When the sun heats the Earth by way of short-wave radiation, the air immediately above the surface of the Earth is also heated through conduction. Air is a poor conductor of heat, and therefore with increasing solar radiation a temperature difference at various altitudes can be observed, initially with warmer air below colder air. This leads to instability, as warm air is less dense than cold air, and therefore the warm air rises, resulting in lower pressure near the surface. This results in a thermal depression: low pressure at the surface resulting from warm air. At higher altitude, because isobaric surfaces are spaced further apart in warm air than in cold air, the rising warm air will result in a relative high pressure aloft, as shown below.
The blue lines indicate the isobaric surfaces, the L and H correspond to the resulting low and high pressure areas. For simplicity, the isobaric surfaces were only drawn in for the thermal low and not continue into the thermal high areas in the relative cold air.
Thermal Depressions are seasonal and generally found on continental land masses. Due to its lower heat capacity, land is heated faster than water, and the probability for thermal depressions is therefore higher over land than over water. The summer months, by nature of the sun's position over the Earth's surface, allow for a greater probability of thermal depressions to form.
Common areas for thermal depressions include Siberia, the Iberian Peninsula, and the arid regions of the southwestern United States.
In winter months, the areas of thermal depressions may give rise to thermal highs.