Radiators don’t just work by heating the air immediately around them, they also start air currents driven by warmed air rising to the top of the room and cold air coming in from behind to replace it. The bigger the _temperature difference_ between cold and warm air, the faster those currents will move, and the less time it will take for all the cold air to pass over the radiator and get heated. So the most efficient place to put a radiator is the coldest spot in the room, which is traditionally under the window.
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