In the culinary arts, the term convection refers to a method of heat transfer where food is heated by a moving heat source such as hot air inside an oven that is circulated by a fan.
The movement of steam or the motion of boiling water in a pot are also examples of convection. Because convection circulates heat, it accelerates the cooking process.
Take, for instance, a convection oven, which in addition to generating heat, also recirculates the hot air by using a fan. Food will cook more quickly in this type of oven than in a conventional one. It will also brown faster since convection ovens blow more hot air over the surface of the food.
If you're using a convection oven, you will only derive the benefit of the convection effect if the food is uncovered.
Interestingly, even stirring a pot of soup would be considered a form of convection, as it redistributes the heat from the bottom of a pot throughout the soup.