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According to data from Curiosity, Mars' dust holds about 2% water by weight

This wasn't previously detected, so the impression we have had of Mars being incredibly dry may need to be altered. Okay it is still very dry, but there is potentially extractable water in amounts usable by colonists.

But this sort of thing would be good to discover before going to another planet, so how can we detect this sort of thing without actually going to the surface and heating up the local dirt?

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It would be difficult to detect the water-by-weight in the dust of another planet to the precision that has been done for the Martian soil.

However, having said that, there are a couple of ways to detect the presence of water, and that would be, according to "60 Billion Alien Planets Could Support Life, Study Suggests" (Gannon, 2013), to detect the presence of clouds.

To confirm that the clouds are water clouds, not something the iron-vapour etc, according to web article "Hunting for Water on ExoPlanets" (bolding mine),

Using ESO’s Very Large Telescope (VLT), a team of astronomers have been able to detect the telltale spectral fingerprint of water molecules in the atmosphere of a planet in orbit around another star. The discovery endorses a new technique that will let astronomers efficiently search for water on hundreds of worlds without the need for space-based telescopes.

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How can we detect water ... without actually going to the surface and heating up the local dirt?

The Hubble Space Telescope can detect water from 111 light-years away on the planet K2-18 b. The spectrum is detected when the planet passes in front of its sun, the results are analyzed to determine the composition.

NASA Goddard: "Hubble Finds Water Vapor On Distant Exoplanet", video released on September 11, 2019.

See also this paper: "Water vapour in the atmosphere of the habitable-zone eight-Earth-mass planet K2-18 b" (Sept 11 2019), by Angelos Tsiaras, Ingo P. Waldmann, Giovanna Tinetti, Jonathan Tennyson & Sergey N. Yurchenko:

"... Here, we report the detection of a spectroscopic signature of water in the atmosphere of K2-18 b — a planet of eight Earth masses in the habitable zone of an M dwarf$[7]$ — with high statistical confidence (Atmospheric Detectability Index$[5]$ = 5.0, ~3.6σ (refs. $[8,9]$)). In addition, the derived mean molecular weight suggests an atmosphere still containing some hydrogen. The observations were recorded with the Hubble Space Telescope/Wide Field Camera 3 and analysed with our dedicated, publicly available, algorithms$[5,9]$.

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This marks the first atmosphere detected around a habitable-zone super-Earth with such a high level of confidence. Although the $\ce{H2O}\ce{+H2-He}$ case appears to be the most favourable, this preference is not statistically significant. Concerning the composition, retrieval models confirm the presence of water vapour in the atmosphere of K2-18 b in all of the cases studied with high statistical significance. However, it is not possible to constrain either its abundance or the mean molecular weight of the atmosphere. For the $\ce{H2O}\ce{+H2-He}$ case, we found the abundance of $\ce{H2O}$ to be between 50% and 20%, while for the other two cases, it was between 0.01% and 12.5%. The atmospheric mean molecular weight can be between 5.8 AMU and 11.5 AMU in the $\ce{H2O}\ce{+H2-He}$ case, and between 2.3 AMU and 7.8 AMU for the other cases. These results indicate that a non-negligible fraction of the atmosphere is still made of $\ce{H2-He}$.".

Graphic from page 2:

Figure 2

Fig. 2 | Best-fit models for the three different scenarios tested. A cloud-free atmosphere containing only H$_2$O and H$_2$-He (blue), a cloud-free atmosphere containing H$_2$0, H$_2$-He and N$_2$ (orange) and a cloudy atmosphere containing only H2O and H2-He (green). Top: best-fit models only. Bottom: 1$\sigma$ and 2$\sigma$ uncertainty ranges.

[5] Tsiaras, A. et al. A population study of gaseous exoplanets. Astron. J. 155, 156 (2018).

[7] Montet, B. T. et al. Stellar and planetary properties of K2 Campaign 1 candidates and validation of 17 planets, including a planet receiving Earth-like insolation. Astrophys. J. 809, 25 (2015).

[8] Benneke, B. & Seager, S. How to distinguish between cloudy mini-Neptunes and water/volatile-dominated super-Earths. Astrophys. J. 778, 153 (2013).

[9] Waldmann, I. P. et al. Tau-REx I: a next generation retrieval code for exoplanetary atmospheres. Astrophys. J. 802, 107 (2015).

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