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If you imagine an orange, there may occur in your cortex a set of commands to pick it up, to smell it, to inspect it, and so on. Clearly these commands cannot be carried out, because the orange is not there. But they can be sent along the usual channels towards the cerebellum or other suborgans of the brain, until, at some critical point, a "mental faucet" is closed, preventing them from actually being carried out.