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161.
一个具有随机丢弃分组机制且分组成批到达的GI~X/M/1/N排队系统 总被引:3,自引:0,他引:3
汪浩 《数学的实践与认识》2005,35(9):113-120
利用排队论中输入流稀疏化的方法,在标准的GIX/M/1/N排队系统中嵌入网络交换设备随机丢弃分组的机制,建立了一个具有随机丢弃分组机制的扩充的GIX/M/1/N排队系统,并讨论了该排队系统的分组丢失率、系统利用率、队列长度的均值/方差、平均等待时间等性能评价指标. 相似文献
162.
一类重尾风险因子的模拟及其投资高风险值和置信区间的估计 总被引:2,自引:0,他引:2
由于金融市场中的日周期或短周期对数回报率的样本数据多数呈现胖尾分布,于是现有的正态或对数正态分布模型都在不同程度上失效,为了准确模拟这种胖尾分布和提高投资风险估计及金融管理,本文引进了一种可根据实际金融市场数据作出调正的蒙特卡洛模拟方法.这个方法可以有效地复制金融产品价格的日周期对数回报率数据的胖尾分布.结合非参数估计方法,利用该模拟方法还得到投资高风险值以及高风险置信区间的准确估计。 相似文献
163.
164.
The weak radiative decay Λ
b
→Λγ is studied in the heavy quark effective theory treatings-quark as heavy. This rare decay is induced by the short distance electromagnetic penguins. Including corrections of the order
of (1/m
Q), we obtain the transition matrix element and the corresponding decay width. The Isgur-Wise function is evaluated in the
largeN
c limit and the branching ratio obtained is 1.48×10−5. 相似文献
165.
We discuss a variational ground state wave function for the symmetric periodic Anderson model with commensurate spin density order. The energy of this ansatz is evaluated in closed form. Our approach generalizes a variational treatment proposed recently by Strack and Vollhardt and results in significantly lower energy. Contrary to the Gutzwiller ansatz the wave function recovers the Schrieffer-Wolff limit for large Coulomb repulsion. We clarify the relation of our approach to unrestricted Hartree-Fock and present a comparison with existing quantum Monte Carlo calculations for one dimension. 相似文献
166.
We review various exact results concerning the presence of algebraic tails in three-dimensional quantum plasmas. First, we
present a solvable model of two quantum charges immersed in a classical plasma. The effective potential between the quantum
charges is shown to decay as 1/r
6 at large distances r. Then, we mention semiclassical expansions of the particle correlations for charged systems with Maxwell-Boltzmann
statistics and short-ranged regularization of the Coulomb potential. The quantum corrections to the classical quantities,
from orderh
4 on, also decay as 1/r
6. We also give the result of an analysis of the charge correlation for the one-component plasma in the framework of the usual
many-body perturbation theory; some Feynman graphs beyond the random phase approximation display algebraic tails. Finally,
we sketch a diagrammatic study of the correlations for the full many-body problem with quantum statistics and pure 1/r interactions.
The particle correlations are found to decay as 1/r
6, while the charge correlation decays faster, as 1/r
10. The coefficients of these tails can be exactly computed in the low-density limit. The absence of exponential screening arises
from the quantum fluctuations of partially screened dipolar interactions. 相似文献
167.
Formally exact theories of tagged particle motion in liquids are developed, based upon kinetic theory for hard spheres and mode coupling for smooth potentials. It is shown that the resulting equations are tractable in the long time and Brownian limits. The coefficient of the long time tail of the velocity correlation function is seen to differ from its low-density form by only the replacement of the low-density viscosity and diffusion constant by the true viscosity and diffusion constant. In the Brownian limit, the slip Stokes-Einstein law is obtained, with the true viscosity. The relation to other work is discussed.Supported by NSF Grant No. CHE81-11422 and by a Dreyfus Teacher-Scholar grant to TK. 相似文献
169.
Barry Simon 《Journal of statistical physics》1985,38(1-2):65-76
We present, in an expository way, an elementary rigorous proof (patterned after an argument of Kirsch-Martinelli) that the Anderson model has Lifschitz tails in very great generality.Research partially supported by USNSF Grant No. MCS-81-20833. 相似文献
170.
The mass spectrum of dimuons produced from the matter in the central region of rapidity in ultra-relativistic heavy-ion collisions
is calculated in accordance with Bjorken’s recently proposed model for relativistic heavy-ion collisions. The matter in this
central region is assumed to consist of a deconfined quark-gluon plasma phase and a pionized phase. Distinct enhancements
of the dimuon mass spectrum below 500 MeV, due to the quark-gluon phase, are predicted for a deconfinement phase-transition
temperatureT
c<200 MeV. 相似文献