Conduction, Convection & Radiation
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Conduction is heat transfer via direct contact with another solid surface; when contact exists between two surfaces, heat energy transfers from molecule to molecule. Something with a higher temperature has molecules that are bouncing around relatively quickly (on average) compared to the lower-temperature surface. We can prevent unwanted effects of conduction in the home through insulation.
Convection is heat transfer within a fluid (liquid or vapor), and the molecules are freer to move around. Molecules transfer their heat with them as they move through a fluid. A convective effect occurs when you open the fridge door, for example.
Radiation is heat transfer that occurs via electromagnetic radiant energy, especially sunlight. We know that the heat transfer from the sun is radiant because space is essentially a vacuum. However, the only electromagnetic energy we can see is visible light; there are plenty of radiation forms that we cannot see, including microwaves. Radiation heats surfaces, which is why you can block your face from a campfire and feel almost immediate relief from the heat.
Our bodies also radiate heat, and radiation is a significant point to consider when thinking about comfort. You can also feel cold despite a comfortable room temperature because your body might be radiating heat to a cooler wall or piece of furniture.