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When a dielectric is placed in an electric field,it gets polarized. The electric field in a polarized material is less than the applied field. Now my query is, when a paramagnetic substance is kept in a magnetic field, the field in the substance is more than the applied fiekd. What is the reason for this opposite behaviour?

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The external field causes the magnetic dipole moments $\mathbf m$ of the atoms in the material to align with the applied field $\mathbf B$. If one now imagines summing up the fields due to all of the tiny little dipole moments that are now aligned with the external field, then one will find that the net effect is that the field inside is augmented.

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With dielectric material the charge is arranged in a way that there is an internal electric field that cancels out the external applied field. Magnetic materials don't have magnetic "charge" and are all thought of as dipoles instead of monopoles. This means there is no internal field that cancels the applied field and all the domains just line up with the applied field.

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