It’s an excellent question. Fusion plasma is basically the Universal Solvent, able to dissolve any known material due to the insane temps and pressures… and this includes its container.
There’s a couple strategies. The first is magnetic confinement. Basically it’s held in place by a magnetic field, so the plasma never actually touches anything physical. This comes with its own set of problems. First, there’s a tremendous number of neutrons that are still flying off and crashing into the walls which still degrades them. Next, shape of the magnetic field is very important. That’s why some varieties are really strange looking. Finally, you need really strong magnetic fields and the way to make the strongest magnet fields is to cool down the magnetic materials to near absolutely zero. But think about that… now you have to maintain the temps and pressures of a star mear centimeters from materials at near absolutely zero. And people wonder why fusion is perpetually 20 years away.
There are other strategies to contain the plasma though, that approach it in different ways. General Fusion has revived an old idea. Basically they surround a sphere with really strong pistons and all those Pistons are coordinated to slam into a liquid metal medium (I think they’re using lithium) which concentrates and focuses the shockwave onto a tiny bit of material at the very center. Each time there is a pulse the material undergoes a burst of fusion. The liquid metal then absorbs the bursts of heat and can be circulated to extract the heat from the pulsing bursts of fusion. This way your container walls never go bad because you can continually flow more liquid metal in as needed.
I’m sure there’s other strategies, but these are the two I’m most familiar with.
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