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What to doLight your candle Hold the mug in the yellow part of the flame and build up a good layer of soot. Be careful the mug could be hot! Put the sooty part of the mug into a deep basin of water. Does it look the same?
What may happenYou should find that the soot suddenly becomes shiny and when you take it out again it will still be dry.
Why does it happen?The soot repels water very strongly (is hydrophobic) which means that a layer of air is trapped between the soot and the water and light reflects from the surface of the water, and the soot looks shiny. The layer of air keeps the soot dry, so it isn't wet when you take the mug out again. Why does the candle produce soot?Most candles are made up of hydrocarbons, consisting of molecules made up of carbon and hydrogen. When the candle burns oxygen reacts with the hydrogen to form water and with the carbon to form carbon-dioxide. The hydrogen tends to react slightly quicker so there is a region of the flame with small particles of carbon. When you put something cold in this region these will condense on the surface forming black soot.
Why is the soot so hydrophobic?If you look at this soot on a microscopic scale it is extremely rough. The carbon particles themselves are quite dark but the roughness makes it even darker as any light that reflects from one particle will often hit another and get absorbed.
When you put it into water the soot particles are quite hydrophobic, so the water will only wet the very highest bits of the soot. The surface tension supports the water in between these peaks and you get a layer of air between the water and the soot. The surface of the water reflects light very well due to an effect called total internal reflection (for more look at the water fibre optics experiment), just like when you look up from underwater in a swimming pool and the surface looks like a mirror.
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