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951.
基于增广Lagrange函数的RQP方法 总被引:3,自引:0,他引:3
Recursive quadratic programming is a family of techniques developd by Bartholomew-Biggs and other authors for solving nonlinear programming problems.This paperdescribes a new method for constrained optimization which obtains its search di-rections from a quadratic programming subproblem based on the well-known aug-mented Lagrangian function.It avoids the penalty parameter to tend to infinity.We employ the Fletcher‘s exact penalty function as a merit function and the use of an approximate directional derivative of the function that avoids the need toevaluate the second order derivatives of the problem functions.We prove that thealgorithm possesses global and superlinear convergence properties.At the sametime, numerical results are reported. 相似文献
952.
Ramaz Botchorishvili Benoit Perthame Alexis Vasseur. 《Mathematics of Computation》2003,72(241):131-157
We consider a simple model case of stiff source terms in hyperbolic conservation laws, namely, the case of scalar conservation laws with a zeroth order source with low regularity. It is well known that a direct treatment of the source term by finite volume schemes gives unsatisfactory results for both the reduced CFL condition and refined meshes required because of the lack of accuracy on equilibrium states. The source term should be taken into account in the upwinding and discretized at the nodes of the grid. In order to solve numerically the problem, we introduce a so-called equilibrium schemes with the properties that (i) the maximum principle holds true; (ii) discrete entropy inequalities are satisfied; (iii) steady state solutions of the problem are maintained. One of the difficulties in studying the convergence is that there are no estimates for this problem. We therefore introduce a kinetic interpretation of upwinding taking into account the source terms. Based on the kinetic formulation we give a new convergence proof that only uses property (ii) in order to ensure desired compactness framework for a family of approximate solutions and that relies on minimal assumptions. The computational efficiency of our equilibrium schemes is demonstrated by numerical tests that show that, in comparison with an usual upwind scheme, the corresponding equilibrium version is far more accurate. Furthermore, numerical computations show that equilibrium schemes enable us to treat efficiently the sources with singularities and oscillating coefficients.
953.
互补问题算法的新进展 总被引:20,自引:0,他引:20
互补问题是一类重要的优化问题,在最近30多年的时间里,人们为求解它而提出了许多算法,该文主要介绍1990-1997年之间出现的某些新算法,它们大致可归类为:(1)光滑方程法;(2)非光滑方程法;(3)可微无约束优化法;(4)GLP投影法;(5)内点法;(6)磨光与非内点连续法,文中对每类算法及相应的收敛性结果做了描述与评论,并列出有关文献。 相似文献
954.
955.
具有多重解的非线性Robin问题的奇摄动[英文] 总被引:12,自引:0,他引:12
本文利用边界层法,研究了具有多重解的非线性Robin问题εx″ f(t,x)x′ g(t,x)=0,0≤t≤1,x′(0,ε)-ax(0,ε)=A,x′(1,ε) bx(1,ε)=B其中ε为正的小参数。在适当的假设下,我们通过给出外部解展开式系数的一般表达式,得到了退化问题的边值为某方程的多重根时的渐近解,推广了有关结果。 相似文献
956.
This paper presents a set of sufficient conditions for a sequence of semimartingales to converge weakly to a solution of a stochastic differential equation (SDE) with discontinuous drift and diffusion coefficients. This result is closely related to a well-known weak-convergence theorem due to Liptser and Shiryayev (see [27]) which proves the weak convergence to a solution of a SDE with continuous drift and diffusion coefficients in the Skorokhod–Lindvall J
1-topology.The goal of this paper is to obtain a stronger result in order to solve outstanding problems in the area of large-scale queueing networks – in which the weak convergence of normalized queueing length is a solution of a SDE with discontinuous coefficients. To do this we need to make the stronger assumptions: (1) replacing the convergence in probability of the triplets of a sequence of semimartingales in the original Liptser and Shiryayev's theorem by stronger convergence in L
2, (2) assuming the diffusion coefficient is coercive, and (3) assuming the discontinuity sets of the coefficients of the limit diffusion processs are of Lebesgue measure zero. 相似文献
957.
Vijay Gupta 《Journal of Mathematical Analysis and Applications》2004,289(1):292-300
Guo (Approx. Theory Appl. 4 (1988) 9-18) introduced the integral modification of Meyer-Konig and Zeller operators and studied the rate of convergence for functions of bounded variation. In this paper we introduce the Bézier variant of these integrated MKZ operators and study the rate of convergence by means of the decomposition technique of functions of bounded variation together with some results of probability theory and the exact bound of MKZ basis functions. Recently, Zeng (J. Math. Anal. Appl. 219 (1998) 364-376) claimed to improve the results of Guo and Gupta (Approx. Theory Appl. 11 (1995) 106-107), but there is a major mistake in the paper of Zeng. For special case our main theorem gives the correct estimate on the rate of convergence, over the result of Zeng. 相似文献
958.
We establish the optimal asymptotic decay rate of per-session queue length tail distributions for a two-queue system where
a single constant rate server serves the two queues using the Generalized Processor Sharing (GPS) scheduling discipline. The
result is obtained using the sample-path large deviation principle and has implications in call admission control for high-speed
communication networks.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
959.
对加载到塑性阶段的矩形截面柱,本文研究了几何缺陷对屈曲的影响,在分析中考虑了弹性卸载的影响,求出了荷载、缺陷大小及分叉模态幅值之间的精确渐近关系式,结果表明在塑性阶段最大承载力对小缺陷非常敏感,但当缺陷大小达到某一值后,可能不存在最大载荷。 相似文献
960.
本文提出了一类求解大型稀疏鞍点问题的新的广义不精确Uzawa算法.该方法不仅可以包含 前人的方法, 而且可以拓展出很多新方法. 理论分析给出该方法收敛的条件, 并详细的分析了其收敛性质和参数矩阵的选取方法. 通过对有限元离散的Stokes问题的数值实验表明, 新方法是行之有效的, 其收敛速度明显优于原来的算法. 相似文献