全文获取类型
收费全文 | 4213篇 |
免费 | 641篇 |
国内免费 | 152篇 |
专业分类
化学 | 274篇 |
晶体学 | 4篇 |
力学 | 509篇 |
综合类 | 108篇 |
数学 | 2582篇 |
物理学 | 1529篇 |
出版年
2024年 | 6篇 |
2023年 | 45篇 |
2022年 | 86篇 |
2021年 | 108篇 |
2020年 | 90篇 |
2019年 | 93篇 |
2018年 | 75篇 |
2017年 | 146篇 |
2016年 | 171篇 |
2015年 | 104篇 |
2014年 | 233篇 |
2013年 | 366篇 |
2012年 | 206篇 |
2011年 | 231篇 |
2010年 | 196篇 |
2009年 | 247篇 |
2008年 | 270篇 |
2007年 | 274篇 |
2006年 | 207篇 |
2005年 | 211篇 |
2004年 | 156篇 |
2003年 | 143篇 |
2002年 | 145篇 |
2001年 | 143篇 |
2000年 | 126篇 |
1999年 | 127篇 |
1998年 | 110篇 |
1997年 | 87篇 |
1996年 | 72篇 |
1995年 | 70篇 |
1994年 | 48篇 |
1993年 | 59篇 |
1992年 | 41篇 |
1991年 | 39篇 |
1990年 | 42篇 |
1989年 | 22篇 |
1988年 | 16篇 |
1987年 | 28篇 |
1986年 | 17篇 |
1985年 | 42篇 |
1984年 | 15篇 |
1983年 | 12篇 |
1982年 | 13篇 |
1981年 | 12篇 |
1980年 | 9篇 |
1979年 | 15篇 |
1978年 | 6篇 |
1976年 | 5篇 |
1974年 | 4篇 |
1973年 | 5篇 |
排序方式: 共有5006条查询结果,搜索用时 15 毫秒
1.
We discuss an error estimation procedure for the global error of collocation schemes applied to solve singular boundary value problems with a singularity of the first kind. This a posteriori estimate of the global error was proposed by Stetter in 1978 and is based on the idea of Defect Correction, originally due to Zadunaisky. Here, we present a new, carefully designed modification of this error estimate which not only results in less computational work but also appears to perform satisfactorily for singular problems. We give a full analytical justification for the asymptotical correctness of the error estimate when it is applied to a general nonlinear regular problem. For the singular case, we are presently only able to provide computational evidence for the full convergence order, the related analysis is still work in progress. This global estimate is the basis for a grid selection routine in which the grid is modified with the aim to equidistribute the global error. This procedure yields meshes suitable for an efficient numerical solution. Most importantly, we observe that the grid is refined in a way reflecting only the behavior of the solution and remains unaffected by the unsmooth direction field close to the singular point. 相似文献
2.
3.
ZHANG Shibin ZHANG Xinsheng & SUN Shuguang School of Management Fudan University Shanghai China Department of Mathematics Shanghai Maritime University Shanghai China 《中国科学A辑(英文版)》2006,49(9):1231-1257
The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility. 相似文献
4.
随着图像系统的广泛应用,对图像的稳定要求也越来越高。图像的运动和不稳定是常见的,往往是由于载体的运动引起的,为了达到图像稳定的目的,就需要对其运动进行描述,然后采用相应的算法进行补偿。给出了运动对图像清晰度的影响及像偏移的估算,并对数字电子图像稳定系统进行了简单阐述。 相似文献
5.
An Nd:YAG laser-pumped periodically poled RbTiOAsO4 (PPRTA) optical parametric oscillator (OPO) near degeneracy is reported. At a pump power of 3.7 W, a net conversion efficiency of 43% was obtained. These crystals were found to be phase-matchable for the higher order quasi-phase-matched second-harmonic generation (SHG) in the visible range. Detailed analyses of the phase-matching properties for these processes were made by using the published Sellmeier and thermo-optic dispersion formulas. 相似文献
6.
