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I have an aluminum can that needs cooled. I put it in the refrigerator, where it is cooled by the cold air surrounding the can.

If I were to place the same can in water that had been cooled to the same temperature as the refrigerated air, would the can cool down faster?

I'm inclined to assume the liquid would cool the can faster due to the density of the molecules surrounding the can, but I am interested in what people who know physics have to say.

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    $\begingroup$ The heat transfer coefficient for water cooling is somewhat higher than the heat transfer coefficient for gas cooling. This means that the can in the water will cool faster. $\endgroup$ – David White Mar 3 '17 at 16:49
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Heat transfer can occur by radiation, convection (natural or forced), conduction, or through a phase change. For the case of an Al can whose temperature is changing by a few degrees, it may be the case that conduction dominates (and conduction also plays a part in convection).

The most important material property in conduction is the thermal conductivity, which characterizes the rate of heat transfer for a given temperature difference. The thermal conductivity of a material depends more on its bonding type than its density; conductive heat transfer is much more efficient in strongly bonded solids (in which the lattice vibrations that carry thermal energy can propagate quickly) than in liquids and much more efficient in liquids than in gases (in which molecular interactions are relatively infrequent). But it is true, as you noticed, that denser types of matter generally conduct heat better.

Air's thermal conductivity is about 0.02 W/m-K; water's is about 0.6 W/m-K.

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The two different methods of cooling the can are completely different and governed by different properties and have different heat transfer coefficients.

Because the can is warmer the direction of heat transfer is from the can.

In the refrigerator the method of heat transfer is radiation. The heat transfer is governed by the radiative property of the can surface termed emissivity. Assuming there is no moment of the air in the refrigerator the heat transfer by forced convection will be zero.

The can in water the method of heat transfer is conduction. The heat transfer from the can is governed by the thermal transport property known as the thermal conductivity. The heat transfer is also due to the fluid thermodynamic properties of the water.

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