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Turbocharging:Turbocharging is a way of compressing the air flowing into the engine, also known as forced induction. The advantage of turbocharging is that it squeezes more air into a cylinder under pressure, and more air means that more fuel can be added. Therefore, you get more power from each combustion cycle in each cylinder. This air pressure is commonly known as boost.In order to achieve this boost, the turbocharger uses the exhaust flow from the engine to spin an impeller, which directly drives another impeller on the air side, it is this that creates the forced pressure. A turbo engine is almost self generating in that it is it's own exhaust that drives-the-impeller-that-drives-the-air-impeller, which increases combustion, which increases the flow of exhaust gas, which in turn the impellers even faster. As long as you keep adding fuel, the turbo will spin faster and faster until it reaches the maximum amount of air that it can flow. Once you begin to cut off the fuel, i.e. release the throttle, the turbine begins to slow down again, as there is less exhaust gas and therefore the exhaust impeller slows down, and therefore the air impeller slows down creating less pressure.
The turbine in the turbocharger can spin up to speeds of 150,000+ rpm and because one side is driven by exhaust gas - the temperatures in the turbine housing can get very high. This causes a problem, in the hotter air has less oxygen, so the cooler the air driven through the air side, the more oxygen rich it is, and the greater combustion or performance from the engine. The air being forced through the impeller also creates friction, which in turn creates heat, which we already know reduces performance. This is why most turbocharging applications us an intercooler - more on those later.
The wastegate:
The wastegate on a turbo is used to vent excess pressure produced by the turbo, this is controlled by an actuator. The actuator is set to open the actuator at a given pressure, usually controlled by a boost control solenoid. Once this pressure is reached, the actuator will open the wastegate (see pictures below) and the excess pressure is released directly into the exhaust system.
The wastegate is there to protect your engine from too much boost pressure. You can see on the picture where the actuator rod pushes open the wastegate, you can alter the length of this by adjusting the nuts on the actuator up or down, this can open the actuator earlier - therefore allowing less boost pressure into the engine, or open it later, allowing more boost pressure into the engine. This also protects your turbo charger from running at too high a speed. Adjusting your actuator is typically a very fine adjustment and is best left to tuners that both have the experience and equipment to set the correct distance.
Intercoolers:
Intercoolers are basically like radiators - but air passes through them rather than water, they are usually placed at the front of a car in direct air flow. The warm, compressed air that has been created by the turbo charger is routed through the sealed intercooler, and is cooled by the air flowing through the 'vanes' of the radiator, generally the larger the intercooler and the larger the surface area that is in direct airflow, the more efficient it will be in cooling your compressed air. However, as the compressed air passes through the intercooler, it inevitabley looses some of its pressure, so there is a fine balance between having an intercooler that is too big - and loosing too much pressure, and one that is too small and does not cool the fast moving air well enough. Cooler air is more dense, i.e. it has more oxygen molecules, the more oxygen molecules, the more fuel can be added creating a more powerful explosion in the combustion chamber.
On the ZLET, the air feeding out of the intercooler is then metered by the MAP sensor, this monitors the temperature (and therefore how oxygen rich it is) of the air before it reaches the intake manifold and retards/advances the ignition timing and fueling to compensate.
Dump valves:
The kkk turbo on the ZLET/LEH/LER/LEH series has an integrated recirculating type of dump valve. This helps to protect the turbine blades from 'blow back' or compressor stall. When you release the throttle, the boost pressure that has been created needs to go somehere, the dump valve opens and releases that pressure back into the feed side of the turbo. If there was no dv, the pressure (that is suddenly not required as you have taken your foot off the throttle) - can blow back into the turbine causing the compressor to stall.
After market dv's are also available - atmospheric ones being the most popular which release the excess pressure into the atmosphere usually making a ttssshhhttt noise when doing so.
The two pictures below show the vxr (ZLEH) turbo charger unit, but is almost identical to the std kkk turbo found on the ZLET/ZLER/ZLEL engines. The arrows point out some of the main components of the turbocharger. 
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