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31.
W. Schindler 《Computational Geometry》1994,4(6):327-343
Stochastic simulations on manifolds usually are traced back to
n via charts. If a group G is acting on a manifold M and if the respective distribution v is invariant under this group action then in many cases of practical interest there exists a more convenient approach which uses equivariant mappings. The concept of equivariant mappings will be discussed intensively at the instance of the Grassman manifold in which case G equals the orthogonal group. Further advantages of this concept will be demonstrated by applying it to a probabilistic problem from the field of combinatorial geometry. 相似文献
32.
33.
J.-Q. Shen H.-Y. Zhu P. Chen 《The European Physical Journal D - Atomic, Molecular, Optical and Plasma Physics》2003,23(2):305-313
There exist a number of typical and interesting systems and/or models, which possess three-generator Lie-algebraic structure,
in atomic physics, quantum optics, nuclear physics and laser physics. The well-known fact that all simple 3-generator algebras
are either isomorphic to the algebra sl (2, C) or to one of its real forms enables us to treat these time-dependent quantum systems in a unified way. By making use of
both the Lewis-Riesenfeld invariant theory and the invariant-related unitary transformation formulation, the present paper
obtains exact solutions of the time-dependent Schr?dinger equations governing various three-generator Lie-algebraic quantum
systems. For some quantum systems whose time-dependent Hamiltonians have no quasialgebraic structures, it is shown that the exact solutions can also be obtained by working in a
sub-Hilbert-space corresponding to a particular eigenvalue of the conserved generator (i.e., the time-independent invariant that commutes with the time-dependent Hamiltonian). The topological property of geometric phase factors and its adiabatic limit in time-dependent systems is briefly
discussed.
Received 6 July 2002 / Received in final form 21 October 2002 Published online 11 February 2003 相似文献
34.
Subgame consistency is a fundamental element in the solution of cooperative stochastic differential games. In particular, it ensures that: (i) the extension of the solution policy to a later starting time and to any possible state brought about by the prior optimal behavior of the players would remain optimal; (ii) all players do not have incentive to deviate from the initial plan. In this paper, we develop a mechanism for the derivation of the payoff distribution procedures of subgame consistent solutions in stochastic differential games with transferable payoffs. The payoff distribution procedure of the subgame consistent solution can be identified analytically under different optimality principles. Demonstration of the use of the technique for specific optimality principles is shown with an explicitly solvable game. For the first time, analytically tractable solutions of cooperative stochastic differential games with subgame consistency are derived. 相似文献
35.
Ya.G. Groda P. Argyrakis G.S. Bokun V.S. Vikhrenko 《The European Physical Journal B - Condensed Matter and Complex Systems》2003,32(4):527-535
The selfconsistent diagram approximation (SCDA) is generalized for three-dimensional lattice gases with nearest neighbor repulsive
interactions. The free energy is represented in a closed form through elementary functions. Thermodynamical (phase diagrams,
chemical potential and mean square fluctuations), structural (order parameter, distribution functions) as well as diffusional
characteristics are investigated. The calculation results are compared with the Monte Carlo simulation data to demonstrate
high precision of the SCDA in reproducing the equilibrium lattice gas characteristics. It is shown that similarly to two-dimensional
systems the specific statistical memory effects strongly influence the lattice gas diffusion in the ordered states.
Received 7 August 2002 / Received in final form 22 January 2003 Published online 24 April 2003 相似文献
36.
El Kebir Boukas Peng Shi Sing Kiong Nguang 《Journal of Mathematical Analysis and Applications》2003,282(1):241-255
This paper studies the problem of stochastic stability and disturbance attenuation for a class of linear continuous-time uncertain systems with Markovian jumping parameters. The uncertainties are assumed to be nonlinear and state, control and external disturbance dependent. A sufficient condition is provided to solve the above problem. An H∞ controller is designed such that the resulting closed-loop system is stochastically stable and has a disturbance attenuation γ for all admissible uncertainties. It is shown that the control law is in terms of the solutions of a set of coupled Riccati inequalities. A numerical example is included to demonstrate the potential of the proposed technique. 相似文献
37.
Kenji Handa 《Journal of statistical physics》1996,83(3-4):555-571
Entropy production per site in a (nonreversible) spin-flip process is studied. We give it a useful expression, from which a property stronger than affinity of the entropy production per site follows. Furthermore, quasi-invariance of nonequilibrium measures in the spin-flip processes is discussed via entropy production. 相似文献
38.
The purpose of this paper is to present general approaches for bounding some multi-stage stochastic programs from above. The results are based on restricting the solution set, such that the remaining multi-stage stochastic program is easy to solve. An example where the methods can be applied is presented.Supported in part by NATO Collaborative Research Grant No. 0785/87. 相似文献
39.
Miguel A. Arcones 《Annals of the Institute of Statistical Mathematics》1998,50(1):87-117
We consider exact weak and strong Bahadur-Kiefer representations of the least absolute deviation estimator for the linear regression model. The precise behavior of these representations is obtained under minimal conditions. 相似文献
40.
Consider a queueing system where customers arrive at a circle according to a homogeneous Poisson process. After choosing their positions on the circle, according to a uniform distribution, they wait for a single server who travels on the circle. The server's movement is modelled by a Brownian motion with drift. Whenever the server encounters a customer, he stops and serves this customer. The service times are independent, but arbitrarily distributed. The model generalizes the continuous cyclic polling system (the diffusion coefficient of the Brownian motion is zero in this case) and can be interpreted as a continuous version of a Markov polling system. Using Tweedie's lemma for positive recurrence of Markov chains with general state space, we show that the system is stable if and only if the traffic intensity is less than one. Moreover, we derive a stochastic decomposition result which leads to equilibrium equations for the stationary configuration of customers on the circle. Steady-state performance characteristics are determined, in particular the expected number of customers in the system as seen by a travelling server and at an arbitrary point in time. 相似文献