Temporal difference models describe higher-order learning in humans.

The ability to use environmental stimuli to predict impending harm is critical for survival. Such predictions should be available as early as they are reliable. In pavlovian conditioning, chains of successively earlier predictors are studied in terms of higher-order relationships, and have inspired computational theories such as temporal difference learning. However, there is at present no adequate neurobiological account of how this learning occurs. Here, in a functional magnetic resonance imaging (fMRI) study of higher-order aversive conditioning, we describe a key computational strategy that humans use to learn predictions about pain. We show that neural activity in the ventral striatum and the anterior insula displays a marked correspondence to the signals for sequential learning predicted by temporal difference models. This result reveals a flexible aversive learning process ideally suited to the changing and uncertain nature of real-world environments. Taken with existing data on reward learning, our results suggest a critical role for the ventral striatum in integrating complex appetitive and aversive predictions to coordinate behaviour.

Shape signifiers for control of a low-order compressor model

Rotating stall and surge, two instability mechanisms limiting the performance of aeroengines compressors, are studied on the third-order Moore-Greitzer model. The skewness of the compressor characteristic, a single parameter shape signifier, is shown to determine the key qualitative properties of feedback control.

Low-order modelling of the response of ducted flames in annular geometries

The adoption of lean premixed prevaporised combustion systems can reduce NOx emissions from gas turbines, but unfortunately also increases their susceptibility to thermoacoustic instabilities. Initially, acoustic waves can produce heat release fluctuations by a variety of mechanisms, often by perturbing the equivalence ratio. If correctly phased, heat release fluctuations can subsequently generate more acoustic waves, which at high amplitude can result in significant structural damage to the combustor. The prediction of this phenomenon is of great industrial interest. In previous work, we have coupled a physics based, kinematic model of the flame with a network model to provide the planar acoustic response necessary to close the feedback loop and predict the onset and amplitude of thermoacoustic instabilities in a lab-scale, axisymmetric single burner combustor. The advantage of a time domain approach is that the modal interaction, the influence of harmonics, and flame saturation can be investigated. This paper extends this approach to more realistic, annular geometries, where both planar and circumferential modes must be considered. In lean premixed prevaporised combustors, fluctuations in equivalence ratio have been shown to be a dominant cause of unsteady combustion. These can occur, for example, due to velocity perturbations in the premix ducts, which can lead to equivalence ratio fluctuations at the fuel injectors, which are subsequently convected downstream to the flame surfaces. Here, they can perturb the heat release by locally altering the flame speed, enthalpy of combustion, and, indirectly, the flame surface area. In many gas turbine designs, particularly aeroengines, the geometries are composed of a ring of premix ducts linking a plenum and an annular combustor. The most unstable modes are often circumferential modes. The network model is used to characterise the flow response of the geometry to heat fluctuations at an appropriate location, such as the fuel injectors. The heat release at each flame holder is determined in the time domain using the kinematic flame model derived, as a function of the flow perturbations in the premix duct. This approach is demonstrated for an annular ring of burners on a in a simple geometry. The approach is then extended to an industrial type gas turbine combustor, and used to predict the limit cycle amplitudes. Copyright © 2012 by ASME.

An investigation of higher-order multi-objective optimisation for 3D aerodynamic shape design

We investigate the performance of different variants of a suitably tailored Tabu Search optimisation algorithm on a higher-order design problem. We consider four objective func- tions to describe the performance of a compressor stator row, subject to a number of equality and inequality constraints. The same design problem has been previously in- vestigated through single-, bi- and three-objective optimisation studies. However, in this study we explore the capabilities of enhanced variants of our Multi-objective Tabu Search (MOTS) optimisation algorithm in the context of detailed 3D aerodynamic shape design. It is shown that with these enhancements to the local search of the MOTS algorithm we can achieve a rapid exploration of complicated design spaces, but there is a trade-off be- tween speed and the quality of the trade-off surface found. Rapidly explored design spaces reveal the extremes of the objective functions, but the compromise optimum areas are not very well explored. However, there are ways to adapt the behaviour of the optimiser and maintain both a very efficient rate of progress towards the global optimum Pareto front and a healthy number of design configurations lying on the trade-off surface and exploring the compromise optimum regions. These compromise solutions almost always represent the best qualitative balance between the objectives under consideration. Such enhancements to the effectiveness of design space exploration make engineering design optimisation with multiple objectives and robustness criteria ever more practicable and attractive for modern advanced engineering design. Finally, new research questions are addressed that highlight the trade-offs between intelligence in optimisation algorithms and acquisition of qualita- tive information through computational engineering design processes that reveal patterns and relations between design parameters and objective functions, but also speed versus optimum quality. © 2012 AIAA.

High-order detached eddy simulation, zonal LES and URANS of cavity and labyrinth seal flows

Hybrid numerical large eddy simulation (NLES), detached eddy simulation (DES) and URANS methods are assessed on a cavity and a labyrinth seal geometry. A high sixth-order discretization scheme is used and is validated using the test case of a two-dimensional vortex. The hybrid approach adopts a new blending function. For the URANS simulations, the flow within the cavity remains steady, and the results show significant variation between models. Surprisingly, low levels of resolved turbulence are observed in the cavity for the DES simulation, and the cavity shear layer remains two dimensional. The hybrid RANS-NLES approach does not suffer from this trait.For the labyrinth seal, both the URANS and DES approaches give low levels of resolved turbulence. The zonal Hamilton-Jacobi approach on the other had given significantly more resolved content. Both DES and hybrid RANS-NLES give good agreement with the experimentally measured velocity profiles. Again, there is significant variation between the URANS models, and swirl velocities are overpredicted. © 2013 John Wiley & Sons, Ltd.

Aeroacoustic source measurement methods for characterizing the sound generated by ducted flow devices with higher-order modes.

The International Organization for Standardization (ISO) method 5136 is widely used in industry and academia to determine the sound power radiated into a duct by fans and other flow devices. The method involves placing the device at the center of a long cylindrical duct with anechoic terminations at each end to eliminate reflections. A single off-axis microphone is used on the inlet and outlet sides that can theoretically capture the plane-wave mode amplitudes but this does not provide enough information to fully account for higher-order modes. In this study, the "two-port" source model is formulated to include higher-order modes and applied for the first three modes. This requires six independent surface pressure measurements on each side or "port." The resulting experimental set-up is much shorter than the ISO rig and does not require anechoic terminations. An array of six external loudspeaker sources is used to characterize the passive part of the two-port model and the set-up provides a framework to account for transmission of higher-order modes through a fan. The relative importance of the higher-order modes has been considered and their effect on inaccuracies when using the ISO method to find source sound power has been analyzed.

Measurement of third-order dispersion in a hong-ou-mandel interferometer

The effect of third-order dispersion in a Hong-Ou-Mandel interferometer is investigated using a ZnSe crystal as a dispersive medium. A value for the TOD coefficient of ZnSe is extracted which is consistent with literature values. © OSA 2013.

Rebuilding the limit order book: Sequential Bayesian inference on hidden states

The limit order book of an exchange represents an information store of market participants' future aims and for many traders the information held in this store is of interest. However, information loss occurs between orders being entered into the exchange and limit order book data being sent out. We present an online algorithm which carries out Bayesian inference to replace information lost at the level of the exchange server and apply our proof of concept algorithm to real historical data from some of the world's most liquid futures contracts as traded on CME GLOBEX, EUREX and NYSE Liffe exchanges. © 2013 © 2013 Taylor & Francis.