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91.
Bai-suo JIN~ 《中国科学A辑(英文版)》2007,50(9):1303-1315
In the factor analysis model with large cross-section and time-series dimensions,we pro- pose a new method to estimate the number of factors.Specially if the idiosyncratic terms satisfy a linear time series model,the estimators of the parameters can be obtained in the time series model. The theoretical properties of the estimators are also explored.A simulation study and an empirical analysis are conducted. 相似文献
92.
Tetsushi Nishida Kokichi Sugihara Masato Kimura 《Journal of Computational and Applied Mathematics》2007
The Voronoi diagram in a flow field is a tessellation of water surface into regions according to the nearest island in the sense of a “boat-sail distance”, which is a mathematical model of the shortest time for a boat to move from one point to another against the flow of water. The computation of the diagram is not easy, because the equi-distance curves have singularities. To overcome the difficulty, this paper derives a new system of equations that describes the motion of a particle along the shortest path starting at a given point on the boundary of an island, and thus gives a new variant of the marker-particle method. In the proposed method, each particle can be traced independently, and hence the computation can be done stably even though the equi-distance curves have singular points. 相似文献
93.
In this paper, we examine a class of convex problems of Bolza type, involving a time delay in the state. It encompasses a variety of time-delay problems arising in the calculus of variations and optimal control. A duality analysis is carried out which, among other things, leads to a characterization of minimizers in terms of the Euler-Lagrange inclusion. The results obtained improve in significant respects on what is achievable by techniques previously employed, based on elimination of the time delay by introduction of an infinite-dimensional state space or on the method of steps. 相似文献
94.
Numerical analysis for stochastic age-dependent population equations with Poisson jumps 总被引:1,自引:0,他引:1
In this paper, stochastic age-dependent population equations with Poisson jumps are considered. In general, most of stochastic age-dependent population equations with jumps do not have explicit solutions, thus numerical approximation schemes are invaluable tools for exploring their properties. The main purpose of this paper is to develop a numerical Euler scheme and show the convergence of the numerical approximation solution to the true solution. 相似文献
95.
We consider a single machine scheduling problem with two min-sum objective functions: the sum of completion times and the sum of weighted completion times. We propose a simple polynomial time (1+(1/γ),1+γ)-approximation algorithm, and show that for γ>1, there is no (x,y)-approximation with 1<x<1+(1/γ) and 1<y<1+(γ-1)/(2+γ). 相似文献
96.
Karl Sigman 《Operations Research Letters》2007,35(5):581-583
In Mandelbaum and Yechiali [The conditional residual service time in the M/G/1 queue, http://www.math.tau.ac.il/∼uriy/publications (No. 30a), 1979] and in Fakinos [The expected remaining service time in a single-server queue, Oper. Res. 30 (1982) 1014-1018] a simple formula is derived for the (stationary) expected remaining service time in a M/G/1 queue, conditional on the number of customers in the system. We give a short new proof of the formula using Rate Conservation Law, and generalize to handle higher moments. 相似文献
97.
S. Juneja 《Queueing Systems》2007,57(2-3):115-127
Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems
in Monte-Carlo simulation. In the last few years, applied probabilists have achieved considerable success in developing efficient
algorithms for some such simple but fundamental tail probabilities. Usually, unbiased importance sampling estimators of such
tail probabilities are developed and it is proved that these estimators are asymptotically efficient or even possess the desirable
bounded relative error property. In this paper, as an illustration, we consider a simple tail probability involving geometric
sums of heavy tailed random variables. This is useful in estimating the probability of large delays in M/G/1 queues. In this setting we develop an unbiased estimator whose relative error decreases to zero asymptotically. The key
idea is to decompose the probability of interest into a known dominant component and an unknown small component. Simulation
then focuses on estimating the latter ‘residual’ probability. Here we show that the existing conditioning methods or importance
sampling methods are not effective in estimating the residual probability while an appropriate combination of the two estimates
it with bounded relative error. As a further illustration of the proposed ideas, we apply them to develop an estimator for
the probability of large delays in stochastic activity networks that has an asymptotically zero relative error.
相似文献
98.
D. Abouelaoualim 《Pramana》2006,66(2):455-465
We develop a theoretical model to the scattering time due to the electron-confined LO-phonon in GaAs-AlxGa1-xAs superlattice taking into account the sub-band parabolicity. Using the new analytic wave function of electron miniband conduction
of superlattice and a reformulation slab model for the confined LO-phonon modes, an expression for the electron-confined LO-phonon
scattering time is obtained. In solving numerically a partial differential equation for the phonon generation rate, our results
show that forx = 0.45, the LO-phonon in superlattice changes from a bulk-like propagating mode to a confined mode. The dispersion of the
relaxation time due to the emission of confined LO-phonons depends strongly on the total energy. 相似文献
99.
100.