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With polarised capacitors, such as electrolytic ones, if they are powered the wrong way round, the insulation can break down, the electrolyte can boil and the pressure will increase and the capacitor could explode. The same thing can happen if too much voltage is applied across a capacitor. Be careful when opening equipment that has recently been on as it may contain capacitors that still have a charge. Some capacitors hold enough charge to cause serious harm. To prevent any harm to yourself, you can connect a high value resistor across any capacitors to bleed the charge away.