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I have a question about Optics and how this links to burning fuels in a combustion reaction.

If I have hexane, the following reaction occurs:

hexane + oxygen $\rightarrow$ carbon dioxide + water vapour

Now, I have a question. Why don't we tend to see any water being formed when we burn methane on a gas cooker?

This is only because the same equation can also be applied to methane in our cookers:

methane + oxygen $\rightarrow$ carbon dioxide + water vapour

I tried this earlier while preparing my food and it turns out I don't see any, even though I am burning the fuel.

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    $\begingroup$ Water vapour is invisible. It's not mist. $\endgroup$ – Bergi Nov 29 '17 at 0:48
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    $\begingroup$ If you're ever boiling water in a pot with a glass lid, watch what happens. At first you can't see inside, because water has condensed all over the inside of the lid. Then at full rolling boil, you can see clearly into the pot. Actual steam has filled the pot, and steam is invisible. If you look closely where the steam is coming out of the vent hole in the lid, you'll see there's a small transparent gap (a few mm) at the vent outlet, then the cloud of steam forms above the hole. The steam emerging from the pot is invisible. The water droplets forming in the air are not. $\endgroup$ – Jason Nov 29 '17 at 13:18
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The air in the kitchen is warm enough and dry enough that the water vapor isn't condensing. If you want to see it, take a pan and fill it will ice water, then put it over the flame. You'll see the water vapor condensing on the outside of the pot.

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    $\begingroup$ If you use ice water you may get condensation even without lighting the gas (if your kitchen is humid) so try a control experiment. On the other hand if you use room-temperature water you should see some condensation at first. Cold tap water works very well $\endgroup$ – Chris H Nov 29 '17 at 10:33
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Because the water vapour/$CO_2$ mixture is very hot. Then it mixes with the surrounding air and dilutes too much to condense. This why you can't "see" it.

But hold a really cold pan in the flame and initially you'll see water condense onto the surface of the pan. Then the pan heats up and the condensation evaporates again.

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