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61.
A parallel inexact Newton method with a line search is proposed for two-stage quadratic stochastic programs with recourse. A lattice rule is used for the numerical evaluation of multi-dimensional integrals, and a parallel iterative method is used to solve the quadratic programming subproblems. Although the objective only has a locally Lipschitz gradient, global convergence and local superlinear convergence of the method are established. Furthermore, the method provides an error estimate which does not require much extra computation. The performance of the method is illustrated on a CM5 parallel computer.This work was supported by the Australian Research Council and the numerical experiments were done on the Sydney Regional Centre for Parallel Computing CM5. 相似文献
62.
曙光一号自由电子激光器的理论计算 总被引:1,自引:0,他引:1
系统总结曙光一号自由电子激光器理论计算的主要结果:包括曙光一号装置主要参数的选取和理解;磁场失谐曲线的计算;常参数摇摆器和变参数摇摆器的主要结果;高阶波导模的贡献;电子束参数扰动对激光性能的影响;空间电荷效应等。计算结果表明,常参数摇摆器激光输出功率可达80MW,效率约50%;变参数摇摆器激光输出功率可达250MW左右,效率约16%。 相似文献
63.
Marco Marletta 《Advances in Computational Mathematics》1994,2(2):155-184
This paper discusses the numerical solution of eigenvalue problems for Hamiltonian systems of ordinary differential equations.
Two new codes are presented which incorporate the algorithms described here; to the best of the author’s knowledge, these
are the first codes capable of solving numerically such general eigenvalue problems. One of these implements a new new method
of solving a differential equation whose solution is a unitary matrix. Both codes are fully documented and are written inPfort-verifiedFortran 77, and will be available in netlib/aicm/sl11f and netlib/aicm/sl12f. 相似文献
64.
H. Gross 《Optics & Laser Technology》1997,29(5):257-260
The propagation of partially coherent beams through optical systems is computed numerically in one transverse dimension. The optical system is divided into different elementary segments, through which the propagation of light can be calculated by appropriate operators, working on the coherence function or the Wigner distribution function respectively. For the necessary changes between these two functions describing the partially coherent beams, the use of the remarkable z-transform seems to be an advantage. With this algorithm the grid and the resolution in the spatial frequency domain can be arbitrarily chosen in contrast to the usual Fourier transform, the influence of phase aberrations on the focusability of Gauss-Schell model beams is discussed as an application example of the numerical model. With the help of this tool, practical beam guiding systems can be simulated for use with multimode laser radiation. 相似文献
65.
66.
The main goal of this paper is to compute the Figure-eight solutions for the planar Newtonian 3-body problem with equal masses by finding the critical points of the functional associated with the motion equations of 3-body in plane R2. The algorithm adopted here is the steepest descent method, which is simple but very valid for our problem. 相似文献
67.
应用等效原理,通过引入口面上等效磁流将含腔导电目标电磁散射简化为腔内、外两个等效 问题. 腔内问题分段求解并应用级联法获得口面等效导纳矩阵;腔内外的耦合关系应用近似 边界元方法描述并由此获得口面等效磁流;最后,这一具有混合源的腔体内外一体化散射问 题则应用所提出的广义混合场积分方程方法建立电磁模型,并用多层快速多极子方法实现高 效数值求解. 实例计算结果与测试结果具有很好的一致性.
关键词:
含腔目标
电磁散射
混合场积分方程
数值分析 相似文献
68.
基于RBC模型的动态随机一般均衡的数值解 总被引:1,自引:0,他引:1
以一般均衡为框架,引入随机变量的动态随机一般均衡系统,由于模型的庞大和函数形式的复杂,往往不能给出明确的数值解.本文给出几种操作性强的、有效的寻求一般化模型数值解的方法,并通过介绍模型参数确定的办法,使得理论的模型有了现实的含义. 相似文献
69.
Andreas Rößler 《BIT Numerical Mathematics》2006,46(1):97-110
A general class of stochastic Runge–Kutta methods for Itô stochastic differential equation systems w.r.t. a one-dimensional Wiener process is introduced. The colored rooted tree analysis is applied to derive conditions for the coefficients of the stochastic Runge–Kutta method assuring convergence in the weak sense with a prescribed order. Some coefficients for new stochastic Runge–Kutta schemes of order two are calculated explicitly and a simulation study reveals their good performance. 相似文献
70.
Andreas Rößler 《BIT Numerical Mathematics》2007,47(3):657-680
The weak approximation of the solution of a system of Stratonovich stochastic differential equations with a m–dimensional Wiener process is studied. Therefore, a new class of stochastic Runge–Kutta methods is introduced. As the main
novelty, the number of stages does not depend on the dimension m of the driving Wiener process which reduces the computational effort significantly. The colored rooted tree analysis due
to the author is applied to determine order conditions for the new stochastic Runge–Kutta methods assuring convergence with
order two in the weak sense. Further, some coefficients for second order stochastic Runge–Kutta schemes are calculated explicitly.
AMS subject classification (2000) 65C30, 65L06, 60H35, 60H10 相似文献