Intense particle beams have emerged as an additional, very efficient and highly flexible tool to study high energy density (HED) physics in the laboratory. Theoretical work has shown that particle beams can be employed using two very different dynamic schemes to generate large samples of HED matter in the laboratory. First, by isochoric and uniform heating of the targets and second, by shock compression of matter. GSI Helmholzzentrum für Schwerionenforschung is a very well-known laboratory due to its unique accelerator capabilities. Construction of the Facility for Antiprotons and Ion Research (FAIR) at Darmstadt will increase the beam parameters substantially. This will allow the scientists to perform new experiments in the field of HED physics in unaccessed regions of the parameter space. Over the past decade, extensive theoretical work that is based on sophisticated two- and three-dimensional numerical simulations as well as analytic modeling has been carried out to design new HED physics experiments for the FAIR facility. Four different experiments have been proposed so far and an overview of this work is presented in this paper.