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991.
992.
This paper studies the problem of finding best-possible upper bounds on the Value-at-Risk for a function of two random variables when the marginal distributions are known and additional nonparametric information on the dependence structure, such as the value of a measure of association, is available. The same problem for the Tail-Value-at-Risk is also briefly discussed. 相似文献
993.
Real options analysis (ROA) has been developed to correctly value projects with inherent flexibility, including the possibility to abandon, defer, expand, contract or switch to a different project. ROA allows computing the correct discount rate using the replicating portfolio technique or risk-neutral probability method. We propose an alternative approach for valuing Real Options based on the certainty-equivalent version of the net present value formula, which eliminates the need to identify market-priced twin securities. In addition, our approach can be extended to the case of multinomial trees, a useful tool for modeling uncertainty in projects. We introduce within decision tree analysis (DTA) a method to derive the different discount rates that prevail at different chance nodes. We illustrate the valuation method with an application presented in “A Scenario Approach to Capacity Planning” [Eppen, G.D., Martin, R.K., Schrage, L.E., 1989. A scenario approach to capacity planning. Operations Research, 37 (4)], in which the authors state that for the capacity configuration investment decision studied at General Motors, “… there is no scientific way to determine the appropriate discount rate based on estimated demand.” Our method allows deriving the scientifically correct discount rates. A major result of the analysis is that the discount rates are endogenously derived from the project structure and its behavior in light of prevailing market conditions, instead of being exogenously imposed. 相似文献
994.
Using a relative rate method, rate constants have been measured at 296 ± 2 K for the gas‐phase reactions of OH radicals with 1,2‐butanediol, 2,3‐butanediol, 1,3‐butanediol, and 2‐methyl‐2,4‐pentanediol, with rate constants (in units of 10?12 cm3 molecule?1 s?1) of 27.0 ± 5.6, 23.6 ± 6.3, 33.2 ± 6.8, and 27.7 ± 6.1, respectively, where the error limits include the estimated overall uncertainty of ±20% in the rate constant for the reference compound. Gas chromatographic analyses showed the formation of 1‐hydroxy‐2‐butanone from 1,2‐butanediol, 3‐hydroxy‐2‐butanone from 2,3‐butanediol, 1‐hydroxy‐3‐butanone from 1,3‐butanediol, and 4‐hydroxy‐4‐methyl‐2‐pentanone from 2‐methyl‐2,4‐pentanediol, with formation yields of 0.66 ± 0.11, 0.89 ± 0.09, 0.50 ± 0.09, and 0.47 ± 0.09, respectively, where the indicated errors are the estimated overall uncertainties. Pathways for the formation of these products are presented, together with a comparison of the measured and estimated rate constants and product yields. © 2001 John Wiley & Sons, Inc. Int J Chem Kinet 33: 310–316, 2001 相似文献
995.
Danny M. Gelman Penelope A. Mayes Roger Mulder Patrick Perlmutter 《Tetrahedron: Asymmetry》2006,17(24):3341-3350
Reversing the polarity of the cycloaddition partners in Dane’s steroid synthesis provides ready access to enantiomerically pure, functionally-rich steroidal structures. 相似文献
996.
Christelle Mouveaux Joëlle Levalois-Mitjaville Roger De Jaeger 《Journal of inclusion phenomena and macrocyclic chemistry》2001,39(3-4):253-259
The complexation behaviour between salts of Li+-Rb+ in CD3CN and tris(benzocrown ether)s 2a,bX=P(NMeN=CH-B15C5)3 (X = O, S) and tri[bis(benzocrown ether)][N=P(NMeN=CH-B15C5)2]3
3 was investigated by 13 C NMR spectroscopy. Using the program RMNSTAB, the complexation constants for the different possible complexes (M2L, ML andML2 were L represents one benzo-15-crown-5) were obtained and were compared with those of the corresponding monomer material. A remarkable ``biscrown effect' for compounds 2a,b and 3 was found, especially for potassium and rubidium by the predominant formation of stable ML2 complexes. The strong chelate effect make these ligands highly efficient extracting agents for alkali metal picrate salts of K+, Rb+ and Cs+,as shown by UV-Vis spectroscopy. 相似文献
997.
A comparative vibrational spectroscopic study of 2-methoxyethyl ether solutions containing dissolved LiCF3SO3 and NaCF3SO3 is reported. The strong, infrared active metal oxygen stretching mode was observed as a broad band at 400 cm-1 in the LiCF3SO3 solution and at 180 cm-1 in the NaCF3SO3 solution. Several low-frequency modes originating in intramolecular CF3SO3- motions are reported and assigned. The relative concentrations of the various ionic species present are described as a function of salt concentration in both systems. Finally, changes in the local conformation of the 2-methoxyethyl ether backbone due to interactions of the ether oxygens with the cations are discussed. 相似文献
998.
Transforming Computed Energy Landscapes into Experimental Realities: The Role of Structural Rugosity
Dr. Riccardo Montis Prof. Roger J. Davey Sarah E. Wright Dr. Grahame R. Woollam Dr. Aurora J. Cruz-Cabeza 《Angewandte Chemie (Weinheim an der Bergstrasse, Germany)》2020,132(46):20537-20540
We exploit the possible link between structural surface roughness and difficulty of crystallisation. Polymorphs with smooth surfaces may nucleate and crystallise more readily than polymorphs with rough surfaces. The concept is applied to crystal structure prediction landscapes and reveals a promising complementary way of ranking putative crystal structures. 相似文献
999.
Structural Chemistry - A cluster of 10 vanadium (5+) atoms bridged by 22 oxygen atoms and having six of the vanadiums around the periphery each bound to a single bidentate acetylacetone is... 相似文献
1000.