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Replying because I don't think the explanations you've got so far are easy enough to read || accurate. Here's my understanding:

Supercritical steam is a special form of steam that can not be described as a gas or a liquid. It's somewhere between the two: molecules aren't bunched together in dense clusters that settle at the bottom of a container (as they are in a liquid), but they also aren't flying all over the place individually in a low density vapour (as they are in a gas).

How's that possible? Water molecules have relatively strong intermolecular attractive forces between neighbouring molecules. They like to stick together, even though there's no permanent connection between them. They are like mini-magnetised marbles. This explains why water has a much higher boiling point than most tri-atomic molecules.

When you increase the temperature of liquid water, the molecules in the liquid vibrate and move around within the liquid, and as you cross the boiling point, the vibration and movement of the molecules is so great that they are able to escape the pull of their attractive interactions with their neighbours en masse. When this happens, the molecules shoot off into the vapour, where there is an (almost) unlimited amount of space for them to shoot around in.

Now consider what happens when you do this at high pressure. High pressure essentially means that there are lots of molecules in the gas phase moving around really quickly. Now, when the temperature gets high enough that molecules have enough energy to overcome their attractive interactions with neighbouring molecules, they leave the pack: but this time with nowhere to go to. The pressure is so high in the 'gas' phase (i.e. there are so many other molecules up there) that they are forced to just bump around where the liquid was but at extremely high speeds. This type of behaviour is pretty difficult to distinguish from the behaviour in the high pressure 'gas' -- in fact, after the system has time to equilibriate, they are exactly the same.

Clearly then, the transition from 'liquid' to 'gas' at this point is pretty much indistinguishable. The liquid may begin to display the molecular kinetic behaviour of a gas, but the density stays the same.

The end result is: When the pressure and temperature is high enough, to onlookers it appears as if the entirety of the fluid is half way between a liquid and a gas, and is stable in that state. That's called a supercritical fluid.



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