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Every switching system has some amount of inductance. When a relay opens a circuit with inductance, an arc occurs across the relay contacts, sometimes causing significant damage. The small mass of the reed relay switch makes the reed more susceptible to damage during arcing.
When bouncing, the first momentary closure initiates current flow through the relay. As the contacts open, an arc forms that can melt part of the contact surface. If the contacts are still molten when they finally stabilize in the closed position and solidify before reopening, a micro-weld can form, permanently closing the relay. The spring force of the reeds may not be sufficient to break this weld when the current stops flowing through the coil. Such contact welding constitutes end-of-life for the relay. The following sequence of figures illustrates a relay bouncing, arcing, and welding closed.
Welding contacts is also possible if you send a large current through relays that are already closed. The non-zero contact resistance can heat up and cause the same welding phenomenon described above. The following sequence of figures show large current welding a relay closed.