The sun is a main sequence star, it also has the characteristics of a yellow dwarf. When death comes, the sun, or so astronomers theorize, must follow one of two paths.
The most likely route is that of the main sequence star. After the sun has converted about 10% of its hydrogen to helium, the process of hydrogen fusion, it begins to loose mass (I might be off on that term) and looses its ability to undergo hydrogen fusion. The core becomes more dense, fusion slows and the outer layers of the sun hang on, expanding, as heat is want to do. Now the helium begins to fuse as the core is denser than before; around the core hydrogen fusion begins again. The elements begin to fuse into iron until the core eventually collapses in on itself, a shockwave blasts the outer layers of energy into the universe and all that remains is a white dwarf, slowly burning out. The shockwave will engulf little Mercury and perhaps Venus and blast our only atmosphere into nothingness.
The other path is less dramatic, but offers Mercury her only hope. If the sun dies like a dwarf star, she just burns out, slowly consuming herself until she is a shadow of her former self.
If this happens Mercury will live in the heat of the dying star for billions of years. The Kiper belt will contract, following the path of the suns trajectory and gravitational pull and a shower of meteors will pepper the inner planets, bringing precious ice...water.
Thus Mercury can have life of its own, in time, beneath the shadow of a dying star.
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