Thermite
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Too bad, most Universities will not allow this demonstration for safety reasons. After all, it is only rust and aluminum. What's the harm?
Introduction
Reaction
You can used either Fe3O4 (magnetite) or Fe2O3 (hematite) in this reaction. The opitmal ratio changes though to ensure that there is no limiting reagent.
Fe2O3 + 2Al → 2Fe + Al2O3 + heat
Safety
Be very careful if you try this.