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In brief The most efficient shape for withstanding high pressure is a sphere but that would be costly to manufacture. A cylinder with a domed top and a domed bottom (look underneath, the flat base is actually welded around the outside, the bottom of the gas container is actually domed) is a much cheaper shape to manufacture whilst still having good stength to resist the internal gas pressure.

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The idea that "cylindrical vessels have minimum surface area to volume ratio and thus reduces heat transfer" is incorrect. The surface area to volume ratio for a cylinder depends on the ratio of its length to its diameter and most cycinders are manufactured with a much greater length than is ideal for minimising surface area. In fact a cube would be a better shape than most gas cylinders if this was the primary design consideration. Also heat transfer is actually often a good thing for gas containers, liquids require heat to convert to gases. Try using a butane cylinder on a near freezing day......

The idea that "they are cylindrical because there are no weak points such as joins and corners that the gas molecules could force apart" is partially correct, a cylinder with hemisperical ends has no corners which would certainly act as stress concentrators and therefore be much weaker for the same material thickness but many low to mid pressure gas containers are welded from sheet material so there are joins.

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