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21.
The compound binomial risk model with time-correlated claims 总被引:1,自引:0,他引:1
Yuntao Xiao 《Insurance: Mathematics and Economics》2007,41(1):124-133
In this paper, we consider the compound binomial risk model with the time-correlated claims. It is assumed that every main claim will produce a by-claim but the occurrence of the by-claim may be delayed. We obtain the recursive formula of the joint distribution of the surplus immediately prior to ruin and deficit at ruin. Furthermore, the ruin probability is given by means of ruin probability and the deficit at ruin of the classical compound binomial risk model. Finally, we derive an upper bound for the ruin probability. 相似文献
22.
This article studies some geometrical aspects of the semidefinite linear complementarity problem (SDLCP), which can be viewed as a generalization of the well-known linear complementarity problem (LCP). SDLCP is a special case of a complementarity problem over a closed convex cone, where the cone considered is the closed convex cone of positive semidefinite matrices. It arises naturally in the unified formulation of a pair of primal-dual semidefinite programming problems. In this article, we introduce the notion of complementary cones in the semidefinite setting using the faces of the cone of positive semidefinite matrices and show that unlike complementary cones induced by an LCP, semidefinite complementary cones need not be closed. However, under R0-property of the linear transformation, closedness of all the semidefinite complementary cones induced by L is ensured. We also introduce the notion of a principal subtransformation with respect to a face of the cone of positive semidefinite matrices and show that for a self-adjoint linear transformation, strict copositivity is equivalent to strict semimonotonicity of each principal subtransformation. Besides the above, various other solution properties of SDLCP will be interpreted and studied geometrically. 相似文献
23.
Piotr Niemiec 《Topology and its Applications》2006,153(18):3373-3382
Equicontinuous semigroups of transformations of a compact Hausdorff space and their sets of all invariant (Borel, regular and probabilistic) measures are studied. Conditions equivalent to the existence of at least one invariant measure are given. The (algebraic and topological) structure of the set of invariant measures is researched. 相似文献
24.
The steel ASTM A213 P22 is used for superheater outlet header in power plants. During duty cycles lasting over tens of years the temperature is of the order of 545°C and the pressure 125 atm. The microscopic changes in these steels are hard to analyze under working conditions, but they are believed to be responsible for the appearance of creeps in such devices. Investigation of the microscopic modifications will help to predict future failures due to creeps, increasing the reliability and saving a lot of money.We report the investigation of such changes in ASTM A213 P22 steel in use for 30 years as a Superheater header at Haifa power station. The analysis has been carried out using Mössbauer Spectroscopy, X-ray diffraction and optical microscopy. As a result it seems that the morphology and phase change of the carbide phases M3C/M7C3 and M23C6 are the most prominent changes leading to the material failures. 相似文献
25.
Multiderivations of Coxeter arrangements 总被引:3,自引:0,他引:3
Hiroaki Terao 《Inventiones Mathematicae》2002,148(3):659-674
Let V be an ℓ-dimensional Euclidean space. Let G⊂O(V) be a finite irreducible orthogonal reflection group. Let ? be the corresponding Coxeter arrangement. Let S be the algebra of polynomial functions on V. For H∈? choose α
H
∈V
* such that H=ker(α
H
). For each nonnegative integer m, define the derivation module D
(m)
(?)={θ∈Der
S
|θ(α
H
)∈Sα
m
H
}. The module is known to be a free S-module of rank ℓ by K. Saito (1975) for m=1 and L. Solomon-H. Terao (1998) for m=2. The main result of this paper is that this is the case for all m. Moreover we explicitly construct a basis for D
(m)
(?). Their degrees are all equal to mh/2 (when m is even) or are equal to ((mW22;1)h/2)+m
i
(1≤i≤ℓ) (when m is odd). Here m
1≤···≤m
ℓ are the exponents of G and h=m
ℓ+1 is the Coxeter number. The construction heavily uses the primitive derivation D which plays a central role in the theory of flat generators by K. Saito (or equivalently the Frobenius manifold structure
for the orbit space of G). Some new results concerning the primitive derivation D are obtained in the course of proof of the main result.
Oblatum 27-XI-2001 & 4-XII-2001?Published online: 18 February 2002 相似文献
26.
The algebra dual to Woronowicz's deformation of the two-dimensional Euclidean group is constructed. The same algebra is obtained from SU
q
(2) via contraction on both the group and algebra levels. 相似文献
27.
Here we prove that every compact differential manifold has a smooth algebraic model defined over Q. In dimension 2 we find an algebraic model (may be singular) defined over Q and birational over Q to the projective plane. 相似文献
28.
Hans Crauel 《Journal of Differential Equations》2007,234(2):412-438
We introduce the concept of “stabilization by rotation” for deterministic linear systems with negative trace. This concept encompasses the well-known concept of “vibrational stabilization” introduced by Meerkov in the 1970s and is a deterministic version of ‘stabilization by noise’ for stochastic systems as introduced by Arnold and coworkers in the 1980s. It is shown that a linear system with negative trace can be stabilized by adding a skew-symmetric matrix, multiplied by a suitable scalar so-called “gain function” (possibly a constant) which is sufficiently large. To overcome the problem of what is “sufficiently large”, we also present a servo mechanism which tunes the gain function by learning from the trajectory until finally the trajectory tends to zero. This approach allows to show that one of Meerkov's assumptions for vibrational stabilization is superfluous. Moreover, while Meerkov as well as Arnold and coworkers assume that a stabilizing periodic function or the noise has sufficiently large frequency and amplitude, we also provide a servo mechanism to determine this function dynamically in a deterministic setup. 相似文献
29.
This paper examines the steady state behaviour of a batch arrival queue with two phases of heterogeneous service along and Bernoulli schedule vacation under multiple vacation policy, where after two successive phases service or first vacation the server may go for further vacations until it finds a new batch of customer in the system. We carry out an extensive stationary analysis of the system, including existence of stationary regime, queue size distribution of idle period process, embedded Markov chain steady state distribution of stationary queue size, busy period distribution along with some system characteristics. 相似文献
30.
Summary. We examine the convergence characteristics of iterative methods based on a new preconditioning operator for solving the linear
systems arising from discretization and linearization of the steady-state Navier-Stokes equations. With a combination of analytic
and empirical results, we study the effects of fundamental parameters on convergence. We demonstrate that the preconditioned
problem has an eigenvalue distribution consisting of a tightly clustered set together with a small number of outliers. The
structure of these distributions is independent of the discretization mesh size, but the cardinality of the set of outliers
increases slowly as the viscosity becomes smaller. These characteristics are directly correlated with the convergence properties
of iterative solvers.
Received August 5, 2000 / Published online June 20, 2001 相似文献