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41.
A robust and efficient adaptive reweighted estimator of multivariate location and scatter 总被引:1,自引:0,他引:1
Daniel Gervini 《Journal of multivariate analysis》2003,84(1):116-144
This article proposes a reweighted estimator of multivariate location and scatter, with weights adaptively computed from the data. Its breakdown point and asymptotic behavior under elliptical distributions are established. This adaptive estimator is able to attain simultaneously the maximum possible breakdown point for affine equivariant estimators and full asymptotic efficiency at the multivariate normal distribution. For the special case of hard-rejection weights and the MCD as initial estimator, it is shown to be more efficient than its non-adaptive counterpart for a broad range of heavy-tailed elliptical distributions. A Monte Carlo study shows that the adaptive estimator is as robust as its non-adaptive relative for several types of bias-inducing contaminations, while it is remarkably more efficient under normality for sample sizes as small as 200. 相似文献
42.
Sans résumé
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43.
Joseph Majdalani Sjoerd W. Rienstra 《Zeitschrift für Angewandte Mathematik und Physik (ZAMP)》2007,58(2):289-308
The bidirectional vortex refers to the bipolar, coaxial swirling motion that can be triggered, for example, in cyclone separators
and some liquid rocket engines with tangential aft-end injectors. In this study, we present an exact solution to describe
the corresponding bulk motion in spherical coordinates. To do so, we examine both linear and nonlinear solutions of the momentum
and vorticity transport equations in spherical coordinates. The assumption will be that of steady, incompressible, inviscid,
rotational, and axisymmetric flow. We further relate the vorticity to some power of the stream function. At the outset, three
possible types of similarity solutions are shown to fulfill the momentum equation. While the first type is incapable of satisfying
the conditions for the bidirectional vortex, it can be used to accommodate other physical settings such as Hill’s vortex.
This case is illustrated in the context of inviscid flow over a sphere. The second leads to a closed-form analytical expression
that satisfies the boundary conditions for the bidirectional vortex in a straight cylinder. The third type is more general
and provides multiple solutions. The spherical bidirectional vortex is derived using separation of variables and the method
of variation of parameters. The three-pronged analysis presented here increases our repertoire of general mean flow solutions
that rarely appear in spherical geometry. It is hoped that these special forms will permit extending the current approach
to other complex fluid motions that are easier to capture using spherical coordinates. 相似文献
44.
A fictitious domain approach to the numerical solution of PDEs in stochastic domains 总被引:1,自引:0,他引:1
We present an efficient method for the numerical realization of elliptic PDEs in domains depending on random variables. Domains
are bounded, and have finite fluctuations. The key feature is the combination of a fictitious domain approach and a polynomial
chaos expansion. The PDE is solved in a larger, fixed domain (the fictitious domain), with the original boundary condition
enforced via a Lagrange multiplier acting on a random manifold inside the new domain. A (generalized) Wiener expansion is
invoked to convert such a stochastic problem into a deterministic one, depending on an extra set of real variables (the stochastic
variables). Discretization is accomplished by standard mixed finite elements in the physical variables and a Galerkin projection
method with numerical integration (which coincides with a collocation scheme) in the stochastic variables. A stability and
convergence analysis of the method, as well as numerical results, are provided. The convergence is “spectral” in the polynomial
chaos order, in any subdomain which does not contain the random boundaries. 相似文献
45.
In this paper we investigate the electrostatic problem of determining conductivity profiles from the knowledge of boundary
currents and voltages. We obtain an improved estimate for the voltage potential of a two-dimensional conductor having finitely
many circular inclusions and piecewise constant conductivity profile. We derive an asymptotic expansion for the voltage potential
in terms of the reference voltage potential and the location, size, and conductivity of the inhomogeneities. This representation
is used to formulate the nonlinear least squares problem for estimating the location and size of the inhomogeneities. Required
boundary data for the voltage potential are generated numerically by solving a system of integral equations. Computational
experiments are presented to demonstrate the effectiveness of our identification procedure. 相似文献
46.
Tokuzo Shiga 《Probability Theory and Related Fields》1997,108(3):417-439
Summary. We study the exponential decay rate of the survival probability up to time t>0 of a random walker moving in Zopf;
d
in a temporally and spatially fluctuating random environment. When the random walker has a speed parameter κ>0, we investigate
the influence of κ on the exponential decay rate λ(d,κ). In particular we prove that for any fixed d≥1, λ(d,κ) behaves like as logκ as κ↘0.
Received: 21 May 1996 / In revised form: 2 February 1997 相似文献
47.
In this paper we present several results about local MV-algebras, extending existing results given for MV-chains. The role
of local MV-algebras in sheaf representation and weak boolean product is stressed and the relationship of local MV-algebras
with varieties of MV-algebras is analyzed.
Presented by S. Pulmannova.
Received November 11, 2005; accepted in final form December 20, 2005. 相似文献
48.
In this paper one specifies the ergodic behavior of the 2D-stochastic Navier–Stokes equation by giving a Large Deviation Principle for the occupation measure for large time. It describes the exact rate of exponential convergence. The considered random force is non-degenerate and compatible with the strong Feller property. 相似文献
49.
In this paper we study a Ginzburg–Landau model which describes the behaviour of a superconducting material including thermal effects. We extend the traditional formulation of the problem, by introducing the temperature as an additional state variable. Accordingly, together with the Gor’kov–Eliashberg system, we introduce an evolution equation for the absolute temperature. We examine in detail the case which allows only variations of the concentration of superconducting electrons and of the temperature, neglecting the electromagnetic field. For this problem existence and uniqueness of the solution are shown. Finally we analyze the asymptotic behaviour of the solutions, proving that the system possesses a global attractor. 相似文献
50.
Mike Develin 《Discrete Applied Mathematics》2007,155(17):2257-2268
We consider a deterministic discrete-time model of fire spread introduced by Hartnell [Firefighter! an application of domination, Presentation, in: 20th Conference on Numerical Mathematics and Computing, University of Manitoba in Winnipeg, Canada, September 1995] and the problem of minimizing the number of burnt vertices when a fixed number of vertices can be defended by firefighters per time step. While only two firefighters per time step are needed in the two-dimensional lattice to contain any outbreak, we prove a conjecture of Wang and Moeller [Fire control on graphs, J. Combin. Math. Combin. Comput. 41 (2002) 19-34] that 2d-1 firefighters per time step are needed to contain a fire outbreak starting at a single vertex in the d-dimensional square lattice for d?3; we also prove that in the d-dimensional lattice, d?3, for each positive integer f there is some outbreak of fire such that f firefighters per time step are insufficient to contain the outbreak. We prove another conjecture of Wang and Moeller that the proportion of elements in the three-dimensional grid Pn×Pn×Pn which can be saved with one firefighter per time step when an outbreak starts at one vertex goes to 0 as n gets large. Finally, we use integer programming to prove results about the minimum number of time steps needed and minimum number of burnt vertices when containing a fire outbreak in the two-dimensional square lattice with two firefighters per time step. 相似文献