In French, Greek, and Dutch (and in English borrowings from them), this is often done to indicate that the second of a pair of vowels is to be pronounced as a separate vowel rather than being treated as silent or as part of a diphthong, as in the word naïve or the name Zoë.
In Spanish, it is used over the vowel "u" to indicate that it is pronounced in places where that vowel would normally be silent. In particular, the "u" is usually silent in the letter combinations gue and gui, but in word like vergüenza ("shame") or pingüino ("penguin") the "u" is in fact pronounced forming a diphthong with the following vowel ([we] and [wi] respectivelly).
In Catalan, dieresis serves two different purposes. Similarly to Spanish, dieresis is used in the groups güe, güi, qüe, qüi to indicate that the "u" is in fact pronounced forming a diphthong with the following vowel ([we] and [wi] respectivelly). E.g. aigües ("waters"), qüestió ("matter"). Also, similarly to French, dieresis is used over "i" or "u" to indicate that they do not form a diphthong with a preceding vowel. E.g. veïna [b@'in@] ("neighbour", feminine), diürn [di'urn] ("diurnal").
The same diacritic mark is used for a different purpose in German and Hungarian: in these languages it marks a variation in the pronunciation of vowels known as an umlaut.
In Finnish and North Germanic languages (i.e., Danish, Icelandic, Norwegian and Swedish) characters looking similar to German umlauts ("ü", "ä", "ö", "å") are in fact considered as letters of their own merits, despite them representing sounds similar to the corresponding sounds in German. As it's not a case of marking grammatical variation, i.e. of tempus or modus, nor of syllable modification, it's in fact neither a case of umlaut nor of diacritical marking. Hence it ought to be improper to call these characters umlauts, however, no better name is known in English.
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