Convection: The natural movement of a fluid (air or water) caused by a difference in temperature.
An air space that contains both warm and cool air will increase heat transfer by convection. The warm air rises as it becomes more buoyant and the cool air falls as it becomes less buoyant causing a convection current within the space. Moving air will allow for more heat transfer than still air. Convection currents are often misinterpreted as air leaks around windows.
Natural convection: Caused by density variations resulting from temperature differences within the fluid (e.g. hydronic baseboard)
Forced convection: Motion is caused by an outside source (e.g. furnace fan)