Concrete (well, literally any material) will expand when it gets hotter and contract when it gets colder. This combined with water freezing and unfreezing will cause cracks to form in said material if it is a single ridgid piece.
The lines break up the concrete and allow it to expand/contract. So the sidewalk lasts longer.
They don’t do this in roads because bumps are really bad there. Not so much on a sidewalk.
There are three kinds of lines in a concrete sidewalk.
The first is an expansion joint. This is the actual end of one concrete block and the beginning of another. There is usually a little space filled with some kind of compressible material. If you have enough of these, the concrete won’t crack, but that’s kind of expensive.
The second is a control joint. These are much less expensive than expansion joints, but they don’t stop the concrete from cracking. They control where the crack appears. The best ones are saw-cut into the concrete soon after it’s set, at least 1/4 the way through, and then filled with sealant. The concrete will crack the rest of the way through at this “weakened plane”, but you will never see a crack and the slab remains waterproof. Lesser ones are grooved into the concrete with a tool while it’s still wet. They’re faster and less expensive than saw-cut joints, but more unsightly and not water-sealing. They also aren’t as deep and therefore less effective at controlling where cracks appear.
Sadly, you often see what I call “beauty marks”. They’re supposed to be control joints, but they’re just tooled marks maybe 1/8 inch deep, and are completely ineffective. You’ll often see cracks in between, or even crossing, these pathetic excuses for control joints.
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