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71.
72.
This paper presents a simple chaotic circuit consisting of two capacitors, one linear two-port VCCS and one time-state-controlled
impulsive switch. The impulsive switch causes rich chaotic and periodic behavior. The circuit dynamics can be simplified into
a one-dimensional return map that is piecewise linear and piecewise monotone. Using the return map, we clarify parameter conditions
for existence of chaotic and periodic attractors and coexistence state of attractors. 相似文献
73.
A particle imaging technique has been used to collect droplet displacement statistics in a round turbulent jet of air. Droplets are injected on the jet axis, and a laser sheet and position-sensitive photomultiplier tube are used to track their radial displacement and time-of-flight. Dispersion statistics can be computed which are Lagrangian or Eulerian in nature. The experiments have been simulated numerically using a second-order closure scheme for the jet and a stochastic simulation for the particle trajectories. Results are presented for non-vaporizing droplets of sizes from 35 to 160 μm. The simulations have underscored the importance of initial conditions and early droplet displacement history on the droplet trajectory for droplets with large inertia relative to the turbulence. Estimates of initial conditions have been made and their effect on dispersion is quantified. 相似文献
74.
The nature of hydrologic parameters in reservoir management models is uncertain. In mathematical programming models the uncertainties are dealt with either indirectly (sensitivity analysis of a deterministic model) or directly by applying a chance-constrained type of formulation or some of the stochastic programming techniques (LP and DP based models). Various approaches are reviewed in the paper. Moran's theory of storage is an alternative stochastic modelling approach to mathematical programming techniques. The basis of the approach and its application is presented. Reliability programming is a stochastic technique based on the chance-constrained approach, where the reliabilities of the chance constraints are considered as extra decision variables in the model. The problem of random event treatment in the reservoir management model formulation using reliability programming is addressed in this paper. 相似文献
75.
Higher-order implicit strong numerical schemes for stochastic differential equations 总被引:2,自引:0,他引:2
Higher-order implicit numerical methods which are suitable for stiff stochastic differential equations are proposed. These are based on a stochastic Taylor expansion and converge strongly to the corresponding solution of the stochastic differential equation as the time step size converges to zero. The regions of absolute stability of these implicit and related explicit methods are also examined. 相似文献
76.
One of the main methods for solving stochastic programs is approximation by discretizing the probability distribution. However, discretization may lose differentiability of expectational functionals. The complexity of discrete approximation schemes also increases exponentially as the dimension of the random vector increases. On the other hand, stochastic methods can solve stochastic programs with larger dimensions but their convergence is in the sense of probability one. In this paper, we study the differentiability property of stochastic two-stage programs and discuss continuous approximation methods for stochastic programs. We present several ways to calculate and estimate this derivative. We then design several continuous approximation schemes and study their convergence behavior and implementation. The methods include several types of truncation approximation, lower dimensional approximation and limited basis approximation.His work is supported by Office of Naval Research Grant N0014-86-K-0628 and the National Science Foundation under Grant ECS-8815101 and DDM-9215921.His work is supported by the Australian Research Council. 相似文献
77.
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79.
The existing model for multivariate skew normal data does not cohere with the joint distribution of a random sample from a
univariate skew normal distribution. This incoherence causes awkward interpretation for data analysis in practice, especially
in the development of the sampling distribution theory. In this paper, we propose a refined model that is coherent with the
joint distribution of the univariate skew normal random sample, for multivariate skew normal data. The proposed model extends
and strengthens the multivariate skew model described in Azzalini (1985,Scandinavian Journal of Statistics,12, 171–178). We present a stochastic representation for the newly proposed model, and discuss a bivariate setting, which confirms
that the newly proposed model is more plausible than the one given by Azzalini and Dalla Valle (1996,Biometrika,83, 715–726). 相似文献
80.
Madalina Deaconu Nicolas Fournier Etienne Tanré 《Methodology and Computing in Applied Probability》2003,5(2):131-158
By continuing the probabilistic approach of Deaconu et al. (2001), we derive a stochastic particle approximation for the Smoluchowski coagulation equations. A convergence result for this model is obtained. Under quite stringent hypothesis we obtain a central limit theorem associated with our convergence. In spite of these restrictive technical assumptions, the rate of convergence result is interesting because it is the first obtained in this direction and seems to hold numerically under weaker hypothesis. This result answers a question closely connected to the Open Problem 16 formulated by Aldous (1999). 相似文献