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The engine shown is a double-acting steam engine because the valve allows high-pressure steam to act alternately on both faces of the piston. The following animation shows the engine in action:
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You can see that the slide valve is in charge of letting the high-pressure steam into either side of the cylinder. The control rod for the valve is usually hooked into a linkage attached to the cross-head, so that the motion of the cross-head slides the valve as well. (On a steam locomotive, this linkage also allows the engineer to put the train into reverse.)
You can see in this diagram that the exhaust steam simply vents out into the air. This fact explains two things about steam locomotives:
On a steam locomotive, the cross-head normally links to a drive rod, and from there to coupling rods that drive the locomotive's wheels. The arrangement often looks something like this:
In this diagram, the cross-head is connected to a drive rod that connects to one of three drive wheels for the train. The three wheels are connected via coupling rods so they turn in unison.
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