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The mutations in the Welsh language were originated from elements that came before words and affected them etc.

How does the fact that a certain noun is the direct object of a sentence trigger a soft mutation?

Eg.:

Gwelais i geffyl. (I saw a horse)

Geffyl being the soft mutation of ceffyl.

Was there an object marked lost in time that existed in proto-celtic? Maybe the verb's inflection itself caused it? Or is there a different explanation (or no explanation at all)?

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The theory is that "soft mutation" is the result of intervocalic lenition. This paper on Celtic in general may help you to navigate the details of the branches of Celtic, plus gives references for earlier historical works (Thurneysen, Pedersen, Windisch), and this paper §2.2.2 for more focus on Welsh. The more-remote claim regarding Indo-European is that the categories triggering soft mutation were originally vowel-final morphemes, but then the phonetic causes were obliterated and the process was morphologized. This page gathers together an impressive array of contexts where various mutations occur in Welsh the relation between synchronic conditioning and diachronic cause is completely non-obvious.

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