith) has been estimated for different gases. The technique is further extended to obtain 40 ns pulses on two-frequency emission from a single TEA CO2 laser. Pressure dependent studies of Ith are utilised to model the process of such laser induced plasma. 相似文献
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The equilibrium and socially optimal balking strategies are investigated for unobservable and observable single-server classical retrial queues. There is no waiting space in front of the server. If an arriving customer finds the server idle, he occupies the server immediately and leaves the system after service. Otherwise, if the server is found busy, the customer decides whether or not to enter a retrial pool with infinite capacity and becomes a repeated customer, based on observation of the system and the reward–cost structure imposed on the system. Accordingly, two cases with respect to different levels of information are studied and the corresponding Nash equilibrium and social optimization balking strategies for all customers are derived. Finally, we compare the equilibrium and optimal behavior regarding these two information levels through numerical examples. 相似文献
107.
We investigate equity-linked investment products with a threshold expense strategy, under which an insurance company will collect expenses continuously from the policyholder’s account only when the account value is lower than a pre-specified level. The logarithmic value of the policyholder’s account, before deducting any fees, is described by a jump diffusion process which is independent of the time-to-death random variable. The distribution of the time-to-death random variable is approximated by a combination of exponential distributions, which are dense in the space of density functions on . We characterize the Laplace transform of the distribution of a general refracted jump diffusion process through some integro-differential equations. Besides, the distribution of a refracted double exponential jump diffusion process at an independent exponential random variable is derived, from which closed-form formulas to evaluate the total expenses and the fair fee rates are obtained. Finally, we illustrate our results by some numerical examples. 相似文献
108.
In this article, we wish to investigate the dynamical behaviour of an SIRVS epidemic model with time-dependent coefficients. Under the quite weak assumptions, we give some new threshold conditions which determine whether or not the disease will go to extinction. The permanence and extinction of the infectious disease is studied. When the system degenerates into periodic or almost periodic system, the corresponding sharp threshold results are obtained for permanent endemicity versus extinction in terms of asymptotic time. In order to illustrate our theoretical analysis, some numerical simulations are also included in the end. 相似文献
109.
We present a technique to estimate the arrival rate from delay measurements, acquired using single-packet probing. With practical applications in mind, we investigate a lower bound on the value of probe separation, to obtain a satisfactory estimate in a fixed amount of time. This leads to a problem: how long does it take for an M/D/1 queue to converge to its steady state as a function of the load? We examine this problem using three independent approaches: the time until the autocovariance of the transient workload process becomes negligible; the time it takes for the first transient moment of the workload process to get close to its stationary limit; and the convergence rate of the transient workload distribution to stationarity. These approaches yield different, yet strikingly similar results. We conclude with a recommendation for the probe separation threshold, and a practical approach to obtaining an arrival rate estimate using single-packet probing. 相似文献
110.