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Here is rocket engine drawing. The combustion chamber made from copper and the outer shell from stainless steel. The coolant, either water or gasoline will be between

engine

With either pressurised water or propellant, used as the coolant how can these two components be hermetically joined? Can I use welding or something else to create a sealed join between steel and copper?

I can't use rubber seals because of the heat produced by the combustion chamber. I thought about a threaded connection. Can it be used here? Or maybe there is a better way to join the two?

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    $\begingroup$ Have you referred to your image's source? Here's the chapter on Fabrication of Leroy J. Krzycki's How to Design, Build and Test Small Liquid-Fueled Rocket Engines, 1967, Rocketlab / China Lake, CA. Note that fabrication processes and materials science have improved dramatically since 1967. The source explains what's important to keep in mind (like coolant flow and why you'd want seamless joints and smooth surfaces - so welding if you went with metal alloys), but at the end of the day, it's your design choice. $\endgroup$ – TildalWave Feb 20 '15 at 11:32
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Firstly tl/dr - if you need to ask, then this will go RUDE* and may take out your garden, pets, family, etc...

From someone who knows:

it's gonna go "boom" and spray propellants at about 3000 Kelvin or more

So, you need to think about what you have here - Pressurised propellant will find a way out if it can. And then it will ignite. Rapidly.

A threaded connection will not be enough - that nozzle is going to get very hot, and like most things, metal expands when heated. So that threading is going to move against the cooler outer portion of the engine. This is not a good thing.

Welding is a much better idea, but you are going to need to be able to deliver a weld that can cope with those temperatures. The book @Tildal linked to has an entire section on Safety, and the section on Fabrication appears to give you what you need in terms of materials.

*Rapid Unplanned Disassembly Event (from Elon Musk, who quite possibly knows what he is talking about)

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    $\begingroup$ Robotex - the fact that you are asking these questions really worries me. Are you seriously suggesting using silver for this - look at its properties. I think you need to go back to basics on some of the key structural properties required. $\endgroup$ – Rory Alsop Feb 20 '15 at 13:59
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    $\begingroup$ @Robotex Please check thermal properties of your components before you attempt to use them in a thermally highly dynamic environment. Threaded seal won't and can't work with thermal expansion we're talking of here. Gasoline and pure oxygen adiabatic temperature can come close or exceed 3,000 Kelvin. If you're gonna assemble your parts of thermally unmatched materials with different thermal conductivity, inertia and expansion rates, you're essentially creating a bimetal! It will buckle and your seal is gone then. It won't "buckle back". Things can easily go boom in various unpleasant ways,. $\endgroup$ – TildalWave Feb 20 '15 at 14:06
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    $\begingroup$ No no no no no no - that is not true Robotex $\endgroup$ – Rory Alsop Feb 20 '15 at 14:26
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    $\begingroup$ There are ways to determine the temperature of the engine wall. You can in fact use ptfe seals, if you use them in a properly cooled environment. But unless you know vastly more about thermodynamics than you let on, you can't predict where such an place might be in your rocket engine. Have you ever heard of a thing called film boiling and why it is bad news for regenerative cooling systems? $\endgroup$ – Rikki-Tikki-Tavi Feb 20 '15 at 14:39
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    $\begingroup$ Robotex: Yes, but not in a trivial way. $\endgroup$ – Rikki-Tikki-Tavi Feb 20 '15 at 20:29

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