An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss 总被引:3,自引:0,他引:3
Mohammad Jafari Jozani Nader Nematollahi Khalil Shafie 《Statistics & probability letters》2002,60(4):437-444
A subclass of the scale-parameter exponential family is considered and for the rth power of the scale parameter, which is lower bounded, an admissible minimax estimator under scale-invariant squared-error loss is presented. Also, an admissible minimax estimator of a lower-bounded parameter in the family of transformed chi-square distributions is given. These estimators are the pointwise limits of a sequence of Bayes estimators. Some examples are given. 相似文献
7.
Statistical Inference with Fractional Brownian Motion 总被引:3,自引:1,他引:2
Kukush Alexander Mishura Yulia Valkeila Esko 《Statistical Inference for Stochastic Processes》2005,8(1):71-93
We give a test between two complex hypothesis; namely we test whether a fractional Brownian motion (fBm) has a linear trend against a certain non-linear trend. We study some related questions, like goodness-of-fit test and volatility estimation in these models. 相似文献
8.
The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
9.
束晕-混沌的复杂性理论与控制方法及其应用前景 总被引:18,自引:0,他引:18
本文系统论述涉及强流加速器等强流离子束装置中产生的束晕-混沌的复杂性理论与控制方法及其应用前景。强流离子束在核材料生产与增殖、洁净核能、放射性废物嬗变、放射性药物生产、重离子聚变、高能物理、核科学与工程、国防与民用工业和医疗等许多方面都有极其重要的应用潜力和诱人的发展前景。尤其是,近年来强流加速器驱动的放射性洁净核能系统是国内外关注的热门课题,因为它比常规核电更安全、更干净、更便宜。但是,强流离子束形成的束晕-混沌的复杂性现象已引起了国内外广泛关注,需要加以抑制、控制和消除这类现象,解决这一难题已经成为强流离子束应用中的关键问题之一。目前不仅必须深入研究这类束晕-混沌的复杂特性及其产生的物理机制,而且需要研究如何实现对束晕-混沌的有效控制,并寻求和发展其新理论、新方法和新技术。这就向强流离子束物理和非线性-复杂性科学及其技术提出了一系列极富挑战性的新课题。本文结合国内外的研究概况,根据我们多年来的研究成果,特别是我们首创性地提出了一些束晕-混沌的有效控制方法,它们包括:非线性反馈控制法,小波反馈控制法,变结构控制法,延迟反馈控制法,参数自适应控制法等,进行重点的介绍。对上述课题当前的主要进展及相关问题进行系统的总结和比较全面综述的评论。最后,指出该领域今后的研究方向,以推动这个崭新领域的深入研究和应用发展。 相似文献
10.
Dominique Fourdrinier William E. Strawderman 《Annals of the Institute of Statistical Mathematics》2003,55(4):803-816
We consider estimation of loss for generalized Bayes or pseudo-Bayes estimators of a multivariate normal mean vector, θ. In
3 and higher dimensions, the MLEX is UMVUE and minimax but is inadmissible. It is dominated by the James-Stein estimator and by many others. Johnstone (1988,
On inadmissibility of some unbiased estimates of loss,Statistical Decision Theory and Related Topics, IV (eds. S. S. Gupta and J. O. Berger), Vol. 1, 361–379, Springer, New York) considered the estimation of loss for the usual
estimatorX and the James-Stein estimator. He found improvements over the Stein unbiased estimator of risk. In this paper, for a generalized
Bayes point estimator of θ, we compare generalized Bayes estimators to unbiased estimators of loss. We find, somewhat surprisingly,
that the unbiased estimator often dominates the corresponding generalized Bayes estimator of loss for priors which give minimax
estimators in the original point estimation problem. In particular, we give a class of priors for which the generalized Bayes
estimator of θ is admissible and minimax but for which the unbiased estimator of loss dominates the generalized Bayes estimator
of loss. We also give a general inadmissibility result for a generalized Bayes estimator of loss.
Research supported by NSF Grant DMS-97-04524. 相似文献