The second process, convection, works more circuitously. On a sunny, hot day, for example, air over land becomes warmed. It expands, grows less dense and rises, taking heat with it. The void below is quickly filled by cooler air, which is heavy and sinking. The process then repeats itself until climate conditions change.
Convection is a pretty efficient method of transferring energy.
It's the process by which the sun pushes heat from its interior to exterior, where it can be radiated out to Earth and the rest of the universe. It's the process that occurs in a pot of boiling water. It's the engine that drives weather on the Earth's surface. Every object that is warmer than its surroundings loses energy this way. It's called radiation, the third process.