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61.
B. Spagnolo A. Dubkov 《The European Physical Journal B - Condensed Matter and Complex Systems》2006,50(1-2):299-303
The one-dimensional overdamped Brownian motion in a symmetric
periodic potential modulated by external time-reversible noise is
analyzed. The calculation of the effective diffusion coefficient
is reduced to the mean first passage time problem. We derive
general equations to calculate the effective diffusion coefficient
of Brownian particles moving in arbitrary supersymmetric potential
modulated by: (i) an external white Gaussian noise and (ii) a
Markovian dichotomous noise. For both cases the exact expressions
for the effective diffusion coefficient are derived. We obtain
acceleration of diffusion in comparison with the free diffusion
case for fast fluctuating potentials with arbitrary profile and
for sawtooth potential in case (ii). In this case the parameter
region where this effect can be observed is given. We obtain also
a finite net diffusion in the absence of thermal noise. For
rectangular potential the diffusion slows down, for all parameters
of noise and of potential, in comparison with the case when
particles diffuse freely. 相似文献
62.
63.
Bernardo de la Calle Ysern 《Numerische Mathematik》2005,101(2):251-271
We study the error of rational quadrature rules when functions which are analytic on a neighborhood of the set of integration are considered. A computable upper bound of the error is presented which is valid for a broad range of rational quadrature formulae and a comparison is made with the exact error for a number of numerical examples.This work was supported by the Dirección General de Investigación (DGI), Ministerio de Ciencia y Tecnología, under grants BFM2003-06335-C03-02 and BFM2002-04315- C02-01. 相似文献
64.
Konstantin Volosov Gautam Mitra Fabio Spagnolo Cormac Lucas 《Computational Optimization and Applications》2005,32(1-2):179-207
In this paper we formulate a model for foreign exchange exposure management and (international) cash management taking into consideration random fluctuations of exchange rates. A vector error correction model (VECM) is used to predict the random behaviour of the forward as well as spot rates connecting dollar and sterling. A two-stage stochastic programming (TWOSP) decision model is formulated using these random parameter values. This model computes currency hedging strategies, which provide rolling decisions of how much forward contracts should be bought and how much should be liquidated.The model decisions are investigated through ex post simulation and backtesting in which value at risk (VaR) for alternative decisions are computed. The investigation (a) shows that there is a considerable improvement to “spot only” strategy, (b) provides insight into how these decisions are made and (c) also validates the performance of this model. 相似文献
65.
Roberto Rossi Andrea Marchi Adriano Duatti Luciano Magon Plinio Di Bernardo 《Transition Metal Chemistry》1985,10(4):151-153
Summary The rhenium(V) imido-complexes [Re(NR)Cl3(PPh3)2] have been obtained by heating the rhenium(V) derivative [ReOCl3(PPh3)2] with RNHCHNR R = Ph (1a), p-MeC6H4 (1b), p-ClC6H4 (1c) andp-FC6H4 (1d) in THF under reflux. [Re(NR)Cl3(PPh3)2] (R =p-MeQ6H4) has also been obtained by heating the rhenium(III)-triazenido complex [ReCl2(RN
N
NR)(PPh3)2] in CCl4 under reflux. 相似文献
66.
Deanna De Marcano Bernardo Mndez Jeannette De Mndez Jos Monasterios Aníbal C. Rojas Thomas G. Halsall 《Magnetic resonance in chemistry : MRC》1983,21(8):524-525
The 13C NMR spectra of a series of some Δ4(20),11-taxadiene derivatives are reported. A detailed analysis of their assignments is presented. 相似文献
67.
Agustin Campos Rafael Gavara Roberto Tejero Clara Gomez Bernardo Celda 《Journal of Polymer Science.Polymer Physics》1989,27(8):1559-1597
The Flory–Huggins theory as modified by Pouchlý has been applied to calculate preferential (λ) and total (Y) sorption coefficients for a ternary polymer system. The ternary interaction function (?1?2?3GT(u1, ?3)) is described as the product of three independent binary functions. This expression allows prediction of λ and Y from binary interaction parameters χ, χ, g, g, and g12(?10). Three ternary polymer systems are used to check the validity of the expression. Moreover for polymer systems in which the parameters g and/or g are unknown, a procedure to evaluate them has been developed and verified on systems for which sufficient experimental information is available. 相似文献
68.
Bernardo Masci Pierre Thury 《Acta Crystallographica. Section C, Structural Chemistry》2004,60(11):m584-m586
In the title compound, [UO2(C13H10O2)(C11H19N3)]·C3H6O, the U atom is in a pentagonal–bipyramidal environment, with the three N atoms of the 2,6‐bis[(dimethylamino)methyl]pyridine ligand and the two O atoms of the dianionic 2,2′‐methylenediphenolate ligand in the equatorial plane. The geometry is compared with that of previously reported 1:2 uranyl–diphenoxide complexes. 相似文献
69.
Ladislav Hlavatý Stanly Steinberg Kurt Bernardo Wolf 《Journal of Mathematical Analysis and Applications》1984,104(1):246-263
Lie series and a special matrix notation for first-order differential operators are used to show that the Lie group properties of matrix Riccati equations arise in a natural way. The Lie series notation makes it evident that the solutions of a matrix Riccati equation are curves in a group of nonlinear transformations that is a generalization of the linear fractional transformations familiar from the classical complex analysis. It is easy to obtain a linear representation of the Lie algebra of the nonlinear group of transformations and then this linearization leads directly to the standard linearization of the matrix Riccati equations. We note that the matrix Riccati equations considered here are of the general rectangular type. 相似文献
70.
The transfer matrix approach is applied to calculate the spectral density of electronic states for the W(001) surface. We use a tight-binding hamiltonian with a nine function basis: 6s, 6p and 5d. Results for points along the Σ and ? symmetry lines are presented for occupied states. Both surface and bulk features of the spectral density are in good agreement with angularly resolved photoemission spectra. 相似文献