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11.
12.
We fix a rich probability space (,F,P). Let (H,) be a separable Hilbert space and let be the canonical cylindrical Gaussian measure on H. Given any abstract Wiener space (H,B,) over H, and for every Hilbert–Schmidt operator T: HBH which is (|{}|,)-continuous, where |{}| stands for the (Gross-measurable) norm on B, we construct an Ornstein–Uhlenbeck process : (,F,P)×[0,1](B,|{}|) as a pathwise solution of the following infinite-dimensional Langevin equation d
t
=db
t
+T(
t
)dt with the initial data 0=0, where b is a B-valued Brownian motion based on the abstract Wiener space (H,B,). The richness of the probability space (,F,P) then implies the following consequences: the probability space is independent of the abstract Wiener space (H,B,) (in the sense that (,F,P) does not depend on the choice of the Gross-measurable norm |{}|) and the space C
B
consisting of all continuous B-valued functions on [0,1] is identical with the set of all paths of . Finally, we present a way to obtain pathwise continuous solutions :d
t
=
db
t
+
t
dt
with initial data 0=0, where ,R,0 and 0<. 相似文献
13.
14.
V.?Yu.?Grishina L.?A.?Kondratyuk W.?CassingEmail author M.?Mirazita P.?Rossi 《The European Physical Journal A - Hadrons and Nuclei》2005,25(1):141-150
Using the Quark-Gluon Strings Model --combined with Regge phenomenology-- we perform a comparative analysis of Λ, Σ0, Λ(1520) and Θ+ production in binary reactions induced by photon, pion and proton beams on the nucleon. We find that the existing experimental data on the γp↦K+Λ differential and total cross-sections can be described very well by the model for photon energies 1-16 GeV and - t < 2 GeV2 assuming a dominant contribution of the K* Regge trajectory. Moreover, using the same parameters we also reproduce the total γp↦K+Σ0 and γp↦K+Λ(1520) cross-sections suggesting a “universality” of the Regge model. In order to check the consistency of the approach we evaluate the differential and total cross-sections for the reaction π-p↦K0Λ which is also found to be dominated by the K* Regge trajectory. Using the apparent “universality” of the Regge model we extend our scheme to the analysis of the binary reactions γp↦¯0Θ+, π-p↦K-Θ+ and pp↦Σ+Θ+ as well as the exclusive and inclusive Θ+ production in the reactions pp↦p¯0Θ+ and pp↦Θ+X. Our detailed studies demonstrate that Θ+ production does not follow the “universality” principle, thus suggesting an essentially different internal structure of the exotic baryon relative to conventional hyperons or hyperon resonances. 相似文献
15.
F. Barthe 《Journal of Theoretical Probability》2004,17(2):293-308
We study the isoperimetric problem for product probability measures with respect to the uniform enlargement. We construct several examples of measures for which the isoperimetric function of coincides with the one of the infinite product
. This completes earlier works by Bobkov and Houdré. 相似文献
16.
Petr Knobloch 《Applications of Mathematics》2000,45(2):99-129
We investigate a finite element discretization of the Stokes equations with nonstandard boundary conditions, defined in a bounded three-dimensional domain with a curved, piecewise smooth boundary. For tetrahedral triangulations of this domain we prove, under general assumptions on the discrete problem and without any additional regularity assumptions on the weak solution, that the discrete solutions converge to the weak solution. Examples of appropriate finite element spaces are given. 相似文献
17.
W. Deconinck 《The European Physical Journal A - Hadrons and Nuclei》2007,31(4):653-655
An experimental search for the Θ(1540)- and Λ(1520)-resonance was performed in quasi-real photoproduction on deuterium at the HERMES experiment. While evidence for Θ(1540) was found in the decay channel pK
0
S→pπ
+
π
-, no evidence for the corresponding anti-particle was found. In some models it is expected that the Θ(1540) and the Λ(1520) have similar production mechanisms. The photoproduction cross-sections for the Λ(1520) in the decay channel Λ(1520)→pK
- and the corresponding anti-particle are determined. The partial photoproduction cross-sections for Λ(1520) and ˉ(1520) are obtained as σ
Λ(1520) = 65.3±8.8(stat)±6.9(syst)nb and σ
ˉ(1520) = 9.8±2.6(stat)±0.9(syst)nb, corresponding to a ratio R
Λ(1520) = σ
ˉ(1520)/σ
Λ(1520) = 0.15±0.05(stat)±0.02(syst). 相似文献
18.
In this paper we investigate the hedging problem of a unit-linked life insurance contract via the local risk-minimization approach, when the insurer has a restricted information on the market. In particular, we consider an endowment insurance contract, that is a combination of a term insurance policy and a pure endowment, whose final value depends on the trend of a stock market where the premia the policyholder pays are invested. To allow for mutual dependence between the financial and the insurance markets, we use the progressive enlargement of filtration approach. We assume that the stock price process dynamics depends on an exogenous unobservable stochastic factor that also influences the mortality rate of the policyholder. We characterize the optimal hedging strategy in terms of the integrand in the Galtchouk–Kunita–Watanabe decomposition of the insurance claim with respect to the minimal martingale measure and the available information flow. We provide an explicit formula by means of predictable projection of the corresponding hedging strategy under full information with respect to the natural filtration of the risky asset price and the minimal martingale measure. Finally, we discuss applications in a Markovian setting via filtering. 相似文献
19.
Aditya Kaushik 《Numerical Methods for Partial Differential Equations》2008,24(1):217-238
This paper deals with the construction of a nonstandard numerical method to compute the travelling wave solutions of nonlinear reaction diffusion equations at high wave speeds. Related general properties are studied using the perturbation approximation. At high wave speed the perturbation parameter approaches to zero and the problem exhibits a multiscale character. That is, there are thin layers where the solution varies rapidly, while away from these layers the solution behaves regularly and varies slowly. Most of the conventional methods fail to capture this layer behavior. Thus, the quest for some new numerical techniques that may handle the travelling wave solutions at high wave speeds earns relevance. In this paper, one such parameter robust nonstandard numerical scheme is constructed, in the sense that its numerical solution converges in the maximum norm to the exact solution uniformly well for all finite wave speeds. To overcome the difficulty due to the nonlinearity, the problem is linearized using the quasilinearization process followed by nonstandard finite difference discretization. An extensive amount of analysis is carried out which uses a suitable decomposition of the error into smooth and singular component and a comparison principle combined with appropriate barrier functions. The error estimates are obtained, which ensures uniform convergence of the method. A set of numerical experiment is carried out in support of the predicted theory that validates computationally the theoretical results. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007 相似文献
20.
We propose a modification of the classical extragradient and proximal point algorithms for finding a zero of a maximal monotone operator in a Hilbert space. At each iteration of the method, an approximate extragradient-type step is performed using information obtained from an approximate solution of a proximal point subproblem. The algorithm is of a hybrid type, as it combines steps of the extragradient and proximal methods. Furthermore, the algorithm uses elements in the enlargement (proposed by Burachik, Iusem and Svaiter) of the operator defining the problem. One of the important features of our approach is that it allows significant relaxation of tolerance requirements imposed on the solution of proximal point subproblems. This yields a more practical proximal-algorithm-based framework. Weak global convergence and local linear rate of convergence are established under suitable assumptions. It is further demonstrated that the modified forward-backward splitting algorithm of Tseng falls within the presented general framework. 相似文献