High energy density (HED) science includes the study of condensed matter at densities common to the deep interiors of giant planets, and hot plasmas typical of stellar interiors. This multidisciplinary field provides a foundation for understanding a wide variety of astrophysical observations and understanding and ultimately controlling the fusion regime. Specifically, thermonuclear ignition by inertial confinement in the laboratory – as well as the transition from planets to brown dwarfs and stars in nature – takes place via the HED regime. A wide variety of new and emerging experimental capabilities (National Ignition Facility (NIF), Jupiter Laser Facility (JLF), etc.) together with the push towards Exascale Computing help make this new scientific frontier rich with discovery.