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61.
介绍PAL制彩色全电视信号中色同步信号编码原理及恢复逐行倒相副载波的过程中,两种计算色同步信号相位角的方法。并且在实验的基础上得出:最小二乘法在PAL制电视信号的副载波相位角计算中不仅可以满足精度要求,而且简便灵活。 相似文献
62.
In this article we consider partitioned Runge-Kutta (PRK) methods for Hamiltonian partial differential equations (PDEs) and present some sufficient conditions for multi-symplecticity of PRK methods of Hamiltonian PDEs.
63.
In this work we present a first-order partial differential equationwhich defines the topology of single atomic entitiesin multiatomic systems. Such an equation, obtained by R. F.W. Bader, is here analysed and discussed from a general mathematicalpoint of view; a method is then proposed for defining the initialor boundary condition. With this contribution we would liketo promote and stimulate a more detailed analysis which goesbeyond practical purposes and basic mathematical analysis inorder to have a deeper understanding of the theory behind theequation and its consequences for practical applications. 相似文献
64.
Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints
Pham 《Applied Mathematics and Optimization》2002,46(1):55-78
Abstract. This paper deals with an extension of Merton's optimal investment problem to a multidimensional model with stochastic volatility
and portfolio constraints. The classical dynamic programming approach leads to a characterization of the value function as
a viscosity solution of the highly nonlinear associated Bellman equation. A logarithmic transformation expresses the value
function in terms of the solution to a semilinear parabolic equation with quadratic growth on the derivative term. Using a
stochastic control representation and some approximations, we prove the existence of a smooth solution to this semilinear
equation. An optimal portfolio is shown to exist, and is expressed in terms of the classical solution to this semilinear equation.
This reduction is useful for studying numerical schemes for both the value function and the optimal portfolio. We illustrate
our results with several examples of stochastic volatility models popular in the financial literature. 相似文献
65.
We apply the least‐squares finite element method with adaptive grid to nonlinear time‐dependent PDEs with shocks. The least‐squares finite element method is also used in applying the deformation method to generate the adaptive moving grids. The effectiveness of this method is demonstrated by solving a Burgers' equation with shocks. Computational results on uniform grids and adaptive grids are compared for the purpose of evaluation. The results show that the adaptive grids can capture the shock more sharply with significantly less computational time. For moving shock, the adaptive grid moves correctly with the shock. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006 相似文献
66.
67.
本文对广义风险过程中的渐近方差作了非参数估计,得出并证明了两个定理,为广义风险过程中破产概率的区间估计作了理论准备. 相似文献
68.
P. Kh. Atanasova T. L. Bojadjiev S. N. Dimova 《Computational Mathematics and Mathematical Physics》2006,46(4):666-679
Partial critical dependences of the form current-magnetic field in a two-layered symmetric Josephson junction are modeled. A numerical experiment shows that, for the zero interaction coefficient between the layers of the junction, jumps of the critical currents corresponding to different distributions of the magnetic fluxes in the layers may appear on the critical curves. This fact allows a mathematical interpretation of the results of some recent experimental results for two-layered junctions as a consequence of discontinuities of partial critical curves. 相似文献
69.
Klaus Ziegler 《Journal of multivariate analysis》1997,62(2):233-272
Functional central limit theorems for triangular arrays of rowwise independent stochastic processes are established by a method replacing tail probabilities by expectations throughout. The main tool is a maximal inequality based on a preliminary version proved by P. Gaenssler and Th. Schlumprecht. Its essential refinement used here is achieved by an additional inequality due to M. Ledoux and M. Talagrand. The entropy condition emerging in our theorems was introduced by K. S. Alexander, whose functional central limit theorem for so-calledmeasure-like processeswill be also regained. Applications concern, in particular, so-calledrandom measure processeswhich include function-indexed empirical processes and partial-sum processes (with random or fixed locations). In this context, we obtain generalizations of results due to K. S. Alexander, M. A. Arcones, P. Gaenssler, and K. Ziegler. Further examples include nonparametric regression and intensity estimation for spatial Poisson processes. 相似文献
70.
In his celebrated paper, Polya has considered the random walk in the three-dimensional (cubic) lattice and showed that the probability of return to the origin is less than 1. Subsequent authors have shown that the probability is %34.053.... Here we consider the same random walk, with the restriction that the drunkard is only allowed to stay inxyz. It is shown that his probability of returning to the originand staying in the allowed region is %6.4844.... 相似文献