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21.
Enrique Bendito ngeles Carmona Andr s M. Encinas 《Applied Numerical Mathematics》2004,50(3-4):343-370
Our aim is to set the foundations of a discrete vectorial calculus on uniform n-dimensional grids, that can be easily reformulated on general irregular grids. As a key tool we first introduce the notion of tangent space to any grid node. Then we define the concepts of vector field, field of matrices and inner products on the space of grid functions and on the space of vector fields, mimicking the continuous setting. This allows us to obtain the discrete analogous of the basic first order differential operators, gradient and divergence, whose composition define the fundamental second order difference operator. As an application, we show that all difference schemes, with constant coefficients, for first and second order differential operators with constant coefficients can be seen as difference operators of the form
for suitable choices of q,
and
. In addition, we characterize special properties of the difference scheme, such as consistency, symmetry and positivity in terms of q,
and
. 相似文献
22.
We define a smooth functional calculus for a non-commuting tuple of (unbounded) operators Aj on a Banach space with real spectra and resolvents with temperate growth, by means of an iterated Cauchy formula. The construction is also extended to tuples of more general operators allowing smooth functional calculii. We also discuss the relation to the case with commuting operators. 相似文献
23.
M. A. Noor 《Journal of Optimization Theory and Applications》2004,121(2):385-395
In this paper, we suggest and analyze some iterative methods for solving nonconvex variational inequalities using the auxiliary principle technique, the convergence of which requires either only pseudomonotonicity or partially relaxed strong monotonicity. Our proofs of convergence are very simple. As special cases, we obtain earlier results for solving general variational inequalities involving convex sets. 相似文献
24.
25.
Katsuhisa Mimachi 《Compositio Mathematica》1998,113(2):117-122
We give a short proof of the inner product conjecture for the symmetric Macdonald polynomials of type An-1. As a special case, the corresponding constant term conjecture is also proved. 相似文献
26.
K. Najim L. Pibouleau M. V. Le Lann 《Journal of Optimization Theory and Applications》1990,64(2):331-347
Optimization techniques are finding increasingly numerous applications in process design, in parallel to the increase of computer sophistication. The process synthesis problem can be stated as a largescale constrained optimization problem involving numerous local optima and presenting a nonlinear and nonconvex character. To solve this kind of problem, the classical optimization methods can lead to analytical and numerical difficulties. This paper describes the feasibility of an optimization technique based on learning systems which can take into consideration all the prior information concerning the process to be optimized and improve their behavior with time. This information generally occurs in a very complex analytical, empirical, or know-how form. Computer simulations related to chemical engineering problems (benzene chlorination, distillation sequence) and numerical examples are presented. The results illustrate both the performance and the implementation simplicity of this method.Nomenclature
c
i
penalty probability
-
cp
precision parameter on constraints
-
D
variation domain of the variablex
-
f(·)
objective function
-
g(·)
constraints
-
i,j
indexes
-
k
iteration number
-
N
number of actions
-
P
probability distribution vector
-
p
i
ith component of the vectorP as iterationk
-
r
number of reactors in the flowsheet
-
u(k)
discrete value or action chosen by the algorithm at iterationk
-
u
i
discrete value of the optimization variable in [u
min,u
max]
-
u
min
lowest value of the optimization variable
-
u
max
largest value of the optimization variable
-
Z
random number
-
x
variable for the criterion function
-
xp
precision parameter on criterion function
-
W(k)
performance index unit output at iterationk
-
0, 1
reinforcement scheme parameters
-
p
sum of the probability distribution vector components 相似文献
27.
R. Horst 《Journal of Optimization Theory and Applications》1989,61(1):143-146
This technical comment refers to the discussion of strong consistency of several bounding procedures in Lemma 2.1 and Proposition 2.1 of Ref. 1. A necessary clarification is given of the notion of convergence q in Lemma 2.1, and a derivation of Proposition 2.1 is presented that includes a new and simple consistency proof of the classical bounding by convex envelopes used in many branch-and-bound procedures. 相似文献
28.
Extrapolated Smoothing Descent Algorithm for Constrained Nonconvex and Nonsmooth Composite Problems*
In this paper, the authors propose a novel smoothing descent type algorithm with extrapolation for solving a class of constrained nonsmooth and nonconvex problems,where the nonconvex term is possibly nonsmooth. Their algorithm adopts the proximal gradient algorithm with extrapolation and a safe-guarding policy to minimize the smoothed objective function for better practical and theoretical performance. Moreover, the algorithm uses a easily checking rule to update the smoothing parameter to ensure that any accumulation point of the generated sequence is an (affine-scaled) Clarke stationary point of the original nonsmooth and nonconvex problem. Their experimental results indicate the effectiveness of the proposed algorithm. 相似文献
29.
汪嘉冈 《应用数学学报(英文版)》1994,10(1):59-68
ALAWOFTHEITERATEDLOGARITHMFORPROCESSESWITHINDEPENDENTINCREMENTSWANGJIAGANG(汪嘉冈)(EastChinaUniversityofScience&Technology,Shang... 相似文献
30.
H. Kunita 《Journal of Theoretical Probability》1994,7(2):279-308
We discuss the Cauchy problem of a certain stochastic parabolic partial differential equation arising in the nonlinear filtering theory, where the initial data and the nonhomogeneous noise term of the equation are given by Schwartz distributions. The generalized (distributional) solution is represented by a partial (conditional) generalized expectation ofT(t)°
0,t
–1
, whereT(t) is a stochastic process with values in distributions and
s,t
is a stochastic flow generated by a certain stochastic differential equation. The representation is used for getting estimates of the solution with respect to Sobolev norms.Further, by applying the partial Malliavin calculus of Kusuoka-Stroock, we show that any generalized solution is aC
-function under a condition similar to Hörmander's hypoellipticity condition. 相似文献