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991.
In this paper, a two-scale higher-order finite element discretization scheme is proposed and analyzed for a Schroedinger equation on tensor product domains. With the scheme, the solution of the eigenvalue problem on a fine grid can be reduced to an eigenvalue problem on a much coarser grid together with some eigenvalue problems on partially fine grids. It is shown theoretically and numerically that the proposed two-scale higher-order scheme not only significantly reduces the number of degrees of freedom but also produces very accurate approximations. 相似文献
992.
Taeko Yamazaki 《Mathematical Methods in the Applied Sciences》2009,32(15):1893-1918
We consider a hyperbolic–parabolic singular perturbation problem for a quasilinear hyperbolic equation of Kirchhoff type with dissipation weak in time. The purpose of this paper is to give time‐decay convergence estimates of the difference between the solutions of the hyperbolic equation above and those of the corresponding parabolic equation, together with the unique existence of the global solutions of the hyperbolic equation above. Copyright © 2009 John Wiley & Sons, Ltd. 相似文献
993.
广义KPP(Kolmogorov-Petrovskii-Piskunov)方程是一个积分微分方程.为了要研究其数值解,我们首先将该方程转化为一个非线性双曲型方程,然后构造了一个线性化的差分格式,得到了差分格式解的存在唯一性,利用能量不等式证明了差分格式二阶收敛性和关于初值的无条件稳定性,数值结果验证了本文提出的方法. 相似文献
994.
We consider a problem of optimal reinsurance and investment with multiple risky assets for an insurance company whose surplus is governed by a linear diffusion. The insurance company’s risk can be reduced through reinsurance, while in addition the company invests its surplus in a financial market with one risk-free asset and n risky assets. In this paper, we consider the transaction costs when investing in the risky assets. Also, we use Conditional Value-at-Risk (CVaR) to control the whole risk. We consider the optimization problem of maximizing the expected exponential utility of terminal wealth and solve it by using the corresponding Hamilton-Jacobi-Bellman (HJB) equation. Explicit expression for the optimal value function and the corresponding optimal strategies are obtained. 相似文献
995.
Ahmed Y. Abdallah 《Acta Appl Math》2009,106(1):47-59
Many researchers examined the existence of global attractors for various types of first and second order lattice dynamical
systems. Here we prove the existence of a global attractor for a new type of second order lattice dynamical systems in the
Hilbert space l
2×l
2. For specific choices of the linear operators this system can be regraded as a spatial discretization of a continuous damped
nonlinear Boussinesq equation on ℝ
m
,m≥1.
相似文献
996.
Huiqun Zhang 《Acta Appl Math》2009,106(2):241-249
Sub-equation methods are used for constructing exact travelling wave solutions of nonlinear partial differential equations.
The key idea of these methods is to take full advantage of all kinds of special solutions of sub-equation, which is usually
a nonlinear ordinary differential equation. We present a function transformation which not only gives us a clear relation
among these sub-equation methods, but also can be used to obtain the general solutions of these sub-equations. And then new
exact travelling wave solutions of the CKdV-MKdV equation and the CKdV equations as applications of this transformation are
obtained, and the approach presented in this paper can be also applied to other nonlinear partial differential equations.
相似文献
997.
In this paper, we combine the method of constructing the compensating function introduced by Kawashima and the standard energy method for the study on the Landau equation with external forcing. Both the global existence of solutions near the time asymptotic states which are local Maxwellians and the optimal convergence rates are obtained. The method used here has its own advantage for this kind of studies because it does not involve the spectrum analysis of the corresponding linearized operator. 相似文献
998.
Volker Elling 《数学物理学报(B辑英文版)》2009,29(6):1647-1656
Numerical approximations of multi-dimensional shock waves sometimes ex- hibit an instability called the carbuncle phenomenon. Techniques for suppressing carbuncles are trial-and-error and lack in reliability and generality, partly because theoretical knowledge about carbuncles is equally unsatisfactory. It is not known which numerical schemes are affected in which circumstances, what causes carbuncles to appear and whether carbuncles are purely mimerical artifacts or rather features of a continuum equation or model. This article presents evidence towards the latter: we propose that carbuncles are a special class of entropy solutions which can be physically correct in some circumstances. Using "filaments", we trigger a single carbuncle in a new and more reliable way, and compute the structure in detail in similarity coordinates. We argue that carbuncles can, in some circumstances, be valid vanishing viscosity limits. Trying to suppress them is making a physical assumption that may be false. 相似文献
999.
We consider the solution of the good Boussinesq equation Utt -Uxx + Uxxxx = (U2)xx, -∞ 〈 x 〈 ∞, t ≥ 0, with periodic initial value U(x, 0) = ε(μ + φ(x)), Ut(x, 0) = εψ(x), -∞ 〈 x 〈 ∞, where μ = 0, φ(x) and ψ(x) are 2π-periodic functions with 0-average value in [0, 2π], and ε is small. A two parameter Bcklund transformation is found and provide infinite conservation laws for the good Boussinesq equation. The periodic solution is then shown to be uniformly bounded for all small ε, and the H1-norm is uniformly bounded and thus guarantees the global existence. In the case when the initial data is in the simplest form φ(x) = μ+a sin kx, ψ(x) = b cos kx, an approximation to the solution containing two terms is constructed via the method of multiple scales. By using the energy method, we show that for any given number T 〉 0, the difference between the true solution u(x, t; ε) and the N-th partial sum of the asymptotic series is bounded by εN+1 multiplied by a constant depending on T and N, for all -∞ 〈 x 〈 ∞, 0 ≤ |ε|t ≤ T and 0 ≤ |ε|≤ε0. 相似文献
1000.
本文研究了一类索赔过程与索赔额大小相关的风险模型.利用无穷小方法,得到了该相依模型的折扣惩罚函数的期望满足的方程.及其拉普拉斯变换的表达式.并且给出指数索赔时的具体运用. 相似文献