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Different types of engines produce different types of thrust because they work differently. Each engine also lets us do different things.

Piston engines make things rotate, so they need a propeller to produce thrust.

Jet engines take in air with fans like propellers, but create a controlled explosion that actually produces thrust. Jet engines are more powerful than piston engines, so they can make planes go faster.

Rocket engines also use a controlled explosion like jets. Unlike jets, they carry oxygen in the form of oxidizers. Because rocket engines don’t need to be in air, they are the only engines that work in space.