If you think that the room or oven will cool or heat faster if the thermostat is turned all the way to the maximum setting, you are wrong—you hold an erroneous folk theory of the heating and cooling system. One commonly held folk theory of the working of a thermostat is that it is like a valve: the thermostat controls how much heat (or cold) comes out of the device. Hence, to heat or cool something most quickly, set the thermostat so that the device is on maximum. The theory is reasonable, and there exist devices that operate like this, but neither the heating or cooling equipment for a home
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