Room temperature static compression of MgO (periclase) was performed under nearly hydrostatic conditions using energy dispersive synchrotron X‐ray diffraction in a diamond anvil cell with methanol‐ethanol (to 10 GPa) or helium (to 52 GPa) as a pressure‐transmitting medium. Highly precise cell parameters were determined with an average relative standard deviation 〈Δa/a〉 = 0.0003 over all the experimental pressure range. Fixing the bulk modulus K_0T = 160.2 GPa, a fit of the data to the third‐order Birch‐Murnaghan equation of state yields: V₀ = 74.71±0.01 Å³, (∂K_0T/∂P)_T = 3.99±0.01. A fit of different P‐V‐T datasets, ranging to 53 GPa and 2500 K, to a Birch‐Murnaghan‐Debye thermal equation of state constrained the Grüneisen parameter γ₀ = 1.49±0.03, but not its volume dependence q, which was constrained to 1.65±0.4 by thermodynamic theory. A model based on a constant value of q cannot explain the ultrahigh pressure (P = 174–203 GPa) shock compression data. We developed a model in which q decreases with compression from 1.65 at 0.1 MPa to 0.01 at 200 GPa. This model, within the framework of the Mie‐Grüneisen‐Debye assumptions, satisfactorily describes the low‐pressure static data (〈ΔV/V〉 = 0.4% to 53 GPa) and the high‐pressure Hugoniot data (〈ΔV/V〉 <1% to 203 GPa). Average values of the thermal expansion coefficient α range between 14.1±2.8 and 16.3 ± 2.7 × 10⁻⁶ K⁻¹ at P = 174–203 GPa. The pressure dependence of the melting temperature yields an initial pressure derivative ∂T_m/∂P = 98 K/GPa. Our analysis shows that it is possible to develop a simple model of the volume dependence of the Grüneisen parameter that can successfully describe the P‐V‐T equation of state of MgO from ambient conditions to 203 GPa and 3663 K.

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