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931.
In this paper, we first investigate a two-parametric class of smoothing functions which contains the penalized smoothing Fischer-Burmeister function and the penalized smoothing CHKS function as special cases. Then we present a smoothing Newton method for the nonlinear complementarity problem based on the class of smoothing functions. Issues such as line search rule, boundedness of the level set, global and quadratic convergence are studied. In particular, we give a line search rule containing the common used Armijo-type line search rule as a special case. Also without requiring strict complementarity assumption at the P0-NCP solution or the nonemptyness and boundedness of the solution set, the proposed algorithm is proved to be globally convergent. Preliminary numerical results show the efficiency of the algorithm and provide efficient domains of the two parameters for the complementarity problems. 相似文献
932.
A normalized univalent function f is called Ma-Minda starlike or convex if zf′(z)/f(z)?φ(z) or 1+zf″(z)/f′(z)?φ(z) where φ is a convex univalent function with φ(0)=1. The class of Ma-Minda convex functions is shown to be closed under certain operators that are generalizations of previously studied operators. Analogous inclusion results are also obtained for subclasses of starlike and close-to-convex functions. Connections with various earlier works are made. 相似文献
933.
J.S. Manhas 《Applied mathematics and computation》2011,218(3):929-934
Let B(E, F) be the Banach Space of all continuous linear operators from a Banach Space E into a Banach space F. Let UX and UY be balanced open subsets of Banach spaces X and Y, respectively. Let V and W be two Nachbin families of continuous weights on UX and UY, respectively. Let HV(UX, E) (or HV0(UX, E)) and HW(UY, F) (or HW0(UY, F)) be the weighted spaces of vector-valued holomorphic functions. In this paper, we investigate the holomorphic mappings ? : UY → UX and ψ : UY → B(E, F) which generate weighted composition operators between these weighted spaces. 相似文献
934.
We study the existence of almost periodic (resp., pseudo-almost periodic) mild solutions for fractional differential and integro-differential equations in the case when the forcing term belongs to the class of Stepanov almost (resp., Stepanov-like pseudo-almost) periodic functions. 相似文献
935.
Ryan Kinser 《Journal of Combinatorial Theory, Series A》2011,118(1):152-161
For each positive integer n?4, we give an inequality satisfied by rank functions of arrangements of n subspaces. When n=4 we recover Ingleton's inequality; for higher n the inequalities are all new. These inequalities can be thought of as a hierarchy of necessary conditions for a (poly)matroid to be realizable. Some related open questions about the “cone of realizable polymatroids” are also presented. 相似文献
936.
Yichun Chi 《Insurance: Mathematics and Economics》2011,48(3):326-337
In this paper, we generalize the Cramér-Lundberg risk model perturbed by diffusion to incorporate jumps due to surplus fluctuation and to relax the positive loading condition. Assuming that the surplus process has exponential upward and arbitrary downward jumps, we analyze the expected discounted penalty (EDP) function of Gerber and Shiu (1998) under the threshold dividend strategy. An integral equation for the EDP function is derived using the Wiener-Hopf factorization. As a result, an explicit analytical expression is obtained for the EDP function by solving the integral equation. Finally, phase-type downward jumps are considered and a matrix representation of the EDP function is presented. 相似文献
937.
Eric C.K. Cheung 《Insurance: Mathematics and Economics》2011,48(3):384-397
In a general Sparre Andersen risk model with surplus-dependent premium income, the generalization of Gerber-Shiu function proposed by Cheung et al. (2010a) is studied. A general expression for such Gerber-Shiu function is derived, and it is shown that its determination reduces to the evaluation of a transition function which is independent of the penalty function. Properties of and explicit expressions for such a transition function are derived when the surplus process is subject to (i) constant premium; (ii) a threshold dividend strategy; or (iii) credit interest. Extension of the approach is discussed for an absolute ruin model with debit interest. 相似文献
938.
In this paper we consider the generalized Cramér-Lundberg risk model including tax payments. We investigate how tax payments affect the behavior of a Cramér-Lundberg surplus process by defining an expected discounted penalty function at ruin. We derive an explicit expression for this function by solving a differential equation. Consequently, the explicit formulas for the discounted probability density function of the surplus immediately before ruin and the discounted joint probability density function of the surplus immediately before ruin and the deficit at ruin are obtained. We also give explicit expressions for the function for exponential claims. 相似文献
939.
Christian Schubert Vladimir Varlamov 《Mathematical Methods in the Applied Sciences》2011,34(13):1638-1648
We derive a number of new results on integrals of products of Airy functions, using various integral transform techniques. As an application, we deduce a compact integral representation, suitable for numerical integration, of the one‐loop photon propagator in a magnetic field in 2 + 1 dimensional scalar quantum electrodynamics. Copyright © 2011 John Wiley & Sons, Ltd. 相似文献
940.
Vladislav V. Kravchenko Sébastien Tremblay 《Mathematical Methods in the Applied Sciences》2011,34(16):1999-2010
Biquaternionic Vekua‐type equations arising from the factorization of linear second order elliptic operators are studied. Some concepts from classical pseudoanalytic function theory are generalized onto the considered spatial case. The derivative and antiderivative of a spatial pseudoanalytic function are introduced and their applications to the second order elliptic equations are considered. Copyright © 2011 John Wiley & Sons, Ltd. 相似文献