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Great question!
The side walls are NOT concrete but pure stone. I NEVER recommend concrete (though it is possible to do with it) for rocket stoves as it off gasses and also because concrete will crack at high temps. There are lots of videos online using concrete and they will sorta work for a short period of time but they will never get as hot nor last as long and as I said you have off gas risk.
I used pure stone in this particular one but usually I just use pure earthen cobb/adobe or a combination of cobb/adobe and brick.
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Great thanks for the great advice!