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71.
72.
In this paper we apply the Lie-algebraic technique for the valuation of moving barrier options with time-dependent parameters. The value of the underlying asset is assumed to follow the constant elasticity of variance (CEV) process. By exploiting the dynamical symmetry of the pricing partial differential equations, the new approach enables us to derive the analytical kernels of the pricing formulae straightforwardly, and thus provides an efficient way for computing the prices of the moving barrier options. The method is also able to provide tight upper and lower bounds for the exact prices of CEV barrier options with fixed barriers. In view of the CEV model being empirically considered to be a better candidate in equity option pricing than the traditional Black-Scholes model, our new approach could facilitate more efficient comparative pricing and precise risk management in equity derivatives with barriers by incorporating term-structures of interest rates, volatility and dividend into the CEV option valuation model. 相似文献
73.
Although delays to non-critical activities within the float do not always affect the overall completion time of a project, they commonly cause disputes over the impact cost and apportionment resulting from the complexity of resource utilization in construction projects. Therefore, considerable attention has been focused on providing an effective and reliable method for analysing the effects of float loss. Several recent studies have proposed various methods; however, most of these methods are based on the assumption of a fixed duration for each activity or activity-based cost simulation. Few studies have considered the trade-off between time and costs and the integration of project resources. Using genetic algorithms, this study introduces a critical path method (CPM)-modified resource-integrated optimization model and successfully quantifies the impact of float loss on the total cost of the project. The results provide objective quantification for accurately evaluating the impact of within-float delays and facilitate the analysis of the impact of delay claims on cost and apportionment in construction projects. 相似文献
74.
ST Lo YT Wang G Bohra E Comfort TY Lin MG Kang G Strasser JP Bird CF Huang LH Lin JC Chen CT Liang 《J Phys Condens Matter》2012,24(40):405601
Magneto-transport measurements are performed on two-dimensional GaAs electron systems to probe the quantum Hall (QH) effect at low magnetic fields. Oscillations following the Shubnikov-de Haas (SdH) formula are observed in the transition from the insulator to QH liquid when the observed almost temperature-independent Hall slope indicates insignificant interaction correction. Our study shows that the existence of SdH oscillations in such a transition can be understood based on the non-interacting model. 相似文献
75.
Xin-ping Duan Tianyi Chen Tianxiang Chen Lele Huang Li Ye Benedict T. W. Lo Youzhu Yuan Shik Chi Edman Tsang 《Chemical science》2021,12(25):8791
Coinage metal nanoparticles with high dispersion can serve as highly efficient heterogeneous catalysts. However, owing to their low melting point, poor thermal stability remains a major obstacle towards their application under reaction conditions. It is a common practice to use porous inorganic templates such as mesoporous silica SBA-15 to disperse Ag nanoparticles (NPs) against aggregation but their stability is far from satisfactory. Here, we show that the catalytic activity for hydrogenation of dimethyl oxalate (DMO) to methyl glycolate (MG) over Ag NPs dispersed on SBA-15 silica can be further promoted by incorporation of alkali metal ions at small loading, which follows the inverse order of their cationic size: Li+ > Na+ > K+ > Rb+. Among these, 5Ag1–Li0.05/SBA-15 can double the MG yield compared to pristine 5Ag/SBA-15 under identical conditions with superior thermal stability. Akin to the effect of an ionic surfactant on stabilization of a micro-emulsion, the cationic charge of an alkali metal ion can maintain dispersion and modulate the surface valence of Ag NPs. Interstitial Li in the octahedral holes of the face center packed Ag lattice is for the first time confirmed by X-ray pair distribution function and electron ptychography. It is believed that this interstitial-stabilization of coinage metal nanoparticles could be broadly applicable to multi-metallic nanomaterials for a broad range of C–O bond activating catalytic reactions of esters.Coinage metal nanoparticles with high dispersion can serve as highly efficient heterogeneous catalysts. 相似文献
76.
Di- and tri-organotin(IV) derivatives of N -acetyltriglycine and N -benzoyltriglycine (HA) were obtained by refluxing equimolar mixtures of the ligand and the organotin(IV) oxide or hydroxide in methanol or acetone. According to the spectroscopic data, triorganotin(IV) derivatives adopt a trigonal-bipyramidal structure in which the planar R3SnIV unit is bonded by a monodentate carboxylate group and a donor group, presumably the amide CO. The reaction of HA with the appropriate diorganotin(IV) compounds gave both dicarboxylates R2SnA2, with six-coordinated tin, and dimeric tetraorganodistannoxanes {[R2SnA]2O}2, in which the tin atoms are essentially five-coordinated. 相似文献
77.
