Mysterious heating

In our abode, there is a thermostat in every room. When we turn them up, the room gets hotter. But apart from that, the heating is a complete mystery. I've never lived anywhere where I understand the heating less. I don't know what the fuel is that makes the room hotter - gas? electricity? Hot air recycled from the local oil refinery?

And even more mysterious, I don't know where the heat comes from. There isn't a radiator. Or a vent that warm air comes through. I've crawled around on the floor, and tried to see if one bit feels warmer (it doesnt'), and I've done the same with the walls and the ceiling (same). In the living room, one area does seem to get warmer faster, but I can't find any source of it.

I thought it was maybe a weird American thing, and other Americans would understand. When we were moving in I asked the removal men (who should understand that sort of thing but they didn't know either.

Maybe it's all just some sort of placebo effect - there's not anything attached to the thermostats, it's just that we believe there is, and so we feel warmer.