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The life of a sunspot begins deep in the solar convection zone. Here tubes of strong magnetic field are generated by the dynamo processes. Examples of such magnetic structures appear in our simulations (although not yet our simulations of the sun - this one comes from a solar mass star spinning 3 times faster - but we're getting there), as seen here in a 3-D visualization that I made for the San Diego Supercomputing Center's 2008 calender. The blue and yellow-red bands are two loops of magnetic field in the middle of the convection zone. The fact that they even exist in the middle of violently turbulent convection is amazing - but that is another post. For right now, they are remarkable because they are regions of strong (as much as ~2 Tesla) magnetic field.

In plasmas, the fluid and the magnetic field are stuck together. In most of the sun, fluid forces are much greater than magnetic forces, so the fluid ends up dragging the magnetic field around. In areas of strong magnetic field, however, the magnetic forces dominate and so the fluid can no longer push the magnetic fields around. This means that in a sunspot, the fluid in the spot can no longer mix effectively with the fluid outside of the sunspot. This causes the fluid to cool (and become darker) as it is radiating all of its heat out into space without getting much from the hot plasma around or below it. Thus the sunspot is an indirect effect of the magnetic field looping in and out of the photosphere.
A great picture of a sunspot can be found below. This was taken by the Swedish Solar Telescope, which uses adaptive optics to get really amazing pictures. As you can see, the story I'm telling is a very simplified one, but it is essentially true. With convection turned off by the strong magnetic fields, the only way to get heat into a sunspot is via conduction - a much less efficient process near the solar surface than convection. Conduction , in part, causes the smearing that appears near the edge of sunspots.

Sunspots always obey a few rules:
1) They can never appear alone. In the image above, there is an entire group of spots, which is quite common. But for every field line that exits the solar surface there must be a field line entering the solar surface. This means that sunspots dissapear together - even when there are explosive events like reconnection.
2)For reasons we still don't understand, for each 11 year solar cycle, all of the sunspots in northern hemisphere appear with the same leading polarity and all sunspots in the southern hemisphere will have the opposite polarity in the leading spot. For example, in the current solar cycle, all of the leading spots have the magnetic field pointing out of the surface and the trailing spots have the field pointing into the surface. Every 11 years, that polarity switches.
3)Most sunspots do not causes flares or coronal mass ejections - they simply fade away as the magnetic field slowly diffuses outward.
I hope that answers some questions. Please feel free to ask any more in the comments.
Another great post Nick.
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