Marco Berettoni Giovanna De Chiara Tommaso Iacoangeli Paola Lo Surdo Rinaldo Marini Bettolo Lorenzo Montagnini Di Mirabello Luca Nicolini Rita Scarpelli 《Helvetica chimica acta》1996,79(7):2035-2041
A novel preparation of methyl (13S)-13-hydroxyisoatisiren-18-oate ( 4 ), a key-intermediate in a synthesis of (+)-methyl trachyloban-18-oate ((+)- 1 ), from (?)-abietic acid, is described. Since (?)- 1 has been previously converted into (?)-methyl 16-oxo-17-norkauran-18-oate ((?)- 16 ), our preparation of 4 constitutes also a formal total synthesis, from (?)-abietic acid, of (+)- 16 . Key steps in this approach were the allene photoaddition to podocarp-8(14)-en-13-one ( 5 ) and the conversion of the endo-toluene-4-sulfonate 11 into the exo-benzoate 12b . 相似文献
78.
Dr. Hong‐Jay Lo M. Sc. Chin‐Yin Lin Dr. Mei‐Chun Tseng Prof. Rong‐Jie Chein 《Angewandte Chemie (International ed. in English)》2014,53(34):9026-9029
A hydroxy‐directed alkylation of an N,N‐diethylarylamide using CIPE‐assisted α‐silyl carbanions (CIPE=complex‐induced proximity effect) has been developed using a simple reagent combination of LDA (lithium diisopropylamide) and chlorosilane. A study of the mechanism, and the application of the procedure to an anionic Snieckus–Fries rearrangement for a highly efficient synthesis of the potent phosphatidylinositol 3‐kinase (PI3K) inhibitor LY294002, are reported. 相似文献
79.
Chien‐Kuo Hsieh Feng‐Chun Lo Gene‐Hsiang Lee Shie‐Ming Peng Wen‐Feng Liaw 《中国化学会会志》2000,47(1):103-107
Complex fac‐[Fe(CO)3(TePh)3]? was employed as a “metallo chelating” ligand to synthesize the neutral (CO)3Mn(μ‐TePh)3Fe(CO)3 obtained in a one‐step synthesis by treating fac‐[Fe(CO)3(TePh)3]? with fac‐[Mn‐(CO)3(CH3CN)3]+. It seems reasonable to conclude that the d6 Fe(II) [(CO)3Fe(TePh)3]? fragment is isolobal with the d6 Mn(I) [(CO)3Mn(TePh)3]2? fragment in complex (CO)3Mn(μ‐TePh)3Fe(CO)3. Addition of fac‐[Fe(CO)3(TePh)3]? to the CpNi(I)(PPh3) in THF resulted in formation of the neutral CpNi(TePh)(PPh3) also obtained from reaction of CpNi(I)(PPh3) and [Na][TePh] in MeOH. This investigation shows that fac‐[Fe(CO)3(TePh)3]? serves as a tridentate metallo ligand and tellurolate ligand‐transfer reagent. The study also indicated that the fac‐[Fe(CO)3(SePh)3]? may serve as a better tridentate metallo ligand and chalcogenolate ligand‐transfer reagent than fac‐[Fe(CO)3(TePh)3]? in the syntheses of heterometallic chalcogenolate complexes. 相似文献
80.
Wang R Li R Li Y Zhang X Zhu P Lo PC Ng DK Pan N Ma C Kobayashi N Jiang J 《Chemistry (Weinheim an der Bergstrasse, Germany)》2006,12(5):1475-1485
The half-sandwich rare-earth complexes [M(III)(acac)(TClPP)] (M = Sm, Eu, Y; TClPP = meso-tetrakis(4-chlorophenyl)porphyrinate; acac = acetylacetonate), generated in situ from [M(acac)3] x n H2O and H2(TClPP), were treated with 1,8,15,22-tetrakis(3-pentyloxy)phthalocyanine [H2{Pc(alpha-OC5H11)4}] (Pc = phthalocyaninate) under reflux in n-octanol to yield both the neutral nonprotonated and protonated (phthalocyaninato)(porphyrinato) rare-earth double-decker complexes, [M(III){Pc(alpha-OC5H11)4}(TClPP)] (1-3) and [M(III)H{Pc(alpha-OC5H11)4}(TClPP)] (4-6), respectively. In contrast, reaction of [Y(III)(acac)(TClPP)] with 1,4,8,11,15,18,22,25-octakis(1-butyloxy)phthalocyanine [H2Pc(alpha-OC4H9)8] gave only the protonated double-decker complex [Y(III)H{Pc(alpha-OC4H9)8}(TClPP)] (7). These observations clearly show the importance of the number and positions of substituents on the phthalocyanine ligand in controlling the nature of the (phthalocyaninato)(porphyrinato) rare-earth double-deckers obtained. In particular, alpha-alkoxylation of the phthalocyanine ligand is found to stabilize the protonated form, a fact supported by molecular-orbital calculations. A combination of mass spectrometry, NMR, UV-visible, near-IR, MCD, and IR spectroscopy, and X-ray diffraction analyses, facilitated the differentiation of the newly prepared neutral nonprotonated and protonated double-decker complexes. The crystal structure of the protonated form has been determined for the first time. 相似文献