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Simple Condensation & Sublimation

When heating a solution in a beaker, one sometimes places a watch glass on top of the beaker to recondense the steam and return it to the solution.  This conserves the volume of the solution (mostly).  However, the watch glass will eventually become hot from the condensing steam.  This promotes the escape of steam into the room.
The setup below is just a very basic lab technique for small-scale reflux and for sublimating certain compounds.  Some lab manuals show an ice-filled evaporating dish atop the beaker, but a round-bottom flask allows for use of a clamp to hold the setup in place.  Just be sure you don't catch anything on the support stand and knock it over.

Condensing vapors with an ice flask
A. Beaker containing the liquid to be refluxed or the material to be sublimated.
B. Round-bottom flask containing crushed ice.  Water may be siphoned out as the ice melts (e.g., with a dropper or transfer pipette) and fresh ice added periodically.
C. Hot plate or other laboratory heat source.  A sand bath may be used as appropriate.  
For low-intensity heating it is acceptable to put a beaker or flat-bottomed flask directly on a sealed-element lab hot plate, but the heating must be gradual and cautious.  For higher temperatures a "sand bath" or the like should be used.
D. Clamp and support stand to hold the flask in place.

The reflux setup is not entirely airtight, nor should it be.  
Most of the vapors will re-condense on the cold flask.  A very small amount may escape into the room.  Use a fume hood or conduct the operation outdoors if the vapors are potentially corrosive or toxic.
Liquids will drip back into the beaker, making for a crude sort of reflux arrangement.  Obviously this setup doesn't provide nearly the surface area of an actual reflux column.  In the case of I2, the violet vapors will condense back into crystals on the cold flask.  This is an old-time classic demonstration, though I2 vapor is of course toxic.  Its mere mention has also been known to induce ill effects in some persons.
Make sure the setup is stable;  the work area must be a hard surface that's free of wobble and clear of any papers and other clutter that could pose a fire hazard.
The beaker's spout often provides enough of an opening to insert a laboratory thermometer.  Do not use an alcohol thermometer unless the temperature stays below 100 C.  The word "mercury" causes even more severe allergies in some people than does the world "iodine", but the mercury thermometer is, at least in this writer's opinion, still the most useful kind.
If the thermometer is going into the sand bath instead of the liquid, its bulb should have a layer of aluminum foil protecting it from abrasion.  Little touches like these aren't mere nitpicking;  they're helpful to prolong the lifespan of your lab equipment. Sand is, after all, harder than glass, and aluminum foil is still cheaper than spilled mercury.

Ah, it's time for another red-lettered warning.
DO NOT leave a thermometer unattended while heating. DO NOT select a thermometer that isn't rated for the anticipated temperature. If the temperature gets too high, the thermometer will burst.

Why reflux?  Sometimes it's undesirable to let vapors escape completely.  Not only does it waste materials, but it can also change the concentration of reactants due to loss of volume.  Changes in volume can change the pH, depending on what's in solution.  Some experiments must occur at a certain pH or concentration to prevent unwanted side reactions.  Letting an acidic or basic solution evaporate too much could ruin the intended product.
Sometimes reflux is used to increase the contact time between two or more volatile reactants in the vapor phase*.  Of course, these circumstances typically demand more highly-convoluted surfaces to afford maximal reflux.  A helical glass condenser element provides much more surface area than does the underside of a round-bottomed flask.
While we're at it, here's a concrete example.  For something involving aqueous HCl (e.g., acid hydrolysis of an ester), refluxing can re-capture some of the escaped HCl vapor.  While this should work better with a highly convoluted condenser element, our own rudimentary experiments have shown it to work to some extent even with an ice flask.  When the constant-boiling concentration is reached (ca. 20.2% HCl in water), the beaker emits what's essentially a vaporized solution of aqueous HCl at that same concentration.  In other words, the HCl gas does not separate from the water at this stage.  However, the re-condensed "reflux" product proves to be greater than 20.2% HCl, meaning the refluxed vapor does pick up some stray HCl gas (i.e., outgassed prior to reaching the constant-boiling concentration) that was hanging around in the container.


Notes

* Ignorant news reporters often use the word "volatile" in connection with materials that are anything but;  such hype may attract readers, but it also spreads chemophobia.  
The term "volatile" normally refers to a liquid that's easily converted to the gaseous state; typically, this means the liquid has a high vapor pressure at the temperature in question (usually, room temperature or somewhere near it).  The word is subjective, although there are cases where its use is meaningful.  For example, gasoline is volatile;  motor oil is not.  Trichloroethylene is volatile;  paraffin wax is not.
Some materials are described as "volatile" when in fact "unstable" or "flammable" would be the right word.  Freon is volatile but is non-flammable and comparatively stable;  hexane, on the other hand, is volatile and also happens to be highly flammable.  



 
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