Conduction - the movement of energy within the particles; the substance itself does not move
In conduction, heat energy from the hotter end of the object goes to the cooler end
Convection - the main heat transfer in liquids and gases (fluids)
Convection - hot particles rise, cold particles sink
In convection, the hot particles rise because they are less dense. The cold particles sink because they are denser. Eventually the hot particles will cool down and sink to the bottom, and new, hotter particles will take its place.
This is called the convection current.
Radiation - heat energy is being transferred without particles through the use of empty space/vacuum
Radiation - heat energy is being transferred via electromagnetic radiation that involves waves