One of the more counterintuitive claims of geology is that ice is a mineral. It certainly receives more blowback from non-geologists than any other claim I've seen, but remains true nonetheless. A mineral is merely a naturally occurring crystalline solid of consistent chemical composition, and ice definitely fits the bill. (Newer definitions include stable at room temperature, but water ice and crystalline mercury were both grandfathered in.)
Given that water ice is a mineral, and occurs pretty regularly in a molten form (water), it should be no surprise that ice volcanoes exist throughout our solar system. Cryovolcanoes don't necessarily need to erupt water, of course- methane, carbon dioxide, and other melts are possibilities as well, as well as vapor forms of all of the above. Because of this the eruptive material is known as cryomagma, rather than just as water or water vapor.
Doom Mons, a cryovolcano on Saturn's moon Titan. It's one of the largest and highest mountains on Titan. Yes, it's named after Mount Doom. [Image source]
While cryovolcanos seem improbable, they actually make a lot of sense. The melting points of ices are considerably lower than most minerals, so cryovolcanism can occur in lower energy environments than standard rock volcanoes. They're quite common on the icy moons of the outer solar system.
One of the most prominent cryovolcanic worlds is Saturn's ice moon, Enceladus. Enceladus bears a lot of resemblance to Jupiter's moon Europa- they're both icy moons with potentially enormous oceans buried beneath their icy crusts. Frozen water worlds, essentially. Enceladus has massive cryovolcanic eruptions so powerful they actually blast cryomagma into orbit. They're so powerful that Saturn's E Ring is formed entirely of Enceladus' eruptive material.
One of Enceladus' massive cryoeruptions. Note the multiple plumes. [Image source]
Cryovolcanism has a number of causes, like standard volcanism- in fact, the lists of causes reads almost the same. Tidal friction is likely one of the most common causes- as gravity drags on a body, it can produce frictional heat inside of it, resulting in volcanism or cryovolcanism. Residual heat from the formation of the solar system can contribute, though said heat is bleeding away as our system ages. Radioactive decay almost certainly causes cryovolcanism as well. In fact, the only likely cause of cryovolcanism that would be unlikely for standard volcanism is solar energy heating comets as they come closer to the sun.
At the very least, cryovolcanism is known or thought to occur on Enceladus, Titan, Triton, Pluto, Charon, Ceres, Europa, Ganymede, Miranda, and Callisto. It's theorized about on countless comets and other bodies in the solar system. In fact, it seems entirely possible that it might be significantly more common at this point in the Solar System's history than more conventional volcanism, and is quite likely to grow more common yet in comparison to standard volcanism as the system ages and becomes a more stable and lower energy environment.
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Bibliography:
https://en.wikipedia.org/wiki/Cryovolcano
https://en.wikipedia.org/wiki/Doom_Mons
https://en.wikipedia.org/wiki/Mineral
https://en.wikipedia.org/wiki/Enceladus
Exploring the Solar System, by Peter Bond
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Sorry for the infrequent updates, school has been hectic lately. Starting to get my feet back under me again, and with any luck I should be posting regularly again soon enough!