PE pipe or fittings are joined to each other by heat fusion or with mechanical fittings.

The principle of heat fusion is to heat two surfaces to a designated temperature, then fuse them together by application of a sufficient force.

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Note added at 2 hrs (2012-01-03 14:50:32 GMT)
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Heat fusion is the preferred method for joining polyethylene pipes. Heat fusion creates permanent leak-free joints. There are three types of heat fusion joints currently used in the industry:
Socket fusion - used to join 3" IPS and smaller tubing and pipe to socket fittings;
Butt fusion - used to join plain end pipes and fittings that have the same outside diameter and a similar wall thickness;
Saddle (sidewall) fusion - used to install branch saddles, tapping tees, etc. to a main.