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The order in which electrons fill atomic orbitals is based on the Aufbau Principle. Aufbau is German for "building up", and the principle simply states that electrons will occupy the lowest energy orbitals first because having a low energy is more stable. So on the surface, the fill order (i.e. which orbitals are filled in which order) simply reflects the energies of the orbitals from lowest to highest.

Now if your question is really referring to the seemingly screwy order that the orbitals fill (4s filling before the 3d... 6s filling before any of the 4f's), then we need to delve a bit deeper into why the energy of the 4s orbital is lower than that of the 3d, and so on.

In a 1-electron atom (like H, He+, Li2+, Be3+, etc.) the energies of the orbitals depend only two things---the charge of the nucleus, and how far away the electron is. Since the average distance that an electron is from the nucleus is defined by its principle quantum number (n), all the orbitals with a particular quantum number have the same energy (we call them degenerate). So in hydrogen, the 1s orbital has the lowest energy, then comes the 2s and the three 2p orbitals---all with exactly the same energy. Next we have the 3s, 3p's and 3d's---again all with the same energy and so on. So in a 1-electron atom, there is no preference of 2s over 2p (they have the same energy), and definitely not 4s over 3d, because the 4s orbital is higher in energy than the 3d in a 1-electron atom. So how come things are so different in a multi-electron atom?

The answer boils down to two phenomena---shielding and penetration. Shielding is the repulsive effect that inner electrons have on outer electrons. For instance, if I am a valence electron in the 4s orbital of a potassium atom and I am looking inward at the nucleus, I feel the positive charge of the 19 protons in the nucleus, but I am also being repelled by the 18 electrons (2 in the first shell, 8 in the 2nd shell, and 8 in the third shell) that sit between me and the nucleus. Those 18 electrons are shielding me from much of the nuclear charge.

Penetration is the ability for some electrons to skip closer to the nucleus for brief periods of time. An electron in a particular orbital has the ability to penetrate into the same regions of the electron cloud as other electrons of the same orbital type. So for instance, as a 4s electron, I have the ability to spend brief periods of time in the same regions of the atom where one would find the 3s, 2s, and 1s electrons. Mind you, that doesn't mean my average distance from the nucleus is any less than it would be if I were a 4p or 4d or 4f orbital---that "4" means I am in the 4th shell and so I have the same average distance as all those other orbitals. But because the 4s can spend brief periods of time penetrating close to the nucleus, it is capable of AVOIDING SHIELDING!!

Think about it... if I as a 4s electron can penetrate all the way down to the 1s region, that means I am completely unshielded (no electrons between me and the nucleus, sitting next to 19 protons. If I penetrate down to the 2s region, that means I am only shielded by the two 1s electrons, and so on. This effect has such a big influence on the energy of those 4s electrons, that the energy is actually less than it would be if they were in 3d orbitals. The 3d is the first set of d orbitals---there is no 2d or 1d, so they cannot penetrate anywhere---they will always be stuck on the outside of 18 electrons looking in. I tend to liken this to being at a rock concert, and getting seats many many rows behind your friends. You might think that your experience is somewhat lessened by being so far back, but what if for a brief period of time you got to penetrate all the way up to the stage and hang out with the band? Who has a better experience then?

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