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61.
基于分数阶朗之万方程和随机行走理论, 建立了一种用于研究非马尔可夫系统中随机变量随时间演化的数值模拟算法, 称之为分数阶随机行走模拟法. 进一步运用此算法分别数值研究了无阻尼有涨落、 有阻尼无涨落和阻尼与涨落兼备三种情况下, 受欠扩散分数阶朗之万方程约束的随机变量随时间的演化行为. 结果显示阻尼和涨落存在竞争关系: 高斯型涨落的影响会随着时间的增长被"抹平", 从而凸显阻尼使系统趋于平衡的作用; 而长尾型涨落则由于包含"小概率大贡献"事件, 使得长时间演化之后系统变量仍以一定概率出现突然变化.
关键词:
非马尔可夫
欠扩散
阻尼与涨落
分数阶朗之万方程 相似文献
62.
63.
从模式保留和转换的角度, 过模波导器件可分为模式转换器、模式保留器和模式综合器. 传统方法只解决其中一种器件的设计或者对器件的某个指标进行改进. 本文在深入分析耦合波理论之后, 提出了过模波导器件的迭代设计方法, 从原理上解决了过模波导器件的设计问题. 该方法能够统一设计三类过模波导器件, 通过添加不同的结构控制方法, 可得到转换效率更高、带宽更宽、结构更紧凑、满足不同工程需求的器件, 而且还能有效设计一些新型器件. 给出了两个设计实例: 双频TM01–TE11模式变换器和光壁馈源喇叭. 双频TM01–TE11模式变换器的两个工作频点为8.75 GHz和10.3 GHz, 波导半径为16 mm, 在两个频点转换效率为99%以上. 光壁馈源喇叭实现TE11模式向高斯束的转换. CST仿真结果验证了这两个器件设计的正确性和有效性.
关键词:
耦合波理论
模式转换器
模式过渡器
迭代法 相似文献
64.
B. Spagnolo A. Dubkov 《The European Physical Journal B - Condensed Matter and Complex Systems》2006,50(1-2):299-303
The one-dimensional overdamped Brownian motion in a symmetric
periodic potential modulated by external time-reversible noise is
analyzed. The calculation of the effective diffusion coefficient
is reduced to the mean first passage time problem. We derive
general equations to calculate the effective diffusion coefficient
of Brownian particles moving in arbitrary supersymmetric potential
modulated by: (i) an external white Gaussian noise and (ii) a
Markovian dichotomous noise. For both cases the exact expressions
for the effective diffusion coefficient are derived. We obtain
acceleration of diffusion in comparison with the free diffusion
case for fast fluctuating potentials with arbitrary profile and
for sawtooth potential in case (ii). In this case the parameter
region where this effect can be observed is given. We obtain also
a finite net diffusion in the absence of thermal noise. For
rectangular potential the diffusion slows down, for all parameters
of noise and of potential, in comparison with the case when
particles diffuse freely. 相似文献
65.
The Brownian motion of a particle in a double-well potential is considered and the position correlation function (excluding inertial effects) for the potential V(x)=ax2/2+bx4/4 is evaluated first by averaging the governing Langevin equation over its realizations. The exact solution is then obtained via matrix continued fractions by using a representation, which symmetrizes the recurrence relations for the observables generated by the averaging procedure leading to convergence of these recurrence relations unlike the previous approaches to the problem. A reliable approximate solution based on the exponential separation of the time scales of the fast intrawell and low overbarrier relaxation processes associated with the bistable potential is also given. It is shown that a knowledge of the three characteristic relaxation times (the integral, effective and the longest relaxation times) of the position correlation function allows one to accurately predict the relaxation behavior of the system in the overdamped limit for all time scales of interest. 相似文献
66.
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68.
V. Ya. Fainberg 《Theoretical and Mathematical Physics》2006,149(3):1710-1725
We recall the general proof of the statement that the behavior of every holonomic nonrelativistic system can be described in terms of the Langevin equation in Euclidean (imaginary) time such that for certain initial conditions, the different stochastic correlators (after averaging over the stochastic force) coincide with the quantum mechanical correlators. The Fokker-Planck-Kolmogorov (FPK) equation that follows from this Langevin equation is equivalent to the Schrödinger equation in Euclidean time if the Hamiltonian is Hermitian, the dynamics are described by potential forces, the vacuum state is normalizable, and there is an energy gap between the vacuum state and the first excited state. These conditions are necessary for proving the limit and ergodic theorems. For three solvable models with nonlinear Langevin equations, we prove that the corresponding Schrödinger equations satisfy all the above conditions and lead to local linear FPK equations with the derivative order not exceeding two. We also briefly discuss several subtle mathematical questions of stochastic calculus. 相似文献
69.
We analyze some cases for which the Pollak–Grabert–Hänggi theory on the activated rate processes for generalized Langevin dynamics exhibits unexplained disagreements with numerical results. First we analyze carefully the PGH theory and we show that a kind of Markovian hypothesis implicitly made in the reasoning is sometimes violated. Then we propose modifications of the original theory in order to take into account the possible effects caused by this violation, and we compare the corrected results with simulations. 相似文献
70.