The solar corona is the magnetically dominated atmosphere of the sun, reaching millions of miles into space. Paradoxically, the corona is many times hotter than the solar 'surface' (the photosphere) and solar physicists are currently trying to understand why this is the case.
The photosphere has an average temperature of approximately 6000 degrees Celsius, whereas the corona can be millions of degrees Celsius. This is analogous to the air surrounding a hot light bulb being hotter than the bulb itself; in reality, the air surrounding the bulb is cooler than the bulb's glass surface, and it gets cooler the further you move your hand away.
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There are many ideas as to why the sun's atmosphere is hotter than the solar surface, but the leading theories all have a common theme: the coronal heating mechanism has something to do with the powerful magnetic field lines that thread through the corona.
Physicists have found observational evidence for magnetic waves that propagate from the sun and through the corona. These waves possibly 'resonate' with the plasma, heating it up to multi-million degree temperatures. Other theories suggest the magnetic field lines 'snap' and then reconnect, releasing energy as small flares (called 'nanoflares'), heating the plasma.