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Atmospheric escape is loss of part or (virtually) all of a planet's atmosphere, i.e., a lack of atmospheric retention. There are a number of mechanisms, all which are means by which the speed of gas molecules are boosted beyond the planet's escape velocity or beyond its Roche lobe. Generally, early in the life of a planet, a certain amount of escape occurs, which can virtually eliminate some constituents. Slower mechanisms may persist through the life of the planet. For the long term, an outer portion of the atmosphere termed the exosphere is defined as a region where particle interactions are rare, meaning if a particle is given sufficient speed, it is unlikely to be slowed through another interaction, thus likely to escape. The exobase is the lowest level of this region.
Thermal escape refers to escape due to temperature, i.e., gas particles with sufficient kinetic energy (and sufficiently low mass) that they achieve escape velocity. The term Jeans escape refers to escape from an atmosphere in thermal equilibrium: the Maxwell-Boltzmann distribution places no limit on the speed of gas particles, and inevitably at least a few escape: such escape quickly settles down to a very small rate. The term kinetic escape is sometimes used, kinetic energy underlying thermal energy.
The term hydrodynamic escape is used for thermal escape enhanced by significant heating from radiation by the host star, e.g., from sufficient ultraviolet and X-rays. A contributor to the escape is photodissociation of molecules, the atoms being lighter and faster-moving. Given the gravity of the star, the Roche lobe is a factor. The term blow off indicates very decided hydrodynamic escape, i.e., that can significantly reduce the atmosphere in a short amount of time. The term hydrodynamic escape also includes the phenomenon of heavier molecules gaining sufficient speed and escaping due to repeated bumps by lighter molecules. The term Chthonian has been adopted to describe an extra-solar planet consisting of a former gas giant that has lost its hydrogen atmosphere through a blow off (a Chthonian planet), with nothing left but its former core, which can take significant time to expand.
The term non-thermal escape is used for other mechanisms, among them the influence of solar winds (or stellar winds, which can simply knock away molecules from the atmosphere, or on a larger scale, ram pressure) or impacts, and also of magnetic fields and ions. Ions in the atmosphere can be propelled out, possibly becoming neutral through charge exchange with another molecule along the way, or can bump (i.e., exchange kinetic energy) with neutral molecules. Another factor is EMR from the star, through photoionization, photodissociation, and photochemistry (from extreme ultraviolet and X-ray photons) which, in addition to producing ions, can result in less massive particles and also boost their individual speed, which in the exosphere may simply escape and through interaction can increase temperature, powering other escape mechanisms.
Less massive particles are more likely to escape: at a given temperature, their speed is faster, and in individual reactions, on a micro scale, they are more likely to gain sufficient speed by any of these means.
For the longer-term escape mechanisms, the source of energy is of interest, e.g., whether it is EMR from the star. Core-driven escape is a term for escape powered by heat from within the planet, either primordial heat or from radioactive heating.
Diffusion-limited escape is atmospheric escape that is limited by the degree to which some constituent of the atmosphere diffuses upward through the atmosphere to where other mechanisms (as listed above) are capable of making it escape.