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Introduction
The Celtic word *dūnom: "hill fort" was borrowed into Germanic twice, once as "hill" and once as "fort".
The first time was borrowed before the completion of Grimm's Law, so Grimm's Law changed the *d to *t for Germanic *tūną: "enclosure", which eventually gave English "town".
The second time appears to have been a borrowing specifically from Gaulish into West Germanic, after each family had split into subfamilies and Grimm's law was no longer active, so we get West Germanic *dūnǭ: "hill". This gives English "down", meaning "a hill"; and eventually "down" the direction, which comes from the compound adūne/ofdūne meaning "off the hill, downhill".
While some sources list the PIE root *dʰewH- as an origin, I don't know of any good evidence for this as a root and not just a Proto-Celtic word *dūnom, except for a possible connection to Latin funus, which would still not be enough to push it all the way back to PIE.
Teaser
Full Text
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Proto-Indo-European *dʰewH-?
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Proto-Indo-European *dʰuHnom enclosure
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Celtic *dūnom hill fort, rampart
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Brythonic *din hill fort, hill
- Welsh din fort
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Old Irish dún fort, fortress
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Irish dún fort, fortress, refuge, haven
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Irish Dún na nGall Fort of Foreigners, Donegal
- English Donegal
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Gaulish dunum hill fort, fortress, fortified town
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Latin Dunum
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Old High German Tuno
- German Thun
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Gaulish Cambodunum Crooked-Fort
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Latin Cambodunum
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Old High German
- German Kempten
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Gaulish Eburodunum Yew-Fort
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Latin Ebredunum
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Western Romance
- French Yverdon
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Gaulish Lugdunum Fort of (the god) Lugh [1]
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Latin Lugdūnum
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Western Romance
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Old French
- French Lyon
- English Lyons
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- Latin Gallia Lugdūnēnsis
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Gaulish Lugidunum Fort of the Lugians
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Latin Lignitium
- Polish Legnica
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Gaulish Verodunum Strong-Fort
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Latin Virodūnum
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Western Romance
- French Verdun
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West Germanic *dūnǭ hill
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Old English dūn
- English down
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Old English ofdūne off the hill, downhill
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Old English adūne
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English down
- English downtown
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Frankish
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Middle Dutch dûne
- Dutch duin
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French dune dune
- English dune
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Old Saxon *dūna
- German Düne dune
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Germanic *tūną enclosure
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North Germanic
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Old Norse tún enclosure, courtyard, farmyard, farmstead
- Icelandic tún hayfield
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West Germanic
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Old English tūn enclosure, garden, homestead, town
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English town
- English downtown
- Scots toun town, village, farmstead
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Old English -tun
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English -ton
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English Newton
- Translingual newton
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Frankish tūn
- Dutch tuin garden, yard
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Old High German zūn
- German Zaun fence
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Slavic *tynъ fence, enclosure
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East Slavic
- Russian тын tyn fence
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South Slavic
- Serbo-Croatian tin
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West Slavic
- Polish tyn
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Proto-Indo-European *dʰuHnos enclosed?, complete?
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Italic *fūnos burial mound??
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Latin funus death, funeral
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Latin fūnerālis of a funeral, funereal
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Western Romance
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French funérailles funeral
- English funeral
- Italian funerale funeral
- Spanish funeral funeral
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Visual
Collected English words
Donegal, Lyons, down, downtown, dune, town, -ton, Newton, newton, funeral
Footnotes
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Lugdunum is sometimes also given as origin of London, but that doesn't stand up to reconstruction. Comparison of the Latin, Old English, and Welsh names of London point towards a Celtic reconstruction looking more like *Londonjon, possibly meaning "sunken (or flooded) place".