In a reinforced concrete building, we would, indeed, drill holes in selected supporting columns for subsequent placement of dynamite or equivalent type of cartridge explosive. A detonator (or "blasting cap" as they're frequently called) of predetermined delay (timing) is inserted into that cartridge of explosives. In a structural steel building (such as the WTC towers), we would use linear shaped charges affixed to the exterior of the selected steel elements to be severed. Again, a detonator of predetermined delay is affixed to each individual linear shaped charge. These charges literally cut through the appropriate size thickness (they come in varying sizes) like a knife through butter. In both cases, however, we would NOT blast every single column on every single floor.
For example, let's take a typical 15-story Holiday Inn...we'd probably work on 4 or 5 floors...Basement (if there is one), Ground (always), 1st (if there is no basement), then maybe 4th, 7th and 10th. In truth, the building could probably be brought down working on only the bottom two (2) floors; however, working on those upper floors not only provides us with MUCH more control over the rate and direction of failure and fragment the resultant debris into much more manageable pieces for our client.
You're correct that in both cases, each individual charge must be wired into an initiation system (we use 18 grain detonating cord...miles of it, in some cases) that runs shot floor to shot floor and column to column throughout the structure. An initiation harness is then run out of the building where we will attach two (2) electric caps (redundancy), which are hooked into an insulated copper set of lead lines, which are then run out to the location of the blasting machine.
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