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61.
王顺绪 《高等学校计算数学学报》2010,32(2)
<正>1引言陀螺系统特征值问题是转子动力学中的基本问题,是一类特殊的二次特征值问题.假设M和K是n阶对称矩阵,C是n阶反对称矩阵,则二次特征值问题(λ~2M+λC+K)x=0(1) 相似文献
62.
Stefania Corsaro Ioannis Kyriakou Daniele Marazzina Zelda Marino 《European Journal of Operational Research》2019,272(3):1082-1095
In this paper, we present a transform-based algorithm for pricing discretely monitored arithmetic Asian options with remarkable accuracy in a general stochastic volatility framework, including affine models and time-changed Lévy processes. The accuracy is justified both theoretically and experimentally. In addition, to speed up the valuation process, we employ high-performance computing technologies. More specifically, we develop a parallel option pricing system that can be easily reproduced on parallel computers, also realized as a cluster of personal computers. Numerical results showing the accuracy, speed and efficiency of the procedure are reported in the paper. 相似文献
63.
Robert Hable 《International Journal of Approximate Reasoning》2010,51(9):1114-1128
The article considers estimating a parameter θ in an imprecise probability model which consists of coherent upper previsions . After the definition of a minimum distance estimator in this setup and a summarization of its main properties, the focus lies on applications. It is shown that approximate minimum distances on the discretized sample space can be calculated by linear programming. After a discussion of some computational aspects, the estimator is applied in a simulation study consisting of two different models. Finally, the estimator is applied on a real data set in a linear regression model. 相似文献
64.
计算数学与科学工程计算及其在中国的若干发展 (迎接ICM2002特约文章) 总被引:15,自引:0,他引:15
本文论述了计算数学与科学工程计算的重要性,回顾了近50年来这一学科在中国的发展,特别是冯康的杰出贡献,介绍了国家重点基础研究发展规划相关项目的研究课题。 相似文献
65.
66.
Parallel preconditioned conjugate gradient algorithm on GPU 总被引:1,自引:0,他引:1
We propose a parallel implementation of the Preconditioned Conjugate Gradient algorithm on a GPU platform. The preconditioning matrix is an approximate inverse derived from the SSOR preconditioner. Used through sparse matrix–vector multiplication, the proposed preconditioner is well suited for the massively parallel GPU architecture. As compared to CPU implementation of the conjugate gradient algorithm, our GPU preconditioned conjugate gradient implementation is up to 10 times faster (8 times faster at worst). 相似文献
67.
针对一般本科院校信息与计算科学专业毕业设计存在的问题,结合培养目标和专业特色,提出毕业设计改革思路.从选题、质量监控、过程管理、专业基础与内涵和指导教师队伍建设等方面实施相应的改革措施. 相似文献
68.
Jose J. López-Espín Antonio M. Vidal Domingo Giménez 《Journal of Computational and Applied Mathematics》2012
This paper analyzes the solution of simultaneous equations models. Efficient algorithms for the two-stage least squares method using QR-decomposition are developed and studied. The reduction of the execution time when the structure of the matrices in each equation is exploited is analyzed theoretically and experimentally. An efficient algorithm for the indirect least squares method is developed. Some techniques are used to accelerate the solution of the problem: parallel versions for multicore systems, and extensive use of the MKL library, thus obtaining efficient, portable versions of the algorithms. 相似文献
69.
Ronald H. Nickel Igor Mikolic-Torreira Jon W. Tolle 《Computational Optimization and Applications》2006,35(1):109-126
Deployed US Navy aircraft carriers must stock a large number of spare parts to support the various types of aircraft embarked
on the ship. The sparing policy determines the spares that will be stocked on the ship to keep the embarked aircraft ready
to fly. Given a fleet of ten or more aircraft carriers and a cost of approximately 50 million dollars per carrier plus the
cost of spares maintained in warehouses in the United States, the sparing problem constitutes a significant portion of the
Navy’s resources. The objective of this work is to find a minimum-cost sparing policy that meets the readiness requirements
of the embarked aircraft. This is a very large, nonlinear, integer optimization problem. The cost function is piecewise linear
and convex while the constraint mapping is highly nonlinear. The distinguishing characteristics of this problem from an optimization
viewpoint are that a large number of decision variables are required to be integer and that the nonlinear constraint functions
are essentially “black box” functions; that is, they are very difficult (and expensive) to evaluate and their derivatives
are not available. Moreover, they are not convex. Integer programming problems with a large number of variables are difficult
to solve in general and most successful approaches to solving nonlinear integer problems have involved linear approximation
and relaxation techniques that, because of the complexity of the constraint functions, are inappropriate for attacking this
problem. We instead employ a pattern search method to each iteration of an interior point-type algorithm to solve the relaxed
version of the problem. From the solution found by the pattern search on each interior point iteration, we begin another pattern
search on the integer lattice to find a good integer solution. The best integer solution found across all interations is returned
as the optimal solution. The pattern searches are distributed across a local area network of non-dedicated, heterogeneous
computers in an office environment, thus, drastically reducing the time required to find the solution. 相似文献
70.
Piroz Zamankhan 《Applied Mathematical Modelling》2012,36(1):414-429
A series of experiments are described in which bubbles and solid structures are produced in a highly agitated bed of vertically shaken granular materials. To identify the physical mechanisms behind bubbling, three-dimensional simulations of the aforementioned systems are performed on a graphics processing unit (GPU). The gas dynamics above and within shaken granular materials is solved using large-eddy simulations (LES) while the dynamics of grains is described through molecular dynamics. Here, the interaction between the grain surfaces is modeled using the generalized form of contact theory developed by Hertz. In addition, the coefficient of kinetic friction is assumed to depend on the relative velocity of slipping. The results show both a qualitative and a quantitative agreement between simulations and experiments. They imply that the instantaneous formation and failure of granular aggregates could play an important role in the nucleation, growth, departure and collapse of bubbles in shaken granular materials. This promising effort in GPU computing may position the GPU as a compelling future alternative to traditional simulation techniques. 相似文献