Convection: the process
Convection is a physical process that transfers heat. It depends on changes in temperature and density. The density of matter is temperature-dependent. When matter is heated up, it expands and becomes less dense. As matter cools down, it contracts and becomes denser.
Now, imagine boiling a pot of water on a stove. As the water is heated up at the bottom of the pot it expands in volume, which reduces its density (Fig. 1). Thus, hot water rises to the surface of the pot. There, the water cools down and contracts in volume, its density increases again and gravity forces it to sink to the bottom of the pot.
Hot and cold water constantly replace each other as they are rising and sinking. A loop of material movement is formed between the surface and the bottom. This loop is called a convection current.
Figure 1: Convection currents in a pot with boiling water.