Well, what *does* happen when something cools down? Do you feel any particular sensation when you hold a hot object? Or when you stand in a hot room?
Heat spreads out. It doesn’t vanish, it just ends up everywhere. When you hold a hot object, that heat ends up in you. When you stand in a cold room, your heat ends up in the air around you.
It dissipates. It just kind flows out into the space around it, one way or another. Like if you have a cup of hot coffee, it cools down, right? But the way that it cools down involves convection (transfer of heat to air currents), conduction (the mug warms up and then warms up the desk it’s sitting on) and a tiny bit of radiation (infrared waves moving out of the mug). All of these result in other things in the room warming up, except they’re a lot bigger and spread out so we don’t notice.
The energy in that object might be lower after it cooled down, but that’s just because to gave off that energy to its surroundings.
For example, the fridge in your kitchen takes heat/energy from the inside, and transfers it to the outside. Your food is now colder but your room is warmer. Your food now has less energy and your room has more. The total amount of energy in the universe stayed the same.
If you had a glass of salty water, and placed that glass in a full bathtub. Come back in a little bit, and sample the water in the glass. It is a lot less salty.
Where did the salt go?
Just like heat energy, it simply spread out. Whatever environment (water, air, other objects) it spread into got warmer because of it. But if, say, we’re talking about the atmosphere, that “bathtub” is so huge that the difference is negligible.
Heat isn’t equivalent to any energy. Heat is the flow of (thermal) energy. It’s like asking what happens to water at the bottom of a waterfall. It’s still there. It’s just stopped flowing.
Heat stops flowing when things are in thermal equilibrium, which is a fancy way of saying at the same temperature. When things are the same temperature, heat stops flowing. All the thermal energy (commonly mistaken for heat) is still there, it’s just stopped flowing between things. Hence, no more heat.
If you have a pot of hot water at 100 C in a room at 20C. Heat will leave the pot and enter the room. The final equilibrium might be the water and room at, say, 21C. The result depends on how much stuff there is (room bigger than a pot) and how much energy it can hold (water holds more than air). The thermal energy is all still there, it’s just equalized between the pot and room.
Heat is the transfer of energy. A particle that has a bunch of energy collides with a particle that has less energy and transfers some of that energy. The total energy is the same. We can perceive that energy transfer as heat.
But as the universe expands there is more space between particles, and less interaction. If a particle with a bunch of energy never collides with anything it will never lose that energy, but the universe as a whole is cooler. Not because there is less energy but because there is more space in which that energy exists.
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