#4 would not be used; "in" cannot be substituted for these expressions.
In addition, "On the train" is awkward when placed at the beginning of the sentence.
The use of "in" could be any of these -- INSIDE the train!
He ate in the dining car on the train.
She and her daughter slept in a pullman car on the train.
Their seats in the last car on the train were facing each other.
1. On the train, he goes to sleep.
2. On the train, he falls asleep.
3. On the train, he goes to bed.
4. In the train, he sleeps.
[Can we use all the expressions in this situation? Can we substitute 'in' for 'on'?]
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