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81.
基于多尺度分析理论,引入哈密顿体系和插值小波变换,分别构造了适合于求解复杂域波传问题的快速自适应方法——多尺度辛格式和插值小波配点格式,利用小波基的局部性与消失矩等特性改善计算效率,并将插值小波应用到波动方程的多尺度反演问题中。讨论了其优缺点并提出几点展望。 相似文献
82.
针对逆合成孔径激光雷达对机动目标成像时存在方位多普勒时变的问题,提出了一种基于方位时频域keystone变换的机动目标逆合成孔径激光雷达方位成像快速算法.利用多分量线性调频子回波信号的调频斜率与起始频率的比值为常量这一特点,在方位时频域采用keystone变换将多分量线性调频信号同时转换为多分量单频信号,利用快速傅里叶变换实现方位聚焦.采用基于分数阶傅里叶变换和最小熵的线性调频参量估计方法,实现了对调频斜率与起始频率比值的精确、快速估计.结果表明,与现有的基于Radon-Wigner变换的距离-瞬时多普勒成像算法相比,所提出的算法成像效率大大提高,且能够保留更多的目标细节信息,适合于逆合成孔径激光雷达的实时成像. 相似文献
83.
We investigate the total time of deducting fees for variable annuities with state-dependent fee. This fee charging method is studied recently by Bernard et al. (2014) and Delong (2014) in which the fees deducted from the policyholder’s account depend on the account value. However, both of them have not considered the problem of analyzing probabilistic properties of the total time of deducting fees. We approximate the maturity of a general variable annuity contract by combinations of exponential distributions which are (weakly) dense in the space that is composed of all probability distributions on the positive axis. Working under general jump diffusion process, we derive analytic formulas for the expectation of the time of deducting fees as well as its Laplace transform. 相似文献
84.
Pei Dang 《Mathematical Methods in the Applied Sciences》2015,38(2):365-379
In this study, we propose some new uncertainty principles for periodic signals with sharper lower bounds than those in the existing ones. The improved lower bounds, in particular, are related to the frequency of the signal. Three examples are employed to demonstrate sharpness of the new uncertainty principles. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
85.
A spectral element method using the modal basis and its application in solving second‐order nonlinear partial differential equations 下载免费PDF全文
We present a high‐order spectral element method (SEM) using modal (or hierarchical) basis for modeling of some nonlinear second‐order partial differential equations in two‐dimensional spatial space. The discretization is based on the conforming spectral element technique in space and the semi‐implicit or the explicit finite difference formula in time. Unlike the nodal SEM, which is based on the Lagrange polynomials associated with the Gauss–Lobatto–Legendre or Chebyshev quadrature nodes, the Lobatto polynomials are used in this paper as modal basis. Using modal bases due to their orthogonal properties enables us to exactly obtain the elemental matrices provided that the element‐wise mapping has the constant Jacobian. The difficulty of implementation of modal approximations for nonlinear problems is treated in this paper by expanding the nonlinear terms in the weak form of differential equations in terms of the Lobatto polynomials on each element using the fast Fourier transform (FFT). Utilization of the Fourier interpolation on equidistant points in the FFT algorithm and the enough polynomial order of approximation of the nonlinear terms can lead to minimize the aliasing error. Also, this approach leads to finding numerical solution of a nonlinear differential equation through solving a system of linear algebraic equations. Numerical results for some famous nonlinear equations illustrate efficiency, stability and convergence properties of the approximation scheme, which is exponential in space and up to third‐order in time. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
86.
Signal moments for the short‐time Fourier transform associated with Hardy–Sobolev derivatives 下载免费PDF全文
M. Liu K.I. Kou J. Morais P. Dang 《Mathematical Methods in the Applied Sciences》2015,38(13):2719-2730
The short‐time Fourier transform has been shown to be a powerful tool for non‐stationary signals and time‐varying systems. This paper investigates the signal moments in the Hardy–Sobolev space that do not usually have classical derivatives. That is, signal moments become valid for non‐smooth signals if we replace the classical derivatives by the Hardy–Sobolev derivatives. Our work is based on the extension of Cohen's contributions to the local and global behaviors of the signal. The relationship of the moments and spreads of the signal in the time, frequency and short‐time Fourier domain are established in the Hardy–Sobolev space. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
87.
88.
针对假设股价的对数收益率布朗运动在期权定价时产生的无法解释股价对数收益率的尖峰厚尾和序列相关性的缺陷,采用了Zhang提出的非对称漂移双gamma跳-扩散过程来描述资产(股价)的对数收益率运动形态(该过程是kou提出的双指数跳-扩散过程的推广),并利用Esscher风险中性变换,研究了幂型期权的定价公式.还设计了两种创新的幂型期权,在非对称漂移双gamma跳-扩散过程下给出了相应的定价公式. 相似文献
89.
In this paper, we present a method for constructing multivariate tight framelet packets associated with an arbitrary dilation matrix using unitary extension principles.We also prove how to construct various tight frames for L2(Rd) by replac-ing some mother framelets. 相似文献
90.
In this paper, we show that two Toeplitz operators Tf and Tg on the Hardy space of the polydisk can commute if and only if the Berezin transform of the commutator [Tf, Tg] is n-harmonic. 相似文献