Does anybody know why you hear the train wheel SCREECH when the train makes a curve?
My guess would be that the axle is solid so at least one of the wheels has to be slipping since the outer and inner tracks are different lengths.
This is actually taken into account. The wheels of a train are conical. When the truck (set of wheels) goes around a curved section of track, it moves outwards. This shifts the contact on the outer wheel to a larger diameter part of the wheel, while the contact on the inner wheel is moved to a smaller diameter.
The fact that the wheels are conical is also what keeps the wheels on the rails, not, as seems intuitive, the flanges. The flanges are only a last resort.
And to answer the OP's question: It is the occasional contact of these flanges - due to incorrect geometry, poor maintenance or wrong speed - that causes the scraping noise.
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