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Actually I can think of one application that uses on ellipse for light concentration. Ruby lasers (or any optically pumped laser) They use a flash tube (like a camera flash) and a lasing rod or tube with an elliptical reflector around them with the two tubes at the foci. All the light from the flash tube converges simultaneously on the lasing tube. I think this is also the premis behind whispering domes.
While a parabola is ideal for an infinitely distant light source, an ellipse is ideal for a light source of a finite distance (such as a fire or lamp) where the two fixed points are the foci. Now if you had a really tall tower (say for a windmill or a water tower) and you could hang a string from it and place your other fixed point closer to the ground then you could draw a section of an ellipse that was pretty darn close to a parabola. Probably just as good as the precision of the Mechanical Mathematician. Of course you would need a tower shielded from the wind... On the other hand you could use this method to draw an ellipse in your camp-site with the fireplace and your chair as the foci and place a bunch of mirrors on the ellipse then you would only need a small fire to keep yourself warm, or just a couple mirrors on the ellipse behind you to keep your back warm.
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