Heat transfer can take place through three mechanisms. Convection, conduction and radiation. In conduction,heat is transferred with direct contact between objects. Because direct contact can happen in solids, liquids as well as gases, conduction can take place in all three states of matter. Conduction is better in the solid state more than the other two states though. If you heated one end of a metal stick, the other end will also feel hot after a period of time because of conduction.
Convection is the transfer of heat energy through fluids. Convection cannot take place in solids, since solids are not are not fluids. Because of this, convection can only happen with liquids and gases. The boiling of water in a pan happens because of convection.
Radiation does not require any need for heat transfer. However it can transfer heat, but it can happen in a vacuum. It does not need any objects or fluids to transfer heat unlike the other mechanisms.
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