Air will expand when heated, if it is allowed to. You can put air in a
strong metal container and heat it up, and the container will keep the
air from expanding (well, the container may expand a little, but not
nearly as much as the air would have if the container weren't there).
In this case, the pressure of the air will go up.
The rule is that the pressure of a gas times the volume of the gas
is proportional to the temperature of the gas, if you hold the amount
of gas molecules fixed (no leaks). The temperature you have to use in
this proportionality is "absolute" temperature, measured in degrees
Kelvin from absolute zero.
Air which is not in containers will expand, become less dense, and
rise up when heated. This process drives much of the weather we see. It
also makes smoke go up the chimney when a fire is lit in the fireplace.
Tom
(published on 10/22/2007)