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Climate
Climate is determinate upon the temperature, wind, precipitation, formation of clouds and latitude and longitude of a location. Deserts in continental climates have hot summers and cold winters. Mountain ranges will often block precipitation; the downwind (leeward) side of a range will be drier than the upwind side. Deserts therefore may also form on the leeward side of mountain ranges.
Precipitation
Since continental deserts are well within the boundaries of each continent, they are far from areas of mass water storage, like oceans. Water from the ocean provides rain, humidity and dew without which are arid environments in which deserts thrive. Strong high pressure cells within the atmosphere stop the onslaught of most of the frontal systems that bring extreme weather. In some of these types of deserts, water comes in droves during the monsoon seasons but quickly evaporates, leaving hot temperatures and virtually no humidity behind.
Mountain Ranges
Mountain ranges will block most any wet system from forming. As wind and weather systems come up against a mountain range they slow down; at the peak of the range, clouds form and most often produce a storm if the mountains are high enough. Once the same system meets the downhill side, the momentum is gone and all that is left is basically the wind. This is part of what can cause a sandstorm in the desert. Vegetation on the leeward side of the mountain ranges will also be quite different than that of the uphill side of the range.
Ancient Land Formations
Most current continental deserts were formed in the Tertiary/Miocene era. When the Himalayas were formed by the upward thrust of tectonic plates colliding, an arid climate began to overtake the previously tropical ones, and the beginning of the African and Asian deserts formed. The Sahara began to starve for water and dry out during this period.
When the southern ocean began cooling as the Antarctic ice sheet came into play, the southern African deserts were born. Australia broke off from the main continental shelf to become the island it is today by floating northward away from Antarctica. The land began to dry out and their deserts began to form.
The Great Basin and Mojave Desert are just two of the continental deserts that were formed within what would become the North American continent. When the Sierra Nevada range broke forth from the collision of the tectonics, the moist air of the Pacific could no longer reach as far inland as it used to.
Wind
Deflation is the removal of loose, dry sediment -- such as sand or silt -- by the wind to be deposited in another location. Deflation will next form "blowouts," in which the sand has been removed and desert pavement forms where the sediment is deposited. This abrasion will have the same effect as sandblasting when the wind reduces the size of landforms such as plateaus and mesas and forms yardangs, which are the ridges that run parallel to the wind direction.
Sand
Sand saltation is formed when the wind lifts and drops granulates into the air and back to the ground again; this is the beginning of the formation of sand dunes. Sand dunes come in more than one shape and are formed by the deposition of eroded material moved by the wind. Since sand dunes are loose material, they can migrate and can go from the backslope to the slipface over time.