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When a body, by heat or cold moves from one state to another, we say that has changed state. In the case of water: when it's warm, ice melts and see if we heat liquid water that evaporates. The rest of the substances may change state if you change the conditions in which they occur. In addition to temperature, pressure also affects the state as are the chemicals.
If a solid is heated, there comes a time when it becomes liquid. This process is called fusion. The melting point is the temperature must reach a solid substance melts. Each substance has a characteristic melting point. For example, the melting point of pure water is 0 ° C at normal atmospheric pressure.
If we heat a liquid turns into gas. This process is called vaporization. When vaporization occurs throughout the body of liquid, vapor bubbles formed within it, is called boiling. Also the boiling temperature is characteristic of each substance and is called the boiling point. The boiling point of water is 100 ° C at normal atmospheric pressure.

In the solid state the particles are arranged and move oscillating about their positions. As we heat the water, the particles gain energy and move faster, but retain their positions.
When the temperature reaches the melting point (0 º C) the speed of the particles is high enough that some of them can overcome the attractive forces of the solid state and abandon fixed positions they occupy. The crystal structure is gradually crumbling. Throughout the process of melting ice temperature remains constant.
In the liquid state the particles are close together, moving freely and in a disorderly way. As we heat the liquid, the particles move faster and the temperature rises. In the liquid surface is given the vaporization process, some particles have enough energy to escape. If the temperature increases, the number of particles that escape is greatest, ie, the liquid evaporates faster.
When the liquid reaches boiling point, the speed of moving particles is so high that the vaporization process, in addition to be on the surface, occurs at any point inside, forming the typical vapor bubbles water, which rise to the surface. At this point the energy supplied by the flame goes into launching the particles to gas and liquid temperature does not change (100 degrees C).
In the state of steam, water particles move freely, taking up far more space than liquid. If we heat the water vapor, the particles absorb energy and gain speed, so the temperature rises.