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I have a question about the usage of the verb "sink" here:

Wagon sank up to their hubs.

"Sink" means, loosely, going downward in some liquid. So, the part "up to their hubs" seems weird. Could it be an error?

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It is not an error; it means they sank to a depth where their hubs were at the surface of whatever they sank into (whether that's water, mud, or something else). "Up to" doesn't refer strictly to movement in the vertical direction from a low altitude to a high altitude; TFD defines it in this context as:

  1. a. To the point of; as far as or until: I'm up to chapter 15 in my book. The kids played right up to dinnertime.
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    In the example, they would be sinking in mud. The surface of the mud goes up relative to the wagons. Even though the wagons are moving downward, the highest point on the wagon reached by the mud is moving upward on the wagon. "sank down to their hubs" would also makes sense, but the 'up' phrasing is probably more common. See "up to my eyeballs".
    – DCShannon
    May 16 '15 at 1:42
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Yes, it is weird (i.e. interesting). I would consider it a conflation of two ideas: the wagon had sunk in the mud, and the wagon was up to its hubs in mud.

The wagon had sunk (to the point where it was now) up to its hubs in mud.

P.S. Attestations

Although we can "sink down":

I was so tired, I sat on the chair and just sank down.

we cannot "sink up", for unlike "down" above, "up" is not part of the verb per se but introduces an adverbial phrase describing the extent or degree of the sinking.

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