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141.
Parameters of Gaussian multivariate models are often estimated using the maximum likelihood approach. In spite of its merits, this methodology is not practical when the sample size is very large, as, for example, in the case of massive georeferenced data sets. In this paper, we study the asymptotic properties of the estimators that minimize three alternatives to the likelihood function, designed to increase the computational efficiency. This is achieved by applying the information sandwich technique to expansions of the pseudo-likelihood functions as quadratic forms of independent normal random variables. Theoretical calculations are given for a first-order autoregressive time series and then extended to a two-dimensional autoregressive process on a lattice. We compare the efficiency of the three estimators to that of the maximum likelihood estimator as well as among themselves, using numerical calculations of the theoretical results and simulations. 相似文献
142.
Linear mixed 0–1 integer programming problems may be reformulated as equivalent continuous bilevel linear programming (BLP)
problems. We exploit these equivalences to transpose the concept of mixed 0–1 Gomory cuts to BLP. The first phase of our new
algorithm generates Gomory-like cuts. The second phase consists of a branch-and-bound procedure to ensure finite termination
with a global optimal solution. Different features of the algorithm, in particular, the cut selection and branching criteria
are studied in details. We propose also a set of algorithmic tests and procedures to improve the method. Finally, we illustrate
the performance through numerical experiments. Our algorithm outperforms pure branch-and-bound when tested on a series of
randomly generated problems.
Work of the authors was partially supported by FCAR, MITACS and NSERC grants. 相似文献
143.
We study a generalized Crank–Nicolson scheme for the time discretization of a fractional wave equation, in combination with
a space discretization by linear finite elements. The scheme uses a non-uniform grid in time to compensate for the singular
behaviour of the exact solution at t = 0. With appropriate assumptions on the data and assuming that the spatial domain is convex or smooth, we show that the
error is of order k
2 + h
2, where k and h are the parameters for the time and space meshes, respectively. 相似文献
144.
Summary.
This paper is concerned with a high order convergent
discretization for the semilinear reaction-diffusion problem:
,
for , subject to ,
where .
We assume that on
, which
guarantees uniqueness of a solution to
the problem. Asymptotic properties of
this solution are discussed. We consider a
polynomial-based three-point
difference scheme on a simple piecewise
equidistant mesh of Shishkin type.
Existence and local uniqueness of a solution
to the scheme are analysed. We
prove that the scheme is almost fourth order
accurate in the discrete maximum
norm, uniformly in the perturbation parameter
. We present numerical
results in support of this result.
Received February 25, 1994 相似文献
145.
Pedro lvarez‐Boo Jos Sergio Casas Alfonso Castieiras María Delfina Couce Eduardo Freijanes Eva Novoa Jos Sordo 《应用有机金属化学》2003,17(9):725-729
Reaction of dichloro‐ and dibromodimethyltin(IV) with 2‐(pyrazol‐1‐ylmethyl)pyridine (PMP) afforded [SnMe2Cl2(PMP)] and [SnMe2Br2(PMP)] respectively. The new complexes were characterized by elemental analysis and mass spectrometry and by IR, Raman and NMR (1H, 13C) spectroscopies. Structural studies by X‐ray diffraction techniques show that the compounds consist of discrete units with the tin atom octahedrally coordinated to the carbon atoms of the two methyl groups in a trans disposition (Sn? C = 2.097(5), 2.120(5) Å and 2.110(6), 2.121(6) Å in the chloro and in the bromo compounds respectively), two cis halogen atoms (Sn? Cl = 2.4908(16), 2.5447(17) Å; Sn? Br = 2.6875(11), 2.7464(9) Å) and the two donor atoms of the ligand (Sn? N = 2.407(4), 2.471(4) Å and 2.360(5), 2.455(5) Å). In both cases, the Sn? N(pyridine) bond length is markedly longer than the Sn? N(pyrazole) distance. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
146.
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
147.
We deal with the q-numerical radius of weighted unilateral and bilateral shift operators. In particular, the q-numerical radius of weighted shift operators with periodic weights is discussed and computed. 相似文献
148.
V. G. Lakhtin V. L. Ryabkov A. V. Kisin V. M. Nosova M. V. Polyakova E. A. Chernyshev 《Russian Chemical Bulletin》1995,44(11):2163-2167
Liquid-phase chlorination of a number of chloro(chlorovinyl)methylsilanes was investigated. A number of novelC-chlorosilanes were characterized by IR and1H NMR spectra. Some regularities of these reactions were determined; correlations between the structure of chloro(chlorovinyl)methylsilanes and their reactivities were identified.Translated fromIzvestiya Akademii Nauk. Seriya Khimicheskaya, No. 11, pp. 2256–2260, November, 1995. 相似文献
149.
Runge–Kutta based convolution quadrature methods for abstract, well-posed, linear, and homogeneous Volterra equations, non
necessarily of sectorial type, are developed. A general representation of the numerical solution in terms of the continuous
one is given. The error and stability analysis is based on this representation, which, for the particular case of the backward
Euler method, also shows that the numerical solution inherits some interesting qualitative properties, such as positivity,
of the exact solution. Numerical illustrations are provided. 相似文献
150.
D. Sasireka E. Palaniyandi K. Iyakutti 《International journal of quantum chemistry》2004,99(3):142-152
Local lattice relaxation of substitutional donors in silicon investigated using self‐consistent multiple scattering Xα (MSXα) method within the framework of the standard muffin‐tin potential approximation is extended to substitutional donors in germanium and substitutional acceptors in both silicon and germanium. Incorporating the effect of lattice relaxation surrounding the impurity makes the model suitable for both shallow and deep levels. Chemical trends of some aspects of impurity states, such as local lattice relaxation and charge transfer, of the impurities both in silicon and germanium are inferred. © 2004 Wiley Periodicals, Inc. Int J Quantum Chem, 2004 相似文献