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61.
Y. Yavin 《Journal of Optimization Theory and Applications》1984,44(1):159-179
Consider the random motion in the plane of a pointM, whose velocityv=(v
1,v
2) is perturbed by an 2-valued Gaussian white noise. Only noisy nonlinear observations taken on the point location (state) are available toM. The velocityv is of the formv(y)=
u
(u
1,u
2)
y
(du), wherey denotes the value of the observed signal,U is the range of the velocity, and, for eachy,
y
is a probability measure on (U). Using the available observations, the pointM wishes to steer itself into a given target set by choosing a randomized strategy ={
y
:y 2}. Sufficient conditions on weak optimal randomized strategies are derived. An algorithm for computing weak suboptimal randomized strategies is suggested, and the strategies are computed for a variety of cases.This work was partially supported by a grant from Control Data. 相似文献
62.
The paper describes the structure of a new space of generalized Wiener functionals,
, called the Wiener algebra, or space of Wiener distributions, and demonstrates its use in the white noise analysis. The concepts of derivatives and integrals for multi-time parameter generalized stochastic process:N
are introduced, and a derivative version of Itô's lemma is proved. The algebraic structure of
and its lattice of subspaces is elaborated, and within this framework a generalized version of the Malliavin calculus is presented. 相似文献
63.
N. G. van Kampen 《Journal of statistical physics》1981,25(3):431-442
In the presence of internal noise the variables describing a system are intrinsically stochastic. If they constitute a Markov process the expansion enables one to extract a deterministic macroscopic equation and to compute the fluctuations in successive approximations. In the lowest or linear noise approximation the fluctuations can be represented by a Langevin equation, provided it is handled appropriately. Higher orders cannot be described by any white noise Langevin equation. The question whether the equation has to be interpreted according to Itô or Stratonovich concerns these higher orders, for which the equation is not valid anyway. 相似文献
64.
《Arabian Journal of Chemistry》2020,13(2):4082-4091
In present study, an investigation was carried out to develop and validate an analytical method for the selective extraction and determination of griseofulvin (GSF) from plasma samples. For this purpose, a rational approach was made to synthesize and characterize the surface molecularly imprinted polymers (SMIPs). The SMIPs were utilized as solid phase extraction (SPE) sorbents. The SMIPs were prepared by using GSF as template molecule on the surface of modified silica particles through a non-covalent technique. The particles demonstrated high adsorption capacity (119.1 µg/mL), fast adsorption equilibrium time (30 min) and good recognition selectivity for the template drug. The scanning electron microscopy and infrared spectroscopy were used to explain the structural and morphological characteristics of the SMIPs and surface non-imprinted polymers. The SPE method was combined with HPLC for plasma analysis. The method validation results demonstrated that the established method possessed good linearity for GSF ranging from 0.1 to 50 µg/mL (R2 = 0.997). The limit of detection for this method was 0.02 µg/mL for rat plasma samples. The recoveries of GSF from spiked plasma samples were (90.7–97.7%) and relative standard deviations were (0.9–4.5%). Moreover, the SMIPs as selective SPE sorbent can be reused more than 8 times which is a clear advantage over commercial SPE sorbents. Finally, the usefulness of the proposed strategy was assessed by extraction and detection of GSF in real rat plasma samples. 相似文献
65.
The energy transfer from the upper triplet states of diphenylamine, naphthalene and triphenylene to toluene and hexene-1 is studed. Two mechanisms of dissipation transferred energy in solvents are discussed. 相似文献
66.
We will focus on estimating the integrated covariance of two diffusion processes observed in a nonsynchronous manner. The observation data is contaminated by some noise, which possibly depends on the time and the latent diffusion processes, while the sampling times also possibly depend on the observed processes. In a high-frequency setting, we consider a modified version of the pre-averaged Hayashi–Yoshida estimator, and we show that such a kind of estimator has the consistency and the asymptotic mixed normality, and attains the optimal rate of convergence. 相似文献
67.
It is shown that the probability law of a diffusion process conditioned on weakly corrupted observations is asymptotically Gaussian when properly scaled. The method of proof involves Fisher information matrices and a Cramér-Rao inequality. 相似文献
68.
Reza Torabi 《Physica B: Condensed Matter》2012,407(12):2109-2111
The effect of noise on the Dirac phase of electron in the presence of screw dislocation is studied. An uncorrelated noise, which coincides with the nature of thermal fluctuations, is adopted. Results indicate that the Dirac phase is robust against the existing noise in the system. 相似文献
69.
R. Kumar E. BarriosA. MacRae E. CairnsE.H. Huntington A.I. Lvovsky 《Optics Communications》2012,285(24):5259-5267
We present a comprehensive theory and an easy to follow method for the design and construction of a wideband homodyne detector for time-domain quantum measurements. We show how one can evaluate the performance of a detector in a specific time-domain experiment based on the electronic spectral characteristic of that detector. We then present and characterize a high-performance detector constructed using inexpensive, commercially available components such as low-noise high-speed operational amplifiers and high-bandwidth photodiodes. Our detector shows linear behavior up to a level of over 13 dB clearance between shot noise and electronic noise, in the range from DC to 100 MHz. The detector can be used for measuring quantum optical field quadratures both in the continuous-wave and pulsed regimes with standard commercial mode-locked lasers. 相似文献
70.