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81.
82.
W.-S. Jung F. Z. Wang S. Havlin T. Kaizoji H.-T. Moon H. E. Stanley 《The European Physical Journal B - Condensed Matter and Complex Systems》2008,62(1):113-119
We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold q for the
Japanese stock market using daily and intraday data sets. We find that the distribution of return intervals can be approximated
by a scaling function that depends only on the ratio between the return interval τ and its mean 〈τ〉. We also find memory effects
such that a large (or small) return interval follows a large (or small) interval by investigating the conditional distribution
and mean return interval. The results are similar to previous studies of other markets and indicate that similar statistical
features appear in different financial markets. We also compare our results between the period before and after the big crash
at the end of 1989. We find that scaling and memory effects of the return intervals show similar features although the statistical
properties of the returns are different. 相似文献
83.
H. E. Stanley P. Kumar G. Franzese L. Xu Z. Yan M. G. Mazza S. V. Buldyrev S.-H. Chen F. Mallamace 《The European physical journal. Special topics》2008,161(1):1-17
We present evidence from experiments and computer
simulations supporting the hypothesis that water displays
polyamorphism, i.e., water separates into two distinct liquid
phases. This concept of a new liquid-liquid phase transition is
finding application to other liquids as well as water, such as
silicon and silica. Specifically, we investigate, the relation
between changes in dynamic and thermodynamic anomalies arising from
the presence of the liquid-liquid critical point in (i) Two models
of water, TIP5P and ST2, which display a first order liquid-liquid
phase transition at low temperatures; (ii) the Jagla model, a
spherically symmetric two-scale potential known to possess a
liquid-liquid critical point, in which the competition between two
liquid structures is generated by repulsive and attractive ramp
interactions; and (iii) A Hamiltonian model of water where the idea
of two length/energy scales is built in. This model also displays a
first order liquid-liquid phase transition at low temperatures
besides the first order liquid-gas phase transition at high
temperatures. We find a correlation between the dynamic fragility
crossover and the locus of specific heat maxima CPmax
(“Widom line”) emanating from the critical point. Our findings are
consistent with a possible relation between the previously
hypothesised liquid-liquid phase transition and the transition in
the dynamics recently observed in neutron scattering experiments on
confined water. More generally, we argue that this connection
between CPmax and the dynamic crossover is not limited to
the case of water, a hydrogen bonded network liquid, but is a more
general feature of crossing the Widom line, an extension of the
first-order coexistence line in the supercritical region.
Dedicated to Armin Bunde on the occasion of his 60th birthday. 相似文献
84.
Skibinsky A Buldyrev SV Scala A Havlin S Stanley HE 《Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics》1999,60(3):2664-2669
We investigate the formation of a two-dimensional quasicrystal in a monodisperse system, using molecular dynamics simulations of hard-sphere particles interacting via a two-dimensional square-well potential. We find that more than one stable crystalline phase can form for certain values of the square-well parameters. Quenching the liquid phase at a very low temperature, we obtain an amorphous phase. By heating this amorphous phase, we obtain a quasicrystalline structure with fivefold symmetry. From estimations of the Helmholtz potentials of the stable crystalline phases and of the quasicrystal, we conclude that the observed quasicrystal phase can be the stable phase in a specific range of temperatures. 相似文献
85.
Hamparsum Bozdogan Stanley L. Sclove 《Annals of the Institute of Statistical Mathematics》1984,36(1):163-180
Summary Multi-sample cluster analysis, the problem of grouping samples, is studied from an information-theoretic viewpoint via Akaike's
Information Criterion (AIC). This criterion combines the maximum value of the likelihood with the number of parameters used
in achieving that value. The multi-sample cluster problem is defined, and AIC is developed for this problem. The form of AIC
is derived in both the multivariate analysis of variance (MANOVA) model and in the multivariate model with varying mean vectors
and variance-covariance matrices. Numerical examples are presented for AIC and another criterion calledw-square. The results demonstrate the utility of AIC in identifying the best clustering alternatives.
This research was supported by Office of Naval Research Contract N00014-80-C-0408, Task NR042-443 and Army Research Office
Contract DAAG 29-82-K-0155, at the University of Illinois at Chicago. 相似文献
86.
Michio Kimura Stanley H. Simonsen Steven R. Caldwell Gary E. Martin 《Journal of heterocyclic chemistry》1981,18(3):469-473
The single crystal X-ray diffraction structure of 2-(2′-pyridylthio)-3-nitropyridine is reported. A non-bonded interaction was observed between the sulfur atom and one of the oxygen atoms of the nitro group with an interatomic distance of 2.678 A. Examination of the molecule's behavior in solution by 13C-nmr spin-lattice (T1) relaxation measurements showed the non-nitro bearing pyridyl ring to reorient anisotropically about the C2′-C5′ bond axis. In contrast, the nitro substituted pyridine ring did not appear to exhibit anisotropic reorientation about the corresponding C2-C5 bond axis. Rather, approximately equivalent relaxation times were noted for all protonated ring carbons, indicating that the relaxations of this portion of the molecule were governed by the overall isotropic reorientation of the system. Based on these observations, it was concluded that the intramolecular sulfur-nitro interaction also operates in the solution state and is sufficiently strong to prevent free rotation of the substituted portion of the molecule about the C2-S bond axis. 相似文献
87.
88.
Stanley Goldstein 《Mikrochimica acta》1968,56(2):304-308
Summary A procedure is described for the determination of carbon by closed flask combustion. It involves electrical ignition of the sample (15–20 mg) wrapped in a high melting glass fiber, absorption of the CO2 in NaOH-BaCl2 solution, separation and dissolution of the BaCO3 formed in HCl and back titration with NaOH. This method has been tested with organic compounds containing nitrogen, sulfur and chlorine.
Zusammenfassung Ein Verfahren zur Kohlenstoffbestimmung mit Hilfe der Kolbenverbrennung wurde beschrieben. 15 bis 20 mg der in hochschmelzender Glasfaser verpackten Probe werden elektrisch gezündet, das Kohlendioxid in einer Natronlauge-Bariumchloridlösung absorbiert, das Bariumcarbonat abgetrennt, in Salzsäure gelöst und mit Natronlauge zurücktitriert. Das Verfahren wurde mit organischen Verbindungen überprüft, die Stickstoff, Schwefel bzw. Chlor enthielten.相似文献
89.
90.
We analyse the behaviour of 2-order parameter systems (where one subsystem is superconducting) in constant external ordering fields and find the spatial distribution of the order parameters.The authors would like to thank Prof. B. T.Matthias and Prof. T. L.Birman for useful discussions. 相似文献