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The Voltage Multiplier from Cockcroft and Walton is in use by many high energy projects inclusive particle accelerators. Both of them have been rewarded with the Nobel prize in physics for it 1951. This will allow to create very high voltage without the dielectric and insulation problems associated with high voltage.
The full wave cockcroft Walton Voltage multiplier. Only the input voltage is pumped into every stage. At the end of the stage The voltage will add up like adding batteries in your torch.
2. High Voltage Ceramic Capacitor
Source Example click here
3. High Voltage Diodes
Source Example here