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31.
We study two indeterminate Hamburger moment problems and the corresponding orthogonal polynomials. The coefficients in their
recurrence relations are of exponential growth or are polynomials of degree 2. The entire functions in the Nevanlinna parametrization
are found. The orthogonal polynomials with polynomial recurrence coefficients resemble the Freud polynomials with a = 1/2 . Inequalities are given for the largest zero and the asymptotic behavior of the largest zero is established.
April 24, 1996. Date revised: March 3, 1997. 相似文献
32.
关于两类污染数据回归分析的参数估计 总被引:21,自引:0,他引:21
研究简单回归模型:yj=a+βxj+εj,j=1,2,…,n,其中Eεj=0,Eε^2j=σ^2j;但y1,y2,…,yn受到另一独立同分布随机变量序列t,t2,…,tn两种不同方式的污染,tj与yj独立。本文给出了两种污染方式下的a、β和污染参数的估计。 相似文献
33.
本文讨论了不同分布NA随机变量序列加权和的完全收敛性,获得了较[7]中的定理1及定理A更为一般的安全收敛性,并得到了完全收敛速度与矩条件之间的等价关系。 相似文献
34.
I.M. Longman 《Journal of Computational and Applied Mathematics》1984,10(2):141-146
The approximate solution of the finite moment problem , k = 1, 2, 3, …, is considered. This problem is related to the problem of finding a best polynomial least squares approximation to a given function in [0,1]. The connection with Laplace transform inversion is emphasized, and a set of special square matrices with integral elements is introduced, which has an intimate relation to the above two problems. These matrices are the well-known inverses of finite segments of the infinite Hilbert matrix. 相似文献
35.
A. C. Benim 《国际流体数值方法杂志》1989,9(3):289-303
A finite element formulation of enclosed turbulent diffusion flames is presented. A primitive variables approach is preferred in the analysis. A mixed interpolation is employed for the velocity and pressure. In the solution of the Navier-Stokes equations, a segregated formulation is adopted, where the pressure discretization equation is obtained directly from the discretized continuity equation, considering the velocity-pressure relationships in the discretized momentum equations. The state of turbulence is defined by a κ–? model. Near solid boundaries, a wall function approach is employed. The combustion rates are estimated using the eddy dissipation concept. The expensive direct treatment of the integrodifferential equations of radiation is avoided by employing the moment method, which allows the derivation of an approximate local field equation for the radiation intensity. The proposed finite element model is verified by investigating a technical turbulent diffusion flame of semi-industrial size, and comparing the results with experiments and finite difference predictions. 相似文献
36.
Guangjie Li 《Applicable analysis》2018,97(15):2555-2572
Little seems to be known about stability results on the neutral stochastic function differential equations with Markovian switching driven by G-Brownian (G-NSFDEwMSs). This paper aims at investigating the pth moment exponential stability for G-NSFDEwMSs to fill this gap. Some sufficient conditions on the pth moment exponential stability of the trivial solution are derived by employing the Razumikhin-type method, stochastic analysis, and algebraic inequality technique. Moreover, an example is provided to illustrate the effectiveness of the obtained results. 相似文献
37.
Abdelhadi Es-Sarhir 《Journal of Functional Analysis》2010,259(5):1248-1272
We study regularity properties for invariant measures of semilinear diffusions in a separable Hilbert space. Based on a pathwise estimate for the underlying stochastic convolution, we prove a priori estimates on such invariant measures. As an application, we combine such estimates with a new technique to prove the L1-uniqueness of the induced Kolmogorov operator, defined on a space of cylindrical functions. Finally, examples of stochastic Burgers equations and thin-film growth models are given to illustrate our abstract result. 相似文献
38.
39.
D.R. Baños F. Cordoni G. Di Nunno L. Di Persio E.E. Røse 《Journal of Differential Equations》2019,266(9):5772-5820
Stochastic systems with memory naturally appear in life science, economy, and finance. We take the modelling point of view of stochastic functional delay equations and we study these structures when the driving noises admit jumps. Our results concern existence and uniqueness of strong solutions, estimates for the moments and the fundamental tools of calculus, such as the Itô formula. We study the robustness of the solution to the change of noises. Specifically, we consider the noises with infinite activity jumps versus an adequately corrected Gaussian noise. The study is presented in two different frameworks: we work with random variables in infinite dimensions, where the values are considered either in an appropriate -type space or in the space of càdlàg paths. The choice of the value space is crucial from the modelling point of view, as the different settings allow for the treatment of different models of memory or delay. Our techniques involve tools of infinite dimensional calculus and the stochastic calculus via regularisation. 相似文献
40.