Yet another very fine puzzle from A Moscow Math Circle: Week by Week Problems by Sergey Dorichenko.
Each square of a 9 x 9 board has a bug sitting on it. On a signal, each bug crawls onto one of the squares which shares a side with the one the bug was on. (a) Prove that one of the squares is now empty. (b) Can the bugs move so that there would be exactly one empty square?
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