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41.
Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant 总被引:1,自引:0,他引:1
Summary This work is concerned with the existence and uniqueness of a class of semimartingale reflecting Brownian motions which live in the non-negative orthant of
d
. Loosely speaking, such a process has a semimartingale decomposition such that in the interior of the orthant the process behaves like a Brownian motion with a constant drift and covariance matrix, and at each of the (d-1)-dimensional faces that form the boundary of the orthant, the bounded variation part of the process increases in a given direction (constant for any particular face) so as to confine the process to the orthant. For historical reasons, this pushing at the boundary is called instantaneous reflection. In 1988, Reiman and Williams proved that a necessary condition for the existence of such a semimartingale reflecting Brownian motion (SRBM) is that the reflection matrix formed by the directions of reflection be completely-L. In this work we prove that condition is sufficient for the existence of an SRBM and that the SRBM is unique in law. It follows from the uniqueness that an SRBM defines a strong Markov process. Our results have potential application to the study of diffusions arising as approximations tomulti-class queueing networks.Research supported in part by NSF Grants DMS 8657483, 8722351 and 9023335, and a grant from AT&T Bell Labs. In addition, R.J. Williams was supported in part during the period of this research by an Alfred P. Sloan Research Fellowship 相似文献
42.
Israel Gohberg Naum Krupnik Ilya Spitkovsky 《Integral Equations and Operator Theory》1993,17(3):322-337
The Banach algebra generated by one-dimensional linear singular integral operators with matrix valued piecewise continuous coefficients in the spaceL
p
(,) with an arbitrary weight is studied. The contour consists of a finite number of closed curves and open arcs with satisfy the Carleson condition. The contour may have a finite number of points of selfintersection. The symbol calculus in this algebra is the main result of the paper. 相似文献
43.
Arthur G. Werschulz 《Aequationes Mathematicae》1985,29(1):183-203
It is widely believed that order of exactness is a good measure of the quality of an algorithm for numerical quadrature. We show that this is not the case, by exhibiting a situation in which the optimal algorithm does not even integrate constants exactly. We also show that there are situations in which the penalty for using equidistant nodes is unbounded. Finally, we show that the complexity of obtaining an -approximation can be an arbitrary function of , i.e., there is no hardest quadrature problem. 相似文献
44.
LetP be a finite partially ordered set. The lengthl(x) of an elementx ofP is defined by the maximal number of elements, which lie in a chain withx at the top, reduced by one. Letw(P) (d(P)) be the maximal number of elements ofP which have the same length (which form an antichain). Further let
. The numbers
and
as well as all partially ordered sets for which these maxima are attained are determined. 相似文献
45.
Marcel Erné 《Order》1985,2(2):199-210
A standard extension for a poset P is a system Q of lower ends (descending subsets) of P containing all principal ideals of P. An isomorphism between P and Q is called recycling if [Y]Q for all YQ. The existence of such an isomorphism has rather restrictive consequences for the system Q in question. For example, if Q contains all lower ends generated by chains then a recycling isomorphism between P and Q forces Q to be precisely the system of all principal ideals. For certain standard extensions Q, it turns out that every isomorphism between P and Q (if there is any) must be recycling. Our results include the well-known fact that a poset cannot be isomorphic to the system of all lower ends, as well as the fact that a poset is isomorphic to the system of all ideals (i.e., directed lower ends) only if every ideal is principal. 相似文献
46.
47.
W. Richter 《Accreditation and quality assurance》1997,2(8):354-359
Primary methods of measurement have a central function in metrology. They are an essential component in the realisation of
the SI units and therefore are indispensable for establishing traceability of measurements of all kinds of physical quantities
to the corresponding SI units. This is also true for chemical analysis. Gravimetry, titrimetry, coulometry, and isotope dilution
mass spectrometry (IDMS) are evaluated with regard to their potential to be primary methods according to a general definition
of primary methods recently given by the Comité Consultatif pour la Quantité de Matière (CCQM). Optical absorption spectrometry
and methods based on colligative properties are also considered. A general scheme for establishing traceability of chemical
measurements to the SI units using primary methods is discussed.
Received: 17 April 1997 · Accepted: 9 August 1997 相似文献
48.
Chlorosulfonyl isocyanate adds to α-pinene in concerted fashion to give the unrearranged N-chlorosulfonyl-β-lactam 2 (75%). Thermolysis of cycloadduct 2 affords the rearranged N-chlorosulfonyl-γ-lactam 6 (60%) via a sequence of transient carbonium ions (45). Reductive hydrolysis of 2 and 6 gave, respectively, the NH-β-lactam 3 (70%) and the NH-γ-lactam 7 (70%). Proof of structure of the rearranged γ-lactams 6 and 7 are provided, respectively, by X-ray crystallographic analysis and the application of the Eu(dpm)3 NMR shift reagent. 相似文献
49.
R. C. Milward 《Fresenius' Journal of Analytical Chemistry》1973,264(3):195-199
Summary This article describes a new commercial Far-Infrared Fourier Spectrometer system which has been developed for routine spectroscopy in the 10–1000 cm–1 spectral region. The instrument incorporates real-time data processing and has been automated wherever possible for foolproof operation. A versatile sample chamber allows a wide range of spectroscopic studies to be performed, on solids, liquids and gases over a wide range of temperatures. A number of spectra are presented to illustrate the performance and typical applications of this Fourier spectrometer.
Ein neues fourier-spektrometer für das ferne infrarot
Zusammenfassung Nach einer kurzen Einführung in die Methode der Fourier-Spektroskopie wird ein neues kommerzielles Fern-Infrarot-Fourier-Spektrometer mit real-time Datenverarbeitungsanlage beschrieben. Das Gerät ist für die Spektroskopie im Bereich 10–1000 cm–1 konstruiert und weitgehend automatisiert. Eine vielseitig verwendbare Probenkammer ermöglicht umfangreiche spektroskopische Untersuchungen von Festkörpern, Flüssigkeiten und Gasen in einem sehr großen Temperaturbereich. Anhand einer Reihe von Spektren werden Leistung und typische Anwendungen dieses Fourier-Spektrometers erläutert.
Lecture presented at Euroanalysis I Conference, 28. 8.–1. 9. 1972 in Heidelberg, Germany. 相似文献
50.
A. Gameiro Pais 《Aequationes Mathematicae》1984,27(1):49-56
This paper is concerned with the problem of solving linear difference equations of ordern with constant coefficients and with given initial conditions in which the variable runs not only through the integers but over . The main idea is the introduction of a suitable commutative ring of functions with discrete convolution as multiplication rule which works, although it is not a field. The existence of inverses is studied and, after the introduction of suitable functions, the problem is reduced by means of a Laplace-like relation to an algebraic equation. Examples of application are given. Finally some remarks make the connection with the Operational Calculus of Mikusinski and with the Operational Calculus of Fenyö. The advantages of this method lie in the fact that it is applicable to functions others than the step functions, in its simplicity from the theoretical point of view, in its usefulness even when computation is required and in its formal similarity to the classical treatment of linear differential equations with constant coefficients. 相似文献