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991.
Eckhard Platen 《随机分析与应用》2015,33(4):573-608
We investigate the existence of affine realizations for Lévy driven interest rate term structure models under the real-world probability measure, which so far has only been studied under an assumed risk-neutral probability measure. For models driven by Wiener processes, all results obtained under the risk-neutral approach concerning the existence of affine realizations are transferred to the general case. A similar result holds true for models driven by compound Poisson processes with finite jump size distributions. However, in the presence of jumps with infinite activity we obtain severe restrictions on the structure of the market price of risk; typically, it must even be constant. 相似文献
992.
A continuum model is employed to calculate the low-frequency phonons of boron nitride nanotubes. We find an excellent agreement of the optically active modes calculated within this approach and those from more elaborate calculations within an energy and wavelength window that can be established beforehand, from the choice of the bulk input parameters. We verify that this model describes correctly the dependence of radial breathing mode with the radius, the existence of parabolic modes at small wavevectors, and other general characteristics of the dispersion relations of these systems. 相似文献
993.
994.
Stage-I fatigue cracks are commonly described by the model of Bilby, Cottrell and Swinden (BCS model). However, since several experimental investigations have shown a dislocation-free zone (DFZ) in front of crack-tips, it is necessary to validate the new DFZ model and to examine the deviations to the BCS model. Therefore, the dislocation density distribution is derived from height profiles of slip lines in front of stage-I fatigue cracks in CMSX4® single crystals measured by contact-mode atomic force microscopy. This is possible, because the cracks are initiated at notches milled by focused ion beam technique directly on slip planes with a high Schmid factor. Consequently, the directions of the Burgers vectors are well known; it is possible to calculate the dislocation density distributions from the height profiles. The measured distributions are compared to the calculated distribution function of the DFZ model proposed by Chang et al. The additionally measured microscopic friction stress of the dislocations is then used to calculate the influence of grain boundaries on the dislocation density distribution in front of stage-I cracks. The calculation is done by the extended DFZ model of Shiue et al. and compared with the measured distribution function in polycrystalline specimens. Finally, the crack-tip sliding displacement as a measure for the crack propagation rate is compared for the DFZ model and the BCS model with the experimentally revealed values. The important result: the often used BCS model does not reflect the experimental measurements. On the contrary, the DFZ model reflects the measurements at stage-I cracks qualitatively and quantitatively. 相似文献
995.
The t–J model is analysed in the limit of strong anisotropy, where the transverse components of electron spin are neglected. We propose a slave-particle-type approach that is valid, in contradiction to many of the standard approaches, in the low-doping regime and becomes exact for a half-filled system. We describe an effective method that allows to numerically study the system with the no-double-occupancy constraint rigorously taken into account at each lattice site. Then, we use this approach to demonstrate the destruction of the antiferromagnetic order by increasing the doping and formation of Nagaoka polarons in the strong interaction regime. 相似文献
996.
997.
Fast parallel algorithm for three-dimensional distance-driven model in iterative computed tomography reconstruction
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The projection matrix model is used to describe the physical relationship between reconstructed object and projection.Such a model has a strong influence on projection and backprojection,two vital operations in iterative computed tomographic reconstruction.The distance-driven model(DDM) is a state-of-the-art technology that simulates forward and back projections.This model has a low computational complexity and a relatively high spatial resolution;however,it includes only a few methods in a parallel operation with a matched model scheme.This study introduces a fast and parallelizable algorithm to improve the traditional DDM for computing the parallel projection and backprojection operations.Our proposed model has been implemented on a GPU(graphic processing unit) platform and has achieved satisfactory computational efficiency with no approximation.The runtime for the projection and backprojection operations with our model is approximately 4.5 s and 10.5 s per loop,respectively,with an image size of 256×256×256 and 360 projections with a size of 512×512.We compare several general algorithms that have been proposed for maximizing GPU efficiency by using the unmatched projection/backprojection models in a parallel computation.The imaging resolution is not sacrificed and remains accurate during computed tomographic reconstruction. 相似文献
998.
Evidence for ion–ion interactions between peptides and anions (HSO4− or ClO4−) derived from high‐acidity acids
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Xiaohua Liu Jean‐Claude Tabet Richard B. Cole 《Journal of mass spectrometry : JMS》2014,49(6):490-497
The existence of gas‐phase electrostatic ion–ion interactions between protonated sites on peptides ([Glu] Fibrinopeptide B, Angiotensin I and [Asn1, Val5]‐Angiotensin II) and attaching anions (ClO4? and HSO4?) derived from strong inorganic acids has been confirmed by CID MS/MS. Evidence for ion–ion interactions comes especially from the product ions formed during the first dissociation step, where, in addition to the expected loss of the anion or neutral acid, other product ions are also observed that require covalent bond cleavage (i.e. H2O loss when several carboxylate groups are present, or NH3 loss when only one carboxylate group is present). For [[Glu] Fibrinopeptide B + HSO4]?, under CID, H2O water loss was found to require less energy than H2SO4 departure. This indicates that the interaction between HSO4? and the peptide is stronger than the covalent bond holding the hydroxyl group, and must be an ion–ion interaction. The strength and stability of this type of ion‐pairing interaction are highly dependent on the accessibility of additional mobile charges to the site. Positive mobile charges such as protons from the peptide can be transferred to the attaching anion to possibly form a neutral that may depart from the complex. Alternatively, an ion–ion interaction can be disrupted by a competing proximal additional negatively charged site of the peptide that can potentially form a salt bridge with the positively charged site and thereby facilitate the attaching anion's departure. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
999.
Inside Cover: New Concepts for Designing d10‐M(L)n Catalysts: d Regime,s Regime and Intrinsic Bite‐Angle Flexibility (Chem. Eur. J. 36/2014)
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1000.
New Concepts for Designing d10‐M(L)n Catalysts: d Regime,s Regime and Intrinsic Bite‐Angle Flexibility
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Lando P. Wolters Dr. Willem‐Jan van Zeist Prof. Dr. F. Matthias Bickelhaupt 《Chemistry (Weinheim an der Bergstrasse, Germany)》2014,20(36):11370-11381
Our aim is to understand the electronic and steric factors that determine the activity and selectivity of transition‐metal catalysts for cross‐coupling reactions. To this end, we have used the activation strain model to quantum‐chemically analyze the activity of catalyst complexes d10‐M(L)n toward methane C?H oxidative addition. We studied the effect of varying the metal center M along the nine d10 metal centers of Groups 9, 10, and 11 (M=Co?, Rh?, Ir?, Ni, Pd, Pt, Cu+, Ag+, Au+), and, for completeness, included variation from uncoordinated to mono‐ to bisligated systems (n=0, 1, 2), for the ligands L=NH3, PH3, and CO. Three concepts emerge from our activation strain analyses: 1) bite‐angle flexibility, 2) d‐regime catalysts, and 3) s‐regime catalysts. These concepts reveal new ways of tuning a catalyst’s activity. Interestingly, the flexibility of a catalyst complex, that is, its ability to adopt a bent L‐M‐L geometry, is shown to be decisive for its activity, not the bite angle as such. Furthermore, the effect of ligands on the catalyst’s activity is totally different, sometimes even opposite, depending on the electronic regime (d or s) of the d10‐M(L)n complex. Our findings therefore constitute new tools for a more rational design of catalysts. 相似文献