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No, Corundum is Al2O3 crystals with impurities like titanium imbedded in the crystals, a thermite reaction leaves you with a molten pool of a metal such as Iron and aluminium oxides, it will not form any crystals, to make crystals you need to slowly deposits atoms on a solid surface, you cannot make them quick n' easy.
"A cheap laser pointer is now only a few bucks due to cheap rubies."No it isn't.No rubies are involved, though some of the processes are similar the KDP and Nd YAG crystals are not made by the Verneuil process.
The Verneuil method uses a hydrogen and oxygen flame. In this technique you slowly sprinkle aluminum oxide dust, through the flame where it melts and then deposits on a collection blob. This technique made rubies very cheap so they could be used in all types of tech applications. A cheap laser pointer is now only a few bucks due to cheap rubies. This is 1950's tech that is still used today. Another common technique is a molten flux technique. This is where you use a bath of molten salt, such as Na3AlF6 ; lava in a bowl. This molten salt bath will allow the aluminum oxide to dissolve at a reasonable temperature, since the molten salt acts as a solvent. This can be done in a lab furnace using platinum crucibles. Next, you add seed crystals of corundum and cool the saturated flux. If you cool the entire flux slowly or set up a thermal gradient in the flux, the aluminum oxide will precipitate out onto the crystal making the seeds grow. This forms high quality crystals but they will have some flux inclusions that a professional jeweler would see and know it was synthetic. Natural have different incisions. Years ago I did research growing gem quality crystals. I found that the molten flux technique can be modified, so the flux not only dissolves the aluminum oxide, but the flux can be used to chemically guide the growth habit of the crystals. This allows you to grow crystals with facets already on them. One flux I found could make hexagonal bi-pyramids. Another alternative to make rubies and sapphires is using hydrothermal techniques, where you use water at high temperature and pressure in sealed containers. If you use super critical water with some small dissolve ions, this hydrothermal brine a very aggressive solvent for most minerals. In this technique, you set up a thermal gradient. This technique requires special moly-steels that can handle the temperature and pressure. Although diverging slightly from the topic at hand, researching hydrothermal techniques for making crystals led to a theory I had many years ago. Water, especially sea water, due to the dissolve minerals, should be able to eat its way to the earth's mantle, if the water is contained under hydrothermal conditions, with a thermal gradient. In hydrothermal techniques, the raw aluminum oxide material is placed on the bottom, where it is hotter. The seed is at the top where it is slightly cooler. The entire thing is contained and pressurized. The water will eat downward in the direction of higher temperate due to the higher solubility of minerals at higher temperature. The hotter water flows upward via thermal convection, and deposits material at the cooler top, where the mineral is less soluble. This cooler water sinks downward via convection ready to dissolve more. Pools of super critical mineral water trapped in the crust, that sees a thermal gradient; mantle is hottest, will eat downward toward the heat, like a worm, sealing behind itself, renewing its solvent power.
The Verneuil process, also called flame fusion, was the first commercially successful method of manufacturing synthetic gemstones, developed in 1902 by the French chemist Auguste Verneuil. It is primarily used to produce the ruby and sapphire varieties of corundum, as well as the diamond simulants rutile and strontium titanate. The principle of the process involves melting a finely powdered substance using an oxyhydrogen flame, and crystallising the melted droplets into a boule. The process is considered to be the founding step of modern industrial crystal growth technology, and remains in wide use to this day.