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71.
《Mathematische Nachrichten》2018,291(4):682-698
We find necessary and sufficient conditions for the existence of an ‐solution of the Neumann problem, the Robin problem and the transmission problem for the scalar Oseen equation in three‐dimensional open sets. As a consequence we study solutions of the generalized jump problem. 相似文献
72.
73.
74.
In this paper, we extend the previous Markov-modulated
reflected Brownian motion model discussed in [1] to a Markov-modulated
reflected jump diffusion process, where the jump component is described as a
Markov-modulated compound Poisson process. We compute the joint stationary
distribution of the bivariate Markov jump process. An abstract example with two
states is given to illustrate how the stationary equation described as a system
of ordinary integro-differential equations is solved by choosing appropriate
boundary conditions. As a special case, we also give the sationary distribution
for this Markov jump process but without Markovian regime-switching. 相似文献
75.
In this paper, the asymptotic behavior of the weak solution (u_t)_{t\ge0} to the non-local Cauchy problems as stated in (1) is considered. Only using lower bounds of jumping kernel J(x,y) for large |x-y|, it is obtained that \|u_t\|_p\le c(t)\|u_0\|_q with any 1\le q
相似文献
76.
The resilient dissipative dynamic output feedback control problem for a class of uncertain Markov jump Lur’e systems with piecewise homogeneous transition probabilities and time-varying delays in the discrete-time domain are examined in this study. The designed controller can tolerate additive uncertainties in the controller gain matrix, which result from controller implementations. The time-varying delays are also supposed to be mode-dependent with lower and upper bounds known a priori. By constructing a Lyapunov–Krasovskii functional candidate, the sufficient conditions regarding the existence of desired resilient dissipative controllers are obtained in terms of linear matrix inequalities, thereby ensuring that the resulting closed-loop system is stochastically stable and strictly dissipative. Two numerical examples were established to illustrate the effectiveness of the proposed theoretical results. 相似文献
77.
78.
现实经济中,当股票价格受到一些重大信息影响而发生突发性的跳跃时,用跳扩散过程来描述股票价格的趋势更符合实际情况。基于这一观察,本文研究跳扩散模型下包含两个投资者的非零和投资组合博弈问题。假设金融市场中包含一种无风险资产和一种风险资产,其中风险资产的价格动态用跳扩散模型来描述。将该非零和博弈问题构造成两个效用最大化问题,每个投资者的目标是最大化终端时刻自身财富与其竞争对手财富差的均值-方差效用。运用随机控制理论,得到了均衡投资策略以及相应值函数的解析表达。最后通过数值仿真算例分析了模型相关参数变动对均衡投资策略的影响。仿真结果显示:当股价发生不连续跳跃,投资者在构造投资策略时考虑跳跃风险可以显著增加其效用水平;同时,随着博弈竞争的加剧,投资者为了在竞争中取得更好的表现,往往会采取更加激进的投资策略,增加对风险资产的投资。 相似文献
79.
Mohammad Mehdi Barzegari Morteza Dardel Alireza Fathi 《Acta Mechanica Solida Sinica》2013,26(5):536-550
In this study, analytical relations for evaluating the exact solution of natural fre- quency and mode shape of beams with embedded shape memory alloy (SMA) wires are presented. Beams are modeled according to Euler-Bernoulli, Timoshenko and third order beam (Reddy) the- ories. A relation is obtained for determining the effect of axial load generated by the recovery action of pre-strained SMA wires. By defining some dimensionless quantities~ the effect of different me- chanical properties on the frequencies and mode shapes of the system are carefully examined. The effect of axial load generated by SMA wires with buckling load and frequency jump is accurately studied. 相似文献
80.
This study has presented a performance investigation of an advanced tracked prime mover for the operation of agricultural goods and other operations on peat terrain. The maximum and continuous traction torque of the prime mover has been developed by designing an advanced controller for controlling the intelligent system. The prime mover’s mobility is studied with ultrasonic displacement sensor, torque transducer, National Instrument cRIO-9004 Compact-RIO Real-time Controller Unit (RCU), a National Instrument TPC 2106T Touch Panel Control (TPC), a Trimble AG132 GPS antenna and receiver unit, and a Dlink DIR-655 router. The fuzzy logic controller (FLC) has been equipped with the prime mover hydraulic system to increase the traction torque of the hydraulic motor when the prime mover’s sinkage is more than or equal to 70 mm. The prime mover’s design demonstrates good potential in traversing peat terrain as the measured tractive effort was found to be 48% of the vehicle’s gross weight while the recommended tractive effort is in the range of 30–36% of the vehicle’s gross weight. 相似文献