"steam hammer" phenomenon
When high pressure steam is released too quickly into a cooler pipe, the steam collapses as it condenses and gives up it's heat. The space previously occupied by the steam "bubble" is quickly and violently filled in with the surrounding water. The collapsing sides of the bubble slam into each other, causing a loud "bang". This violent process continues, creating a "hammering" that has been known to destroy cast iron pipes, and cause serious accidents. The hammering fades as the temperature and pressure in both pipes equal out. Apparently the key is to open the valve slowly.
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Steam Hammer