全文获取类型
收费全文 | 2511篇 |
免费 | 169篇 |
国内免费 | 192篇 |
专业分类
化学 | 243篇 |
晶体学 | 4篇 |
力学 | 184篇 |
综合类 | 49篇 |
数学 | 2063篇 |
物理学 | 329篇 |
出版年
2023年 | 20篇 |
2022年 | 30篇 |
2021年 | 37篇 |
2020年 | 36篇 |
2019年 | 55篇 |
2018年 | 50篇 |
2017年 | 56篇 |
2016年 | 63篇 |
2015年 | 52篇 |
2014年 | 88篇 |
2013年 | 186篇 |
2012年 | 108篇 |
2011年 | 91篇 |
2010年 | 84篇 |
2009年 | 116篇 |
2008年 | 122篇 |
2007年 | 144篇 |
2006年 | 120篇 |
2005年 | 121篇 |
2004年 | 116篇 |
2003年 | 101篇 |
2002年 | 132篇 |
2001年 | 81篇 |
2000年 | 90篇 |
1999年 | 95篇 |
1998年 | 87篇 |
1997年 | 67篇 |
1996年 | 53篇 |
1995年 | 55篇 |
1994年 | 51篇 |
1993年 | 59篇 |
1992年 | 49篇 |
1991年 | 35篇 |
1990年 | 43篇 |
1989年 | 28篇 |
1988年 | 13篇 |
1987年 | 12篇 |
1986年 | 26篇 |
1985年 | 14篇 |
1984年 | 17篇 |
1983年 | 6篇 |
1982年 | 13篇 |
1981年 | 12篇 |
1980年 | 4篇 |
1979年 | 10篇 |
1978年 | 6篇 |
1977年 | 6篇 |
1976年 | 3篇 |
1973年 | 2篇 |
1972年 | 2篇 |
排序方式: 共有2872条查询结果,搜索用时 15 毫秒
1.
In this paper, we study the existence of the uniformly minimum risk equivariant (UMRE) estimators of parameters in a class
of normal linear models, which include the normal variance components model, the growth curve model, the extended growth curve
model, and the seemingly unrelated regression equations model, and so on. The necessary and sufficient conditions are given
for the existence of UMRE estimators of the estimable linear functions of regression coefficients, the covariance matrixV and (trV)α, where α > 0 is known, in the models under an affine group of transformations for quadratic losses and matrix losses, respectively.
Under the (extended) growth curve model and the seemingly unrelated regression equations model, the conclusions given in literature
for estimating regression coefficients can be derived by applying the general results in this paper, and the sufficient conditions
for non-existence of UMRE estimators ofV and tr(V) are expanded to be necessary and sufficient conditions. In addition, the necessary and sufficient conditions that there
exist UMRE estimators of parameters in the variance components model are obtained for the first time. 相似文献
2.
M. M. Kostreva 《Journal of Optimization Theory and Applications》1989,62(1):63-76
Murty's algorithm for the linear complementarity problem is generalized to solve the optimality conditions for linear and convex quadratic programming problems with both equality and inequality constraints. An implementation is suggested which provides both efficiency and tight error control. Numerical experiments as well as field tests in various applications show favorable results.The author thanks K. G. Murty for his encouragement and helpful comments. 相似文献
3.
In this work we study nonnegativity and positivity of a discrete quadratic functional with separately varying endpoints. We introduce a notion of an interval coupled with 0, and hence, extend the notion of conjugate interval to 0 from the case of fixed to variable endpoint(s). We show that the nonnegativity of the discrete quadratic functional is equivalent to each of the following conditions: The nonexistence of intervals coupled with 0, the existence of a solution to Riccati matrix equation and its boundary conditions. Natural strengthening of each of these conditions yields a characterization of the positivity of the discrete quadratic functional. Since the quadratic functional under consideration could be a second variation of a discrete calculus of variations problem with varying endpoints, we apply our results to obtain necessary and sufficient optimality conditions for such problems. This paper generalizes our recent work in [R. Hilscher, V. Zeidan, Comput. Math. Appl., to appear], where the right endpoint is fixed. 相似文献
4.
It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes
the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a heat bath of
fixed temperature. Apparently, it is not so well known that the same partial differential equation, but now with constant
coefficients which are functionals of the solution itself rather than being prescribed, describes the kinetic evolution (in
the N→∞ limit) of an
isolated
N-particle system with certain stochastic interactions. Here we discuss in detail this recently discovered interpretation.
An erratum to this article can be found at 相似文献
5.
V. V. Kozlov 《Functional Analysis and Its Applications》2005,39(4):271-283
We discuss the symplectic geometry of linear Hamiltonian systems with nondegenerate Hamiltonians. These systems can be reduced to linear second-order differential equations characteristic of linear oscillation theory. This reduction is related to the problem on the signatures of restrictions of quadratic forms to Lagrangian planes. We study vortex symplectic planes invariant with respect to linear Hamiltonian systems. These planes are determined by the solutions of quadratic matrix equations of a special form. New conditions for gyroscopic stabilization are found. 相似文献
6.
We extend the matrix version of Cochran's statistical theorem to outer inverses of a matrix. As applications, we investigate the Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures. 相似文献
7.
Jeannette H. C. Woerner 《商业与工业应用随机模型》2005,21(1):27-44
In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
8.
9.
MC模式下顾客需求与厂商供应的纳什均衡 总被引:3,自引:0,他引:3
在大规模定制(MC,Mass Customization)模式下,基于市场需求的复杂化,厂商对个性化的顾客需求很难做出及时准确的反应,而且由于其自身生产能力的限制,不可能对所有的个性化用户进行一一地满足,只可能对已经存在的个性化需求,根据自身的生产能力和规模,以利润最大化及顾客对产品的满意度为目标,对个性化需求进行较准确地预测,从而正确指导生产。本通过博弈论的方法,提出了一个基于顾客对产品的满意度及企业的利润的一个非合作博弈模型,并给出求解纳什均衡的方法。 相似文献
10.
Efficient Sequential Quadratic Programming Implementations for Equality-Constrained Discrete-Time Optimal Control 总被引:1,自引:0,他引:1
Efficient sequential quadratic programming (SQP) implementations are presented for equality-constrained, discrete-time, optimal control problems. The algorithm developed calculates the search direction for the equality-based variant of SQP and is applicable to problems with either fixed or free final time. Problem solutions are obtained by solving iteratively a series of constrained quadratic programs. The number of mathematical operations required for each iteration is proportional to the number of discrete times N. This is contrasted by conventional methods in which this number is proportional to N
3. The algorithm results in quadratic convergence of the iterates under the same conditions as those for SQP and simplifies to an existing dynamic programming approach when there are no constraints and the final time is fixed. A simple test problem and two application problems are presented. The application examples include a satellite dynamics problem and a set of brachistochrone problems involving viscous friction. 相似文献