Caption: NASA's Hubble Space Telescope (HST) images of a rare triple transit and shadow transit by the Galilean moons of Jupiter (the largest gas giant planet in the Solar System). This event happened 2015 Jan24 UT. The images were taken with the HST Wide Field Camera 3 in visible light .
Features:
In the umbra, the light source is completely occulted and you have dark shadow.
In the penumbra, the light source is only partially occulted and you have less dark shadow.
The ideal umbra is completely dark and the ideal penumbra continuously varies from completely dark to completely illuminated depending on how much of the light source is visible.
Spherical light sources and shadow-casting obstacles give rise to conical umbras penumbras. The umbra is a closing/opening cone going away from the source if the shadow-casting obstacle is smaller/larger than the light source. The penumbra is an opening cone going away from the source in all cases. In either case, the farther away from the shadow-casting obstacle the more penumbra relative to umbra and the fuzzier the overall shadow is. Point sources of light do NOT have any penumbra and only an opening cone umbra.
All this description is just to explain why the farther the Galilean moon is from Jupiter, the fuzzier its shadow since the shadow has relatively more penumbra.
This explains why Callisto's shadow is noticeably fuzzier than the shadows of closer-to-Jupiter Galilean moons Io and Europa.
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