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851.
In this article, we give an operator transform T (*) from class A operator to the class of hyponormal operators. It is different from the operator transform T defined by M. Ch and T. Yamazaki. Then, we show that σ(T ) = σ( T (*)) and σa(T )\{0} = σa( T (*))\{0}, in case T belongs to class A. Next, we obtain some relations between T and T (9). 相似文献
852.
853.
This paper presents an adaptive network based fuzzy inference system (ANFIS)–auto regression (AR)–analysis of variance (ANOVA) algorithm to improve oil consumption estimation and policy making. ANFIS algorithm is developed by different data preprocessing methods and the efficiency of ANFIS is examined against auto regression (AR) in Canada, United Kingdom and South Korea. For this purpose, mean absolute percentage error (MAPE) is used to show the efficiency of ANFIS. The algorithm for calculating ANFIS performance is based on its closed and open simulation abilities. Moreover, it is concluded that ANFIS provides better results than AR in Canada, United Kingdom and South Korea. This is unlike previous expectations that auto regression always provides better estimation for oil consumption estimation. In addition, ANOVA is used to identify policy making strategies with respect to oil consumption. This is the first study that introduces an integrated ANFIS–AR–ANOVA algorithm with preprocessing and post processing modules for improvement of oil consumption estimation in industrialized countries. 相似文献
854.
For a given filtered probability space (Ω,F,P), an F-adapted continuous increasing process Λ and a positive P-F local martingale N such that Λ0=0 and Nte−Λt≤1, we construct a probability measure QZ and a random time τ such that Q|F∞=P|F∞ and Q[τ>t|Ft]=Zt. The probability QZ is linked with the well-known Cox model by an explicit density function. Various properties exist, which characterize QZ from others. Let G=(Gt)t≥0 with Gt=Ft∨σ({τ≤s}:s≤t). We establish the (H′)-property between the filtrations F and G, and we provide the enlargement of filtration formula. 相似文献
855.
Vicent Aragó 《European Journal of Operational Research》2011,215(2):393-403
This paper analyzes the influence of sudden changes in the unconditional volatility on the estimation and forecast of volatility and its impact on futures hedging strategies. We employ several multivariate GARCH models to estimate the optimal hedge ratios for the Spanish stock market including in each one some well-known patterns that may affect volatility forecasts (asymmetry and sudden changes). The main empirical results show that more complex models including sudden changes in volatility outperform the simpler models in hedging effectiveness both with in-sample and out-of-sample analysis. However, the evidence is stronger when the loss distribution tail is used as a measure for the effectiveness (Value at Risk (VaR) and Expected Shortfall (ES)) suggesting that traditional measures based on the variance of the hedged portfolio should be used with caution. 相似文献
856.
Fande Kong Yichen Ma Junxiang Lu 《Numerical Methods for Partial Differential Equations》2011,27(2):255-276
This article is concerned about an optimization‐based domain decomposition method for numerical simulation of the incompressible Navier‐Stokes flows. Using the method, an classical domain decomposition problem is transformed into a constrained minimization problem for which the objective functional is chosen to measure the jump in the dependent variables across the common interfaces between subdomains. The Lagrange multiplier rule is used to transform the constrained optimization problem into an unconstrained one and that rule is applied to derive an optimality system from which optimal solutions may be obtained. The optimality system is also derived using “sensitivity” derivatives instead of the Lagrange multiplier rule. We consider a gradient‐type approach to the solution of domain decomposition problem. The results of some numerical experiments are presented to demonstrate the feasibility and applicability of the algorithm developed in this article. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011 相似文献
857.
矩阵奇异值分解及其在高维数据处理中的应用 总被引:2,自引:0,他引:2
矩阵奇异值分解能够实现对高维数据的局部特征提取及维数约减,在智能信息处理和模式识别研究领域具有十分重要的应用价值.首先分析了高维数据处理所面临的困境,并对常用的降维算法进行简单的归纳总结;然后阐述了矩阵奇异值分解的基本原理及其在维数约减和数据压缩中的物理意义;接着通过分析两种建立在奇异值分解基础上的PCA与LSA降维算法的数学导出过程,进一步给出了两者的等价性证明;最后总结了矩阵奇异值分解的优缺点,并且预测了高维数据处理技术未来的发展趋势. 相似文献
858.
柳力 《数学的实践与认识》2011,41(21)
对样本相关系数矩阵等行和分解算法作了简化和推广,使算法不仅可以应用在基于正态总体非独立样本的假设检验问题,也可以有效地运用在最优化算法中牛顿法等与二次函数极小化有关的问题上. 相似文献
859.
G.C. Sih 《Theoretical and Applied Fracture Mechanics》2011,55(1):52-59
The energy release rate criterion, being mono scale by definition, is incompatible with the failure behavior of solids that are inherently dual, if not, multiscale. Time span of reliability is scale sensitive and can be addressed with consistency only by use of transitional functions that are designed to transform a function from one scale to another. A pseudo transitional energy release rate G∗ is defined to address the cross-scaling properties of energy release rate. The reliability of such a function is found to fall quickly when the scale range deviates from that of micro-macro. In general, the time span of reliability based on G* shortens considerably within the nano-micro and pico-nano scale ranges, resulting in fast turnover of system usability. Prediction accuracy tends to be scale range specific. Stress or strain based criteria are also mono scale. They may be adequate for some situations at the macroscopic scale, but can be ambiguous for multiscale problems. These situations are analyzed by application of the principle of least variance in conjunction with the R-integrals.Accelerated test data for the equivalent of 20 years’ fatigue crack growth in 2024-T3 aluminum panels were analyzed using the mutliscale reliability model. A time span plateau within the micro-macro range is from 8 to 17 years. This corresponds to the reliable portion of prediction, while the terminal 3 years are regarded as unreliable. A similar time span plateau were also found from 4 to 6 years within the nano-micro scale range. And an even smaller plateau hovering around 1.2 years were found for the pico-nano scale range. Time span of reliable prediction narrows with down sized scale range. The overlapping ends of the scale ranges are rendered unreliable as anticipated. These regions can be suppressed by the addition of meso scale ranges. Reference can be made to past discussions related to multiscaling and mesomechanics. 相似文献
860.
研究了低精度鞋式个人惯性导航系统的导航修正算法.该系统由低精度MEMS惯性IMU单元组成,固联在步行者的鞋上.导航算法在传统捷联惯性导航算法基础上,引入了零速修正技术,根据人行走时脚部运动的加速度统计特性,设计了一种比力模值+滑动方差检测算法,用以检测行走过程中的静止时间段.然后通过设计的改良卡尔曼滤波器在静止时间段内滤波估计导航姿态、速度和位置的计算误差,通过反馈校正可以提高原系统的导航精度.最后通过两组MEMS实物实验验证了导航修正算法的有效性和可行性,并指出了进一步的研究方向. 相似文献